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, 2009

Check here if Amendment [ X ];	 Amendment Number: 1___
This Amendment (Check only one.): 	[ X ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:

Name: 	 Barclays PLC
Address: 1 Churchill Place
         London, England E14 5HP

Form 13F File Number: 	28-826

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: Suzanne Rodway
Title: Head of Compliance Operations, Barclays PLC
Phone: +44 (0)20 7116 2720

Signature, Place, and Date of Signing:

Suzanne Rodway                London, England      Nov 13, 2009

Report Type (Check only one.):

[ ] 	13F HOLDINGS REPORT.
[ ] 	13F NOTICE.
[X] 	13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:
Form 13F File Number   Name

  *   File Number not yet available.



Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009

Check here if Amendment [ X ];   Amendment Number: 1___

This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:

      Name:  Barclays Bank PLC
   Address:  1 Churchill Place
             Canary Wharf
             London
             England
           Form 13F File Number: 28-827

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: Angela Huff
                        Title: Vice President, Compliance
                        Phone: 0044 20 3134 6849

Signature, Place, and Date of Signing:

Angela Huff London, England Nov 13, 2009


    Report Type (Check only one.):

       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available
  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Capital INC
   Address:  200 Park Ave
             New York
             USA

           Form 13F File Number: *

         * File number not yet available

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 Feaster Lamin
                        Title: U.S. Large Holdings Advisory
                        Phone: +1 212 412 6976

Signature, Place, and Date of Signing:

Riqueza Feaster Lamin New York USA, Nov 13, 2009



    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name


28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Capital Securities Limited
   Address:  5 The North Colonnade
             Canary Wharf
             London
             England
           Form 13F File Number: *

         * File number not yet available

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: Angela Huff
                        Title: Vice President, Compliance
                        Phone: 0044 20 3134 6849


Signature, Place, and Date of Signing:

Angela Huff London, England Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name


28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Palomino Ltd Walkers SPV Ltd
   Address:  Walker House
             Mary Street, PO Box 908 GT
             George Town
             Grand Cayman, Cayman Islands
           Form 13F File Number: *

         * File number not yet available

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 Feaster Lamin
                        Title: U.S. Large Holdings Advisory
                        Phone: +1 212 412 6976

 Signature, Place, and Date of Signing:
 Riqueza Feaster Lamin New York USA, Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name
28-826                     Barclays PLC
*                          File number not yet available

  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  HYMF INC
   Address:  200 Park Avenue

             New York
             USA
           Form 13F File Number: *

         * File number not yet available
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 Feaster Lamin
                        Title: U.S. Large Holdings Advisory
                        Phone: +1 212 412 6976

Signature, Place, and Date of Signing:

Riqueza Feaster Lamin New York USA, Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Dante Investments LLC
   Address:  200 Park Avenue

             New York
             USA
           Form 13F File Number: *

         * File number not yet available
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 Feaster Lamin
                        Title: U.S. Large Holdings Advisory
                        Phone: +1 212 412 6976

Signature, Place, and Date of Signing:

Riqueza Feaster Lamin New York USA, Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009

Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Capital Equities Trading
   Address:  1 Churchill Place
             Canary Wharf
             London
             England
           Form 13F File Number: *

         * File number not yet available

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: Angela Huff
                        Title: Vice President, Compliance
                        Phone: 0044 20 3134 6849

Signature, Place, and Date of Signing:

Angela Huff London, England Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank France SA
   Address:  183 avenue de Daumesnil
             75012
             Paris
             France
           Form 13F File Number: *

         * File number not yet available

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: Pascal Cartraud
                        Title: Head of Compliance
                        Phone: 00 33 1 5578 7487

 Signature, Place, and Date of Signing:
 Pascal Cartraud Paris, France Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank Spain SA
   Address:  Pza de Colon 2
             28046
             Madrid
             Spain
           Form 13F File Number: *

         * File number not yet available

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: Jose Manuel Martinez
                        Title: Head of Operations
                        Phone: 00 34 91-336 1319

Signature, Place, and Date of Signing:

Jose Manuel Martinez Madrid, Spain Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank Trust Company Limited
   Address:  Eagle Court
             Peterborough
             England
           Form 13F File Number: *

         * File number not yet available

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: Ramsay Urquhart
                        Title: Head of UK IMS
                        Phone: 0141 433 5225

Signature, Place, and Date of Signing:

Ramsay Urquhart Peterborough, England Nov 13, 2009



    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name


28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

      Name:  Barclays Private Bank & Trust Limited (Jersey)
   Address:  39/41 Broad Street
             St. Helier
             Jersey, Channel Islands
           Form 13F File Number: *

         * File number not yet available

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: Alex Clark Hutchison
                        Title: Head of Operations, BPB&T
                        Phone: 01534-812706

Signature, Place, and Date of Signing:

Alex Clark Hutchison St. Helier, Jersey, Channel Islands  Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Private Bank Limited
   Address:  59/60 Grosvenor Street

             London
             England
           Form 13F File Number: *

         * File number not yet available

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: Ramsay Urquhart
                        Title: Head of UK IMS
                        Phone: 0141 433 5225

Signature, Place, and Date of Signing:

Ramsay Urquhart London, England Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank (Suisse) SA
   Address:  10 rue d'Italie
             Geneva
             Switzerland
           Form 13F File Number: *

         * File number not yet available

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: Yi-Hsiang Yi-Hsiang Allistone/Howard Beenstock
                        Title: Head of Securities Settlement | Assistant Manager
                        Phone: 41 22 819 5723 | 41 22 819 570

Signature, Place, and Date of Signing:

Yi-Hsiang Yi-Hsiang Allistone/Howard Beenstock Geneva, Switzerland August

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available
  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Stockbrokers Limited
   Address:  Tay House, 300 Bath Street
             Glasgow
             Scotland
           Form 13F File Number: *

         * File number not yet available

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: Ramsay Urquhart
                        Title: Head of UK IMS
                        Phone: 0141 433 5225

Signature, Place, and Date of Signing:

Ramsay Urquhart Glasgow, Scotland Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available
  

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Investment Services
   Address:  1 Churchill Place
             Canary Wharf
             London
             England
           Form 13F File Number: *

         * File number not yet available

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: Kevin Wooliscroft
                        Title: Fund Manager
                        Phone: 0207 114 8457

Signature, Place, and Date of Signing:

Kevin Wooliscroft London, England Nov 13, 2009



    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available
  





Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Walbrook Trustees Ltd
   Address:  P.O. Box 248
             Lord Coutanche House
             St. Helier
             Jersey, Channel Islands
           Form 13F File Number: *

         * File number not yet available

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: Morgan Jubb
                        Title: Finance Director
                        Phone: + 44 (0) 1534 711 111

Signature, Place, and Date of Signing:

Morgan Jubb St. Helier, Jersey, Channel Islands Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank Trust Company Limited
   Address:  Eagle Court

             Peterborough
             England
           Form 13F File Number: *

         * File number not yet available

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: Ramsay Urquhart
                        Title: Head of UK IMS
                        Phone: 0141 433 5225

Signature, Place, and Date of Signing:

Ramsay Urquhart Peterborough, England Nov 13, 2009

    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available


  



Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Barclays Bank PLC (Geneva)
   Address:  33 Rue De La Synagogue
	     Ch-1204
             Geneva
	     Switzerland

           Form 13F File Number: *

         * File number not yet available

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: Warren McRae
                        Title: Regional Operations Director
                        Phone: 41 (0) 22 819 57 02

Signature, Place, and Date of Signing:

Warren McRae, Geneva Switzerland, Nov 13, 2009



    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  



Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               June 30, 2009


Check here if Amendment [ X ];   Amendment Number: 1___
This Amendment (Check only one.):            [ X ] is a restatement.
                                             [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:
      Name:  Gerrard Investment Management Limted
   Address:  155 St Vincent Street

             Glasgow
             Scotland
           Form 13F File Number: *

         * File number not yet available

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: Alastair Mackenzie
                        Title: Investment Manager
                        Phone: 0141 240 4667

Signature, Place, and Date of Signing:

Alastair Mackenzie Glasgow, Scotland Nov 13, 2009



    Report Type (Check only one.):
       [ ] 13F HOLDINGS REPORT.
       [X] 13F NOTICE.
       [ ] 13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available

  

                       FORM 13F SUMMARY PAGE

Report Summary:

	Number of Other Included Managers:	19
	Form 13F Information Table Value Total:	12715
	Form 13F Information Table Entry Total:	$25,914,931	 (thousands)




Confidential information has been omitted from this report and filed separately
with the Securities and Exchange Commission.


List of Other Included Managers:

Mgr No	Form 13F File Number	NAME
  1		28-827		Barclays Bank PLC
  8		*		Barclays Capital INC
  9		*		Barclays Capital Securities Limited
 10		*		Barclays Bank Trust Company Limited
 12		*		Barclays Private Bank & Trust Limited (Jersey)
 17		*		Barclays Private Bank Limited
 20		*		Barclays Bank (Suisse) SA
 31		*		Palomino Ltd Walkers SPV Ltd
 32		*		HYMF INC
 34		*		Dante Investments LLC
 50		*		Barclays Stockbrokers Limited
 51		*		Barclays Investment Services
 56		*		Barclays Bank France SA
 57		*		Barclays Bank Spain SA
 59		*		Barclays Capital Equities Trading
 60		*		Walbrook Trustees Ltd
 61		*		Barclays Bank Trust Company Limited
 62		*		Barclays Bank PLC (Geneva)
 99		*		Gerrard Investment Management Limted



	*                       File number not yet available

FORM 13F INFORMATION TABLE


                              CLASS                  VALUE SHARES       SH/ PUT/ INVSTMT OTHER            VOTING AUTHORITY
NAME OF ISSUER                TITLE CUSIP         (X$1000) PRN AMT      PRN CALL DSCRETN MGRS       SOLE      SHARED        NONE
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------
                                                                                     
1 800 FLOWERS COM              COM  68243Q106            0           34 SH       Sole      8          34            0            0
1 800 FLOWERS COM              COM  68243Q106           62        32520 SH       Defined  31       32520            0            0
1ST SOURCE CORP                COM  336901103            3          200 SH       Sole      8         200            0            0
3COM CORP                      COM  885535104           78        16513 SH       Sole      8       16513            0            0
3COM CORP                      OPT  885535104           11         2300 SH  Call Defined   8           0         2300            0
3COM CORP                      OPT  885535104          -43        -9300 SH  Put  Defined   8           0        -9300            0
3COM CORP                      COM  885535104          603       127400 SH       Sole      9      127400            0            0
3COM CORP                      COM  885535104          593       125453 SH       Defined  31      125453            0            0
3-D SYS CORP DEL               COM  88554D205            1           96 SH       Sole      8          96            0            0
3M CO                          COM  88579Y101        21590       359235 SH       Sole      8      359235            0            0
3M CO                          OPT  88579Y101        26691       444100 SH  Call Defined   8           0       444100            0
3M CO                          OPT  88579Y101       -11250      -187200 SH  Put  Defined   8           0      -187200            0
3M CO                          COM  88579Y101         2179        36264 SH       Sole      9       36264            0            0
3M CO                          COM  88579Y101         3661        60922 SH       Defined  32       60922            0            0
3PAR INC                       COM  88580F109            6          438 SH       Sole      8         438            0            0
99 CENTS ONLY STORES           COM  65440K106           18         1318 SH       Sole      8        1318            0            0
99 CENTS ONLY STORES           OPT  65440K106          260        19100 SH  Call Defined   8           0        19100            0
99 CENTS ONLY STORES           OPT  65440K106         -105        -7800 SH  Put  Defined   8           0        -7800            0
A C MOORE ARTS & CRAFTS INC    COM  00086T103            2          600 SH       Sole      8         600            0            0
A C MOORE ARTS & CRAFTS INC    OPT  00086T103            8         2000 SH  Call Defined   8           0         2000            0
A C MOORE ARTS & CRAFTS INC    OPT  00086T103           -3        -1000 SH  Put  Defined   8           0        -1000            0
A D C TELECOMMUNICATIONS       BOND 000886AB7           39           53 PRN      Sole      8       53000            0            0
A D C TELECOMMUNICATIONS       COM  000886309           17         2147 SH       Sole      8        2147            0            0
A D C TELECOMMUNICATIONS       OPT  000886309          342        42900 SH  Call Defined   8           0        42900            0
A D C TELECOMMUNICATIONS       OPT  000886309         -300       -37700 SH  Put  Defined   8           0       -37700            0
A D C TELECOMMUNICATIONS       COM  000886309          608        76409 SH       Defined  31       76409            0            0
A H BELO CORP                  COM  001282102           40        41300 SH       Sole      8       41300            0            0
A POWER ENERGY GENERAT SYS L   COM  G04136100            2          200 SH       Sole      8         200            0            0
AAON INC                       COM  000360206           90         4527 SH       Sole      8        4527            0            0
AAR CORP                       COM  000361105           14          918 SH       Sole      8         918            0            0
AAR CORP                       COM  000361105           14          900 SH       Defined  31         900            0            0
AARONS INC                     COM  002535201         1575        52805 SH       Sole      8       52805            0            0
AARONS INC                     COM  002535300           10          429 SH       Sole      8         429            0            0
AARONS INC                     COM  002535201         2120        71100 SH       Defined  31       71100            0            0
AARONS INC                     COM  002535201           75         2520 SH       Defined  32        2520            0            0
AASTROM BIOSCIENCES INC        COM  00253U107           50       118028 SH       Defined  31      118028            0            0
ABAXIS INC                     COM  002567105           11          541 SH       Sole      8         541            0            0
ABAXIS INC                     OPT  002567105           91         4400 SH  Call Defined   8           0         4400            0
ABAXIS INC                     OPT  002567105         -238       -11600 SH  Put  Defined   8           0       -11600            0
ABB LTD                        COM  000375204          101         6413 SH       Sole      8        6413            0            0
ABB LTD                        OPT  000375204          758        48000 SH  Call Defined   8           0        48000            0
ABB LTD                        OPT  000375204         -943       -59800 SH  Put  Defined   8           0       -59800            0
ABB LTD                        COM  000375204        32223      2042024 SH       Defined  31     2042024            0            0
ABBOTT LABS                    COM  002824100        47010       999366 SH       Sole      8      999366            0            0
ABBOTT LABS                    OPT  002824100        22062       469000 SH  Call Defined   8           0       469000            0
ABBOTT LABS                    OPT  002824100       -25824      -549000 SH  Put  Defined   8           0      -549000            0
ABBOTT LABS                    COM  002824100        15369       326714 SH       Sole      9      326714            0            0
ABBOTT LABS                    OPT  002824100         1082        22981 SH  Call Defined   9           0        22981            0
ABBOTT LABS                    OPT  002824100        -2871       -61040 SH  Put  Defined   9           0       -61040            0
ABBOTT LABS                    COM  002824100        49503      1052364 SH       Defined  31     1052364            0            0
ABBOTT LABS                    COM  002824100         6409       136237 SH       Defined  32      136237            0            0
ABERCROMBIE & FITCH CO         COM  002896207         7439       292980 SH       Sole      8      292980            0            0
ABERCROMBIE & FITCH CO         OPT  002896207         1598        62900 SH  Call Defined   8           0        62900            0
ABERCROMBIE & FITCH CO         OPT  002896207        -2241       -88300 SH  Put  Defined   8           0       -88300            0
ABERCROMBIE & FITCH CO         COM  002896207          213         8385 SH       Sole      9        8385            0            0
ABERCROMBIE & FITCH CO         COM  002896207           18          694 SH       Defined  32         694            0            0
ABIOMED INC                    COM  003654100            5          617 SH       Sole      8         617            0            0
ABIOMED INC                    OPT  003654100          138        15600 SH  Call Defined   8           0        15600            0
ABIOMED INC                    OPT  003654100          -81        -9200 SH  Put  Defined   8           0        -9200            0
ABIOMED INC                    COM  003654100          160        18138 SH       Defined  31       18138            0            0
ABM INDS INC                   COM  000957100           58         3234 SH       Sole      8        3234            0            0
ABM INDS INC                   COM  000957100           11          597 SH       Defined  32         597            0            0
ABOVENET INC                   COM  00374N107            4           46 SH       Sole      8          46            0            0
ABRAXAS PETE CORP              COM  003830106          235       247400 SH       Sole      8      247400            0            0
ABRAXIS BIOSCIENCE INC NEW     COM  00383Y102           16          437 SH       Sole      8         437            0            0
ABRAXIS BIOSCIENCE INC NEW     COM  00383Y102           14          369 SH       Defined  32         369            0            0
ACACIA RESH CORP               COM  003881307            2          245 SH       Sole      8         245            0            0
ACADIA PHARMACEUTICALS INC     COM  004225108          425       193934 SH       Sole      8      193934            0            0
ACADIA PHARMACEUTICALS INC     OPT  004225108           20         8800 SH  Call Defined   8           0         8800            0
ACADIA PHARMACEUTICALS INC     OPT  004225108           -3        -1600 SH  Put  Defined   8           0        -1600            0
ACADIA PHARMACEUTICALS INC     COM  004225108           38        17190 SH       Sole      9       17190            0            0
ACADIA RLTY TR                 COM  004239109           31         2401 SH       Sole      8        2401            0            0
ACADIA RLTY TR                 COM  004239109          213        16347 SH       Sole      9       16347            0            0
ACCELRYS INC                   COM  00430U103            1          203 SH       Sole      8         203            0            0
ACCELRYS INC                   COM  00430U103          308        52174 SH       Defined  31       52174            0            0
ACCENTURE LTD BERMUDA          COM  G1150G111         2123        63450 SH       Sole      8       63450            0            0
ACCENTURE LTD BERMUDA          COM  G1150G111         1492        44600 SH       Sole      9       44600            0            0
ACCO BRANDS CORP               COM  00081T108            2          562 SH       Sole      8         562            0            0
ACCO BRANDS CORP               COM  00081T108           88        31300 SH       Sole      9       31300            0            0
ACCO BRANDS CORP               COM  00081T108          104        36800 SH       Defined  31       36800            0            0
ACCURAY INC                    COM  004397105           76        11503 SH       Sole      8       11503            0            0
ACCURAY INC                    OPT  004397105           82        12200 SH  Call Defined   8           0        12200            0
ACCURAY INC                    OPT  004397105           -5         -900 SH  Put  Defined   8           0         -900            0
ACE LTD                        COM  H0023R105          630        14236 SH       Sole      8       14236            0            0
ACERGY S A                     ADR  00443E104          919        93352 SH       Sole      9       93352            0            0
ACERGY S A                     COM  00443E104          699        70999 SH       Defined  31       70999            0            0
ACETO CORP                     COM  004446100          196        29332 SH       Defined  31       29332            0            0
ACI WORLDWIDE INC              COM  004498101            4          267 SH       Sole      8         267            0            0
ACI WORLDWIDE INC              COM  004498101          139         9980 SH       Defined  31        9980            0            0
ACME PACKET INC                COM  004764106           32         3208 SH       Sole      8        3208            0            0
ACME PACKET INC                OPT  004764106           58         5700 SH  Call Defined   8           0         5700            0
ACME PACKET INC                OPT  004764106          -10        -1000 SH  Put  Defined   8           0        -1000            0
ACORDA THERAPEUTICS INC        COM  00484M106         7858       278760 SH       Sole      8      278760            0            0
ACORDA THERAPEUTICS INC        OPT  00484M106         1176        41700 SH  Call Defined   8           0        41700            0
ACORDA THERAPEUTICS INC        OPT  00484M106        -2029       -72000 SH  Put  Defined   8           0       -72000            0
ACTEL CORP                     COM  004934105           12         1136 SH       Sole      8        1136            0            0
ACTIVIDENTITY CORP             COM  00506P103            0          113 SH       Sole      8         113            0            0
ACTIVISION BLIZZARD INC        COM  00507V109          385        30520 SH       Sole      8       30520            0            0
ACTIVISION BLIZZARD INC        OPT  00507V109         3450       273100 SH  Call Defined   8           0       273100            0
ACTIVISION BLIZZARD INC        OPT  00507V109        -1293      -102400 SH  Put  Defined   8           0      -102400            0
ACTIVISION BLIZZARD INC        COM  00507V109          297        23494 SH       Sole      9       23494            0            0
ACTIVISION BLIZZARD INC        COM  00507V109          217        17165 SH       Defined  32       17165            0            0
ACTUANT CORP                   BOND 00508XAB0          931          993 PRN      Sole      8      993000            0            0
ACTUANT CORP                   COM  00508X203           23         1921 SH       Sole      8        1921            0            0
ACTUANT CORP                   COM  00508X203            7          581 SH       Defined  32         581            0            0
ACTUATE CORP                   COM  00508B102            2          344 SH       Sole      8         344            0            0
ACUITY BRANDS INC              COM  00508Y102          207         7392 SH       Sole      8        7392            0            0
ACUITY BRANDS INC              OPT  00508Y102           51         1800 SH  Call Defined   8           0         1800            0
ACUITY BRANDS INC              OPT  00508Y###          -##        -#### SH  Put  Defined   8           0        -1100            0
ACUITY BRANDS INC              COM  00508Y102          410        14600 SH       Sole      9       14600            0            0
ACUITY BRANDS INC              COM  00508Y102           14          489 SH       Defined  32         489            0            0
ACUITY BRANDS INC              COM  00508Y102         5610       200000 SH       Sole     34      200000            0            0
ACURA PHARMACEUTICALS INC      COM  00509L703            0           62 SH       Sole      8          62            0            0
ACXIOM CORP                    COM  005125109            4          426 SH       Sole      8         426            0            0
ACXIOM CORP                    OPT  005125109          219        24700 SH  Call Defined   8           0        24700            0
ACXIOM CORP                    OPT  005125109          -11        -1300 SH  Put  Defined   8           0        -1300            0
ACXIOM CORP                    COM  005125109          224        25376 SH       Defined  31       25376            0            0
ADAPTEC INC                    COM  00651F108           19         7299 SH       Sole      8        7299            0            0
ADAPTEC INC                    COM  00651F108          184        69621 SH       Defined  31       69621            0            0
ADMINISTAFF INC                COM  007094105          217         9314 SH       Sole      8        9314            0            0
ADMINISTAFF INC                OPT  007094105          184         7900 SH  Call Defined   8           0         7900            0
ADMINISTAFF INC                OPT  007094105         -172        -7400 SH  Put  Defined   8           0        -7400            0
ADMINISTAFF INC                COM  007094105           93         4000 SH       Defined  31        4000            0            0
ADOBE SYS INC                  COM  00724F101        10915       385716 SH       Sole      8      385716            0            0
ADOBE SYS INC                  OPT  00724F101        20204       713900 SH  Call Defined   8           0       713900            0
ADOBE SYS INC                  OPT  00724F101       -19147      -676600 SH  Put  Defined   8           0      -676600            0
ADOBE SYS INC                  COM  00724F101          309        10933 SH       Sole      9       10933            0            0
ADOBE SYS INC                  COM  00724F101         1276        45072 SH       Defined  32       45072            0            0
ADOLOR CORP                    COM  00724X102            1          807 SH       Sole      8         807            0            0
ADOLOR CORP                    COM  00724X102            6         3635 SH       Defined  31        3635            0            0
ADTRAN INC                     COM  00738A106          208         9669 SH       Sole      8        9669            0            0
ADTRAN INC                     OPT  00738A106          784        36500 SH  Call Defined   8           0        36500            0
ADTRAN INC                     OPT  00738A106         -261       -12200 SH  Put  Defined   8           0       -12200            0
ADTRAN INC                     COM  00738A106          732        34112 SH       Defined  31       34112            0            0
ADVANCE AMER CASH ADVANCE CT   COM  00739W107            3          719 SH       Sole      8         719            0            0
ADVANCE AMER CASH ADVANCE CT   COM  00739W107          623       140600 SH       Defined  31      140600            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106          337         8125 SH       Sole      8        8125            0            0
ADVANCE AUTO PARTS INC         OPT  00751Y106          693        16700 SH  Call Defined   8           0        16700            0
ADVANCE AUTO PARTS INC         OPT  00751Y106         -950       -22900 SH  Put  Defined   8           0       -22900            0
ADVANCE AUTO PARTS INC         COM  00751Y106         3099        74700 SH       Sole      9       74700            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106        11124       268121 SH       Defined  31      268121            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106          234         5647 SH       Defined  32        5647            0            0
ADVANCED ANALOGIC TECHNOLOGI   COM  00752J108            3          630 SH       Sole      8         630            0            0
ADVANCED BATTERY TECHNOLOG I   COM  00752H102          136        33684 SH       Sole      8       33684            0            0
ADVANCED ENERGY INDS           COM  007973100           38         4237 SH       Sole      8        4237            0            0
ADVANCED ENERGY INDS           OPT  007973100           17         1800 SH  Call Defined   8           0         1800            0
ADVANCED ENERGY INDS           OPT  007973100          -39        -4400 SH  Put  Defined   8           0        -4400            0
ADVANCED ENERGY INDS           COM  007973100          267        29739 SH       Defined  31       29739            0            0
ADVANCED MICRO DEVICES INC     BOND 007903AL1         9920        21162 PRN      Sole      8    21162000            0            0
ADVANCED MICRO DEVICES INC     BOND 007903AN7         1538         2500 PRN      Sole      8     2500000            0            0
ADVANCED MICRO DEVICES INC     COM  007903107         1364       352485 SH       Sole      8      352485            0            0
ADVANCED MICRO DEVICES INC     OPT  007903107         4019      1038300 SH  Call Defined   8           0      1038300            0
ADVANCED MICRO DEVICES INC     OPT  007903107        -3939     -1017900 SH  Put  Defined   8           0     -1017900            0
ADVANCED MICRO DEVICES INC     COM  007903107           32         8163 SH       Sole      9        8163            0            0
ADVANCED MICRO DEVICES INC     OPT  007903107         -695      -179787 SH  Put  Defined   9           0      -179787            0
ADVANCED MICRO DEVICES INC     COM  007903107          126        32654 SH       Defined  32       32654            0            0
ADVANCED SEMICONDUCTOR ENGR    COM  00756M404            4         1500 SH       Sole      8        1500            0            0
ADVANCED SEMICONDUCTOR ENGR    COM  00756M404          810       272621 SH       Defined  31      272621            0            0
ADVANTA CORP                   COM  007942204           81       192900 SH       Sole      8      192900            0            0
ADVANTAGE ENERGY INCOME FD     COM  00762L101         1933       459073 SH       Defined  31      459073            0            0
ADVANTEST CORP                 COM  00762U200           11          600 SH       Defined  31         600            0            0
ADVENT SOFTWARE INC            COM  007974108           10          308 SH       Sole      8         308            0            0
ADVISORY BRD CO                COM  00762W107            3          119 SH       Sole      8         119            0            0
ADVISORY BRD CO                COM  00762W107          432        16802 SH       Defined  31       16802            0            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100          818        25567 SH       Sole      8       25567            0            0
AECOM TECHNOLOGY CORP DELAWA   OPT  00766T100         1335        41700 SH  Call Defined   8           0        41700            0
AECOM TECHNOLOGY CORP DELAWA   OPT  00766T100         -320       -10000 SH  Put  Defined   8           0       -10000            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100          179         5603 SH       Defined  32        5603            0            0
AEGEAN MARINE PETROLEUM NETW   COM  Y0017S102           66         4400 SH       Sole      8        4400            0            0
AEP INDS INC                   COM  001031103            1           38 SH       Sole      8          38            0            0
AERCAP HOLDINGS NV             COM  N00985106          722       100000 SH       Sole      8      100000            0            0
AEROPOSTALE                    COM  007865108          276         8063 SH       Sole      8        8063            0            0
AEROPOSTALE                    OPT  007865108         6116       178450 SH  Call Defined   8           0       178450            0
AEROPOSTALE                    OPT  007865108        -4823      -140750 SH  Put  Defined   8           0      -140750            0
AEROPOSTALE                    COM  007865108        16159       471523 SH       Defined  31      471523            0            0
AEROVIRONMENT INC              COM  008073108          101         3276 SH       Sole      8        3276            0            0
AEROVIRONMENT INC              OPT  008073108           28          900 SH  Call Defined   8           0          900            0
AEROVIRONMENT INC              OPT  008073108          -43        -1400 SH  Put  Defined   8           0        -1400            0
AES CORP                       COM  00130H105         1509       130000 SH       Sole      1      130000            0            0
AES CORP                       COM  00130H105         4765       410384 SH       Sole      8      410384            0            0
AES CORP                       OPT  00130H105          813        70000 SH  Call Defined   8           0        70000            0
AES CORP                       OPT  00130H105         -921       -79400 SH  Put  Defined   8           0       -79400            0
AES CORP                       COM  00130H105         3106       267489 SH       Sole      9      267489            0            0
AES CORP                       OPT  00130H105            0            0 SH  Put  Defined   9           0            0            0
AES CORP                       COM  00130H105        19512      1680578 SH       Defined  31     1680578            0            0
AES CORP                       COM  00130H105          342        29477 SH       Defined  32       29477            0            0
AETNA INC NEW                  COM  00817Y108        12951       517007 SH       Sole      8      517007            0            0
AETNA INC NEW                  OPT  00817Y108         6215       248100 SH  Call Defined   8           0       248100            0
AETNA INC NEW                  OPT  00817Y108        -5200      -207600 SH  Put  Defined   8           0      -207600            0
AETNA INC NEW                  COM  00817Y108          844        33686 SH       Sole      9       33686            0            0
AETNA INC NEW                  COM  00817Y108        10173       406100 SH       Defined  31      406100            0            0
AETNA INC NEW                  COM  00817Y108          598        23880 SH       Defined  32       23880            0            0
AFC ENTERPRISES INC            COM  00104Q107            0           18 SH       Sole      8          18            0            0
AFC ENTERPRISES INC            COM  00104Q107          654        96889 SH       Defined  31       96889            0            0
AFFILIATED COMPUTER SERVICES   COM  008190100         2230        50213 SH       Sole      8       50213            0            0
AFFILIATED COMPUTER SERVICES   OPT  008190100         1244        28000 SH  Call Defined   8           0        28000            0
AFFILIATED COMPUTER SERVICES   OPT  008190100        -1097       -24700 SH  Put  Defined   8           0       -24700            0
AFFILIATED COMPUTER SERVICES   COM  008190100          213         4789 SH       Sole      9        4789            0            0
AFFILIATED COMPUTER SERVICES   COM  008190100          288         6475 SH       Defined  32        6475            0            0
AFFILIATED MANAGERS GROUP      COM  008252108          821        14102 SH       Sole      8       14102            0            0
AFFILIATED MANAGERS GROUP      OPT  008252108         3119        53600 SH  Call Defined   8           0        53600            0
AFFILIATED MANAGERS GROUP      OPT  008252108        -1600       -27500 SH  Put  Defined   8           0       -27500            0
AFFILIATED MANAGERS GROUP      COM  008252108         1350        23200 SH       Defined  31       23200            0            0
AFFILIATED MANAGERS GROUP      COM  008252108          139         2388 SH       Defined  32        2388            0            0
AFFYMAX INC                    COM  00826A109            2          104 SH       Sole      8         104            0            0
AFFYMAX INC                    COM  00826A109          171         9300 SH       Defined  31        9300            0            0
AFFYMETRIX INC                 COM  00826T108            6         1053 SH       Sole      8        1053            0            0
AFFYMETRIX INC                 OPT  00826T108          155        26100 SH  Call Defined   8           0        26100            0
AFFYMETRIX INC                 OPT  00826T108          -64       -10800 SH  Put  Defined   8           0       -10800            0
AFFYMETRIX INC                 COM  00826T108         1003       169058 SH       Defined  31      169058            0            0
AFLAC INC                      COM  001055102        11529       370816 SH       Sole      8      370816            0            0
AFLAC INC                      OPT  001055102        11364       365500 SH  Call Defined   8           0       365500            0
AFLAC INC                      OPT  001055102       -15374      -494500 SH  Put  Defined   8           0      -494500            0
AFLAC INC                      COM  001055102          467        15028 SH       Sole      9       15028            0            0
AFLAC INC                      COM  001055102          290         9326 SH       Defined  31        9326            0            0
AFLAC INC                      COM  001055102         1339        43084 SH       Defined  32       43084            0            0
AGCO CORP                      BOND 001084AM4          155          170 PRN      Sole      8      170000            0            0
AGCO CORP                      COM  001084102           70         2396 SH       Sole      8        2396            0            0
AGCO CORP                      OPT  001084102         2384        82000 SH  Call Defined   8           0        82000            0
AGCO CORP                      OPT  001084102        -1790       -61600 SH  Put  Defined   8           0       -61600            0
AGCO CORP                      COM  001084102         1007        34636 SH       Sole      9       34636            0            0
AGCO CORP                      COM  001084102         5442       187200 SH       Defined  31      187200            0            0
AGCO CORP                      COM  001084102           41         1403 SH       Defined  32        1403            0            0
AGFEED INDUSTRIES INC          COM  00846L101            1          214 SH       Sole      8         214            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101            2           85 SH       Sole      1          85            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101         4189       206249 SH       Sole      8      206249            0            0
AGILENT TECHNOLOGIES INC       OPT  00846U101         2375       116900 SH  Call Defined   8           0       116900            0
AGILENT TECHNOLOGIES INC       OPT  00846U101        -3158      -155500 SH  Put  Defined   8           0      -155500            0
AGILENT TECHNOLOGIES INC       COM  00846U101           51         2488 SH       Sole      9        2488            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          627        30856 SH       Defined  32       30856            0            0
AGILYSYS INC                   COM  00847J105          199        42558 SH       Sole      8       42558            0            0
AGL RES INC                    COM  001204106           78         2442 SH       Sole      8        2442            0            0
AGL RES INC                    COM  001204106          106         3328 SH       Sole      9        3328            0            0
AGL RES INC                    COM  001204106          541        17000 SH       Defined  31       17000            0            0
AGL RES INC                    COM  001204106           30          951 SH       Defined  32         951            0            0
AGNICO EAGLE MINES LTD         COM  008474108         3901        74330 SH       Sole      8       74330            0            0
AGNICO EAGLE MINES LTD         OPT  008474108        13514       257500 SH  Call Defined   8           0       257500            0
AGNICO EAGLE MINES LTD         OPT  008474108       -25080      -477900 SH  Put  Defined   8           0      -477900            0
AGNICO EAGLE MINES LTD         COM  008474108           37          700 SH       Sole      9         700            0            0
AGRIUM INC                     COM  008916108         6086       152579 SH       Sole      8      152579            0            0
AGRIUM INC                     OPT  008916108         7791       195300 SH  Call Defined   8           0       195300            0
AGRIUM INC                     OPT  008916108       -15792      -395900 SH  Put  Defined   8           0      -395900            0
AGRIUM INC                     COM  008916108          439        11003 SH       Sole      9       11003            0            0
AIR METHODS CORP               COM  009128307          333        12183 SH       Sole      8       12183            0            0
AIR METHODS CORP               OPT  009128307           42         1500 SH  Call Defined   8           0         1500            0
AIR METHODS CORP               OPT  009128307         -109        -4000 SH  Put  Defined   8           0        -4000            0
AIR PRODS & CHEMS INC          COM  009158106          342         5300 SH       Sole      1        5300            0            0
AIR PRODS & CHEMS INC          COM  009158106         7392       114448 SH       Sole      8      114448            0            0
AIR PRODS & CHEMS INC          OPT  009158106         3185        49300 SH  Call Defined   8           0        49300            0
AIR PRODS & CHEMS INC          OPT  009158106        -1240       -19200 SH  Put  Defined   8           0       -19200            0
AIR PRODS & CHEMS INC          COM  009158106         1580        24465 SH       Sole      9       24465            0            0
AIR PRODS & CHEMS INC          COM  009158106          742        11481 SH       Defined  32       11481            0            0
AIR TRANSPORT SERVICES GRP I   COM  00922R105            1          255 SH       Sole      8         255            0            0
AIR TRANSPORT SERVICES GRP I   COM  00922R105          141        60000 SH       Sole      9       60000            0            0
AIRCASTLE LTD                  COM  G0129K104          240        32691 SH       Sole      8       32691            0            0
AIRGAS INC                     COM  009363102          525        12959 SH       Sole      8       12959            0            0
AIRGAS INC                     OPT  009363102          321         7900 SH  Call Defined   8           0         7900            0
AIRGAS INC                     OPT  009363102         -757       -18700 SH  Put  Defined   8           0       -18700            0
AIRGAS INC                     COM  009363102          323         7960 SH       Sole      9        7960            0            0
AIRGAS INC                     COM  009363102          261         6450 SH       Defined  31        6450            0            0
AIRMEDIA GROUP INC             COM  009411109          294        45703 SH       Defined  31       45703            0            0
AIRTRAN HLDGS INC              COM  00949P108           74        11936 SH       Sole      8       11936            0            0
AIRTRAN HLDGS INC              OPT  00949P108          468        75600 SH  Call Defined   8           0        75600            0
AIRTRAN HLDGS INC              OPT  00949P108         -261       -42300 SH  Put  Defined   8           0       -42300            0
AIRVANA INC                    COM  00950V101            9         1408 SH       Sole      8        1408            0            0
AK STL HLDG CORP               COM  001547108         8586       447409 SH       Sole      8      447409            0            0
AK STL HLDG CORP               OPT  001547108        12842       669200 SH  Call Defined   8           0       669200            0
AK STL HLDG CORP               OPT  001547108       -10525      -548500 SH  Put  Defined   8           0      -548500            0
AK STL HLDG CORP               COM  001547108          531        27691 SH       Sole      9       27691            0            0
AK STL HLDG CORP               COM  001547108         1105        57590 SH       Defined  31       57590            0            0
AK STL HLDG CORP               COM  001547108          118         6171 SH       Defined  32        6171            0            0
AKAMAI TECHNOLOGIES INC        BOND 00971TAE1         1522         1144 PRN      Sole      8     1144000            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101         6456       336620 SH       Sole      8      336620            0            0
AKAMAI TECHNOLOGIES INC        OPT  00971T101        22113      1152900 SH  Call Defined   8           0      1152900            0
AKAMAI TECHNOLOGIES INC        OPT  00971T101        -4484      -233800 SH  Put  Defined   8           0      -233800            0
AKAMAI TECHNOLOGIES INC        COM  00971T101          485        25280 SH       Sole      9       25280            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101         7024       366238 SH       Defined  31      366238            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101          276        14402 SH       Defined  32       14402            0            0
AKEENA SOLAR INC DE            COM  009720103          166       128744 SH       Sole      8      128744            0            0
AKEENA SOLAR INC DE            COM  009720103          196       152125 SH       Defined  31      152125            0            0
AKORN INC                      COM  009728106           72        59572 SH       Sole      8       59572            0            0
ALASKA AIR GROUP INC           COM  011659109            9          466 SH       Sole      8         466            0            0
ALASKA AIR GROUP INC           OPT  011659109          561        30700 SH  Call Defined   8           0        30700            0
ALASKA AIR GROUP INC           OPT  011659109         -135        -7400 SH  Put  Defined   8           0        -7400            0
ALASKA COMMUNICATIONS SYS GR   COM  01167P101            2          337 SH       Sole      8         337            0            0
ALASKA COMMUNICATIONS SYS GR   COM  01167P101         3458       472463 SH       Sole      9      472463            0            0
ALBANY INTL CORP               COM  012348108           19         1698 SH       Sole      8        1698            0            0
ALBANY INTL CORP               COM  012348108          350        30779 SH       Sole      9       30779            0            0
ALBANY INTL CORP               COM  012348108          647        56885 SH       Defined  31       56885            0            0
ALBANY MOLECULAR RESH INC      COM  012423109           26         3100 SH       Sole      8        3100            0            0
ALBEMARLE CORP                 COM  012653101          138         5401 SH       Sole      8        5401            0            0
ALBEMARLE CORP                 COM  012653101           23          908 SH       Defined  32         908            0            0
ALBERTO CULVER CO NEW          COM  013078100           57         2227 SH       Sole      8        2227            0            0
ALBERTO CULVER CO NEW          COM  013078100          674        26500 SH       Sole      9       26500            0            0
ALCATEL-LUCENT                 COM  013904305           40        16330 SH       Sole      8       16330            0            0
ALCATEL-LUCENT                 OPT  013904305          632       254500 SH  Call Defined   8           0       254500            0
ALCATEL-LUCENT                 OPT  013904305           -2        -1200 SH  Put  Defined   8           0        -1200            0
ALCATEL-LUCENT                 ADR  013904305            0           43 SH       Sole      9          43            0            0
ALCATEL-LUCENT                 COM  013904305        24909     10043810 SH       Defined  31    10043810            0            0
ALCATEL-LUCENT                 ADR  013904305         1150       463715 SH       Sole     34      463715            0            0
ALCOA INC                      COM  013817101            0           37 SH       Sole      1          37            0            0
ALCOA INC                      BOND 013817AT8           88           50 PRN      Sole      8       50000            0            0
ALCOA INC                      COM  013817101         7498       725879 SH       Sole      8      725879            0            0
ALCOA INC                      OPT  013817101        13402      1297300 SH  Call Defined   8           0      1297300            0
ALCOA INC                      OPT  013817101       -12422     -1202600 SH  Put  Defined   8           0     -1202600            0
ALCOA INC                      COM  013817101         1215       117593 SH       Sole      9      117593            0            0
ALCOA INC                      COM  013817101        19850      1921560 SH       Defined  31     1921560            0            0
ALCOA INC                      COM  013817101          794        76900 SH       Defined  32       76900            0            0
ALCON INC                      COM  H01301102         4554        39220 SH       Sole      8       39220            0            0
ALCON INC                      COM  H01301102          190         1638 SH       Sole      9        1638            0            0
ALEXANDER & BALDWIN INC        COM  014482103          181         7711 SH       Sole      8        7711            0            0
ALEXANDER & BALDWIN INC        OPT  014482103          420        17900 SH  Call Defined   8           0        17900            0
ALEXANDER & BALDWIN INC        OPT  014482103         -189        -8100 SH  Put  Defined   8           0        -8100            0
ALEXANDER & BALDWIN INC        COM  014482103           13          549 SH       Defined  32         549            0            0
ALEXANDERS INC                 COM  014752109            4           15 SH       Sole      8          15            0            0
ALEXANDERS INC                 COM  014752109          293         1085 SH       Sole      9        1085            0            0
ALEXANDRIA REAL ESTATE EQ IN   COM  015271109           47         1325 SH       Sole      8        1325            0            0
ALEXANDRIA REAL ESTATE EQ IN   COM  015271109          145         4048 SH       Sole      9        4048            0            0
ALEXANDRIA REAL ESTATE EQ IN   COM  015271109           34          957 SH       Defined  32         957            0            0
ALEXION PHARMACEUTICALS INC    COM  015351109        13972       339857 SH       Sole      8      339857            0            0
ALEXION PHARMACEUTICALS INC    OPT  015351109         9554       232400 SH  Call Defined   8           0       232400            0
ALEXION PHARMACEUTICALS INC    OPT  015351109        -3732       -90800 SH  Put  Defined   8           0       -90800            0
ALEXION PHARMACEUTICALS INC    COM  015351109         5073       123391 SH       Defined  31      123391            0            0
ALEXION PHARMACEUTICALS INC    COM  015351109          178         4335 SH       Defined  32        4335            0            0
ALEXZA PHARMACEUTICALS INC     COM  015384100          316       133200 SH       Sole      8      133200            0            0
ALICO INC                      COM  016230104            1           24 SH       Sole      8          24            0            0
ALICO INC                      COM  016230104          102         3400 SH       Defined  31        3400            0            0
ALIGN TECHNOLOGY INC           COM  016255101           52         4898 SH       Sole      8        4898            0            0
ALIGN TECHNOLOGY INC           OPT  016255101          275        25900 SH  Call Defined   8           0        25900            0
ALIGN TECHNOLOGY INC           OPT  016255101         -149       -14100 SH  Put  Defined   8           0       -14100            0
ALIGN TECHNOLOGY INC           COM  016255101          726        68522 SH       Defined  31       68522            0            0
ALKERMES INC                   COM  01642T108          435        40242 SH       Sole      8       40242            0            0
ALKERMES INC                   OPT  01642T108          547        50500 SH  Call Defined   8           0        50500            0
ALKERMES INC                   OPT  01642T108        -5520      -510200 SH  Put  Defined   8           0      -510200            0
ALLEGHANY CORP DEL             COM  017175100            8           30 SH       Sole      1          30            0            0
ALLEGHANY CORP DEL             COM  017175100           42          156 SH       Sole      8         156            0            0
ALLEGHANY CORP DEL             COM  017175100          180          665 SH       Defined  31         665            0            0
ALLEGHANY CORP DEL             COM  017175100           20           75 SH       Defined  32          75            0            0
ALLEGHENY ENERGY INC           COM  017361106         2959       115363 SH       Sole      8      115363            0            0
ALLEGHENY ENERGY INC           OPT  017361106         5505       214600 SH  Call Defined   8           0       214600            0
ALLEGHENY ENERGY INC           OPT  017361106        -2175       -84800 SH  Put  Defined   8           0       -84800            0
ALLEGHENY ENERGY INC           COM  017361106           31         1198 SH       Sole      9        1198            0            0
ALLEGHENY ENERGY INC           COM  017361106           79         3063 SH       Defined  32        3063            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102         2887        82649 SH       Sole      8       82649            0            0
ALLEGHENY TECHNOLOGIES INC     OPT  01741R102         8974       256900 SH  Call Defined   8           0       256900            0
ALLEGHENY TECHNOLOGIES INC     OPT  01741R102        -8449      -241900 SH  Put  Defined   8           0      -241900            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102          208         5944 SH       Sole      9        5944            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102         2484        71100 SH       Defined  31       71100            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102          148         4229 SH       Defined  32        4229            0            0
ALLEGIANT TRAVEL CO            COM  01748X102           12          291 SH       Sole      8         291            0            0
ALLERGAN INC                   BOND 018490AL6           40           39 PRN      Sole      8       39000            0            0
ALLERGAN INC                   COM  018490102         8903       187107 SH       Sole      8      187107            0            0
ALLERGAN INC                   OPT  018490102         2265        47600 SH  Call Defined   8           0        47600            0
ALLERGAN INC                   OPT  018490102        -2469       -51900 SH  Put  Defined   8           0       -51900            0
ALLERGAN INC                   COM  018490102          131         2755 SH       Sole      9        2755            0            0
ALLERGAN INC                   COM  018490102         1243        26131 SH       Defined  32       26131            0            0
ALLETE INC                     COM  018522300           67         2343 SH       Sole      8        2343            0            0
ALLETE INC                     COM  018522300          812        28236 SH       Defined  31       28236            0            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108         4903       119040 SH       Sole      1      119040            0            0
ALLIANCE DATA SYSTEMS CORP     OPT  018581108        -1027       -24939 SH  Put  Defined   1           0       -24939            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108         1153        28003 SH       Sole      8       28003            0            0
ALLIANCE DATA SYSTEMS CORP     OPT  018581108         2628        63800 SH  Call Defined   8           0        63800            0
ALLIANCE DATA SYSTEMS CORP     OPT  018581108        -7175      -174200 SH  Put  Defined   8           0      -174200            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108           74         1800 SH       Sole      9        1800            0            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108         3817        92662 SH       Defined  31       92662            0            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108          148         3582 SH       Defined  32        3582            0            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108         3458        83950 SH       Sole     34       83950            0            0
ALLIANCE HEALTHCARE SRVCS IN   COM  018606202            1          185 SH       Sole      8         185            0            0
ALLIANCE HEALTHCARE SRVCS IN   COM  018606202          991       135237 SH       Defined  31      135237            0            0
ALLIANCE HOLDINGS GP LP        COM  01861G100            4          200 SH       Sole      8         200            0            0
ALLIANCE ONE INTL INC          COM  018772103          106        27998 SH       Sole      8       27998            0            0
ALLIANCE ONE INTL INC          COM  018772103          456       119987 SH       Defined  31      119987            0            0
ALLIANCE RES PARTNER L P       COM  01877R108            9          278 SH       Defined  32         278            0            0
ALLIANCEBERNSTEIN HOLDING LP   COM  01881G106            6          300 SH       Sole      8         300            0            0
ALLIANCEBERNSTEIN HOLDING LP   COM  01881G106           25         1267 SH       Defined  32        1267            0            0
ALLIANT ENERGY CORP            COM  018802108          676        25886 SH       Sole      8       25886            0            0
ALLIANT ENERGY CORP            COM  018802108         2253        86229 SH       Sole      9       86229            0            0
ALLIANT ENERGY CORP            COM  018802108         1997        76419 SH       Defined  31       76419            0            0
ALLIANT TECHSYSTEMS INC        BOND 018804AH7           87           81 PRN      Sole      8       81000            0            0
ALLIANT TECHSYSTEMS INC        BOND 018804AK0          578          500 PRN      Sole      8      500000            0            0
ALLIANT TECHSYSTEMS INC        BOND 018804AN4         2150         2060 PRN      Sole      8     2060000            0            0
ALLIANT TECHSYSTEMS INC        COM  018804104           72          872 SH       Sole      8         872            0            0
ALLIANT TECHSYSTEMS INC        OPT  018804104         1928        23400 SH  Call Defined   8           0        23400            0
ALLIANT TECHSYSTEMS INC        OPT  018804104        -1054       -12800 SH  Put  Defined   8           0       -12800            0
ALLIANT TECHSYSTEMS INC        COM  018804104          288         3500 SH       Sole      9        3500            0            0
ALLIANT TECHSYSTEMS INC        COM  018804104         9191       111600 SH       Defined  31      111600            0            0
ALLIANT TECHSYSTEMS INC        COM  018804104          151         1834 SH       Defined  32        1834            0            0
ALLIANZ SE                     ADR  018805101            0           15 SH       Sole      9          15            0            0
ALLIANZ SE                     COM  018805101         1971       214037 SH       Defined  31      214037            0            0
ALLIED CAP CORP NEW            COM  01903Q108            1          184 SH       Sole      8         184            0            0
ALLIED CAP CORP NEW            OPT  01903Q108          134        38500 SH  Call Defined   8           0        38500            0
ALLIED CAP CORP NEW            OPT  01903Q108         -116       -33400 SH  Put  Defined   8           0       -33400            0
ALLIED CAP CORP NEW            COM  01903Q108           79        22638 SH       Sole      9       22638            0            0
ALLIED CAP CORP NEW            COM  01903Q108          128        36874 SH       Defined  31       36874            0            0
ALLIED CAP CORP NEW            COM  01903Q108           28         8117 SH       Defined  32        8117            0            0
ALLIED HEALTHCARE INTL INC     COM  01923A109            0           55 SH       Sole      8          55            0            0
ALLIED IRISH BKS P L C         COM  019228402          193        40644 SH       Defined  31       40644            0            0
ALLIED NEVADA GOLD CORP        COM  019344100            9         1080 SH       Sole      8        1080            0            0
ALLIED WASTE INDS INC          BOND 019589AD2          330          340 PRN      Sole      8      340000            0            0
ALLIED WRLD ASSUR COM HLDG L   COM  G0219G203          394         9655 SH       Sole      8        9655            0            0
ALLION HEALTHCARE INC          COM  019615103            0            8 SH       Sole      8           8            0            0
ALLIS CHALMERS ENERGY INC      COM  019645506            0           29 SH       Sole      8          29            0            0
ALLIS CHALMERS ENERGY INC      OPT  019645506           37        15800 SH  Call Defined   8           0        15800            0
ALLIS CHALMERS ENERGY INC      OPT  019645506           -3        -1700 SH  Put  Defined   8           0        -1700            0
ALLOS THERAPEUTICS INC         COM  019777101            4          479 SH       Sole      8         479            0            0
ALLOS THERAPEUTICS INC         OPT  019777101          770        92800 SH  Call Defined   8           0        92800            0
ALLOS THERAPEUTICS INC         OPT  019777101        -1708      -206100 SH  Put  Defined   8           0      -206100            0
ALLOY INC                      COM  019855303            1          200 SH       Sole      8         200            0            0
ALLSCRIPT MISYS HEALTCAR SOL   COM  01988P108        11056       697073 SH       Sole      8      697073            0            0
ALLSCRIPT MISYS HEALTCAR SOL   OPT  01988P108          843        53100 SH  Call Defined   8           0        53100            0
ALLSCRIPT MISYS HEALTCAR SOL   OPT  01988P108         -366       -23100 SH  Put  Defined   8           0       -23100            0
ALLSCRIPT MISYS HEALTCAR SOL   COM  01988P108          190        12000 SH       Sole      9       12000            0            0
ALLSCRIPT MISYS HEALTCAR SOL   COM  01988P108           52         3299 SH       Defined  32        3299            0            0
ALLSTATE CORP                  COM  020002101         8723       357510 SH       Sole      8      357510            0            0
ALLSTATE CORP                  OPT  020002101        14841       608200 SH  Call Defined   8           0       608200            0
ALLSTATE CORP                  OPT  020002101       -17660      -723800 SH  Put  Defined   8           0      -723800            0
ALLSTATE CORP                  COM  020002101          403        16521 SH       Sole      9       16521            0            0
ALLSTATE CORP                  COM  020002101          477        19557 SH       Defined  32       19557            0            0
ALMOST FAMILY INC              COM  020409108            6          244 SH       Sole      8         244            0            0
ALNYLAM PHARMACEUTICALS INC    COM  02043Q107           99         4462 SH       Sole      8        4462            0            0
ALNYLAM PHARMACEUTICALS INC    OPT  02043Q107          542        24300 SH  Call Defined   8           0        24300            0
ALNYLAM PHARMACEUTICALS INC    OPT  02043Q107         -160        -7200 SH  Put  Defined   8           0        -7200            0
ALNYLAM PHARMACEUTICALS INC    COM  02043Q107          522        23425 SH       Defined  31       23425            0            0
ALON USA ENERGY INC            COM  020520102            0            6 SH       Sole      8           6            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102         4733       180169 SH       Sole      8      180169            0            0
ALPHA NATURAL RESOURCES INC    OPT  02076X102         9657       367600 SH  Call Defined   8           0       367600            0
ALPHA NATURAL RESOURCES INC    OPT  02076X102        -2022       -77000 SH  Put  Defined   8           0       -77000            0
ALPHA NATURAL RESOURCES INC    COM  02076X102         2944       112080 SH       Sole      9      112080            0            0
ALPHATEC HOLDINGS INC          COM  02081G102            1          226 SH       Sole      8         226            0            0
ALTERA CORP                    COM  021441100         2474       151876 SH       Sole      8      151876            0            0
ALTERA CORP                    OPT  021441100        11389       699100 SH  Call Defined   8           0       699100            0
ALTERA CORP                    OPT  021441100         -827       -50800 SH  Put  Defined   8           0       -50800            0
ALTERA CORP                    COM  021441100          163        10035 SH       Sole      9       10035            0            0
ALTERA CORP                    COM  021441100         2671       163946 SH       Defined  31      163946            0            0
ALTERA CORP                    COM  021441100          416        25514 SH       Defined  32       25514            0            0
ALTRA HOLDINGS INC             COM  02208R106            0           26 SH       Sole      8          26            0            0
ALTRA HOLDINGS INC             COM  02208R106          596        79582 SH       Defined  31       79582            0            0
ALTRIA GROUP INC               COM  02209S103        18096      1104057 SH       Sole      8     1104057            0            0
ALTRIA GROUP INC               OPT  02209S103        17366      1059500 SH  Call Defined   8           0      1059500            0
ALTRIA GROUP INC               OPT  02209S103        -7916      -483000 SH  Put  Defined   8           0      -483000            0
ALTRIA GROUP INC               COM  02209S103         4011       244694 SH       Sole      9      244694            0            0
ALTRIA GROUP INC               OPT  02209S103         7286       444500 SH  Call Defined   9           0       444500            0
ALTRIA GROUP INC               COM  02209S103        54070      3298966 SH       Defined  31     3298966            0            0
ALTRIA GROUP INC               COM  02209S103        33715      2057069 SH       Defined  32     2057069            0            0
ALTRIA GROUP INC               COM  02209S103       131120      8000000 SH       Sole     59     8000000            0            0
ALUMINA LTD                    COM  022205108         1972       428800 SH       Defined  31      428800            0            0
ALUMINUM CORP CHINA LTD        OPT  022276109         2603       111500 SH  Call Defined   8           0       111500            0
ALUMINUM CORP CHINA LTD        OPT  022276109        -2663      -114100 SH  Put  Defined   8           0      -114100            0
ALVARION LTD                   COM  M0861T100           24         5441 SH       Sole      8        5441            0            0
AMAG PHARMACEUTICALS INC       COM  00163U106         4355        79655 SH       Sole      8       79655            0            0
AMAG PHARMACEUTICALS INC       OPT  00163U106        10672       195200 SH  Call Defined   8           0       195200            0
AMAG PHARMACEUTICALS INC       OPT  00163U106       -21452      -392400 SH  Put  Defined   8           0      -392400            0
AMAZON COM INC                 COM  023135106        23541       281387 SH       Sole      8      281387            0            0
AMAZON COM INC                 OPT  023135106       127013      1518200 SH  Call Defined   8           0      1518200            0
AMAZON COM INC                 OPT  023135106       -73319      -876400 SH  Put  Defined   8           0      -876400            0
AMAZON COM INC                 COM  023135106         6993        83589 SH       Sole      9       83589            0            0
AMAZON COM INC                 COM  023135106         2326        27798 SH       Defined  32       27798            0            0
AMB PROPERTY CORP              COM  00163T109          134         7090 SH       Sole      8        7090            0            0
AMB PROPERTY CORP              COM  00163T109          384        20406 SH       Sole      9       20406            0            0
AMBAC FINL GROUP INC           COM  023139108           42        45246 SH       Sole      8       45246            0            0
AMBAC FINL GROUP INC           OPT  023139108            7         7100 SH  Call Defined   8           0         7100            0
AMBAC FINL GROUP INC           OPT  023139108          -46       -50000 SH  Put  Defined   8           0       -50000            0
AMBASSADORS GROUP INC          COM  023177108            2          142 SH       Sole      8         142            0            0
AMBASSADORS GROUP INC          COM  023177108           88         6400 SH       Sole      9        6400            0            0
AMBASSADORS GROUP INC          COM  023177108          207        15030 SH       Defined  31       15030            0            0
AMCOL INTL CORP                COM  02341W103          134         6231 SH       Sole      8        6231            0            0
AMCORE FINL INC                COM  023912108           92       112000 SH       Sole      8      112000            0            0
AMDOCS LTD                     COM  G02602103          572        26648 SH       Sole      8       26648            0            0
AMEDISYS INC                   COM  023436108           29          875 SH       Sole      8         875            0            0
AMEDISYS INC                   OPT  023436108         1767        53500 SH  Call Defined   8           0        53500            0
AMEDISYS INC                   OPT  023436108        -1159       -35100 SH  Put  Defined   8           0       -35100            0
AMEDISYS INC                   COM  023436108          153         4627 SH       Defined  31        4627            0            0
AMERCO                         COM  023586100           52         1400 SH       Sole      8        1400            0            0
AMERCO                         COM  023586100          473        12719 SH       Defined  31       12719            0            0
AMERCO                         COM  023586100           25          663 SH       Defined  32         663            0            0
AMEREN CORP                    COM  023608102         2829       113641 SH       Sole      8      113641            0            0
AMEREN CORP                    OPT  023608102          262        10500 SH  Call Defined   8           0        10500            0
AMEREN CORP                    OPT  023608102         -283       -11400 SH  Put  Defined   8           0       -11400            0
AMEREN CORP                    COM  023608102         2740       110072 SH       Sole      9      110072            0            0
AMEREN CORP                    COM  023608102          120         4838 SH       Defined  32        4838            0            0
AMERICA MOVIL SAB DE CV        COM  02364W105         7080       182851 SH       Sole      8      182851            0            0
AMERICA MOVIL SAB DE CV        OPT  02364W105         3241        83700 SH  Call Defined   8           0        83700            0
AMERICA MOVIL SAB DE CV        OPT  02364W105       -26302      -679300 SH  Put  Defined   8           0      -679300            0
AMERICA MOVIL SAB DE CV        ADR  02364W105          734        18959 SH       Sole      9       18959            0            0
AMERICA MOVIL SAB DE CV        OPT  02364W105         -748       -19320 SH  Put  Defined   9           0       -19320            0
AMERICA SVC GROUP INC          COM  02364L109            1           62 SH       Sole      8          62            0            0
AMERICA SVC GROUP INC          COM  02364L109           63         3900 SH       Defined  31        3900            0            0
AMERICAN APPAREL INC           COM  023850100            4         1144 SH       Sole      8        1144            0            0
AMERICAN AXLE & MFG HLDGS IN   COM  024061103          695       202100 SH       Sole      8      202100            0            0
AMERICAN AXLE & MFG HLDGS IN   OPT  024061103          833       242100 SH  Call Defined   8           0       242100            0
AMERICAN AXLE & MFG HLDGS IN   OPT  024061103         -210       -61100 SH  Put  Defined   8           0       -61100            0
AMERICAN AXLE & MFG HLDGS IN   OPT  024061103            0            0 SH  Put  Defined   9           0            0            0
AMERICAN CAMPUS CMNTYS INC     COM  024835100           73         3265 SH       Sole      8        3265            0            0
AMERICAN CAMPUS CMNTYS INC     OPT  024835100          222        10000 SH  Call Defined   8           0        10000            0
AMERICAN CAMPUS CMNTYS INC     OPT  024835100         -221       -10000 SH  Put  Defined   8           0       -10000            0
AMERICAN CAMPUS CMNTYS INC     COM  024835100          114         5161 SH       Sole      9        5161            0            0
AMERICAN CAMPUS CMNTYS INC     COM  024835100          416        18760 SH       Defined  31       18760            0            0
AMERICAN CAMPUS CMNTYS INC     COM  024835100         2218       100000 SH       Sole     34      100000            0            0
AMERICAN CAP LTD               COM  02503Y103           18         5653 SH       Sole      8        5653            0            0
AMERICAN CAP LTD               OPT  02503Y103          160        49600 SH  Call Defined   8           0        49600            0
AMERICAN CAP LTD               OPT  02503Y103         -131       -40900 SH  Put  Defined   8           0       -40900            0
AMERICAN CAP LTD               COM  02503Y103          312        97143 SH       Sole      9       97143            0            0
AMERICAN CAPITAL AGENCY CORP   COM  02503X105           96         4200 SH       Sole      8        4200            0            0
AMERICAN CAPITAL AGENCY CORP   COM  02503X105          891        38784 SH       Defined  31       38784            0            0
AMERICAN CARESOURCE HLDGS IN   COM  02505A103            6         1680 SH       Sole      8        1680            0            0
AMERICAN CARESOURCE HLDGS IN   COM  02505A103           44        11870 SH       Defined  31       11870            0            0
AMERICAN COMMERCIAL LINES      OPT  025195405           41         2600 SH  Call Defined   8           0         2600            0
AMERICAN COMMERCIAL LINES      OPT  025195405          -69        -4500 SH  Put  Defined   8           0        -4500            0
AMERICAN COMMERCIAL LINES      COM  025195405           73         4708 SH       Defined  31        4708            0            0
AMERICAN DAIRY INC             COM  025334103            2           60 SH       Sole      8          60            0            0
AMERICAN DENTAL PARTNERS       COM  025353103            0           33 SH       Sole      8          33            0            0
AMERICAN EAGLE OUTFITTERS NE   COM  02553E106         1931       136286 SH       Sole      8      136286            0            0
AMERICAN EAGLE OUTFITTERS NE   OPT  02553E106         7519       530600 SH  Call Defined   8           0       530600            0
AMERICAN EAGLE OUTFITTERS NE   OPT  02553E106        -9401      -663500 SH  Put  Defined   8           0      -663500            0
AMERICAN EAGLE OUTFITTERS NE   COM  02553E106         1885       133058 SH       Sole      9      133058            0            0
AMERICAN EAGLE OUTFITTERS NE   COM  02553E106         6685       471792 SH       Defined  31      471792            0            0
AMERICAN ECOLOGY CORP          COM  025533407            2          138 SH       Sole      8         138            0            0
AMERICAN ELEC PWR INC          COM  025537101        12694       439395 SH       Sole      8      439395            0            0
AMERICAN ELEC PWR INC          OPT  025537101         3392       117400 SH  Call Defined   8           0       117400            0
AMERICAN ELEC PWR INC          OPT  025537101        -3154      -109200 SH  Put  Defined   8           0      -109200            0
AMERICAN ELEC PWR INC          COM  025537101         1142        39542 SH       Sole      9       39542            0            0
AMERICAN ELEC PWR INC          COM  025537101        13161       455561 SH       Defined  31      455561            0            0
AMERICAN ELEC PWR INC          COM  025537101          118         4089 SH       Defined  32        4089            0            0
AMERICAN EQTY INVT LIFE HLD    COM  025676206           11         2000 SH       Sole      8        2000            0            0
AMERICAN EQTY INVT LIFE HLD    COM  025676206           19         3425 SH       Defined  31        3425            0            0
AMERICAN EXPRESS CO            COM  025816109        35347      1520953 SH       Sole      8     1520953            0            0
AMERICAN EXPRESS CO            OPT  025816109        40875      1758800 SH  Call Defined   8           0      1758800            0
AMERICAN EXPRESS CO            OPT  025816109       -59849     -2575300 SH  Put  Defined   8           0     -2575300            0
AMERICAN EXPRESS CO            COM  025816109         4430       190628 SH       Sole      9      190628            0            0
AMERICAN EXPRESS CO            OPT  025816109        -2384      -102625 SH  Put  Defined   9           0      -102625            0
AMERICAN EXPRESS CO            COM  025816109         4670       200968 SH       Defined  31      200968            0            0
AMERICAN EXPRESS CO            COM  025816109         1103        47440 SH       Defined  32       47440            0            0
AMERICAN FINL GROUP INC OHIO   COM  025932104           65         3012 SH       Sole      8        3012            0            0
AMERICAN FINL GROUP INC OHIO   COM  025932104           33         1538 SH       Sole      9        1538            0            0
AMERICAN FINL GROUP INC OHIO   COM  025932104          764        35400 SH       Defined  31       35400            0            0
AMERICAN FINL GROUP INC OHIO   COM  025932104           50         2320 SH       Defined  32        2320            0            0
AMERICAN GREETINGS CORP        COM  026375105           57         4900 SH       Sole      8        4900            0            0
AMERICAN GREETINGS CORP        COM  026375105           18         1564 SH       Defined  32        1564            0            0
AMERICAN INTL GROUP INC        COM  026874107         1887      1626818 SH       Sole      8     1626818            0            0
AMERICAN INTL GROUP INC        OPT  026874107         2412      2079000 SH  Call Defined   8           0      2079000            0
AMERICAN INTL GROUP INC        OPT  026874107        -1711     -1475300 SH  Put  Defined   8           0     -1475300            0
AMERICAN INTL GROUP INC        COM  026874107          335       289194 SH       Sole      9      289194            0            0
AMERICAN ITALIAN PASTA CO      COM  027070101            9          320 SH       Sole      8         320            0            0
AMERICAN ITALIAN PASTA CO      OPT  027070101          231         7900 SH  Call Defined   8           0         7900            0
AMERICAN ITALIAN PASTA CO      OPT  027070101          -55        -1900 SH  Put  Defined   8           0        -1900            0
AMERICAN ITALIAN PASTA CO      COM  027070101         2077        71258 SH       Sole      9       71258            0            0
AMERICAN MED SYS HLDGS INC     COM  02744M108           89         5625 SH       Sole      8        5625            0            0
AMERICAN MED SYS HLDGS INC     OPT  02744M108           21         1300 SH  Call Defined   8           0         1300            0
AMERICAN MED SYS HLDGS INC     OPT  02744M108         -104        -6600 SH  Put  Defined   8           0        -6600            0
AMERICAN MUN INCOME PORTFOLI   UNIT 027649102            3          219 SH       Sole      8         219            0            0
AMERICAN NATL INS CO           COM  028591105           41          536 SH       Sole      8         536            0            0
AMERICAN NATL INS CO           COM  028591105         1481        19600 SH       Defined  31       19600            0            0
AMERICAN NATL INS CO           COM  028591105           46          608 SH       Defined  32         608            0            0
AMERICAN OIL & GAS INC NEW     COM  028723104           68        68300 SH       Sole      8       68300            0            0
AMERICAN ORIENTAL BIOENGR IN   COM  028731107            1          169 SH       Sole      8         169            0            0
AMERICAN ORIENTAL BIOENGR IN   OPT  028731107          307        57900 SH  Call Defined   8           0        57900            0
AMERICAN ORIENTAL BIOENGR IN   OPT  028731107         -253       -48000 SH  Put  Defined   8           0       -48000            0
AMERICAN PHYSICIANS CAPITAL    COM  028884104            8          210 SH       Sole      8         210            0            0
AMERICAN PHYSICIANS CAPITAL    COM  028884104          274         7005 SH       Defined  31        7005            0            0
AMERICAN PUBLIC EDUCATION IN   COM  02913V103           32          804 SH       Sole      8         804            0            0
AMERICAN PUBLIC EDUCATION IN   COM  02913V103          340         8600 SH       Defined  31        8600            0            0
AMERICAN RAILCAR INDS INC      COM  02916P103           10         1200 SH       Sole      8        1200            0            0
AMERICAN RAILCAR INDS INC      COM  02916P103          457        55300 SH       Defined  31       55300            0            0
AMERICAN REPROGRAPHICS CO      COM  029263100            6          711 SH       Sole      8         711            0            0
AMERICAN REPROGRAPHICS CO      COM  029263100          483        58023 SH       Defined  31       58023            0            0
AMERICAN SAFETY INS HLDGS LT   COM  G02995101            0            5 SH       Sole      8           5            0            0
AMERICAN SCIENCE & ENGR INC    COM  029429107           78         1126 SH       Sole      8        1126            0            0
AMERICAN SCIENCE & ENGR INC    OPT  029429107         1867        27000 SH  Call Defined   8           0        27000            0
AMERICAN SOFTWARE INC          COM  029683109           14         2354 SH       Sole      8        2354            0            0
AMERICAN STRATEGIC INCM PTFL   UNIT 030098107            3          345 SH       Sole      8         345            0            0
AMERICAN STRATEGIC INCOME II   UNIT 03009T101            1           82 SH       Sole      8          82            0            0
AMERICAN STS WTR CO            COM  029899101           36         1050 SH       Sole      8        1050            0            0
AMERICAN STS WTR CO            COM  029899101           91         2622 SH       Sole      9        2622            0            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108         2007        76464 SH       Sole      8       76464            0            0
AMERICAN SUPERCONDUCTOR CORP   OPT  030111108         3552       135300 SH  Call Defined   8           0       135300            0
AMERICAN SUPERCONDUCTOR CORP   OPT  030111108        -6069      -231200 SH  Put  Defined   8           0      -231200            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108          174         6629 SH       Sole      9        6629            0            0
AMERICAN TOWER CORP            BOND 029912AF9           45           45 PRN      Sole      8       45000            0            0
AMERICAN TOWER CORP            COM  029912201        12828       406850 SH       Sole      8      406850            0            0
AMERICAN TOWER CORP            OPT  029912201         7612       241400 SH  Call Defined   8           0       241400            0
AMERICAN TOWER CORP            OPT  029912201        -2739       -86900 SH  Put  Defined   8           0       -86900            0
AMERICAN TOWER CORP            COM  029912201          573        18189 SH       Sole      9       18189            0            0
AMERICAN TOWER CORP            COM  029912201        27641       876661 SH       Defined  31      876661            0            0
AMERICAN TOWER CORP            COM  029912201         1058        33558 SH       Defined  32       33558            0            0
AMERICAN VANGUARD CORP         COM  030371108            9          789 SH       Sole      8         789            0            0
AMERICAN WOODMARK CORP         COM  030506109            7          300 SH       Sole      8         300            0            0
AMERICAN WTR WKS CO INC NEW    COM  030420103           64         3327 SH       Sole      8        3327            0            0
AMERICAN WTR WKS CO INC NEW    COM  030420103          303        15855 SH       Sole      9       15855            0            0
AMERICAN WTR WKS CO INC NEW    COM  030420103         1204        63029 SH       Defined  31       63029            0            0
AMERICAN WTR WKS CO INC NEW    COM  030420103           40         2084 SH       Defined  32        2084            0            0
AMERICAS CAR MART INC          COM  03062T105           95         4644 SH       Sole      8        4644            0            0
AMERICAS CAR MART INC          COM  03062T105          227        11052 SH       Defined  31       11052            0            0
AMERICREDIT CORP               COM  03060R101          916        67635 SH       Sole      8       67635            0            0
AMERICREDIT CORP               OPT  03060R101         1002        73900 SH  Call Defined   8           0        73900            0
AMERICREDIT CORP               OPT  03060R101         -907       -67000 SH  Put  Defined   8           0       -67000            0
AMERICREDIT CORP               COM  03060R101          726        53578 SH       Sole      9       53578            0            0
AMERIGAS PARTNERS L P          COM  030975106           23          668 SH       Defined  32         668            0            0
AMERIGON INC                   COM  03070L300           49         8061 SH       Sole      8        8061            0            0
AMERIGON INC                   COM  03070L300          184        30152 SH       Defined  31       30152            0            0
AMERIGROUP CORP                COM  03073T102          837        31187 SH       Sole      8       31187            0            0
AMERIGROUP CORP                OPT  03073T102          299        11100 SH  Call Defined   8           0        11100            0
AMERIGROUP CORP                OPT  03073T102        -3332      -124100 SH  Put  Defined   8           0      -124100            0
AMERIGROUP CORP                COM  03073T102         2315        86205 SH       Sole      9       86205            0            0
AMERIGROUP CORP                COM  03073T102           12          444 SH       Defined  32         444            0            0
AMERIPRISE FINL INC            COM  03076C106         7260       299145 SH       Sole      8      299145            0            0
AMERIPRISE FINL INC            OPT  03076C106         1923        79200 SH  Call Defined   8           0        79200            0
AMERIPRISE FINL INC            OPT  03076C106         -706       -29100 SH  Put  Defined   8           0       -29100            0
AMERIPRISE FINL INC            COM  03076C106          531        21860 SH       Sole      9       21860            0            0
AMERIPRISE FINL INC            COM  03076C106         9442       389047 SH       Defined  31      389047            0            0
AMERIPRISE FINL INC            COM  03076C106          270        11142 SH       Defined  32       11142            0            0
AMERIS BANCORP                 COM  03076K108           11         1700 SH       Sole      8        1700            0            0
AMERISAFE INC                  COM  03071H100            6          365 SH       Sole      8         365            0            0
AMERISOURCEBERGEN CORP         COM  03073E105         3286       185256 SH       Sole      8      185256            0            0
AMERISOURCEBERGEN CORP         OPT  03073E105          566        31900 SH  Call Defined   8           0        31900            0
AMERISOURCEBERGEN CORP         OPT  03073E105         -571       -32200 SH  Put  Defined   8           0       -32200            0
AMERISOURCEBERGEN CORP         COM  03073E105          549        30954 SH       Sole      9       30954            0            0
AMERISOURCEBERGEN CORP         COM  03073E105        10020       564840 SH       Defined  31      564840            0            0
AMERISOURCEBERGEN CORP         COM  03073E105          595        33551 SH       Defined  32       33551            0            0
AMERISOURCEBERGEN CORP         COM  03073E105         9757       550000 SH       Sole     34      550000            0            0
AMERISTAR CASINOS INC          COM  03070Q101            4          194 SH       Sole      8         194            0            0
AMERISTAR CASINOS INC          COM  03070Q101          750        39393 SH       Defined  31       39393            0            0
AMERISTAR CASINOS INC          COM  03070Q101            8          444 SH       Defined  32         444            0            0
AMERON INTL INC                COM  030710107            9          130 SH       Sole      8         130            0            0
AMERON INTL INC                COM  030710107         1293        19291 SH       Defined  31       19291            0            0
AMES NATL CORP                 COM  031001100            1           22 SH       Sole      8          22            0            0
AMETEK INC NEW                 COM  031100100          406        11730 SH       Sole      8       11730            0            0
AMETEK INC NEW                 COM  031100100          196         5673 SH       Defined  32        5673            0            0
AMGEN INC                      BOND 031162AN0           16           17 PRN      Sole      8       17000            0            0
AMGEN INC                      BOND 031162AQ3        16471        18250 PRN      Sole      8    18250000            0            0
AMGEN INC                      COM  031162100        36878       696605 SH       Sole      8      696605            0            0
AMGEN INC                      OPT  031162100       243953      4608100 SH  Call Defined   8           0      4608100            0
AMGEN INC                      OPT  031162100      -398304     -7523700 SH  Put  Defined   8           0     -7523700            0
AMGEN INC                      COM  031162100          596        11252 SH       Sole      9       11252            0            0
AMGEN INC                      COM  031162100        14882       281107 SH       Defined  31      281107            0            0
AMGEN INC                      COM  031162100         4534        85648 SH       Defined  32       85648            0            0
AMGEN INC                      COM  031162100         2647        50000 SH       Sole     34       50000            0            0
AMICAS INC                     COM  001712108            1          200 SH       Sole      8         200            0            0
AMICUS THERAPEUTICS INC        COM  03152W109            2          214 SH       Sole      8         214            0            0
AMKOR TECHNOLOGY INC           COM  031652100         1868       395767 SH       Sole      8      395767            0            0
AMKOR TECHNOLOGY INC           OPT  031652100         2014       426500 SH  Call Defined   8           0       426500            0
AMKOR TECHNOLOGY INC           OPT  031652100         -672      -142500 SH  Put  Defined   8           0      -142500            0
AMKOR TECHNOLOGY INC           COM  031652100           15         3233 SH       Defined  32        3233            0            0
AMN HEALTHCARE SERVICES INC    COM  001744101            8         1227 SH       Sole      8        1227            0            0
AMN HEALTHCARE SERVICES INC    COM  001744101          177        27700 SH       Defined  31       27700            0            0
AMPCO-PITTSBURGH CORP          COM  032037103            1           32 SH       Sole      8          32            0            0
AMPHENOL CORP NEW              COM  032095101         2790        88186 SH       Sole      8       88186            0            0
AMPHENOL CORP NEW              OPT  032095101         1219        38500 SH  Call Defined   8           0        38500            0
AMPHENOL CORP NEW              OPT  032095101        -1233       -39000 SH  Put  Defined   8           0       -39000            0
AMPHENOL CORP NEW              COM  032095101          257         8109 SH       Sole      9        8109            0            0
AMPHENOL CORP NEW              COM  032095101          411        13000 SH       Defined  31       13000            0            0
AMPHENOL CORP NEW              COM  032095101          467        14768 SH       Defined  32       14768            0            0
AMR CORP                       COM  001765106          559       139135 SH       Sole      8      139135            0            0
AMR CORP                       OPT  001765106          782       194400 SH  Call Defined   8           0       194400            0
AMR CORP                       OPT  001765106        -3169      -788500 SH  Put  Defined   8           0      -788500            0
AMR CORP                       OPT  001765106          -59       -14858 SH  Put  Defined   9           0       -14858            0
AMR CORP                       COM  001765106           80        19997 SH       Defined  32       19997            0            0
AMREP CORP NEW                 COM  032159105            9          800 SH       Sole      8         800            0            0
AMSURG CORP                    COM  03232P405           10          459 SH       Sole      8         459            0            0
AMSURG CORP                    COM  03232P405          120         5613 SH       Defined  31        5613            0            0
AMTRUST FINANCIAL SERVICES I   COM  032359309           16         1424 SH       Sole      8        1424            0            0
AMTRUST FINANCIAL SERVICES I   COM  032359309          766        67204 SH       Defined  31       67204            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108        11572       857154 SH       Sole      8      857154            0            0
AMYLIN PHARMACEUTICALS INC     OPT  032346108         5803       429800 SH  Call Defined   8           0       429800            0
AMYLIN PHARMACEUTICALS INC     OPT  032346108       -13462      -997200 SH  Put  Defined   8           0      -997200            0
AMYLIN PHARMACEUTICALS INC     COM  032346108           70         5209 SH       Sole      9        5209            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108         5650       418521 SH       Defined  31      418521            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108          100         7442 SH       Defined  32        7442            0            0
ANADARKO PETE CORP             COM  032511107        15117       333044 SH       Sole      8      333044            0            0
ANADARKO PETE CORP             OPT  032511107        14779       325600 SH  Call Defined   8           0       325600            0
ANADARKO PETE CORP             OPT  032511107        -9454      -208300 SH  Put  Defined   8           0      -208300            0
ANADARKO PETE CORP             COM  032511107         1189        26190 SH       Sole      9       26190            0            0
ANADARKO PETE CORP             COM  032511107          903        19884 SH       Defined  32       19884            0            0
ANADIGICS INC                  COM  032515108            2          392 SH       Sole      8         392            0            0
ANADIGICS INC                  COM  032515108          225        53639 SH       Defined  31       53639            0            0
ANALOG DEVICES INC             COM  032654105         4203       169605 SH       Sole      8      169605            0            0
ANALOG DEVICES INC             OPT  032654105         2258        91100 SH  Call Defined   8           0        91100            0
ANALOG DEVICES INC             OPT  032654105        -2596      -104800 SH  Put  Defined   8           0      -104800            0
ANALOG DEVICES INC             COM  032654105          761        30719 SH       Sole      9       30719            0            0
ANALOG DEVICES INC             COM  032654105         6788       273933 SH       Defined  31      273933            0            0
ANALOG DEVICES INC             COM  032654105          649        26174 SH       Defined  32       26174            0            0
ANALOGIC CORP                  COM  032657207           36          979 SH       Sole      8         979            0            0
ANALOGIC CORP                  COM  032657207          914        24736 SH       Defined  31       24736            0            0
ANAREN INC                     COM  032744104            4          198 SH       Sole      8         198            0            0
ANCHOR BANCORP WIS INC         COM  032839102           41        31565 SH       Sole      8       31565            0            0
ANDERSONS INC                  COM  034164103          235         7841 SH       Sole      8        7841            0            0
ANGIODYNAMICS INC              COM  03475V101            5          353 SH       Sole      8         353            0            0
ANGIOTECH PHARMACEUTICALS IN   COM  034918102            1          757 SH       Sole      8         757            0            0
ANGIOTECH PHARMACEUTICALS IN   OPT  034918102            5         2600 SH  Call Defined   8           0         2600            0
ANGLO AMERN PLC                COM  03485P201          101         6908 SH       Sole      8        6908            0            0
ANGLO AMERN PLC                OPT  03485P201          940        64200 SH  Call Defined   8           0        64200            0
ANGLO AMERN PLC                OPT  03485P201         -476       -32600 SH  Put  Defined   8           0       -32600            0
ANGLO AMERN PLC                ADR  03485P201           61         4200 SH       Sole      9        4200            0            0
ANGLO AMERN PLC                COM  03485P201         1870       127790 SH       Defined  31      127790            0            0
ANGLOGOLD ASHANTI LTD          OPT  035128206        10140       276800 SH  Call Defined   8           0       276800            0
ANGLOGOLD ASHANTI LTD          OPT  035128206        -3780      -103200 SH  Put  Defined   8           0      -103200            0
ANIKA THERAPEUTICS INC         COM  035255108            0          100 SH       Sole      8         100            0            0
ANIXTER INTL INC               COM  035290105           40         1051 SH       Sole      8        1051            0            0
ANIXTER INTL INC               COM  035290105           19          498 SH       Defined  32         498            0            0
ANNALY CAP MGMT INC            COM  035710409         5215       344443 SH       Sole      8      344443            0            0
ANNALY CAP MGMT INC            OPT  035710409         6783       448000 SH  Call Defined   8           0       448000            0
ANNALY CAP MGMT INC            OPT  035710409        -8893      -587400 SH  Put  Defined   8           0      -587400            0
ANNALY CAP MGMT INC            COM  035710409          270        17848 SH       Sole      9       17848            0            0
ANNALY CAP MGMT INC            COM  035710409        71181      4701487 SH       Defined  31     4701487            0            0
ANNALY CAP MGMT INC            COM  035710409           52         3452 SH       Defined  32        3452            0            0
ANNTAYLOR STORES CORP          COM  036115103          872       109307 SH       Sole      8      109307            0            0
ANNTAYLOR STORES CORP          OPT  036115103          943       118100 SH  Call Defined   8           0       118100            0
ANNTAYLOR STORES CORP          OPT  036115103        -4361      -546500 SH  Put  Defined   8           0      -546500            0
ANNTAYLOR STORES CORP          COM  036115103          170        21303 SH       Sole      9       21303            0            0
ANNTAYLOR STORES CORP          COM  036115103           13         1653 SH       Defined  32        1653            0            0
ANSYS INC                      COM  03662Q105           78         2493 SH       Sole      8        2493            0            0
ANSYS INC                      COM  03662Q105          144         4629 SH       Defined  32        4629            0            0
ANTHRACITE CAP INC             COM  037023108            0          500 SH       Sole      8         500            0            0
ANWORTH MORTGAGE ASSET CP      COM  037347101           56         7750 SH       Sole      8        7750            0            0
ANWORTH MORTGAGE ASSET CP      COM  037347101         1818       252200 SH       Defined  31      252200            0            0
AON CORP                       COM  037389103         6586       173893 SH       Sole      8      173893            0            0
AON CORP                       OPT  037389103         2356        62200 SH  Call Defined   8           0        62200            0
AON CORP                       OPT  037389103        -2453       -64800 SH  Put  Defined   8           0       -64800            0
AON CORP                       COM  037389103          795        21005 SH       Sole      9       21005            0            0
AON CORP                       COM  037389103         4239       111939 SH       Defined  31      111939            0            0
AON CORP                       COM  037389103          387        10211 SH       Defined  32       10211            0            0
APAC CUSTOMER SERVICES INC     COM  00185E106            1          201 SH       Sole      8         201            0            0
APAC CUSTOMER SERVICES INC     COM  00185E106           22         4232 SH       Defined  31        4232            0            0
APACHE CORP                    COM  037411105        23326       323312 SH       Sole      8      323312            0            0
APACHE CORP                    OPT  037411105        21011       291200 SH  Call Defined   8           0       291200            0
APACHE CORP                    OPT  037411105       -11717      -162400 SH  Put  Defined   8           0      -162400            0
APACHE CORP                    COM  037411105         1049        14544 SH       Sole      9       14544            0            0
APACHE CORP                    COM  037411105          437         6063 SH       Defined  31        6063            0            0
APACHE CORP                    COM  037411105          922        12773 SH       Defined  32       12773            0            0
APARTMENT INVT & MGMT CO       COM  03748R101          787        88951 SH       Sole      8       88951            0            0
APARTMENT INVT & MGMT CO       COM  03748R101          115        13005 SH       Sole      9       13005            0            0
APARTMENT INVT & MGMT CO       COM  03748R101           47         5265 SH       Defined  32        5265            0            0
APCO ARGENTINA INC CAYMAN IS   COM  037489101            1           67 SH       Sole      8          67            0            0
APOGEE ENTERPRISES INC         COM  037598109           21         1681 SH       Sole      8        1681            0            0
APOGENT TECHNOLOGIES INC       BOND 03760AAK7           35           25 PRN      Sole      1       25000            0            0
APOGENT TECHNOLOGIES INC       BOND 03760AAK7           50           36 PRN      Sole      8       36000            0            0
APOLLO GROUP INC               COM  037604105         5028        70705 SH       Sole      8       70705            0            0
APOLLO GROUP INC               OPT  037604105        36222       509300 SH  Call Defined   8           0       509300            0
APOLLO GROUP INC               OPT  037604105       -18846      -265000 SH  Put  Defined   8           0      -265000            0
APOLLO GROUP INC               COM  037604105          541         7611 SH       Sole      9        7611            0            0
APOLLO GROUP INC               COM  037604105        12335       173443 SH       Defined  31      173443            0            0
APOLLO GROUP INC               COM  037604105          403         5668 SH       Defined  32        5668            0            0
APOLLO INVT CORP               COM  03761U106          172        28750 SH       Sole      9       28750            0            0
APPLE INC                      COM  037833100       228508      1604353 SH       Sole      8     1604353            0            0
APPLE INC                      OPT  037833100       301995      2120300 SH  Call Defined   8           0      2120300            0
APPLE INC                      OPT  037833100      -329867     -2316000 SH  Put  Defined   8           0     -2316000            0
APPLE INC                      COM  037833100         6531        45856 SH       Sole      9       45856            0            0
APPLE INC                      OPT  037833100         -399        -2805 SH  Put  Defined   9           0        -2805            0
APPLE INC                      COM  037833100        27500       193080 SH       Defined  31      193080            0            0
APPLE INC                      COM  037833100        10795        75791 SH       Defined  32       75791            0            0
APPLIED INDL TECHNOLOGIES IN   COM  03820C105           43         2175 SH       Sole      8        2175            0            0
APPLIED INDL TECHNOLOGIES IN   COM  03820C105            9          434 SH       Defined  32         434            0            0
APPLIED MATLS INC              COM  038222105            2          150 SH       Sole      1         150            0            0
APPLIED MATLS INC              COM  038222105        17815      1618053 SH       Sole      8     1618053            0            0
APPLIED MATLS INC              OPT  038222105         8587       779900 SH  Call Defined   8           0       779900            0
APPLIED MATLS INC              OPT  038222105        -2056      -186800 SH  Put  Defined   8           0      -186800            0
APPLIED MATLS INC              COM  038222105          444        40321 SH       Sole      9       40321            0            0
APPLIED MATLS INC              COM  038222105          546        49580 SH       Defined  32       49580            0            0
APPLIED MICRO CIRCUITS CORP    COM  03822W406          333        41002 SH       Sole      8       41002            0            0
APPLIED SIGNAL TECHNOLOGY IN   COM  038237103           13          516 SH       Sole      8         516            0            0
APPLIED SIGNAL TECHNOLOGY IN   COM  038237103          387        15181 SH       Defined  31       15181            0            0
APPROACH RESOURCES INC         COM  03834A103            0           30 SH       Sole      8          30            0            0
APPROACH RESOURCES INC         COM  03834A103           33         4800 SH       Defined  31        4800            0            0
APTARGROUP INC                 COM  038336103           79         2328 SH       Sole      8        2328            0            0
APTARGROUP INC                 COM  038336103         1729        51200 SH       Defined  31       51200            0            0
APTARGROUP INC                 COM  038336103           27          801 SH       Defined  32         801            0            0
AQUA AMERICA INC               COM  03836W103           63         3522 SH       Sole      8        3522            0            0
AQUA AMERICA INC               OPT  03836W103          337        18800 SH  Call Defined   8           0        18800            0
AQUA AMERICA INC               OPT  03836W103         -511       -28600 SH  Put  Defined   8           0       -28600            0
AQUA AMERICA INC               COM  03836W103         1079        60292 SH       Sole      9       60292            0            0
AQUA AMERICA INC               COM  03836W103           12          650 SH       Defined  32         650            0            0
ARACRUZ CELULOSE S A           COM  038496204            2          135 SH       Sole      8         135            0            0
ARACRUZ CELULOSE S A           ADR  038496204          274        18480 SH       Sole      9       18480            0            0
ARBITRON INC                   COM  03875Q108           94         5874 SH       Sole      8        5874            0            0
ARBITRON INC                   COM  03875Q108         2115       133100 SH       Defined  31      133100            0            0
ARBOR RLTY TR INC              COM  038923108           42        23824 SH       Sole      8       23824            0            0
ARCELORMITTAL SA LUXEMBOURG    OPT  03938L104         9984       301800 SH  Call Defined   8           0       301800            0
ARCELORMITTAL SA LUXEMBOURG    OPT  03938L104        -5984      -180900 SH  Put  Defined   8           0      -180900            0
ARCELORMITTAL SA LUXEMBOURG    BOND 03938LAK0        10435         8265 PRN      Sole      9     8265000            0            0
ARCELORMITTAL SA LUXEMBOURG    COM  03938L104        18370       555312 SH       Defined  31      555312            0            0
ARCH CAP GROUP LTD             COM  G0450A105          147         2507 SH       Sole      8        2507            0            0
ARCH CAP GROUP LTD             COM  G0450A105          264         4500 SH       Sole      9        4500            0            0
ARCH CHEMICALS INC             COM  03937R102           37         1524 SH       Sole      8        1524            0            0
ARCH CHEMICALS INC             COM  03937R102           30         1200 SH       Defined  31        1200            0            0
ARCH CHEMICALS INC             COM  03937R102            6          233 SH       Defined  32         233            0            0
ARCH COAL INC                  COM  039380100         1293        84114 SH       Sole      8       84114            0            0
ARCH COAL INC                  OPT  039380100         5202       338400 SH  Call Defined   8           0       338400            0
ARCH COAL INC                  OPT  039380100        -2619      -170400 SH  Put  Defined   8           0      -170400            0
ARCH COAL INC                  COM  039380100         1420        92375 SH       Sole      9       92375            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102            1           53 SH       Sole      1          53            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102        13305       496996 SH       Sole      8      496996            0            0
ARCHER DANIELS MIDLAND CO      OPT  039483102        10417       389100 SH  Call Defined   8           0       389100            0
ARCHER DANIELS MIDLAND CO      OPT  039483102        -5910      -220800 SH  Put  Defined   8           0      -220800            0
ARCHER DANIELS MIDLAND CO      COM  039483102        16112       601859 SH       Sole      9      601859            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102         6232       232790 SH       Defined  31      232790            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102         1107        41343 SH       Defined  32       41343            0            0
ARCSIGHT INC                   COM  039666102          447        25140 SH       Sole      8       25140            0            0
ARCTIC CAT INC                 COM  039670104            3          714 SH       Sole      8         714            0            0
ARDEA BIOSCIENCES INC          COM  03969P107            2          108 SH       Sole      8         108            0            0
ARDEN GROUP INC                COM  039762109            1            7 SH       Sole      8           7            0            0
ARENA PHARMACEUTICALS INC      COM  040047102          941       188631 SH       Sole      8      188631            0            0
ARENA PHARMACEUTICALS INC      OPT  040047102         3501       701600 SH  Call Defined   8           0       701600            0
ARENA PHARMACEUTICALS INC      OPT  040047102        -1021      -204700 SH  Put  Defined   8           0      -204700            0
ARENA RESOURCES INC            COM  040049108         1370        43026 SH       Sole      8       43026            0            0
ARENA RESOURCES INC            OPT  040049108         1446        45400 SH  Call Defined   8           0        45400            0
ARENA RESOURCES INC            OPT  040049108         -748       -23500 SH  Put  Defined   8           0       -23500            0
ARES CAP CORP                  COM  04010L103           49         6100 SH       Sole      8        6100            0            0
ARGAN INC                      COM  04010E109            1           56 SH       Sole      8          56            0            0
ARGON ST INC                   COM  040149106           94         4555 SH       Sole      8        4555            0            0
ARGON ST INC                   OPT  040149106           95         4600 SH  Call Defined   8           0         4600            0
ARGON ST INC                   OPT  040149106         -205       -10000 SH  Put  Defined   8           0       -10000            0
ARGON ST INC                   COM  040149106            6          290 SH       Defined  31         290            0            0
ARIAD PHARMACEUTICALS INC      COM  04033A100            1          654 SH       Sole      8         654            0            0
ARIAD PHARMACEUTICALS INC      OPT  04033A100          872       544900 SH  Call Defined   8           0       544900            0
ARIAD PHARMACEUTICALS INC      COM  04033A100           89        55912 SH       Defined  31       55912            0            0
ARIBA INC                      COM  04033V203            9          891 SH       Sole      8         891            0            0
ARIBA INC                      OPT  04033V203          201        20400 SH  Call Defined   8           0        20400            0
ARIBA INC                      OPT  04033V###          -##        -#### SH  Put  Defined   8           0        -5900            0
ARISTOTLE CORP                 COM  040448201           37         7300 SH       Sole      8        7300            0            0
ARKANSAS BEST CORP DEL         COM  040790107         1342        50915 SH       Sole      8       50915            0            0
ARKANSAS BEST CORP DEL         OPT  040790107          211         8000 SH  Call Defined   8           0         8000            0
ARKANSAS BEST CORP DEL         OPT  040790107         -260        -9900 SH  Put  Defined   8           0        -9900            0
ARKANSAS BEST CORP DEL         COM  040790107           13          481 SH       Defined  32         481            0            0
ARLINGTON ASSET INVT CORP      OPT  041356106            1          100 SH  Call Defined   8           0          100            0
ARM HLDGS PLC                  COM  042068106         1848       309598 SH       Defined  31      309598            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102         1749       106093 SH       Sole      1      106093            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102          574        34774 SH       Sole      8       34774            0            0
ARMSTRONG WORLD INDS INC NEW   OPT  04247X102          134         8100 SH  Call Defined   8           0         8100            0
ARMSTRONG WORLD INDS INC NEW   OPT  04247X102         -911       -55300 SH  Put  Defined   8           0       -55300            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102           22         1318 SH       Sole      9        1318            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102          678        41100 SH       Defined  31       41100            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102           52         3169 SH       Defined  32        3169            0            0
ARQULE INC                     COM  04269E107           11         1789 SH       Sole      8        1789            0            0
ARRAY BIOPHARMA INC            COM  04269X105            2          661 SH       Sole      8         661            0            0
ARRAY BIOPHARMA INC            COM  04269X105          162        51580 SH       Defined  31       51580            0            0
ARRIS GROUP INC                COM  04269Q100          124        10165 SH       Sole      8       10165            0            0
ARRIS GROUP INC                OPT  04269Q100          267        21900 SH  Call Defined   8           0        21900            0
ARRIS GROUP INC                OPT  04269Q100         -226       -18600 SH  Put  Defined   8           0       -18600            0
ARRIS GROUP INC                COM  04269Q100          112         9193 SH       Sole      9        9193            0            0
ARROW ELECTRS INC              COM  042735100           96         4505 SH       Sole      8        4505            0            0
ARROW ELECTRS INC              COM  042735100          132         6200 SH       Sole      9        6200            0            0
ARROW ELECTRS INC              COM  042735100         1159        54555 SH       Defined  31       54555            0            0
ARROW ELECTRS INC              COM  042735100          117         5507 SH       Defined  32        5507            0            0
ARROW FINL CORP                COM  042744102            1           42 SH       Sole      8          42            0            0
ART TECHNOLOGY GROUP INC       COM  04289L107           51        13470 SH       Sole      8       13470            0            0
ART TECHNOLOGY GROUP INC       COM  04289L107          521       137226 SH       Defined  31      137226            0            0
ARUBA NETWORKS INC             COM  043176106            6          719 SH       Sole      8         719            0            0
ARVINMERITOR INC               COM  043353101         1466       333892 SH       Sole      8      333892            0            0
ARVINMERITOR INC               OPT  043353101          232        52800 SH  Call Defined   8           0        52800            0
ARVINMERITOR INC               OPT  043353101          -73       -16700 SH  Put  Defined   8           0       -16700            0
ARVINMERITOR INC               COM  043353101           54        12237 SH       Defined  31       12237            0            0
ARVINMERITOR INC               COM  043353101           72        16376 SH       Defined  32       16376            0            0
ARYX THERAPEUTICS INC          COM  043387109            1          155 SH       Sole      8         155            0            0
ASBURY AUTOMOTIVE GROUP INC    COM  043436104          189        18498 SH       Sole      9       18498            0            0
ASBURY AUTOMOTIVE GROUP INC    COM  043436104          129        12600 SH       Defined  31       12600            0            0
ASBURY AUTOMOTIVE GROUP INC    COM  043436104           17         1617 SH       Defined  32        1617            0            0
ASCENT MEDIA CORP              COM  043632108            3          100 SH       Sole      8         100            0            0
ASCENT MEDIA CORP              COM  043632108            1           23 SH       Sole      9          23            0            0
ASCENT MEDIA CORP              COM  043632108          279        10509 SH       Defined  31       10509            0            0
ASCENT SOLAR TECHNOLOGIES IN   COM  043635101           10         1322 SH       Sole      8        1322            0            0
ASHFORD HOSPITALITY TR INC     COM  044103109           46        16287 SH       Sole      8       16287            0            0
ASHFORD HOSPITALITY TR INC     COM  044103109          111        39356 SH       Sole      9       39356            0            0
ASHFORD HOSPITALITY TR INC     COM  044103109            5         1912 SH       Defined  31        1912            0            0
ASHLAND INC NEW                COM  044209104          175         6227 SH       Sole      8        6227            0            0
ASHLAND INC NEW                COM  044209104         2233        79616 SH       Sole      9       79616            0            0
ASHLAND INC NEW                COM  044209104         6068       216339 SH       Defined  31      216339            0            0
ASHLAND INC NEW                COM  044209104           66         2359 SH       Defined  32        2359            0            0
ASIAINFO HLDGS INC             COM  04518A104          415        24138 SH       Sole      8       24138            0            0
ASIAINFO HLDGS INC             OPT  04518A104          259        15000 SH  Call Defined   8           0        15000            0
ASML HOLDING N V               COM  N07059186            0            2 SH       Sole      8           2            0            0
ASPECT MED SYS INC             COM  045235108            0           14 SH       Sole      8          14            0            0
ASPECT MED SYS INC             OPT  045235108           17         2800 SH  Call Defined   8           0         2800            0
ASPECT MED SYS INC             OPT  045235108          -20        -3400 SH  Put  Defined   8           0        -3400            0
ASPEN INSURANCE HOLDINGS LTD   COM  G05384105         3494       156380 SH       Sole      8      156380            0            0
ASPEN INSURANCE HOLDINGS LTD   COM  G05384105           23         1028 SH       Sole      9        1028            0            0
ASSET ACCEP CAP CORP           COM  04543P100            0           44 SH       Sole      8          44            0            0
ASSISTED LIVING CONCPT NEV N   COM  04544X300          246        16884 SH       Defined  31       16884            0            0
ASSOCIATED BANC CORP           COM  045487105         1012        80925 SH       Sole      8       80925            0            0
ASSOCIATED BANC CORP           COM  045487105            1           64 SH       Sole      9          64            0            0
ASSOCIATED BANC CORP           COM  045487105           18         1420 SH       Defined  32        1420            0            0
ASSOCIATED ESTATES RLTY CORP   COM  045604105            0           35 SH       Sole      8          35            0            0
ASSURANT INC                   COM  04621X108         1920        79709 SH       Sole      8       79709            0            0
ASSURANT INC                   OPT  04621X108          591        24500 SH  Call Defined   8           0        24500            0
ASSURANT INC                   OPT  04621X108         -631       -26200 SH  Put  Defined   8           0       -26200            0
ASSURANT INC                   COM  04621X108          266        11040 SH       Sole      9       11040            0            0
ASSURANT INC                   COM  04621X108          134         5544 SH       Defined  32        5544            0            0
ASSURED GUARANTY LTD           COM  G0585R106           25         1979 SH       Sole      8        1979            0            0
ASTEC INDS INC                 COM  046224101            9          288 SH       Sole      8         288            0            0
ASTORIA FINL CORP              COM  046265104            1          150 SH       Sole      1         150            0            0
ASTORIA FINL CORP              COM  046265104           14         1600 SH       Sole      8        1600            0            0
ASTORIA FINL CORP              OPT  046265104           49         5600 SH  Call Defined   8           0         5600            0
ASTORIA FINL CORP              OPT  046265104          -49        -5800 SH  Put  Defined   8           0        -5800            0
ASTORIA FINL CORP              COM  046265104           32         3673 SH       Sole      9        3673            0            0
ASTRAZENECA PLC                COM  046353108          834        18899 SH       Sole      8       18899            0            0
ASTRAZENECA PLC                OPT  046353108         3134        71000 SH  Call Defined   8           0        71000            0
ASTRAZENECA PLC                OPT  046353108        -3804       -86200 SH  Put  Defined   8           0       -86200            0
ASTRAZENECA PLC                ADR  046353108            1           17 SH       Sole      9          17            0            0
ASTRONICS CORP                 COM  046433108            1           58 SH       Sole      8          58            0            0
AT&T INC                       COM  00206R102        99276      3996636 SH       Sole      8     3996636            0            0
AT&T INC                       OPT  00206R102        50647      2038900 SH  Call Defined   8           0      2038900            0
AT&T INC                       OPT  00206R102       -71243     -2868100 SH  Put  Defined   8           0     -2868100            0
AT&T INC                       COM  00206R102        21731       874845 SH       Sole      9      874845            0            0
AT&T INC                       OPT  00206R102         4217       169750 SH  Call Defined   9           0       169750            0
AT&T INC                       OPT  00206R102        -5459      -219775 SH  Put  Defined   9           0      -219775            0
AT&T INC                       COM  00206R102          146         5866 SH       Defined  31        5866            0            0
AT&T INC                       COM  00206R102         5733       230815 SH       Defined  32      230815            0            0
AT&T INC                       COM  00206R102       198720      8000000 SH       Sole     59     8000000            0            0
ATC TECHNOLOGY CORP            COM  00211W104           60         4127 SH       Sole      8        4127            0            0
ATC TECHNOLOGY CORP            COM  00211W104         1025        70704 SH       Defined  31       70704            0            0
ATHENAHEALTH INC               COM  04685W103          198         5352 SH       Sole      8        5352            0            0
ATHENAHEALTH INC               OPT  04685W103          163         4400 SH  Call Defined   8           0         4400            0
ATHENAHEALTH INC               OPT  04685W103         -584       -15800 SH  Put  Defined   8           0       -15800            0
ATHEROS COMMUNICATIONS INC     COM  04743P108         1282        66608 SH       Sole      8       66608            0            0
ATHEROS COMMUNICATIONS INC     OPT  04743P108         1838        95500 SH  Call Defined   8           0        95500            0
ATHEROS COMMUNICATIONS INC     OPT  04743P108       -11915      -619300 SH  Put  Defined   8           0      -619300            0
ATHEROS COMMUNICATIONS INC     COM  04743P108          254        13178 SH       Defined  31       13178            0            0
ATLANTIC TELE NETWORK INC      COM  049079205          113         2884 SH       Sole      8        2884            0            0
ATLANTIC TELE NETWORK INC      COM  049079205          218         5544 SH       Defined  31        5544            0            0
ATLAS AIR WORLDWIDE HLDGS IN   COM  049164205            3          118 SH       Sole      8         118            0            0
ATLAS AIR WORLDWIDE HLDGS IN   OPT  049164205          527        22700 SH  Call Defined   8           0        22700            0
ATLAS AIR WORLDWIDE HLDGS IN   OPT  049164205         -301       -13000 SH  Put  Defined   8           0       -13000            0
ATLAS AIR WORLDWIDE HLDGS IN   COM  049164205          620        26744 SH       Defined  31       26744            0            0
ATLAS AMER INC                 COM  049167109          308        17228 SH       Sole      8       17228            0            0
ATLAS AMER INC                 COM  049167109           13          705 SH       Defined  32         705            0            0
ATLAS ENERGY RESOURCES LLC     COM  049303100         7282       356457 SH       Sole      8      356457            0            0
ATLAS ENERGY RESOURCES LLC     COM  049303100         4047       198100 SH       Sole      9      198100            0            0
ATLAS PIPELINE PARTNERS LP     COM  049392103           20         2518 SH       Sole      8        2518            0            0
ATLAS PIPELINE PARTNERS LP     OPT  049392103          469        58800 SH  Call Defined   8           0        58800            0
ATLAS PIPELINE PARTNERS LP     OPT  049392103         -147       -18500 SH  Put  Defined   8           0       -18500            0
ATLAS PIPELINE PARTNERS LP     COM  049392103           13         1672 SH       Defined  32        1672            0            0
ATMEL CORP                     COM  049513104          187        50097 SH       Sole      8       50097            0            0
ATMEL CORP                     OPT  049513104           -1         -300 SH  Put  Defined   8           0         -300            0
ATMEL CORP                     COM  049513104            9         2433 SH       Defined  32        2433            0            0
ATMI INC                       COM  00207R101          119         7687 SH       Sole      8        7687            0            0
ATMI INC                       OPT  00207R101          179        11500 SH  Call Defined   8           0        11500            0
ATMI INC                       OPT  00207R101         -222       -14300 SH  Put  Defined   8           0       -14300            0
ATMOS ENERGY CORP              COM  049560105          200         7998 SH       Sole      8        7998            0            0
ATMOS ENERGY CORP              COM  049560105          255        10200 SH       Sole      9       10200            0            0
ATMOS ENERGY CORP              COM  049560105           28         1138 SH       Defined  32        1138            0            0
ATP OIL & GAS CORP             COM  00208J108          153        21944 SH       Sole      8       21944            0            0
ATRICURE INC                   COM  04963C209            0          100 SH       Sole      8         100            0            0
ATRION CORP                    COM  049904105           78          586 SH       Sole      8         586            0            0
ATS MED INC                    COM  002083103            1          367 SH       Sole      8         367            0            0
ATS MED INC                    COM  002083103            2          591 SH       Defined  31         591            0            0
ATWOOD OCEANICS INC            COM  050095108          207         8319 SH       Sole      8        8319            0            0
ATWOOD OCEANICS INC            OPT  050095108         2168        87000 SH  Call Defined   8           0        87000            0
ATWOOD OCEANICS INC            OPT  050095108         -525       -21100 SH  Put  Defined   8           0       -21100            0
ATWOOD OCEANICS INC            COM  050095108           63         2524 SH       Defined  32        2524            0            0
AU OPTRONICS CORP              COM  002255107           39         4000 SH       Sole      8        4000            0            0
AU OPTRONICS CORP              COM  002255107         8065       833188 SH       Defined  31      833188            0            0
AUDIOCODES LTD                 BOND 050732AB2            7            8 PRN      Sole      8        8000            0            0
AUDIOCODES LTD                 COM  M15342104            6         4164 SH       Sole      8        4164            0            0
AUDIOVOX CORP                  COM  050757103            6         1107 SH       Sole      8        1107            0            0
AUDIOVOX CORP                  COM  050757103          105        17898 SH       Defined  31       17898            0            0
AURIZON MINES LTD              COM  05155P106           23         6498 SH       Sole      8        6498            0            0
AURIZON MINES LTD              OPT  05155P106           -1         -300 SH  Put  Defined   8           0         -300            0
AUTHENTEC INC                  COM  052660107          239       133500 SH       Sole      8      133500            0            0
AUTODESK INC                   COM  052769106         2220       116953 SH       Sole      8      116953            0            0
AUTODESK INC                   OPT  052769106         1240        65300 SH  Call Defined   8           0        65300            0
AUTODESK INC                   OPT  052769106        -2816      -148400 SH  Put  Defined   8           0      -148400            0
AUTODESK INC                   COM  052769106         1341        70656 SH       Sole      9       70656            0            0
AUTODESK INC                   COM  052769106          306        16107 SH       Defined  32       16107            0            0
AUTOLIV INC                    COM  052800109           63         2201 SH       Sole      8        2201            0            0
AUTOLIV INC                    COM  052800109           42         1445 SH       Defined  32        1445            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103         9353       263906 SH       Sole      8      263906            0            0
AUTOMATIC DATA PROCESSING IN   OPT  053015103         4175       117800 SH  Call Defined   8           0       117800            0
AUTOMATIC DATA PROCESSING IN   OPT  053015103        -2746       -77500 SH  Put  Defined   8           0       -77500            0
AUTOMATIC DATA PROCESSING IN   COM  053015103          383        10816 SH       Sole      9       10816            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103         1605        45275 SH       Defined  32       45275            0            0
AUTONATION INC                 COM  05329W102         1228        70763 SH       Sole      8       70763            0            0
AUTONATION INC                 OPT  05329W102         4340       250100 SH  Call Defined   8           0       250100            0
AUTONATION INC                 OPT  05329W102        -1826      -105300 SH  Put  Defined   8           0      -105300            0
AUTONATION INC                 COM  05329W102           13          763 SH       Sole      9         763            0            0
AUTONATION INC                 COM  05329W102          124         7135 SH       Defined  32        7135            0            0
AUTOZONE INC                   COM  053332102         8906        58937 SH       Sole      8       58937            0            0
AUTOZONE INC                   OPT  053332102        22682       150100 SH  Call Defined   8           0       150100            0
AUTOZONE INC                   OPT  053332102       -21835      -144500 SH  Put  Defined   8           0      -144500            0
AUTOZONE INC                   COM  053332102         2836        18768 SH       Sole      9       18768            0            0
AUTOZONE INC                   COM  053332102          454         3006 SH       Defined  32        3006            0            0
AUXILIUM PHARMACEUTICALS INC   COM  05334D107          218         6934 SH       Sole      8        6934            0            0
AUXILIUM PHARMACEUTICALS INC   OPT  05334D107        13695       436400 SH  Call Defined   8           0       436400            0
AUXILIUM PHARMACEUTICALS INC   OPT  05334D107         -734       -23400 SH  Put  Defined   8           0       -23400            0
AUXILIUM PHARMACEUTICALS INC   COM  05334D107          517        16484 SH       Defined  31       16484            0            0
AVALONBAY CMNTYS INC           COM  053484101         5470        97789 SH       Sole      8       97789            0            0
AVALONBAY CMNTYS INC           OPT  053484101          593        10600 SH  Call Defined   8           0        10600            0
AVALONBAY CMNTYS INC           OPT  053484101        -7098      -126900 SH  Put  Defined   8           0      -126900            0
AVALONBAY CMNTYS INC           COM  053484101          489         8743 SH       Sole      9        8743            0            0
AVALONBAY CMNTYS INC           COM  053484101          163         2916 SH       Defined  32        2916            0            0
AVANIR PHARMACEUTICALS INC     COM  05348P401            1          476 SH       Sole      8         476            0            0
AVATAR HLDGS INC               COM  053494100          182        10001 SH       Defined  31       10001            0            0
AVERY DENNISON CORP            COM  053611109         1812        70566 SH       Sole      8       70566            0            0
AVERY DENNISON CORP            OPT  053611109          494        19200 SH  Call Defined   8           0        19200            0
AVERY DENNISON CORP            OPT  053611109         -457       -17800 SH  Put  Defined   8           0       -17800            0
AVERY DENNISON CORP            COM  053611109          676        26330 SH       Sole      9       26330            0            0
AVERY DENNISON CORP            COM  053611109          156         6079 SH       Defined  32        6079            0            0
AVI BIOPHARMA INC              COM  002346104            1          604 SH       Sole      8         604            0            0
AVI BIOPHARMA INC              COM  002346104            1          525 SH       Defined  31         525            0            0
AVID TECHNOLOGY INC            COM  05367P100          131         9782 SH       Sole      8        9782            0            0
AVID TECHNOLOGY INC            OPT  05367P100          263        19600 SH  Call Defined   8           0        19600            0
AVID TECHNOLOGY INC            OPT  05367P100         -112        -8400 SH  Put  Defined   8           0        -8400            0
AVIS BUDGET GROUP              COM  053774105           12         2114 SH       Sole      8        2114            0            0
AVIS BUDGET GROUP              OPT  053774105          124        21900 SH  Call Defined   8           0        21900            0
AVIS BUDGET GROUP              OPT  053774105          -20        -3600 SH  Put  Defined   8           0        -3600            0
AVIS BUDGET GROUP              COM  053774105            4          719 SH       Defined  31         719            0            0
AVIS BUDGET GROUP              COM  053774105          122        21641 SH       Defined  32       21641            0            0
AVISTA CORP                    COM  05379B107           58         3275 SH       Sole      8        3275            0            0
AVISTA CORP                    COM  05379B107           15          869 SH       Defined  32         869            0            0
AVNET INC                      COM  053807103          128         6063 SH       Sole      8        6063            0            0
AVNET INC                      OPT  053807103          347        16500 SH  Call Defined   8           0        16500            0
AVNET INC                      OPT  053807103         -660       -31400 SH  Put  Defined   8           0       -31400            0
AVNET INC                      COM  053807103          143         6800 SH       Sole      9        6800            0            0
AVNET INC                      COM  053807103         4237       201478 SH       Defined  31      201478            0            0
AVNET INC                      COM  053807103          115         5470 SH       Defined  32        5470            0            0
AVOCENT CORP                   COM  053893103            2          167 SH       Sole      8         167            0            0
AVOCENT CORP                   OPT  053893103           84         6000 SH  Call Defined   8           0         6000            0
AVOCENT CORP                   OPT  053893103           -5         -400 SH  Put  Defined   8           0         -400            0
AVON PRODS INC                 COM  054303102         6586       255435 SH       Sole      8      255435            0            0
AVON PRODS INC                 OPT  054303102         4321       167600 SH  Call Defined   8           0       167600            0
AVON PRODS INC                 OPT  054303102        -2877      -111600 SH  Put  Defined   8           0      -111600            0
AVON PRODS INC                 COM  054303102          823        31922 SH       Sole      9       31922            0            0
AVON PRODS INC                 COM  054303102          820        31826 SH       Defined  32       31826            0            0
AVX CORP NEW                   COM  002444107           15         1542 SH       Sole      8        1542            0            0
AVX CORP NEW                   COM  002444107           19         1943 SH       Defined  32        1943            0            0
AXA                            COM  054536107         1514        79842 SH       Defined  31       79842            0            0
AXCELIS TECHNOLOGIES INC       COM  054540109          263       570843 SH       Sole      8      570843            0            0
AXCELIS TECHNOLOGIES INC       COM  054540109           54       117700 SH       Sole      9      117700            0            0
AXIS CAPITAL HOLDINGS          COM  G0692U109          355        13563 SH       Sole      8       13563            0            0
AXSYS TECHNOLOGIES INC         COM  054615109         2965        55267 SH       Sole      8       55267            0            0
AXSYS TECHNOLOGIES INC         COM  054615109         7302       136127 SH       Sole      9      136127            0            0
AXSYS TECHNOLOGIES INC         OPT  054615109            0            0 SH  Call Defined   9           0            0            0
AXSYS TECHNOLOGIES INC         OPT  054615109            0            0 SH  Put  Defined   9           0            0            0
AZZ INC                        COM  002474104          533        15501 SH       Sole      8       15501            0            0
AZZ INC                        OPT  002474104          135         3900 SH  Call Defined   8           0         3900            0
AZZ INC                        OPT  002474104         -261        -7600 SH  Put  Defined   8           0        -7600            0
AZZ INC                        COM  002474104          723        21000 SH       Defined  31       21000            0            0
B & G FOODS INC NEW            COM  05508R106            0           37 SH       Sole      8          37            0            0
B & G FOODS INC NEW            COM  05508R106          651        77417 SH       Defined  31       77417            0            0
BADGER METER INC               COM  056525108           61         1494 SH       Sole      8        1494            0            0
BAIDU INC                      COM  056752108         4789        15907 SH       Sole      8       15907            0            0
BAIDU INC                      OPT  056752108        56425       187400 SH  Call Defined   8           0       187400            0
BAIDU INC                      OPT  056752108       -55400      -184000 SH  Put  Defined   8           0      -184000            0
BAIDU INC                      ADR  056752108          714         2370 SH       Sole      9        2370            0            0
BAIDU INC                      COM  056752108         2516         8357 SH       Defined  31        8357            0            0
BAKER HUGHES INC               COM  057224107         9485       260286 SH       Sole      8      260286            0            0
BAKER HUGHES INC               OPT  057224107         8899       244200 SH  Call Defined   8           0       244200            0
BAKER HUGHES INC               OPT  057224107        -9926      -272400 SH  Put  Defined   8           0      -272400            0
BAKER HUGHES INC               COM  057224107         1021        28009 SH       Sole      9       28009            0            0
BAKER HUGHES INC               COM  057224107           92         2515 SH       Defined  32        2515            0            0
BAKER MICHAEL CORP             COM  057149106            3           60 SH       Sole      8          60            0            0
BALCHEM CORP                   COM  057665200           10          405 SH       Sole      8         405            0            0
BALDOR ELEC CO                 COM  057741100           68         2856 SH       Sole      8        2856            0            0
BALDOR ELEC CO                 COM  057741100           94         3938 SH       Sole      9        3938            0            0
BALDOR ELEC CO                 COM  057741100           10          413 SH       Defined  32         413            0            0
BALL CORP                      COM  058498106         3441        76187 SH       Sole      8       76187            0            0
BALL CORP                      OPT  058498106         1238        27400 SH  Call Defined   8           0        27400            0
BALL CORP                      OPT  058498106         -993       -22000 SH  Put  Defined   8           0       -22000            0
BALL CORP                      COM  058498106          504        11163 SH       Sole      9       11163            0            0
BALL CORP                      COM  058498106         2689        59541 SH       Defined  31       59541            0            0
BALL CORP                      COM  058498106          312         6902 SH       Defined  32        6902            0            0
BALLARD PWR SYS INC NEW        COM  058586108            2         1000 SH       Sole      8        1000            0            0
BALLARD PWR SYS INC NEW        COM  058586108           39        21629 SH       Sole      9       21629            0            0
BALLY TECHNOLOGIES INC         COM  05874B107          107         3580 SH       Sole      8        3580            0            0
BALLY TECHNOLOGIES INC         OPT  05874B107         1191        39800 SH  Call Defined   8           0        39800            0
BALLY TECHNOLOGIES INC         OPT  05874B107         -789       -26400 SH  Put  Defined   8           0       -26400            0
BALLY TECHNOLOGIES INC         COM  05874B107         5466       182700 SH       Defined  31      182700            0            0
BANCFIRST CORP                 COM  05945F103          132         3812 SH       Sole      8        3812            0            0
BANCO BILBAO VIZCAYA ARGENTA   COM  05946K101            0            6 SH       Sole      8           6            0            0
BANCO BILBAO VIZCAYA ARGENTA   OPT  05946K101          572        45500 SH  Call Defined   8           0        45500            0
BANCO BILBAO VIZCAYA ARGENTA   OPT  05946K101         -162       -12900 SH  Put  Defined   8           0       -12900            0
BANCO BILBAO VIZCAYA ARGENTA   ADR  05946K101          138        10990 SH       Sole      9       10990            0            0
BANCO BILBAO VIZCAYA ARGENTA   COM  05946K101         1307       104079 SH       Defined  31      104079            0            0
BANCO BRADESCO S A             COM  059460303          320        21654 SH       Sole      8       21654            0            0
BANCO BRADESCO S A             OPT  059460303        10517       712000 SH  Call Defined   8           0       712000            0
BANCO BRADESCO S A             OPT  059460303        -8525      -577200 SH  Put  Defined   8           0      -577200            0
BANCO BRADESCO S A             ADR  059460303         4934       334089 SH       Sole      9      334089            0            0
BANCO BRADESCO S A             COM  059460303         5273       357024 SH       Defined  31      357024            0            0
BANCO LATINOAMERICANO DE EXP   COM  P16994132            1          100 SH       Sole      8         100            0            0
BANCO MACRO SA                 COM  05961W105            2          130 SH       Sole      8         130            0            0
BANCO MACRO SA                 COM  05961W105         1281        79128 SH       Defined  31       79128            0            0
BANCO SANTANDER CHILE NEW      COM  05965X109         2713        58100 SH       Defined  31       58100            0            0
BANCO SANTANDER SA             COM  05964H105           23         1902 SH       Sole      8        1902            0            0
BANCO SANTANDER SA             OPT  05964H105          167        13800 SH  Call Defined   8           0        13800            0
BANCO SANTANDER SA             OPT  05964H###          -##        -#### SH  Put  Defined   8           0        -2100            0
BANCO SANTANDER SA             ADR  05964H105            3          219 SH       Sole      9         219            0            0
BANCO SANTANDER SA             COM  05964H105         1737       143523 SH       Defined  31      143523            0            0
BANCORPSOUTH INC               COM  059692103          771        37539 SH       Sole      8       37539            0            0
BANCORPSOUTH INC               COM  059692103           54         2623 SH       Sole      9        2623            0            0
BANCORPSOUTH INC               COM  059692103           13          620 SH       Defined  32         620            0            0
BANCTRUST FINANCIAL GP         COM  05978R107          293        98300 SH       Sole      8       98300            0            0
BANK FLA CORP NAPLES           COM  062128103            0          100 SH       Sole      8         100            0            0
BANK HAWAII CORP               COM  062540109         1543        43084 SH       Sole      8       43084            0            0
BANK HAWAII CORP               COM  062540109           93         2586 SH       Sole      9        2586            0            0
BANK HAWAII CORP               COM  062540109           18          513 SH       Defined  32         513            0            0
BANK MONTREAL QUE              COM  063671101          948        22481 SH       Sole      9       22481            0            0
BANK MUTUAL CORP NEW           COM  063750103           27         3099 SH       Sole      8        3099            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107            3           75 SH       Sole      8          75            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          793        21154 SH       Sole      9       21154            0            0
BANK OF AMERICA CORPORATION    COM  060505104       108500      8219699 SH       Sole      8     8219699            0            0
BANK OF AMERICA CORPORATION    OPT  060505104       152186     11529200 SH  Call Defined   8           0     11529200            0
BANK OF AMERICA CORPORATION    OPT  060505104      -156148    -11829400 SH  Put  Defined   8           0    -11829400            0
BANK OF AMERICA CORPORATION    COM  060505104        26399      1999925 SH       Sole      9     1999925            0            0
BANK OF AMERICA CORPORATION    OPT  060505104         2423       183495 SH  Call Defined   9           0       183495            0
BANK OF AMERICA CORPORATION    OPT  060505104        -4779      -362120 SH  Put  Defined   9           0      -362120            0
BANK OF AMERICA CORPORATION    COM  060505104        17928      1358146 SH       Defined  31     1358146            0            0
BANK OF AMERICA CORPORATION    COM  060505104        65796      4984570 SH       Defined  32     4984570            0            0
BANK OF AMERICA CORPORATION    COM  060505104         5940       450000 SH       Sole     34      450000            0            0
BANK OF MARIN BANCORP          COM  063425102            1           29 SH       Sole      8          29            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100        21078       719147 SH       Sole      8      719147            0            0
BANK OF NEW YORK MELLON CORP   OPT  064058100        18985       647700 SH  Call Defined   8           0       647700            0
BANK OF NEW YORK MELLON CORP   OPT  064058100       -12395      -422900 SH  Put  Defined   8           0      -422900            0
BANK OF NEW YORK MELLON CORP   COM  064058100          628        21419 SH       Sole      9       21419            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100         1617        55172 SH       Defined  32       55172            0            0
BANK OF THE OZARKS INC         COM  063904106            5          224 SH       Sole      8         224            0            0
BANKFINANCIAL CORP             COM  06643P104            1          100 SH       Sole      8         100            0            0
BANKRATE INC                   COM  06646V108           19          770 SH       Sole      8         770            0            0
BANKRATE INC                   OPT  06646V108          478        18900 SH  Call Defined   8           0        18900            0
BANKRATE INC                   OPT  06646V108         -678       -26900 SH  Put  Defined   8           0       -26900            0
BANKRATE INC                   COM  06646V108          400        15866 SH       Defined  31       15866            0            0
BARCLAYS BK PLC                UNIT 06738C778       371400     10000000 SH       Sole      1    10000000            0            0
BARCLAYS BK PLC                UNIT 06738C786       250300     10000000 SH       Sole      1    10000000            0            0
BARCLAYS BK PLC                UNIT 06738G407       143950      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BK PLC                UNIT 06739F101       157960      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BK PLC                UNIT 06739F291       697455     14245400 SH       Sole      1    14245400            0            0
BARCLAYS BK PLC                UNIT 06740C519        19438       225000 SH       Sole      1      225000            0            0
BARCLAYS BK PLC                UNIT 06740C527       126004      1850000 SH       Sole      1     1850000            0            0
BARCLAYS BK PLC                UNIT 06740C519        29078       336594 SH       Sole      8      336594            0            0
BARCLAYS BK PLC                UNIT 06739F291      1370880     28000000 SH       Sole      9    28000000            0            0
BARD C R INC                   COM  067383109         3767        50592 SH       Sole      8       50592            0            0
BARD C R INC                   OPT  067383109         3835        51500 SH  Call Defined   8           0        51500            0
BARD C R INC                   OPT  067383109        -2635       -35400 SH  Put  Defined   8           0       -35400            0
BARD C R INC                   COM  067383109          572         7684 SH       Sole      9        7684            0            0
BARD C R INC                   COM  067383109          642         8623 SH       Defined  32        8623            0            0
BARE ESCENTUALS INC            COM  067511105          329        36878 SH       Sole      8       36878            0            0
BARE ESCENTUALS INC            OPT  067511105           66         7300 SH  Call Defined   8           0         7300            0
BARE ESCENTUALS INC            OPT  067511105          -24        -2800 SH  Put  Defined   8           0        -2800            0
BARE ESCENTUALS INC            COM  067511105          108        12122 SH       Defined  31       12122            0            0
BARE ESCENTUALS INC            COM  067511105           23         2562 SH       Defined  32        2562            0            0
BARNES & NOBLE INC             COM  067774109           19          928 SH       Sole      8         928            0            0
BARNES & NOBLE INC             OPT  067774109          434        21000 SH  Call Defined   8           0        21000            0
BARNES & NOBLE INC             OPT  067774109         -319       -15500 SH  Put  Defined   8           0       -15500            0
BARNES & NOBLE INC             COM  067774109          452        21900 SH       Defined  31       21900            0            0
BARNES GROUP INC               COM  067806109           34         2827 SH       Sole      8        2827            0            0
BARNES GROUP INC               COM  067806109            8          661 SH       Defined  32         661            0            0
BARRETT BILL CORP              BOND 06846NAA2         2252         2485 PRN      Sole      8     2485000            0            0
BARRETT BILL CORP              COM  06846N104           11          377 SH       Sole      8         377            0            0
BARRETT BILL CORP              OPT  06846N104          146         5300 SH  Call Defined   8           0         5300            0
BARRETT BILL CORP              OPT  06846N###          -##        -#### SH  Put  Defined   8           0        -2000            0
BARRETT BILL CORP              COM  06846N104          294        10700 SH       Defined  31       10700            0            0
BARRICK GOLD CORP              COM  067901108         3079        91785 SH       Sole      8       91785            0            0
BARRICK GOLD CORP              OPT  067901108        51251      1527600 SH  Call Defined   8           0      1527600            0
BARRICK GOLD CORP              OPT  067901108       -14241      -424500 SH  Put  Defined   8           0      -424500            0
BARRICK GOLD CORP              COM  067901108         2057        61315 SH       Sole      9       61315            0            0
BARRICK GOLD CORP              OPT  067901108          852        25375 SH  Call Defined   9           0        25375            0
BARRICK GOLD CORP              OPT  067901108         -733       -21868 SH  Put  Defined   9           0       -21868            0
BASIC ENERGY SVCS INC NEW      COM  06985P100          214        31326 SH       Sole      8       31326            0            0
BASIC ENERGY SVCS INC NEW      COM  06985P100           92        13400 SH       Defined  31       13400            0            0
BAXTER INTL INC                COM  071813109        19697       371906 SH       Sole      8      371906            0            0
BAXTER INTL INC                OPT  071813109        20560       388200 SH  Call Defined   8           0       388200            0
BAXTER INTL INC                OPT  071813109        -4284       -80900 SH  Put  Defined   8           0       -80900            0
BAXTER INTL INC                COM  071813109          484         9139 SH       Sole      9        9139            0            0
BAXTER INTL INC                COM  071813109         8131       153527 SH       Defined  31      153527            0            0
BAXTER INTL INC                COM  071813109         2820        53241 SH       Defined  32       53241            0            0
BAYTEX ENERGY TR               COM  073176109          314        18633 SH       Sole      8       18633            0            0
BAYTEX ENERGY TR               COM  073176109         5478       325500 SH       Defined  31      325500            0            0
BB&T CORP                      COM  054937107         7306       332371 SH       Sole      8      332371            0            0
BB&T CORP                      OPT  054937107        11714       532900 SH  Call Defined   8           0       532900            0
BB&T CORP                      OPT  054937107        -7956      -362000 SH  Put  Defined   8           0      -362000            0
BB&T CORP                      COM  054937107          796        36198 SH       Sole      9       36198            0            0
BB&T CORP                      OPT  054937107         3504       159390 SH  Call Defined   9           0       159390            0
BB&T CORP                      COM  054937107            0           11 SH       Defined  31          11            0            0
BB&T CORP                      COM  054937107          655        29802 SH       Defined  32       29802            0            0
BCE INC                        COM  05534B760          100         4820 SH       Sole      8        4820            0            0
BCE INC                        OPT  05534B760          257        12400 SH  Call Defined   8           0        12400            0
BCE INC                        OPT  05534B760         -177        -8600 SH  Put  Defined   8           0        -8600            0
BCE INC                        COM  05534B760          194         9400 SH       Sole      9        9400            0            0
BCE INC                        COM  05534B760        34746      1681785 SH       Defined  31     1681785            0            0
BE AEROSPACE INC               COM  073302101           88         6096 SH       Sole      8        6096            0            0
BE AEROSPACE INC               OPT  073302101          357        24800 SH  Call Defined   8           0        24800            0
BE AEROSPACE INC               OPT  073302101         -489       -34100 SH  Put  Defined   8           0       -34100            0
BE AEROSPACE INC               COM  073302101           47         3244 SH       Sole      9        3244            0            0
BE AEROSPACE INC               COM  073302101           35         2460 SH       Defined  32        2460            0            0
BEACON POWER CORP              COM  073677106          550       713770 SH       Sole      8      713770            0            0
BEACON ROOFING SUPPLY INC      COM  073685109          157        10885 SH       Sole      8       10885            0            0
BEACON ROOFING SUPPLY INC      COM  073685109            1           40 SH       Defined  31          40            0            0
BEAZER HOMES USA INC           COM  07556Q105           39        21164 SH       Sole      8       21164            0            0
BEAZER HOMES USA INC           OPT  07556Q105           46        25000 SH  Call Defined   8           0        25000            0
BEAZER HOMES USA INC           OPT  07556Q105         -104       -57200 SH  Put  Defined   8           0       -57200            0
BEAZER HOMES USA INC           BOND 07556QAL9          598         1000 PRN      Sole      9     1000000            0            0
BEAZER HOMES USA INC           OPT  07556Q105            0            0 SH  Put  Defined   9           0            0            0
BEBE STORES INC                COM  075571109          631        91769 SH       Sole      8       91769            0            0
BEBE STORES INC                OPT  075571109           64         9300 SH  Call Defined   8           0         9300            0
BEBE STORES INC                OPT  075571109         -218       -31700 SH  Put  Defined   8           0       -31700            0
BECKMAN COULTER INC            COM  075811109          523         9148 SH       Sole      8        9148            0            0
BECKMAN COULTER INC            OPT  075811109          680        11900 SH  Call Defined   8           0        11900            0
BECKMAN COULTER INC            OPT  075811109         -902       -15800 SH  Put  Defined   8           0       -15800            0
BECKMAN COULTER INC            COM  075811109          244         4274 SH       Defined  32        4274            0            0
BECTON DICKINSON & CO          COM  075887109         9299       130398 SH       Sole      8      130398            0            0
BECTON DICKINSON & CO          OPT  075887109         1655        23200 SH  Call Defined   8           0        23200            0
BECTON DICKINSON & CO          OPT  075887109        -1632       -22900 SH  Put  Defined   8           0       -22900            0
BECTON DICKINSON & CO          COM  075887109          719        10078 SH       Sole      9       10078            0            0
BECTON DICKINSON & CO          COM  075887109         1492        20926 SH       Defined  32       20926            0            0
BED BATH & BEYOND INC          COM  075896100         5335       173511 SH       Sole      8      173511            0            0
BED BATH & BEYOND INC          OPT  075896100        13020       423400 SH  Call Defined   8           0       423400            0
BED BATH & BEYOND INC          OPT  075896100        -6857      -223000 SH  Put  Defined   8           0      -223000            0
BED BATH & BEYOND INC          COM  075896100          568        18460 SH       Sole      9       18460            0            0
BED BATH & BEYOND INC          COM  075896100         1574        51172 SH       Defined  31       51172            0            0
BED BATH & BEYOND INC          COM  075896100          655        21300 SH       Defined  32       21300            0            0
BEL FUSE INC                   COM  077347300           17         1033 SH       Sole      8        1033            0            0
BEL FUSE INC                   COM  077347300          353        22027 SH       Defined  31       22027            0            0
BELDEN INC                     COM  077454106           52         3131 SH       Sole      8        3131            0            0
BELDEN INC                     COM  077454106           11          637 SH       Defined  32         637            0            0
BELO CORP                      COM  080555105          504       281300 SH       Defined  31      281300            0            0
BEMIS INC                      COM  081437105         1298        51496 SH       Sole      8       51496            0            0
BEMIS INC                      OPT  081437105          265        10500 SH  Call Defined   8           0        10500            0
BEMIS INC                      OPT  081437105         -335       -13300 SH  Put  Defined   8           0       -13300            0
BEMIS INC                      COM  081437105          276        10945 SH       Sole      9       10945            0            0
BEMIS INC                      COM  081437105          122         4857 SH       Defined  32        4857            0            0
BENCHMARK ELECTRS INC          COM  08160H101          133         9262 SH       Sole      8        9262            0            0
BENCHMARK ELECTRS INC          OPT  08160H101           12          800 SH  Call Defined   8           0          800            0
BENCHMARK ELECTRS INC          OPT  08160H###          -##        -#### SH  Put  Defined   8           0        -3200            0
BENCHMARK ELECTRS INC          COM  08160H101           94         6513 SH       Defined  31        6513            0            0
BENCHMARK ELECTRS INC          COM  08160H101           16         1144 SH       Defined  32        1144            0            0
BENIHANA INC                   COM  082047200            0           45 SH       Sole      8          45            0            0
BERKLEY W R CORP               COM  084423102         2022        94161 SH       Sole      8       94161            0            0
BERKLEY W R CORP               OPT  084423102          258        12000 SH  Call Defined   8           0        12000            0
BERKLEY W R CORP               OPT  084423102          -53        -2500 SH  Put  Defined   8           0        -2500            0
BERKLEY W R CORP               COM  084423102          215        10000 SH       Sole      9       10000            0            0
BERKLEY W R CORP               COM  084423102          949        44193 SH       Defined  31       44193            0            0
BERKLEY W R CORP               COM  084423102           93         4312 SH       Defined  32        4312            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207        15185         5244 SH       Sole      1        5244            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207         1318          455 SH       Sole      8         455            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          724          250 SH       Sole      9         250            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108         5040           56 SH       Defined  31          56            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207        37007        12780 SH       Defined  31       12780            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207         1071          370 SH       Defined  32         370            0            0
BERKSHIRE HILLS BANCORP INC    COM  084680107           35         1700 SH       Sole      8        1700            0            0
BERRY PETE CO                  COM  085789105          139         7466 SH       Sole      8        7466            0            0
BERRY PETE CO                  OPT  085789105          404        21700 SH  Call Defined   8           0        21700            0
BERRY PETE CO                  OPT  085789105         -269       -14500 SH  Put  Defined   8           0       -14500            0
BERRY PETE CO                  COM  085789105         1876       100931 SH       Sole      9      100931            0            0
BEST BUY INC                   OPT  086516101         -434       -12969 SH  Put  Defined   1           0       -12969            0
BEST BUY INC                   COM  086516101        17063       509504 SH       Sole      8      509504            0            0
BEST BUY INC                   OPT  086516101        54673      1632500 SH  Call Defined   8           0      1632500            0
BEST BUY INC                   OPT  086516101       -16363      -488600 SH  Put  Defined   8           0      -488600            0
BEST BUY INC                   COM  086516101         2487        74252 SH       Sole      9       74252            0            0
BEST BUY INC                   OPT  086516101            0            0 SH  Call Defined   9           0            0            0
BEST BUY INC                   OPT  086516101        -1130       -33760 SH  Put  Defined   9           0       -33760            0
BEST BUY INC                   COM  086516101         1085        32390 SH       Defined  32       32390            0            0
BEST BUY INC                   COM  086516101        10884       325000 SH       Sole     34      325000            0            0
BGC PARTNERS INC               COM  05541T101            1          164 SH       Sole      8         164            0            0
BGC PARTNERS INC               COM  05541T101          148        39011 SH       Defined  31       39011            0            0
BHP BILLITON LTD               ADR  088606108         1169        21365 SH       Sole      8       21365            0            0
BHP BILLITON LTD               COM  088606108         3127        57128 SH       Sole      8       57128            0            0
BHP BILLITON LTD               OPT  088606108        28334       517700 SH  Call Defined   8           0       517700            0
BHP BILLITON LTD               OPT  088606108       -18006      -329000 SH  Put  Defined   8           0      -329000            0
BHP BILLITON LTD               ADR  088606108          496         9071 SH       Sole      9        9071            0            0
BHP BILLITON LTD               COM  088606108        10930       199709 SH       Defined  31      199709            0            0
BHP BILLITON PLC               COM  05545E209        12189       268117 SH       Defined  31      268117            0            0
BIDZ COM INC                   COM  08883T200           19         6732 SH       Sole      8        6732            0            0
BIDZ COM INC                   OPT  08883T###          -##        -#### SH  Put  Defined   8           0        -4200            0
BIG 5 SPORTING GOODS CORP      COM  08915P101           42         3754 SH       Sole      8        3754            0            0
BIG 5 SPORTING GOODS CORP      COM  08915P101          106         9576 SH       Defined  31        9576            0            0
BIG LOTS INC                   COM  089302103          917        43623 SH       Sole      8       43623            0            0
BIG LOTS INC                   OPT  089302103         4568       217200 SH  Call Defined   8           0       217200            0
BIG LOTS INC                   OPT  089302103        -3633      -172800 SH  Put  Defined   8           0      -172800            0
BIG LOTS INC                   COM  089302103           98         4681 SH       Sole      9        4681            0            0
BIG LOTS INC                   COM  089302103        23315      1108650 SH       Defined  31     1108650            0            0
BIGBAND NETWORKS INC           COM  089750509            1          274 SH       Sole      8         274            0            0
BIO RAD LABS INC               COM  090572108            7           95 SH       Sole      8          95            0            0
BIO RAD LABS INC               COM  090572207         1600        21204 SH       Sole      8       21204            0            0
BIO RAD LABS INC               COM  090572207         1442        19100 SH       Defined  31       19100            0            0
BIO RAD LABS INC               COM  090572207           87         1159 SH       Defined  32        1159            0            0
BIOCRYST PHARMACEUTICALS       COM  09058V103            3          762 SH       Sole      8         762            0            0
BIODEL INC                     COM  09064M105            2          405 SH       Sole      8         405            0            0
BIODEL INC                     COM  09064M105            0           24 SH       Defined  31          24            0            0
BIODELIVERY SCIENCES INTL IN   COM  09060J106            2          269 SH       Sole      8         269            0            0
BIOFORM MEDICAL INC            COM  09065G107          277       128120 SH       Sole      8      128120            0            0
BIOGEN IDEC INC                COM  09062X103        14007       310228 SH       Sole      8      310228            0            0
BIOGEN IDEC INC                OPT  09062X103        58090      1286600 SH  Call Defined   8           0      1286600            0
BIOGEN IDEC INC                OPT  09062X103      -110436     -2446000 SH  Put  Defined   8           0     -2446000            0
BIOGEN IDEC INC                COM  09062X103          679        15029 SH       Sole      9       15029            0            0
BIOGEN IDEC INC                COM  09062X103         1126        24937 SH       Defined  32       24937            0            0
BIOMARIN PHARMACEUTICAL INC    BOND 09061GAC5           38           35 PRN      Sole      8       35000            0            0
BIOMARIN PHARMACEUTICAL INC    COM  09061G101         2453       157125 SH       Sole      8      157125            0            0
BIOMARIN PHARMACEUTICAL INC    OPT  09061G101          792        50700 SH  Call Defined   8           0        50700            0
BIOMARIN PHARMACEUTICAL INC    OPT  09061G101         -309       -19800 SH  Put  Defined   8           0       -19800            0
BIOMARIN PHARMACEUTICAL INC    COM  09061G101           82         5281 SH       Defined  32        5281            0            0
BIOMED REALTY TRUST INC        COM  09063H107          129        12633 SH       Sole      8       12633            0            0
BIOMED REALTY TRUST INC        COM  09063H107          101         9905 SH       Sole      9        9905            0            0
BIOMIMETIC THERAPEUTICS INC    COM  09064X101            5          501 SH       Sole      8         501            0            0
BIO-REFERENCE LABS INC         COM  09057G602           12          387 SH       Sole      8         387            0            0
BIOSCRIP INC                   COM  09069N108            2          322 SH       Sole      8         322            0            0
BIOSPECIFICS TECHNOLOGIES CO   COM  090931106            1           25 SH       Sole      8          25            0            0
BIOTECH HOLDRS TR              COM  09067D201         2737        29409 SH       Sole      8       29409            0            0
BIOTECH HOLDRS TR              OPT  09067D201        82321       884600 SH  Call Defined   8           0       884600            0
BIOTECH HOLDRS TR              OPT  09067D201       -66435      -713900 SH  Put  Defined   8           0      -713900            0
BIOVAIL CORP                   COM  09067J109          466        34627 SH       Sole      8       34627            0            0
BIOVAIL CORP                   OPT  09067J109          122         9000 SH  Call Defined   8           0         9000            0
BIOVAIL CORP                   OPT  09067J109         -458       -34100 SH  Put  Defined   8           0       -34100            0
BIOVAIL CORP                   COM  09067J109            9          700 SH       Sole      9         700            0            0
BJ SVCS CO                     COM  055482103         3142       230551 SH       Sole      8      230551            0            0
BJ SVCS CO                     OPT  055482103        11473       841700 SH  Call Defined   8           0       841700            0
BJ SVCS CO                     OPT  055482103        -4601      -337600 SH  Put  Defined   8           0      -337600            0
BJ SVCS CO                     COM  055482103         1175        86188 SH       Sole      9       86188            0            0
BJ SVCS CO                     COM  055482103          143        10509 SH       Defined  32       10509            0            0
BJ SVCS CO                     COM  055482103         3408       250000 SH       Sole     34      250000            0            0
BJS RESTAURANTS INC            COM  09180C106            3          151 SH       Sole      8         151            0            0
BJS WHOLESALE CLUB INC         COM  05548J106           49         1511 SH       Sole      8        1511            0            0
BJS WHOLESALE CLUB INC         OPT  05548J106          755        23400 SH  Call Defined   8           0        23400            0
BJS WHOLESALE CLUB INC         OPT  05548J106         -232        -7200 SH  Put  Defined   8           0        -7200            0
BJS WHOLESALE CLUB INC         COM  05548J106          177         5500 SH       Sole      9        5500            0            0
BJS WHOLESALE CLUB INC         COM  05548J106         2723        84500 SH       Defined  31       84500            0            0
BJS WHOLESALE CLUB INC         COM  05548J106           44         1373 SH       Defined  32        1373            0            0
BLACK & DECKER CORP            COM  091797100         2237        78047 SH       Sole      8       78047            0            0
BLACK & DECKER CORP            OPT  091797100         2411        84100 SH  Call Defined   8           0        84100            0
BLACK & DECKER CORP            OPT  091797100        -1831       -63900 SH  Put  Defined   8           0       -63900            0
BLACK & DECKER CORP            COM  091797100          265         9232 SH       Sole      9        9232            0            0
BLACK & DECKER CORP            COM  091797100         5902       205924 SH       Defined  31      205924            0            0
BLACK & DECKER CORP            COM  091797100         4299       150000 SH       Sole     34      150000            0            0
BLACK BOX CORP DEL             COM  091826107           35         1049 SH       Sole      8        1049            0            0
BLACK HILLS CORP               COM  092113109            1           65 SH       Sole      8          65            0            0
BLACK HILLS CORP               COM  092113109           74         3206 SH       Sole      9        3206            0            0
BLACKBAUD INC                  COM  09227Q100           15          973 SH       Sole      8         973            0            0
BLACKBAUD INC                  COM  09227Q100          415        26687 SH       Defined  31       26687            0            0
BLACKBOARD INC                 COM  091935502            8          291 SH       Sole      8         291            0            0
BLACKBOARD INC                 OPT  091935502          647        22400 SH  Call Defined   8           0        22400            0
BLACKBOARD INC                 OPT  091935502         -539       -18700 SH  Put  Defined   8           0       -18700            0
BLACKROCK DEBT STRAT FD INC    COM  09255R103            1          457 SH       Sole      8         457            0            0
BLACKROCK FLA MUN 2020 TERM    UNIT 09250M109            2          188 SH       Sole      8         188            0            0
BLACKROCK FLOAT RATE OME STR   UNIT 09255X100            2          228 SH       Sole      8         228            0            0
BLACKROCK FLOATING RATE INCO   UNIT 091941104            8          739 SH       Sole      8         739            0            0
BLACKROCK INC                  COM  09247X101        16841        96003 SH       Sole      1       96003            0            0
BLACKROCK INC                  COM  09247X101         3687        21019 SH       Sole      8       21019            0            0
BLACKROCK INC                  OPT  09247X101         5877        33500 SH  Call Defined   8           0        33500            0
BLACKROCK INC                  OPT  09247X101        -6981       -39800 SH  Put  Defined   8           0       -39800            0
BLACKROCK INC                  COM  09247X101         5262        29998 SH       Defined  31       29998            0            0
BLACKROCK INC                  COM  09247X101          170          967 SH       Defined  32         967            0            0
BLACKROCK KELSO CAPITAL CORP   COM  092533108           26         4200 SH       Sole      8        4200            0            0
BLACKROCK MUN INCOME TR        UNIT 09248F109            8          655 SH       Sole      8         655            0            0
BLACKROCK MUNI INTER DR FD I   UNIT 09253X102            4          361 SH       Sole      8         361            0            0
BLACKROCK MUNIHLDGS FD INC     UNIT 09254A101            1           63 SH       Sole      8          63            0            0
BLACKROCK MUNIHOLDINGS CALIF   UNIT 09254L107            3          251 SH       Sole      8         251            0            0
BLACKROCK MUNIHOLDINGS N J I   UNIT 09254X101            9          685 SH       Sole      8         685            0            0
BLACKROCK MUNIYIELD CALIF FD   UNIT 09254M105            9          759 SH       Sole      8         759            0            0
BLACKROCK PFD & CORPORATE IN   UNIT 09255J101            2          235 SH       Sole      8         235            0            0
BLACKROCK REAL ASSET EQUITY    UNIT 09254B109            5          609 SH       Sole      8         609            0            0
BLACKSTONE GROUP L P           COM  09253U108           38         3561 SH       Sole      8        3561            0            0
BLACKSTONE GROUP L P           OPT  09253U108         6252       593100 SH  Call Defined   8           0       593100            0
BLACKSTONE GROUP L P           OPT  09253U108        -1501      -142500 SH  Put  Defined   8           0      -142500            0
BLACKSTONE GROUP L P           COM  09253U108           50         4770 SH       Defined  32        4770            0            0
BLOCK H & R INC                COM  093671105         4709       273313 SH       Sole      8      273313            0            0
BLOCK H & R INC                OPT  093671105         3121       181100 SH  Call Defined   8           0       181100            0
BLOCK H & R INC                OPT  093671105        -4028      -233800 SH  Put  Defined   8           0      -233800            0
BLOCK H & R INC                COM  093671105          143         8302 SH       Sole      9        8302            0            0
BLOCK H & R INC                COM  093671105        29903      1735494 SH       Defined  31     1735494            0            0
BLOCK H & R INC                COM  093671105          175        10129 SH       Defined  32       10129            0            0
BLOCKBUSTER INC                COM  093679108          214       323668 SH       Sole      8      323668            0            0
BLOCKBUSTER INC                OPT  093679108            5         7300 SH  Call Defined   8           0         7300            0
BLOCKBUSTER INC                OPT  093679108            0         -100 SH  Put  Defined   8           0         -100            0
BLOUNT INTL INC NEW            COM  095180105            1           94 SH       Sole      8          94            0            0
BLUE COAT SYSTEMS INC          COM  09534T508           47         2842 SH       Sole      8        2842            0            0
BLUE COAT SYSTEMS INC          OPT  09534T508          667        40300 SH  Call Defined   8           0        40300            0
BLUE COAT SYSTEMS INC          OPT  09534T508         -542       -32800 SH  Put  Defined   8           0       -32800            0
BLUE NILE INC                  COM  09578R103           37          859 SH       Sole      8         859            0            0
BLUE NILE INC                  OPT  09578R103          469        10900 SH  Call Defined   8           0        10900            0
BLUE NILE INC                  OPT  09578R103         -279        -6500 SH  Put  Defined   8           0        -6500            0
BLUE NILE INC                  COM  09578R103          612        14230 SH       Defined  31       14230            0            0
BLUEGREEN CORP                 COM  096231105            0           41 SH       Sole      8          41            0            0
BLYTH INC                      COM  09643P207            7          204 SH       Sole      8         204            0            0
BLYTH INC                      COM  09643P207            6          175 SH       Defined  31         175            0            0
BMB MUNAI INC                  COM  09656A105           85        76300 SH       Sole      8       76300            0            0
BMC SOFTWARE INC               COM  055921100         6145       181860 SH       Sole      8      181860            0            0
BMC SOFTWARE INC               OPT  055921100         2335        69100 SH  Call Defined   8           0        69100            0
BMC SOFTWARE INC               OPT  055921100        -5882      -174100 SH  Put  Defined   8           0      -174100            0
BMC SOFTWARE INC               COM  055921100           44         1306 SH       Sole      9        1306            0            0
BMC SOFTWARE INC               COM  055921100          535        15842 SH       Defined  32       15842            0            0
BMP SUNSTONE CORP              COM  05569C105           15         3221 SH       Sole      8        3221            0            0
BOARDWALK PIPELINE PARTNERS    COM  096627104            4          189 SH       Sole      8         189            0            0
BOARDWALK PIPELINE PARTNERS    OPT  096627104           98         4300 SH  Call Defined   8           0         4300            0
BOARDWALK PIPELINE PARTNERS    OPT  096627104          -42        -1900 SH  Put  Defined   8           0        -1900            0
BOARDWALK PIPELINE PARTNERS    COM  096627104           30         1310 SH       Defined  32        1310            0            0
BOB EVANS FARMS INC            COM  096761101          259         9000 SH       Sole      8        9000            0            0
BOB EVANS FARMS INC            COM  096761101          402        14000 SH       Sole      9       14000            0            0
BOB EVANS FARMS INC            COM  096761101            9          328 SH       Defined  32         328            0            0
BOEING CO                      COM  097023105        35856       843668 SH       Sole      8      843668            0            0
BOEING CO                      OPT  097023105        17557       413100 SH  Call Defined   8           0       413100            0
BOEING CO                      OPT  097023105       -44476     -1046500 SH  Put  Defined   8           0     -1046500            0
BOEING CO                      COM  097023105         2128        50065 SH       Sole      9       50065            0            0
BOEING CO                      COM  097023105         1345        31656 SH       Defined  32       31656            0            0
BOISE INC                      COM  09746Y105            1          603 SH       Sole      8         603            0            0
BOK FINL CORP                  COM  05561Q201          835        22179 SH       Sole      8       22179            0            0
BOK FINL CORP                  COM  05561Q201          463        12302 SH       Defined  31       12302            0            0
BOK FINL CORP                  COM  05561Q201           33          866 SH       Defined  32         866            0            0
BOLT TECHNOLOGY CORP           COM  097698104            0           22 SH       Sole      8          22            0            0
BOOKS-A-MILLION INC            COM  098570104            0            6 SH       Sole      8           6            0            0
BORDERS GROUP INC              OPT  099709107          273        74000 SH  Call Defined   8           0        74000            0
BORDERS GROUP INC              OPT  099709107          -25        -6900 SH  Put  Defined   8           0        -6900            0
BORDERS GROUP INC              COM  099709107           90        24328 SH       Defined  31       24328            0            0
BORGWARNER INC                 COM  099724106          580        16991 SH       Sole      8       16991            0            0
BORGWARNER INC                 OPT  099724106          687        20100 SH  Call Defined   8           0        20100            0
BORGWARNER INC                 OPT  099724106         -676       -19800 SH  Put  Defined   8           0       -19800            0
BORGWARNER INC                 COM  099724106          229         6707 SH       Defined  32        6707            0            0
BOSTON BEER INC                COM  100557107            7          241 SH       Sole      8         241            0            0
BOSTON BEER INC                OPT  100557107          356        12000 SH  Call Defined   8           0        12000            0
BOSTON BEER INC                OPT  100557107          -53        -1800 SH  Put  Defined   8           0        -1800            0
BOSTON BEER INC                COM  100557107         4734       160000 SH       Sole     34      160000            0            0
BOSTON PRIVATE FINL HLDGS IN   COM  101119105          303        67587 SH       Sole      8       67587            0            0
BOSTON PROPERTIES INC          COM  101121101         3515        73698 SH       Sole      8       73698            0            0
BOSTON PROPERTIES INC          COM  101121101         1384        29019 SH       Sole      9       29019            0            0
BOSTON PROPERTIES INC          COM  101121101          264         5534 SH       Defined  32        5534            0            0
BOSTON SCIENTIFIC CORP         COM  101137107         8320       820504 SH       Sole      8      820504            0            0
BOSTON SCIENTIFIC CORP         OPT  101137107         4966       489700 SH  Call Defined   8           0       489700            0
BOSTON SCIENTIFIC CORP         OPT  101137107        -1378      -135900 SH  Put  Defined   8           0      -135900            0
BOSTON SCIENTIFIC CORP         COM  101137107          245        24120 SH       Sole      9       24120            0            0
BOSTON SCIENTIFIC CORP         COM  101137107          878        86620 SH       Defined  32       86620            0            0
BOTTOMLINE TECH DEL INC        COM  101388106            3          387 SH       Sole      8         387            0            0
BOTTOMLINE TECH DEL INC        COM  101388106          113        12537 SH       Defined  31       12537            0            0
BOVIE MEDICAL CORP             COM  10211F100            1          128 SH       Sole      8         128            0            0
BOWNE & CO INC                 COM  103043105           11         1682 SH       Sole      8        1682            0            0
BOYD GAMING CORP               COM  103304101          686        80679 SH       Sole      8       80679            0            0
BOYD GAMING CORP               OPT  103304101         1175       138200 SH  Call Defined   8           0       138200            0
BOYD GAMING CORP               OPT  103304101         -194       -22900 SH  Put  Defined   8           0       -22900            0
BOYD GAMING CORP               COM  103304101         1754       206300 SH       Sole      9      206300            0            0
BOYD GAMING CORP               OPT  103304101         -450       -52980 SH  Put  Defined   9           0       -52980            0
BP PLC                         ADR  055622104          148         3100 SH       Sole      8        3100            0            0
BP PLC                         COM  055622104         1236        25924 SH       Sole      8       25924            0            0
BP PLC                         OPT  055622104        48791      1023300 SH  Call Defined   8           0      1023300            0
BP PLC                         OPT  055622104        -9783      -205200 SH  Put  Defined   8           0      -205200            0
BP PLC                         ADR  055622104          539        11312 SH       Sole      9       11312            0            0
BP PLC                         OPT  055622104            9          179 SH  Call Defined   9           0          179            0
BP PLC                         OPT  055622104         -546       -11472 SH  Put  Defined   9           0       -11472            0
BP PLC                         COM  055622104         7981       167389 SH       Defined  31      167389            0            0
BP PRUDHOE BAY RTY TR          COM  055630107         1006        14581 SH       Sole      8       14581            0            0
BP PRUDHOE BAY RTY TR          OPT  055630107          960        13900 SH  Call Defined   8           0        13900            0
BP PRUDHOE BAY RTY TR          OPT  055630107        -3677       -53300 SH  Put  Defined   8           0       -53300            0
BP PRUDHOE BAY RTY TR          COM  055630107          331         4793 SH       Defined  31        4793            0            0
BPZ RESOURCES INC              COM  055639108           18         3771 SH       Sole      8        3771            0            0
BRADY CORP                     COM  104674106           47         1874 SH       Sole      8        1874            0            0
BRADY CORP                     COM  104674106           13          507 SH       Defined  32         507            0            0
BRANDYWINE RLTY TR             COM  105368203           25         3324 SH       Sole      8        3324            0            0
BRANDYWINE RLTY TR             COM  105368203          205        27547 SH       Sole      9       27547            0            0
BRANDYWINE RLTY TR             COM  105368203         1486       199474 SH       Defined  31      199474            0            0
BRASIL TELECOM PARTICIPACOES   COM  105530109         3282        85468 SH       Defined  31       85468            0            0
BRASIL TELECOM SA              ADR  10553M101           43         2218 SH       Sole      8        2218            0            0
BRASIL TELECOM SA              COM  10553M101          415        21200 SH       Defined  31       21200            0            0
BRASKEM S A                    COM  105532105         2014       273600 SH       Defined  31      273600            0            0
BRE PROPERTIES INC             COM  05564E106           90         3787 SH       Sole      8        3787            0            0
BRE PROPERTIES INC             BOND 05564EBH8         5866         6500 PRN      Sole      9     6500000            0            0
BRE PROPERTIES INC             COM  05564E106          125         5257 SH       Sole      9        5257            0            0
BRE PROPERTIES INC             COM  05564E106           16          680 SH       Defined  32         680            0            0
BREITBURN ENERGY PARTNERS LP   COM  106776107           16         2100 SH       Sole      8        2100            0            0
BRIDGE BANCORP INC             COM  108035106            1           37 SH       Sole      8          37            0            0
BRIDGEPOINT ED INC             COM  10807M105           10          604 SH       Sole      8         604            0            0
BRIGGS & STRATTON CORP         COM  109043109           61         4577 SH       Sole      8        4577            0            0
BRIGGS & STRATTON CORP         OPT  109043109           11          800 SH  Call Defined   8           0          800            0
BRIGGS & STRATTON CORP         OPT  109043109           -9         -700 SH  Put  Defined   8           0         -700            0
BRIGGS & STRATTON CORP         COM  109043109           49         3701 SH       Sole      9        3701            0            0
BRIGGS & STRATTON CORP         COM  109043109           11          834 SH       Defined  32         834            0            0
BRIGHAM EXPLORATION CO         COM  109178103            1          351 SH       Sole      8         351            0            0
BRIGHAM EXPLORATION CO         OPT  109178103          158        44900 SH  Call Defined   8           0        44900            0
BRIGHAM EXPLORATION CO         OPT  109178103           -4        -1400 SH  Put  Defined   8           0        -1400            0
BRIGHAM EXPLORATION CO         COM  109178103           73        20931 SH       Defined  31       20931            0            0
BRIGHTPOINT INC                COM  109473405         1119       178508 SH       Sole      8      178508            0            0
BRIGHTPOINT INC                OPT  109473405            0         -100 SH  Put  Defined   8           0         -100            0
BRIGHTPOINT INC                COM  109473405          709       113133 SH       Defined  31      113133            0            0
BRIGHTPOINT INC                COM  109473405           14         2178 SH       Defined  32        2178            0            0
BRINKER INTL INC               COM  109641100          552        32434 SH       Sole      8       32434            0            0
BRINKER INTL INC               OPT  109641100          484        28400 SH  Call Defined   8           0        28400            0
BRINKER INTL INC               OPT  109641100        -1064       -62500 SH  Put  Defined   8           0       -62500            0
BRINKER INTL INC               COM  109641100          381        22400 SH       Defined  31       22400            0            0
BRINKER INTL INC               COM  109641100          111         6514 SH       Defined  32        6514            0            0
BRINKS CO                      COM  109696104           29         1000 SH       Sole      8        1000            0            0
BRINKS CO                      OPT  109696104          183         6300 SH  Call Defined   8           0         6300            0
BRINKS CO                      OPT  109696104          -46        -1600 SH  Put  Defined   8           0        -1600            0
BRINKS CO                      COM  109696104          154         5300 SH       Sole      9        5300            0            0
BRINKS CO                      COM  109696104          136         4700 SH       Defined  31        4700            0            0
BRINKS CO                      COM  109696104           83         2872 SH       Defined  32        2872            0            0
BRINKS HOME SEC HLDGS INC      COM  109699108           44         1571 SH       Sole      8        1571            0            0
BRINKS HOME SEC HLDGS INC      OPT  109699108          170         6000 SH  Call Defined   8           0         6000            0
BRINKS HOME SEC HLDGS INC      OPT  109699108         -133        -4700 SH  Put  Defined   8           0        -4700            0
BRINKS HOME SEC HLDGS INC      COM  109699108           68         2417 SH       Defined  32        2417            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108        29124      1433998 SH       Sole      8     1433998            0            0
BRISTOL MYERS SQUIBB CO        OPT  110122108        31388      1545400 SH  Call Defined   8           0      1545400            0
BRISTOL MYERS SQUIBB CO        OPT  110122108       -34689     -1708000 SH  Put  Defined   8           0     -1708000            0
BRISTOL MYERS SQUIBB CO        COM  110122108       412163     20293588 SH       Sole      9    20293588            0            0
BRISTOL MYERS SQUIBB CO        OPT  110122108          477        23450 SH  Call Defined   9           0        23450            0
BRISTOL MYERS SQUIBB CO        COM  110122108         6942       341815 SH       Defined  31      341815            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108         2753       135564 SH       Defined  32      135564            0            0
BRISTOW GROUP INC              COM  110394103           35         1165 SH       Sole      8        1165            0            0
BRISTOW GROUP INC              COM  110394103          284         9569 SH       Defined  31        9569            0            0
BRITISH AMERN TOB PLC          COM  110448107          268         4800 SH       Defined  31        4800            0            0
BRITISH SKY BROADCASTING GRO   COM  111013108            3          102 SH       Sole      8         102            0            0
BRITISH SKY BROADCASTING GRO   COM  111013108         1909        63600 SH       Defined  31       63600            0            0
BROADCOM CORP                  COM  111320107         6432       259464 SH       Sole      8      259464            0            0
BROADCOM CORP                  OPT  111320107        26003      1048900 SH  Call Defined   8           0      1048900            0
BROADCOM CORP                  OPT  111320107       -52505     -2118000 SH  Put  Defined   8           0     -2118000            0
BROADCOM CORP                  COM  111320107           75         3006 SH       Sole      9        3006            0            0
BROADCOM CORP                  OPT  111320107          495        19940 SH  Call Defined   9           0        19940            0
BROADCOM CORP                  COM  111320107          987        39817 SH       Defined  32       39817            0            0
BROADPOINT GLEACHER SECS GRO   COM  11134A103            2          276 SH       Sole      8         276            0            0
BROADPOINT GLEACHER SECS GRO   COM  11134A103           12         2200 SH       Defined  31        2200            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103          115         6922 SH       Sole      8        6922            0            0
BROADRIDGE FINL SOLUTIONS IN   OPT  11133T103           59         3500 SH  Call Defined   8           0         3500            0
BROADRIDGE FINL SOLUTIONS IN   OPT  11133T###          -##        -#### SH  Put  Defined   8           0        -3000            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103           89         5384 SH       Defined  32        5384            0            0
BROADWIND ENERGY INC           COM  11161T108         2818       248940 SH       Sole      8      248940            0            0
BROADWIND ENERGY INC           OPT  11161T108          281        24800 SH  Call Defined   8           0        24800            0
BROADWIND ENERGY INC           COM  11161T108           68         5982 SH       Sole      9        5982            0            0
BROCADE COMMUNICATIONS SYS I   COM  111621306          701        89403 SH       Sole      8       89403            0            0
BROCADE COMMUNICATIONS SYS I   OPT  111621306          863       110000 SH  Call Defined   8           0       110000            0
BROCADE COMMUNICATIONS SYS I   OPT  111621306        -2940      -375000 SH  Put  Defined   8           0      -375000            0
BROCADE COMMUNICATIONS SYS I   COM  111621306          294        37562 SH       Sole      9       37562            0            0
BROCADE COMMUNICATIONS SYS I   COM  111621306           56         7194 SH       Defined  32        7194            0            0
BRONCO DRILLING CO INC         COM  112211107            2          400 SH       Sole      8         400            0            0
BROOKDALE SR LIVING INC        COM  112463104           80         8225 SH       Sole      8        8225            0            0
BROOKFIELD ASSET MGMT INC      OPT  112585104          828        48500 SH  Call Defined   8           0        48500            0
BROOKFIELD ASSET MGMT INC      OPT  112585104         -240       -14100 SH  Put  Defined   8           0       -14100            0
BROOKFIELD ASSET MGMT INC      COM  112585104          216        12600 SH       Sole      9       12600            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104        12852       752889 SH       Defined  31      752889            0            0
BROOKFIELD HOMES CORP          COM  112723101            3          700 SH       Sole      8         700            0            0
BROOKFIELD HOMES CORP          COM  112723101           20         5000 SH       Sole      9        5000            0            0
BROOKFIELD HOMES CORP          COM  112723101           21         5300 SH       Defined  31        5300            0            0
BROOKFIELD INFRAST PARTNERS    COM  G16252101           49         3943 SH       Sole      8        3943            0            0
BROOKFIELD PPTYS CORP          COM  112900105            8          950 SH       Sole      9         950            0            0
BROOKLINE BANCORP INC DEL      COM  11373M107          337        36119 SH       Sole      8       36119            0            0
BROOKLINE BANCORP INC DEL      COM  11373M107          236        25341 SH       Defined  31       25341            0            0
BROOKLYN FEDERAL BANCORP INC   COM  114039100            0            9 SH       Sole      8           9            0            0
BROOKS AUTOMATION INC          COM  114340102           13         2796 SH       Sole      8        2796            0            0
BROOKS AUTOMATION INC          OPT  114340102            4          800 SH  Call Defined   8           0          800            0
BROOKS AUTOMATION INC          OPT  114340102           -4        -1000 SH  Put  Defined   8           0        -1000            0
BROOKS AUTOMATION INC          COM  114340102           72        16139 SH       Defined  31       16139            0            0
BROWN & BROWN INC              COM  115236101           53         2676 SH       Sole      8        2676            0            0
BROWN & BROWN INC              COM  115236101         1076        53982 SH       Defined  31       53982            0            0
BROWN & BROWN INC              COM  115236101          103         5160 SH       Defined  32        5160            0            0
BROWN FORMAN CORP              COM  115637209         2375        55247 SH       Sole      8       55247            0            0
BROWN FORMAN CORP              COM  115637209          253         5893 SH       Sole      9        5893            0            0
BROWN FORMAN CORP              COM  115637100          185         4000 SH       Defined  31        4000            0            0
BROWN FORMAN CORP              COM  115637209          221         5135 SH       Defined  31        5135            0            0
BROWN FORMAN CORP              COM  115637209          187         4348 SH       Defined  32        4348            0            0
BROWN FORMAN CORP              COM  115637209         4298       100000 SH       Sole     34      100000            0            0
BROWN SHOE INC NEW             COM  115736100           18         2536 SH       Sole      8        2536            0            0
BROWN SHOE INC NEW             COM  115736100            0           46 SH       Defined  31          46            0            0
BRT RLTY TR                    COM  055645303            0          170 SH       Sole      8         170            0            0
BRUKER CORP                    COM  116794108           13         1398 SH       Sole      8        1398            0            0
BRUKER CORP                    COM  116794108          902        97414 SH       Defined  31       97414            0            0
BRUNSWICK CORP                 COM  117043109           23         5399 SH       Sole      8        5399            0            0
BRUNSWICK CORP                 OPT  117043109           63        14400 SH  Call Defined   8           0        14400            0
BRUNSWICK CORP                 OPT  117043109         -140       -32600 SH  Put  Defined   8           0       -32600            0
BRUNSWICK CORP                 COM  117043109          254        58813 SH       Defined  31       58813            0            0
BRUNSWICK CORP                 COM  117043109           21         4972 SH       Defined  32        4972            0            0
BRUSH ENGINEERED MATLS INC     COM  117421107            5          292 SH       Sole      8         292            0            0
BRUSH ENGINEERED MATLS INC     COM  117421107           70         4200 SH       Defined  31        4200            0            0
BRYN MAWR BK CORP              COM  117665109            0            7 SH       Sole      8           7            0            0
BT GROUP PLC                   COM  05577E101            0            3 SH       Sole      8           3            0            0
BT GROUP PLC                   COM  05577E101         4869       289811 SH       Defined  31      289811            0            0
BUCKEYE PARTNERS L P           COM  118230101            1           19 SH       Sole      8          19            0            0
BUCKEYE PARTNERS L P           OPT  118230101          116         2700 SH  Call Defined   8           0         2700            0
BUCKEYE PARTNERS L P           OPT  118230101          -47        -1100 SH  Put  Defined   8           0        -1100            0
BUCKEYE TECHNOLOGIES INC       COM  118255108           15         3416 SH       Sole      8        3416            0            0
BUCKEYE TECHNOLOGIES INC       COM  118255108          778       173220 SH       Defined  31      173220            0            0
BUCKLE INC                     COM  118440106         1948        61311 SH       Sole      8       61311            0            0
BUCKLE INC                     OPT  118440106          302         9500 SH  Call Defined   8           0         9500            0
BUCKLE INC                     OPT  118440106         -428       -13500 SH  Put  Defined   8           0       -13500            0
BUCKLE INC                     COM  118440106         7250       228200 SH       Defined  31      228200            0            0
BUCYRUS INTL INC NEW           COM  118759109         1694        59317 SH       Sole      8       59317            0            0
BUCYRUS INTL INC NEW           OPT  118759109         3608       126300 SH  Call Defined   8           0       126300            0
BUCYRUS INTL INC NEW           OPT  118759109        -5629      -197100 SH  Put  Defined   8           0      -197100            0
BUCYRUS INTL INC NEW           COM  118759109          102         3562 SH       Sole      9        3562            0            0
BUCYRUS INTL INC NEW           COM  118759109         3188       111638 SH       Defined  31      111638            0            0
BUCYRUS INTL INC NEW           COM  118759109           37         1309 SH       Defined  32        1309            0            0
BUFFALO WILD WINGS INC         COM  119848109          225         6915 SH       Sole      8        6915            0            0
BUFFALO WILD WINGS INC         OPT  119848109         1431        44000 SH  Call Defined   8           0        44000            0
BUFFALO WILD WINGS INC         OPT  119848109        -1886       -58000 SH  Put  Defined   8           0       -58000            0
BUILD A BEAR WORKSHOP          COM  120076104            5         1170 SH       Sole      8        1170            0            0
BUILD A BEAR WORKSHOP          COM  120076104            0           94 SH       Defined  31          94            0            0
BUILDERS FIRSTSOURCE INC       COM  12008R107            0           85 SH       Sole      8          85            0            0
BUNGE LIMITED                  COM  G16962105          198         3285 SH       Sole      8        3285            0            0
BUNGE LIMITED                  COM  G16962105         4216        69976 SH       Sole      9       69976            0            0
BURGER KING HLDGS INC          COM  121208201          556        32203 SH       Sole      8       32203            0            0
BURGER KING HLDGS INC          OPT  121208201         1391        80500 SH  Call Defined   8           0        80500            0
BURGER KING HLDGS INC          OPT  121208201         -652       -37800 SH  Put  Defined   8           0       -37800            0
BURGER KING HLDGS INC          COM  121208201          147         8499 SH       Sole      9        8499            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104        14932       203040 SH       Sole      8      203040            0            0
BURLINGTON NORTHN SANTA FE C   OPT  12189T104        16591       225600 SH  Call Defined   8           0       225600            0
BURLINGTON NORTHN SANTA FE C   OPT  12189T104       -22988      -312600 SH  Put  Defined   8           0      -312600            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104          145         1967 SH       Sole      9        1967            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104          805        10940 SH       Defined  32       10940            0            0
BWAY HOLDING COMPANY           COM  12429T104        11141       635540 SH       Sole      1      635540            0            0
BWAY HOLDING COMPANY           COM  12429T104            1           75 SH       Sole      8          75            0            0
C D I CORP                     COM  125071100            9          791 SH       Sole      8         791            0            0
C D I CORP                     OPT  125071100           53         4700 SH  Call Defined   8           0         4700            0
C D I CORP                     OPT  125071100          -13        -1200 SH  Put  Defined   8           0        -1200            0
C D I CORP                     COM  125071100           11          948 SH       Defined  32         948            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209         4874        93454 SH       Sole      8       93454            0            0
C H ROBINSON WORLDWIDE INC     OPT  12541W209         5534       106100 SH  Call Defined   8           0       106100            0
C H ROBINSON WORLDWIDE INC     OPT  12541W209        -2972       -57000 SH  Put  Defined   8           0       -57000            0
C H ROBINSON WORLDWIDE INC     COM  12541W209           63         1203 SH       Sole      9        1203            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209         5408       103696 SH       Defined  31      103696            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209          774        14835 SH       Defined  32       14835            0            0
C&D TECHNOLOGIES INC           COM  124661109            3         1586 SH       Sole      8        1586            0            0
CA INC                         COM  12673P105         3767       216132 SH       Sole      8      216132            0            0
CA INC                         OPT  12673P105         2829       162300 SH  Call Defined   8           0       162300            0
CA INC                         OPT  12673P105        -1247       -71600 SH  Put  Defined   8           0       -71600            0
CA INC                         COM  12673P105          348        19993 SH       Sole      9       19993            0            0
CA INC                         COM  12673P105        43009      2467536 SH       Defined  31     2467536            0            0
CA INC                         COM  12673P105          518        29745 SH       Defined  32       29745            0            0
CA INC                         COM  12673P105         3312       190000 SH       Sole     34      190000            0            0
CABELAS INC                    COM  126804301          185        15063 SH       Sole      8       15063            0            0
CABELAS INC                    OPT  126804301           31         2500 SH  Call Defined   8           0         2500            0
CABELAS INC                    OPT  126804301         -146       -11900 SH  Put  Defined   8           0       -11900            0
CABELAS INC                    COM  126804301           13         1038 SH       Defined  32        1038            0            0
CABLEVISION SYS CORP           COM  12686C109          156         8050 SH       Sole      1        8050            0            0
CABLEVISION SYS CORP           COM  12686C109          178         9162 SH       Sole      8        9162            0            0
CABLEVISION SYS CORP           OPT  12686C109         2961       152500 SH  Call Defined   8           0       152500            0
CABLEVISION SYS CORP           OPT  12686C109         -384       -19800 SH  Put  Defined   8           0       -19800            0
CABOT CORP                     COM  127055101           42         3343 SH       Sole      8        3343            0            0
CABOT CORP                     OPT  127055101         1007        80000 SH  Call Defined   8           0        80000            0
CABOT CORP                     COM  127055101           42         3315 SH       Defined  31        3315            0            0
CABOT CORP                     COM  127055101           14         1101 SH       Defined  32        1101            0            0
CABOT MICROELECTRONICS CORP    COM  12709P103          120         4241 SH       Sole      8        4241            0            0
CABOT MICROELECTRONICS CORP    OPT  12709P103          241         8500 SH  Call Defined   8           0         8500            0
CABOT MICROELECTRONICS CORP    OPT  12709P103        -1086       -38400 SH  Put  Defined   8           0       -38400            0
CABOT OIL & GAS CORP           COM  127097103         4687       152967 SH       Sole      8      152967            0            0
CABOT OIL & GAS CORP           OPT  127097103          904        29500 SH  Call Defined   8           0        29500            0
CABOT OIL & GAS CORP           OPT  127097103         -220        -7200 SH  Put  Defined   8           0        -7200            0
CABOT OIL & GAS CORP           COM  127097103           36         1159 SH       Sole      9        1159            0            0
CABOT OIL & GAS CORP           COM  127097103          882        28800 SH       Defined  31       28800            0            0
CABOT OIL & GAS CORP           COM  127097103           97         3163 SH       Defined  32        3163            0            0
CACHE INC                      COM  127150308          241        62200 SH       Sole      8       62200            0            0
CACI INTL INC                  BOND 127190AD8         2204         2320 PRN      Sole      8     2320000            0            0
CACI INTL INC                  COM  127190304          219         5126 SH       Sole      8        5126            0            0
CACI INTL INC                  OPT  127190304          159         3700 SH  Call Defined   8           0         3700            0
CACI INTL INC                  OPT  127190304         -324        -7600 SH  Put  Defined   8           0        -7600            0
CACI INTL INC                  COM  127190304         2729        63900 SH       Defined  31       63900            0            0
CADBURY PLC                    ADR  12721E102            4          112 SH       Sole      8         112            0            0
CADBURY PLC                    COM  12721E102           23          658 SH       Sole      8         658            0            0
CADBURY PLC                    OPT  12721E102          293         8500 SH  Call Defined   8           0         8500            0
CADBURY PLC                    OPT  12721E###          -##        -#### SH  Put  Defined   8           0        -2800            0
CADBURY PLC                    COM  12721E102         4080       118618 SH       Defined  31      118618            0            0
CADENCE DESIGN SYSTEM INC      COM  127387108           92        15531 SH       Sole      8       15531            0            0
CADENCE DESIGN SYSTEM INC      OPT  127387108          349        59100 SH  Call Defined   8           0        59100            0
CADENCE DESIGN SYSTEM INC      OPT  127387108          -44        -7600 SH  Put  Defined   8           0        -7600            0
CADENCE DESIGN SYSTEM INC      COM  127387108           90        15300 SH       Sole      9       15300            0            0
CADENCE DESIGN SYSTEM INC      COM  127387108          854       144711 SH       Defined  31      144711            0            0
CADENCE PHARMACEUTICALS INC    COM  12738T100          185        18515 SH       Sole      8       18515            0            0
CADIZ INC                      COM  127537207            1           97 SH       Sole      8          97            0            0
CAE INC                        COM  124765108            7         1100 SH       Sole      8        1100            0            0
CAE INC                        COM  124765108            7         1200 SH       Sole      9        1200            0            0
CAI INTERNATIONAL INC          COM  12477X106            0           66 SH       Sole      8          66            0            0
CAL DIVE INTL INC DEL          COM  12802T101           10         1177 SH       Sole      8        1177            0            0
CAL DIVE INTL INC DEL          COM  12802T101           24         2795 SH       Defined  31        2795            0            0
CAL MAINE FOODS INC            COM  128030202           34         1348 SH       Sole      8        1348            0            0
CAL MAINE FOODS INC            OPT  128030202         1026        41100 SH  Call Defined   8           0        41100            0
CAL MAINE FOODS INC            OPT  128030202         -516       -20700 SH  Put  Defined   8           0       -20700            0
CAL MAINE FOODS INC            COM  128030202          630        25238 SH       Defined  31       25238            0            0
CALAMOS ASSET MGMT INC         COM  12811R104            3          209 SH       Sole      8         209            0            0
CALAMOS ASSET MGMT INC         COM  12811R104          116         8186 SH       Defined  31        8186            0            0
CALAVO GROWERS INC             COM  128246105            9          478 SH       Sole      8         478            0            0
CALGON CARBON CORP             COM  129603106          106         7678 SH       Sole      8        7678            0            0
CALGON CARBON CORP             COM  129603106         1192        85792 SH       Sole      9       85792            0            0
CALIFORNIA PIZZA KITCHEN INC   COM  13054D109           14         1056 SH       Sole      8        1056            0            0
CALIFORNIA WTR SVC GROUP       COM  130788102           15          389 SH       Sole      8         389            0            0
CALIFORNIA WTR SVC GROUP       COM  130788102          127         3453 SH       Sole      9        3453            0            0
CALIFORNIA WTR SVC GROUP       COM  130788102          405        10990 SH       Defined  31       10990            0            0
CALIPER LIFE SCIENCES INC      COM  130872104          590       333162 SH       Sole      8      333162            0            0
CALLAWAY GOLF CO               COM  131193104           50         9777 SH       Sole      8        9777            0            0
CALLAWAY GOLF CO               OPT  131193104           16         3100 SH  Call Defined   8           0         3100            0
CALLAWAY GOLF CO               OPT  131193104          -50        -9900 SH  Put  Defined   8           0        -9900            0
CALLIDUS SOFTWARE INC          COM  13123E500            0          102 SH       Sole      8         102            0            0
CALLON PETE CO DEL             COM  13123X102           69        34900 SH       Sole      8       34900            0            0
CALPINE CORP                   COM  131347304          388        34805 SH       Sole      8       34805            0            0
CALPINE CORP                   OPT  131347304          773        69300 SH  Call Defined   8           0        69300            0
CALPINE CORP                   OPT  131347304        -2393      -214700 SH  Put  Defined   8           0      -214700            0
CALPINE CORP                   COM  131347304          159        14245 SH       Defined  32       14245            0            0
CAMBREX CORP                   COM  132011107            5         1185 SH       Sole      8        1185            0            0
CAMBREX CORP                   COM  132011107          487       118100 SH       Defined  31      118100            0            0
CAMDEN PPTY TR                 COM  133131102          195         7060 SH       Sole      8        7060            0            0
CAMDEN PPTY TR                 COM  133131102          185         6716 SH       Sole      9        6716            0            0
CAMECO CORP                    COM  13321L108          164         6400 SH       Sole      1        6400            0            0
CAMECO CORP                    COM  13321L108         2319        90602 SH       Sole      8       90602            0            0
CAMECO CORP                    OPT  13321L108         4457       174100 SH  Call Defined   8           0       174100            0
CAMECO CORP                    OPT  13321L108        -3023      -118100 SH  Put  Defined   8           0      -118100            0
CAMECO CORP                    COM  13321L108          807        31513 SH       Sole      9       31513            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105         5990       211671 SH       Sole      8      211671            0            0
CAMERON INTERNATIONAL CORP     OPT  13342B105         5856       206900 SH  Call Defined   8           0       206900            0
CAMERON INTERNATIONAL CORP     OPT  13342B105        -2247       -79400 SH  Put  Defined   8           0       -79400            0
CAMERON INTERNATIONAL CORP     COM  13342B105           73         2576 SH       Sole      9        2576            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105          477        16870 SH       Defined  31       16870            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105          546        19296 SH       Defined  32       19296            0            0
CAMPBELL SOUP CO               COM  134429109         3307       112407 SH       Sole      8      112407            0            0
CAMPBELL SOUP CO               OPT  134429109          721        24500 SH  Call Defined   8           0        24500            0
CAMPBELL SOUP CO               OPT  134429109         -479       -16300 SH  Put  Defined   8           0       -16300            0
CAMPBELL SOUP CO               COM  134429109          466        15848 SH       Sole      9       15848            0            0
CAMPBELL SOUP CO               COM  134429109          278         9450 SH       Defined  32        9450            0            0
CANADIAN NAT RES LTD           COM  136385101         4523        86174 SH       Sole      8       86174            0            0
CANADIAN NAT RES LTD           OPT  136385101         9653       183900 SH  Call Defined   8           0       183900            0
CANADIAN NAT RES LTD           OPT  136385101       -15458      -294500 SH  Put  Defined   8           0      -294500            0
CANADIAN NAT RES LTD           COM  136385101          286         5452 SH       Sole      9        5452            0            0
CANADIAN NATL RY CO            COM  136375102           44         1025 SH       Sole      8        1025            0            0
CANADIAN NATL RY CO            OPT  136375102         1899        44200 SH  Call Defined   8           0        44200            0
CANADIAN NATL RY CO            OPT  136375102        -1147       -26700 SH  Put  Defined   8           0       -26700            0
CANADIAN NATL RY CO            COM  136375102          270         6300 SH       Sole      9        6300            0            0
CANADIAN PAC RY LTD            COM  13645T100          623        15647 SH       Sole      8       15647            0            0
CANADIAN PAC RY LTD            OPT  13645T100          402        10100 SH  Call Defined   8           0        10100            0
CANADIAN PAC RY LTD            OPT  13645T100        -1182       -29700 SH  Put  Defined   8           0       -29700            0
CANADIAN PAC RY LTD            COM  13645T100          202         5074 SH       Sole      9        5074            0            0
CANADIAN SOLAR INC             COM  136635109          555        45785 SH       Sole      8       45785            0            0
CANADIAN SOLAR INC             OPT  136635109          558        46000 SH  Call Defined   8           0        46000            0
CANADIAN SOLAR INC             OPT  136635109         -790       -65200 SH  Put  Defined   8           0       -65200            0
CANDELA CORP                   COM  136907102            0           86 SH       Sole      8          86            0            0
CANO PETE INC                  COM  137801106           82        86600 SH       Sole      8       86600            0            0
CANON INC                      COM  138006309           10          318 SH       Sole      8         318            0            0
CANON INC                      COM  138006309         6517       200349 SH       Defined  31      200349            0            0
CANTEL MEDICAL CORP            COM  138098108            1          100 SH       Sole      8         100            0            0
CAPE BANCORP INC               COM  139209100          596        69100 SH       Sole      8       69100            0            0
CAPELLA EDUCATION COMPANY      COM  139594105          403         6718 SH       Sole      8        6718            0            0
CAPELLA EDUCATION COMPANY      OPT  139594105        -2398       -40000 SH  Put  Defined   8           0       -40000            0
CAPITAL CITY BK GROUP INC      COM  139674105            2          100 SH       Sole      8         100            0            0
CAPITAL CITY BK GROUP INC      COM  139674105            2           99 SH       Defined  31          99            0            0
CAPITAL ONE FINL CORP          COM  14040H105            1           30 SH       Sole      1          30            0            0
CAPITAL ONE FINL CORP          COM  14040H105         5263       240535 SH       Sole      8      240535            0            0
CAPITAL ONE FINL CORP          OPT  14040H105        15529       709700 SH  Call Defined   8           0       709700            0
CAPITAL ONE FINL CORP          OPT  14040H105       -14322      -654600 SH  Put  Defined   8           0      -654600            0
CAPITAL ONE FINL CORP          COM  14040H105          145         6623 SH       Sole      9        6623            0            0
CAPITAL ONE FINL CORP          COM  14040H105          593        27093 SH       Defined  32       27093            0            0
CAPITAL SOUTHWEST CORP         COM  140501107          166         2300 SH       Defined  31        2300            0            0
CAPITAL TRUST INC MD           COM  14052H506           44        30396 SH       Sole      8       30396            0            0
CAPITALSOURCE INC              COM  14055X102           29         5846 SH       Sole      8        5846            0            0
CAPITALSOURCE INC              OPT  14055X102          448        91600 SH  Call Defined   8           0        91600            0
CAPITALSOURCE INC              OPT  14055X102         -102       -21100 SH  Put  Defined   8           0       -21100            0
CAPITALSOURCE INC              COM  14055X102         3600       737646 SH       Defined  31      737646            0            0
CAPITALSOURCE INC              COM  14055X102           55        11173 SH       Defined  32       11173            0            0
CAPITOL BANCORP LTD            COM  14056D105           63        23900 SH       Sole      8       23900            0            0
CAPITOL FED FINL               COM  14057C106           51         1324 SH       Sole      8        1324            0            0
CAPITOL FED FINL               COM  14057C106           40         1056 SH       Defined  32        1056            0            0
CAPLEASE INC                   COM  140288101            1          216 SH       Sole      8         216            0            0
CAPLEASE INC                   COM  140288101          546       198000 SH       Defined  31      198000            0            0
CAPSTEAD MTG CORP              COM  14067E506           13         1000 SH       Sole      8        1000            0            0
CAPSTEAD MTG CORP              COM  14067E506         5821       458000 SH       Defined  31      458000            0            0
CAPSTONE TURBINE CORP          COM  14067D102          932      1123051 SH       Sole      8     1123051            0            0
CAPSTONE TURBINE CORP          COM  14067D102           39        46479 SH       Sole      9       46479            0            0
CARACO PHARMACEUTICAL LABS L   COM  14075T107            0           28 SH       Sole      8          28            0            0
CARBO CERAMICS INC             COM  140781105           21          621 SH       Sole      8         621            0            0
CARDIAC SCIENCE CORP           COM  14141A108           22         5415 SH       Sole      8        5415            0            0
CARDINAL FINL CORP             COM  14149F109            1          100 SH       Sole      8         100            0            0
CARDINAL HEALTH INC            COM  14149Y108         8877       290566 SH       Sole      8      290566            0            0
CARDINAL HEALTH INC            OPT  14149Y108         2689        88000 SH  Call Defined   8           0        88000            0
CARDINAL HEALTH INC            OPT  14149Y108        -4292      -140500 SH  Put  Defined   8           0      -140500            0
CARDINAL HEALTH INC            COM  14149Y108          457        14947 SH       Sole      9       14947            0            0
CARDINAL HEALTH INC            COM  14149Y108          489        16015 SH       Defined  32       16015            0            0
CARDIOME PHARMA CORP           COM  14159U202           76        20499 SH       Sole      8       20499            0            0
CARDIOME PHARMA CORP           OPT  14159U202           20         5200 SH  Call Defined   8           0         5200            0
CARDIOME PHARMA CORP           OPT  14159U###          -##        -#### SH  Put  Defined   8           0        -8200            0
CARDIOME PHARMA CORP           COM  14159U202           84        22469 SH       Defined  31       22469            0            0
CARDIONET INC                  COM  14159L103           93         5680 SH       Sole      8        5680            0            0
CARDIOVASCULAR SYS INC DEL     COM  141619106            6          768 SH       Sole      8         768            0            0
CARDIUM THERAPEUTICS INC       COM  141916106            1          294 SH       Sole      8         294            0            0
CARDTRONICS INC                COM  14161H108            0           77 SH       Sole      8          77            0            0
CARE INVESTMENT TRUST INC      COM  141657106            2          363 SH       Sole      8         363            0            0
CAREER EDUCATION CORP          COM  141665109          739        29707 SH       Sole      8       29707            0            0
CAREER EDUCATION CORP          OPT  141665109         1641        65900 SH  Call Defined   8           0        65900            0
CAREER EDUCATION CORP          OPT  141665109         -428       -17200 SH  Put  Defined   8           0       -17200            0
CAREER EDUCATION CORP          COM  141665109          299        12000 SH       Sole      9       12000            0            0
CAREER EDUCATION CORP          COM  141665109         3565       143246 SH       Defined  31      143246            0            0
CAREER EDUCATION CORP          COM  141665109          105         4228 SH       Defined  32        4228            0            0
CARIBOU COFFEE INC             COM  142042209            0           52 SH       Sole      8          52            0            0
CARIBOU COFFEE INC             COM  142042209           72        11200 SH       Defined  31       11200            0            0
CARLISLE COS INC               COM  142339100           38         1598 SH       Sole      8        1598            0            0
CARLISLE COS INC               COM  142339100         1599        66500 SH       Defined  31       66500            0            0
CARLISLE COS INC               COM  142339100           34         1399 SH       Defined  32        1399            0            0
CARMAX INC                     COM  143130102          153        10415 SH       Sole      8       10415            0            0
CARMAX INC                     OPT  143130102         1494       101600 SH  Call Defined   8           0       101600            0
CARMAX INC                     OPT  143130102         -929       -63200 SH  Put  Defined   8           0       -63200            0
CARMAX INC                     COM  143130102          868        59053 SH       Defined  31       59053            0            0
CARMAX INC                     COM  143130102          139         9489 SH       Defined  32        9489            0            0
CARMIKE CINEMAS INC            COM  143436400            4          468 SH       Sole      8         468            0            0
CARMIKE CINEMAS INC            COM  143436400            3          300 SH       Defined  31         300            0            0
CARNIVAL CORP                  BOND 143658AN2          852          890 PRN      Sole      8      890000            0            0
CARNIVAL CORP                  COM  143658300         7502       291095 SH       Sole      8      291095            0            0
CARNIVAL CORP                  OPT  143658300         9816       380900 SH  Call Defined   8           0       380900            0
CARNIVAL CORP                  OPT  143658300        -4870      -189000 SH  Put  Defined   8           0      -189000            0
CARNIVAL CORP                  COM  143658300         4756       184545 SH       Sole      9      184545            0            0
CARNIVAL CORP                  COM  143658300         4103       159235 SH       Defined  31      159235            0            0
CARNIVAL CORP                  COM  143658300          696        27021 SH       Defined  32       27021            0            0
CARNIVAL PLC                   ADR  14365C103          429        16000 SH       Sole      9       16000            0            0
CARNIVAL PLC                   COM  14365C103         7260       271000 SH       Defined  31      271000            0            0
CARPENTER TECHNOLOGY CORP      COM  144285103           85         4100 SH       Sole      8        4100            0            0
CARPENTER TECHNOLOGY CORP      OPT  144285103          125         6000 SH  Call Defined   8           0         6000            0
CARPENTER TECHNOLOGY CORP      OPT  144285103         -247       -11900 SH  Put  Defined   8           0       -11900            0
CARPENTER TECHNOLOGY CORP      COM  144285103           36         1744 SH       Sole      9        1744            0            0
CARPENTER TECHNOLOGY CORP      COM  144285103           16          776 SH       Defined  32         776            0            0
CARRIZO OIL & CO INC           BOND 144577AA1          120          165 PRN      Sole      8      165000            0            0
CARRIZO OIL & CO INC           COM  144577103           17          988 SH       Sole      8         988            0            0
CARRIZO OIL & CO INC           OPT  144577103         1017        59300 SH  Call Defined   8           0        59300            0
CARRIZO OIL & CO INC           OPT  144577103         -552       -32200 SH  Put  Defined   8           0       -32200            0
CARROLS RESTAURANT GROUP INC   COM  14574X104          154        23167 SH       Sole      8       23167            0            0
CARROLS RESTAURANT GROUP INC   COM  14574X104           71        10700 SH       Defined  31       10700            0            0
CARTER INC                     COM  146229109          379        15417 SH       Sole      8       15417            0            0
CARTER INC                     OPT  146229109         1231        50000 SH  Call Defined   8           0        50000            0
CARTER INC                     COM  146229109         2523       102531 SH       Defined  31      102531            0            0
CASCADE BANCORP                COM  147154108          167       118641 SH       Sole      8      118641            0            0
CASCADE CORP                   COM  147195101           47         2994 SH       Sole      8        2994            0            0
CASCAL N V                     COM  N1842P109            0          100 SH       Sole      8         100            0            0
CASELLA WASTE SYS INC          COM  147448104          256       128500 SH       Sole      8      128500            0            0
CASELLA WASTE SYS INC          COM  147448104           18         9083 SH       Defined  31        9083            0            0
CASEYS GEN STORES INC          COM  147528103           52         2014 SH       Sole      8        2014            0            0
CASH AMER INTL INC             COM  14754D100         1794        76668 SH       Sole      8       76668            0            0
CASH AMER INTL INC             OPT  14754D100           85         3600 SH  Call Defined   8           0         3600            0
CASH AMER INTL INC             OPT  14754D100         -233       -10000 SH  Put  Defined   8           0       -10000            0
CASH AMER INTL INC             COM  14754D100         1109        47400 SH       Defined  31       47400            0            0
CASS INFORMATION SYS INC       COM  14808P109            2           62 SH       Sole      8          62            0            0
CASTLE A M & CO                COM  148411101            3          240 SH       Sole      8         240            0            0
CASUAL MALE RETAIL GRP INC     COM  148711104            7         3300 SH       Defined  31        3300            0            0
CATALYST HEALTH SOLUTIONS IN   COM  14888B103           21          838 SH       Sole      8         838            0            0
CATALYST HEALTH SOLUTIONS IN   OPT  14888B103           50         2000 SH  Call Defined   8           0         2000            0
CATALYST HEALTH SOLUTIONS IN   OPT  14888B103         -132        -5300 SH  Put  Defined   8           0        -5300            0
CATALYST HEALTH SOLUTIONS IN   COM  14888B103          310        12434 SH       Defined  31       12434            0            0
CATAPULT COMMUNICATIONS CORP   COM  149016107           69         7463 SH       Sole      8        7463            0            0
CATERPILLAR INC DEL            COM  149123101        12800       387410 SH       Sole      8      387410            0            0
CATERPILLAR INC DEL            OPT  149123101        49769      1506300 SH  Call Defined   8           0      1506300            0
CATERPILLAR INC DEL            OPT  149123101       -71412     -2161400 SH  Put  Defined   8           0     -2161400            0
CATERPILLAR INC DEL            COM  149123101         1746        52838 SH       Sole      9       52838            0            0
CATERPILLAR INC DEL            OPT  149123101         -404       -12231 SH  Put  Defined   9           0       -12231            0
CATERPILLAR INC DEL            COM  149123101         1248        37764 SH       Defined  32       37764            0            0
CATHAY GENERAL BANCORP         COM  149150104          721        75863 SH       Sole      8       75863            0            0
CATHAY GENERAL BANCORP         COM  149150104          364        38291 SH       Defined  31       38291            0            0
CATHAY GENERAL BANCORP         COM  149150104           10         1093 SH       Defined  32        1093            0            0
CATO CORP NEW                  COM  149205106          381        21829 SH       Sole      8       21829            0            0
CATO CORP NEW                  COM  149205106          441        25300 SH       Defined  31       25300            0            0
CAVIUM NETWORKS INC            COM  14965A101           10          609 SH       Sole      8         609            0            0
CAVIUM NETWORKS INC            OPT  14965A101          683        40600 SH  Call Defined   8           0        40600            0
CAVIUM NETWORKS INC            OPT  14965A101         -968       -57600 SH  Put  Defined   8           0       -57600            0
CB RICHARD ELLIS GROUP INC     COM  12497T101         1289       137768 SH       Sole      8      137768            0            0
CB RICHARD ELLIS GROUP INC     OPT  12497T101         1252       133700 SH  Call Defined   8           0       133700            0
CB RICHARD ELLIS GROUP INC     OPT  12497T101         -178       -19100 SH  Put  Defined   8           0       -19100            0
CB RICHARD ELLIS GROUP INC     COM  12497T101          137        14590 SH       Sole      9       14590            0            0
CB RICHARD ELLIS GROUP INC     COM  12497T101          196        20897 SH       Defined  32       20897            0            0
CBEYOND INC                    COM  149847105           15         1024 SH       Sole      8        1024            0            0
CBEYOND INC                    OPT  149847105          359        25000 SH  Call Defined   8           0        25000            0
CBIZ INC                       COM  124805102            8         1136 SH       Sole      8        1136            0            0
CBIZ INC                       COM  124805102          169        23800 SH       Defined  31       23800            0            0
CBL & ASSOC PPTYS INC          COM  124830100           72        13318 SH       Sole      9       13318            0            0
CBS CORP NEW                   COM  124857202         5548       801760 SH       Sole      8      801760            0            0
CBS CORP NEW                   OPT  124857202         1244       179700 SH  Call Defined   8           0       179700            0
CBS CORP NEW                   OPT  124857202         -961      -139000 SH  Put  Defined   8           0      -139000            0
CBS CORP NEW                   COM  124857202          132        19134 SH       Sole      9       19134            0            0
CBS CORP NEW                   COM  124857202          106        15315 SH       Defined  31       15315            0            0
CBS CORP NEW                   COM  124857202          249        36035 SH       Defined  32       36035            0            0
CDC CORP                       COM  G2022L106            0          100 SH       Sole      8         100            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101           13          260 SH       Sole      8         260            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          674        13468 SH       Sole      9       13468            0            0
CEC ENTMT INC                  COM  125137109          427        14478 SH       Sole      8       14478            0            0
CEC ENTMT INC                  OPT  125137109           65         2200 SH  Call Defined   8           0         2200            0
CEC ENTMT INC                  OPT  125137109          -56        -1900 SH  Put  Defined   8           0        -1900            0
CEDAR FAIR L P                 COM  150185106            0           12 SH       Sole      8          12            0            0
CEDAR FAIR L P                 OPT  150185106          121        11000 SH  Call Defined   8           0        11000            0
CEDAR FAIR L P                 OPT  150185106          -10        -1000 SH  Put  Defined   8           0        -1000            0
CEDAR FAIR L P                 COM  150185106           12         1054 SH       Defined  32        1054            0            0
CEDAR SHOPPING CTRS INC        COM  150602209           12         2668 SH       Sole      8        2668            0            0
CEDAR SHOPPING CTRS INC        COM  150602209           84        18574 SH       Sole      9       18574            0            0
CELADON GROUP INC              COM  150838100            5          639 SH       Sole      8         639            0            0
CELADON GROUP INC              COM  150838100          363        43297 SH       Defined  31       43297            0            0
CELANESE CORP DEL              BOND 150870202            1           25 PRN      Sole      1          25            0            0
CELANESE CORP DEL              COM  150870103          181         7623 SH       Sole      8        7623            0            0
CELANESE CORP DEL              COM  150870202            7          231 SH       Sole      8         231            0            0
CELANESE CORP DEL              COM  150870103          133         5600 SH       Sole      9        5600            0            0
CELANESE CORP DEL              COM  150870103         5575       234719 SH       Defined  31      234719            0            0
CELANESE CORP DEL              COM  150870103          218         9198 SH       Defined  32        9198            0            0
CELERA CORP                    COM  15100E106            9         1165 SH       Sole      8        1165            0            0
CELERA CORP                    OPT  15100E106          115        15000 SH  Call Defined   8           0        15000            0
CELERA CORP                    OPT  15100E###          -##        -#### SH  Put  Defined   8           0        -2800            0
CELESTICA INC                  COM  15101Q108          108        15779 SH       Sole      8       15779            0            0
CELESTICA INC                  OPT  15101Q108           50         7300 SH  Call Defined   8           0         7300            0
CELESTICA INC                  OPT  15101Q###          -##        -#### SH  Put  Defined   8           0        -8500            0
CELESTICA INC                  COM  15101Q108          659        96600 SH       Defined  31       96600            0            0
CELGENE CORP                   COM  151020104        29627       619296 SH       Sole      8      619296            0            0
CELGENE CORP                   OPT  151020104        15682       327800 SH  Call Defined   8           0       327800            0
CELGENE CORP                   OPT  151020104       -30206      -631400 SH  Put  Defined   8           0      -631400            0
CELGENE CORP                   COM  151020104          166         3465 SH       Sole      9        3465            0            0
CELGENE CORP                   COM  151020104         1923        40195 SH       Defined  31       40195            0            0
CELGENE CORP                   COM  151020104         1849        38647 SH       Defined  32       38647            0            0
CELL GENESYS INC               COM  150921104          132       451200 SH       Sole      8      451200            0            0
CELL GENESYS INC               OPT  150921104            3         6900 SH  Call Defined   8           0         6900            0
CELL THERAPEUTICS INC          COM  150934503            6         3536 SH       Sole      8        3536            0            0
CELL THERAPEUTICS INC          OPT  150934503          -46       -27000 SH  Put  Defined   8           0       -27000            0
CELL THERAPEUTICS INC          COM  150934503          120        70000 SH       Sole      9       70000            0            0
CELL THERAPEUTICS INC          COM  150934503           60        34602 SH       Defined  31       34602            0            0
CELLDEX THERAPEUTICS INC NEW   COM  15117B103          195        24876 SH       Sole      8       24876            0            0
CEMEX SAB DE CV                COM  151290889         7797       834753 SH       Sole      8      834753            0            0
CEMEX SAB DE CV                OPT  151290889         2574       275532 SH  Call Defined   8           0       275532            0
CEMEX SAB DE CV                OPT  151290889       -17662     -1891068 SH  Put  Defined   8           0     -1891068            0
CEMEX SAB DE CV                ADR  151290889          128        13677 SH       Sole      9       13677            0            0
CENTENE CORP DEL               COM  15135B101          325        16270 SH       Sole      8       16270            0            0
CENTENE CORP DEL               OPT  15135B101           24         1200 SH  Call Defined   8           0         1200            0
CENTENNIAL COMMUNCTNS CORP N   COM  15133V208          429        51206 SH       Sole      8       51206            0            0
CENTENNIAL COMMUNCTNS CORP N   COM  15133V208         3990       476120 SH       Sole      9      476120            0            0
CENTER BANCORP INC             COM  151408101            1          100 SH       Sole      8         100            0            0
CENTERPOINT ENERGY INC         COM  15189T107            1          100 SH       Sole      1         100            0            0
CENTERPOINT ENERGY INC         COM  15189T107         2449       220983 SH       Sole      8      220983            0            0
CENTERPOINT ENERGY INC         OPT  15189T107           45         4000 SH  Call Defined   8           0         4000            0
CENTERPOINT ENERGY INC         OPT  15189T107         -498       -45000 SH  Put  Defined   8           0       -45000            0
CENTERPOINT ENERGY INC         COM  15189T107           64         5790 SH       Sole      9        5790            0            0
CENTERPOINT ENERGY INC         COM  15189T107        14069      1269739 SH       Defined  31     1269739            0            0
CENTERPOINT ENERGY INC         COM  15189T107          348        31422 SH       Defined  32       31422            0            0
CENTERSTATE BKS FLA INC        COM  15201P109            5          614 SH       Sole      8         614            0            0
CENTEX CORP                    COM  152312104         3361       397296 SH       Sole      8      397296            0            0
CENTEX CORP                    OPT  152312104         4967       587000 SH  Call Defined   8           0       587000            0
CENTEX CORP                    OPT  152312104        -5256      -621300 SH  Put  Defined   8           0      -621300            0
CENTEX CORP                    COM  152312104         2575       304379 SH       Sole      9      304379            0            0
CENTRAIS ELETRICAS BRASILEIR   ADR  15234Q207          852        58437 SH       Sole      8       58437            0            0
CENTRAIS ELETRICAS BRASILEIR   COM  15234Q108            2          164 SH       Sole      8         164            0            0
CENTRAL EUROPEAN DIST CORP     BOND 153435AA0         2725         4000 PRN      Sole      8     4000000            0            0
CENTRAL EUROPEAN DIST CORP     COM  153435102          347        13049 SH       Sole      8       13049            0            0
CENTRAL EUROPEAN DIST CORP     OPT  153435102          686        25800 SH  Call Defined   8           0        25800            0
CENTRAL EUROPEAN DIST CORP     OPT  153435102        -4551      -171300 SH  Put  Defined   8           0      -171300            0
CENTRAL EUROPEAN DIST CORP     COM  153435102           59         2230 SH       Sole      9        2230            0            0
CENTRAL EUROPEAN DIST CORP     COM  153435102         1329        50000 SH       Sole     34       50000            0            0
CENTRAL EUROPEAN MEDIA ENTRP   COM  G20045202           34         1735 SH       Sole      8        1735            0            0
CENTRAL GARDEN & PET CO        COM  153527106            8          700 SH       Sole      8         700            0            0
CENTRAL GARDEN & PET CO        COM  153527205           42         4239 SH       Sole      8        4239            0            0
CENTRAL PAC FINL CORP          COM  154760102           63        16734 SH       Sole      8       16734            0            0
CENTRAL VT PUB SVC CORP        COM  155771108           12          690 SH       Sole      8         690            0            0
CENTRAL VT PUB SVC CORP        COM  155771108         1939       107100 SH       Defined  31      107100            0            0
CENTURY ALUM CO                COM  156431108          216        34624 SH       Sole      8       34624            0            0
CENTURY ALUM CO                OPT  156431108          484        77300 SH  Call Defined   8           0        77300            0
CENTURY ALUM CO                OPT  156431108         -541       -86600 SH  Put  Defined   8           0       -86600            0
CENTURY ALUM CO                COM  156431108           20         3184 SH       Defined  32        3184            0            0
CENTURYTEL INC                 COM  156700106         4586       149373 SH       Sole      8      149373            0            0
CENTURYTEL INC                 OPT  156700106          762        24800 SH  Call Defined   8           0        24800            0
CENTURYTEL INC                 OPT  156700106         -574       -18700 SH  Put  Defined   8           0       -18700            0
CENTURYTEL INC                 COM  156700106          332        10801 SH       Sole      9       10801            0            0
CENTURYTEL INC                 COM  156700106        14640       476880 SH       Defined  31      476880            0            0
CENTURYTEL INC                 COM  156700106          319        10383 SH       Defined  32       10383            0            0
CENVEO INC                     COM  15670S105           13         2973 SH       Sole      8        2973            0            0
CENVEO INC                     COM  15670S105           13         3047 SH       Defined  31        3047            0            0
CEPHALON INC                   COM  156708109        33002       582556 SH       Sole      1      582556            0            0
CEPHALON INC                   COM  156708109        10213       180286 SH       Sole      8      180286            0            0
CEPHALON INC                   OPT  156708109        15744       277900 SH  Call Defined   8           0       277900            0
CEPHALON INC                   OPT  156708109       -32211      -568600 SH  Put  Defined   8           0      -568600            0
CEPHALON INC                   COM  156708109           30          522 SH       Sole      9         522            0            0
CEPHALON INC                   COM  156708109          349         6153 SH       Defined  32        6153            0            0
CEPHEID                        COM  15670R107           96        10234 SH       Sole      8       10234            0            0
CEPHEID                        OPT  15670R107           44         4600 SH  Call Defined   8           0         4600            0
CEPHEID                        OPT  15670R107         -197       -21000 SH  Put  Defined   8           0       -21000            0
CERADYNE INC                   COM  156710105           68         3842 SH       Sole      8        3842            0            0
CERADYNE INC                   OPT  156710105          248        14000 SH  Call Defined   8           0        14000            0
CERADYNE INC                   OPT  156710105         -271       -15400 SH  Put  Defined   8           0       -15400            0
CERAGON NETWORKS LTD           COM  M22013102            1          100 SH       Sole      8         100            0            0
CERNER CORP                    COM  156782104         2170        34837 SH       Sole      8       34837            0            0
CERNER CORP                    OPT  156782104         5058        81200 SH  Call Defined   8           0        81200            0
CERNER CORP                    OPT  156782104        -2784       -44700 SH  Put  Defined   8           0       -44700            0
CERNER CORP                    COM  156782104          236         3795 SH       Defined  32        3795            0            0
CEVA INC                       COM  157210105            1          125 SH       Sole      8         125            0            0
CF INDS HLDGS INC              COM  125269100        11135       150192 SH       Sole      8      150192            0            0
CF INDS HLDGS INC              OPT  125269100        21887       295200 SH  Call Defined   8           0       295200            0
CF INDS HLDGS INC              OPT  125269100       -11543      -155700 SH  Put  Defined   8           0      -155700            0
CF INDS HLDGS INC              COM  125269100          582         7851 SH       Sole      9        7851            0            0
CF INDS HLDGS INC              COM  125269100          291         3921 SH       Defined  32        3921            0            0
CGG VERITAS                    ADR  204386106            0            1 SH       Sole      1           1            0            0
CGG VERITAS                    COM  204386106         1527        84500 SH       Defined  31       84500            0            0
CH ENERGY GROUP INC            COM  12541M102           47         1010 SH       Sole      8        1010            0            0
CH ENERGY GROUP INC            COM  12541M102            8          163 SH       Defined  32         163            0            0
CHAMPION ENTERPRISES INC       COM  158496109           49       153400 SH       Sole      8      153400            0            0
CHARLES RIV LABS INTL INC      COM  159864107           80         2374 SH       Sole      8        2374            0            0
CHARLES RIV LABS INTL INC      COM  159864107           96         2838 SH       Defined  32        2838            0            0
CHARLOTTE RUSSE HLDG INC       COM  161048103          134        10479 SH       Sole      8       10479            0            0
CHARLOTTE RUSSE HLDG INC       OPT  161048103           49         3800 SH  Call Defined   8           0         3800            0
CHARLOTTE RUSSE HLDG INC       COM  161048103          528        41353 SH       Defined  31       41353            0            0
CHARMING SHOPPES INC           COM  161133103           23         6157 SH       Sole      8        6157            0            0
CHARMING SHOPPES INC           OPT  161133103            6         1500 SH  Call Defined   8           0         1500            0
CHARMING SHOPPES INC           COM  161133103           21         5684 SH       Defined  31        5684            0            0
CHART INDS INC                 COM  16115Q308            5          293 SH       Sole      8         293            0            0
CHART INDS INC                 COM  16115Q308          856        47067 SH       Defined  31       47067            0            0
CHASE CORP                     COM  16150R104            0            6 SH       Sole      8           6            0            0
CHATTEM INC                    COM  162456107          810        11896 SH       Sole      8       11896            0            0
CHATTEM INC                    OPT  162456107        -1362       -20000 SH  Put  Defined   8           0       -20000            0
CHECK POINT SOFTWARE TECH LT   COM  M22465104            3          149 SH       Sole      8         149            0            0
CHECK POINT SOFTWARE TECH LT   COM  M22465104          404        17233 SH       Sole      9       17233            0            0
CHECKPOINT SYS INC             COM  162825103           59         3782 SH       Sole      8        3782            0            0
CHECKPOINT SYS INC             COM  162825103            2          100 SH       Defined  31         100            0            0
CHEESECAKE FACTORY INC         COM  163072101           69         3998 SH       Sole      8        3998            0            0
CHEESECAKE FACTORY INC         OPT  163072101         4360       252000 SH  Call Defined   8           0       252000            0
CHEESECAKE FACTORY INC         OPT  163072101         -309       -17900 SH  Put  Defined   8           0       -17900            0
CHEESECAKE FACTORY INC         COM  163072101         1411        81539 SH       Defined  31       81539            0            0
CHELSEA THERAPEUTICS INTL LT   COM  163428105            1          178 SH       Sole      8         178            0            0
CHEMED CORP NEW                COM  16359R103           20          501 SH       Sole      8         501            0            0
CHEMED CORP NEW                OPT  16359R103         -197        -5000 SH  Put  Defined   8           0        -5000            0
CHEMED CORP NEW                COM  16359R103         1134        28725 SH       Sole      9       28725            0            0
CHEMICAL FINL CORP             COM  163731102            7          346 SH       Sole      8         346            0            0
CHEMICAL FINL CORP             COM  163731102            1           56 SH       Defined  31          56            0            0
CHENIERE ENERGY INC            COM  16411R208          118        39970 SH       Sole      8       39970            0            0
CHENIERE ENERGY INC            OPT  16411R208           23         7800 SH  Call Defined   8           0         7800            0
CHENIERE ENERGY INC            OPT  16411R208          -58       -19900 SH  Put  Defined   8           0       -19900            0
CHENIERE ENERGY INC            COM  16411R208          662       225000 SH       Sole      9      225000            0            0
CHEROKEE INC DEL NEW           COM  16444H102            1           55 SH       Sole      8          55            0            0
CHESAPEAKE ENERGY CORP         BOND 165167CB1         1826         2854 PRN      Sole      8     2854000            0            0
CHESAPEAKE ENERGY CORP         COM  165167107        12544       632606 SH       Sole      8      632606            0            0
CHESAPEAKE ENERGY CORP         OPT  165167107        26287      1325600 SH  Call Defined   8           0      1325600            0
CHESAPEAKE ENERGY CORP         OPT  165167107       -12102      -610300 SH  Put  Defined   8           0      -610300            0
CHESAPEAKE ENERGY CORP         COM  165167107        11327       571201 SH       Sole      9      571201            0            0
CHESAPEAKE ENERGY CORP         OPT  165167107        -2740      -138183 SH  Put  Defined   9           0      -138183            0
CHESAPEAKE ENERGY CORP         COM  165167107        23181      1168990 SH       Defined  31     1168990            0            0
CHESAPEAKE ENERGY CORP         COM  165167107          274        13836 SH       Defined  32       13836            0            0
CHESAPEAKE UTILS CORP          COM  165303108           17          526 SH       Sole      8         526            0            0
CHEVIOT FINL CORP              COM  166774109           75         9406 SH       Sole      8        9406            0            0
CHEVRON CORP NEW               COM  166764100        80842      1220264 SH       Sole      8     1220264            0            0
CHEVRON CORP NEW               OPT  166764100        26640       402100 SH  Call Defined   8           0       402100            0
CHEVRON CORP NEW               OPT  166764100       -39769      -600300 SH  Put  Defined   8           0      -600300            0
CHEVRON CORP NEW               COM  166764100        14022       211646 SH       Sole      9      211646            0            0
CHEVRON CORP NEW               OPT  166764100         1352        20400 SH  Call Defined   9           0        20400            0
CHEVRON CORP NEW               OPT  166764100        -5672       -85620 SH  Put  Defined   9           0       -85620            0
CHEVRON CORP NEW               COM  166764100        30344       458030 SH       Defined  31      458030            0            0
CHEVRON CORP NEW               COM  166764100         4996        75411 SH       Defined  32       75411            0            0
CHICAGO BRIDGE & IRON CO N V   OPT  167250109          530        42700 SH  Call Defined   8           0        42700            0
CHICAGO BRIDGE & IRON CO N V   OPT  167250109         -404       -32600 SH  Put  Defined   8           0       -32600            0
CHICOS FAS INC                 COM  168615102         1897       194958 SH       Sole      8      194958            0            0
CHICOS FAS INC                 OPT  168615102          638        65500 SH  Call Defined   8           0        65500            0
CHICOS FAS INC                 OPT  168615102         -265       -27300 SH  Put  Defined   8           0       -27300            0
CHICOS FAS INC                 COM  168615102         1556       159906 SH       Defined  31      159906            0            0
CHICOS FAS INC                 COM  168615102           85         8783 SH       Defined  32        8783            0            0
CHILDRENS PL RETAIL STORES I   COM  168905107         1812        68545 SH       Sole      8       68545            0            0
CHILDRENS PL RETAIL STORES I   OPT  168905107         1930        73000 SH  Call Defined   8           0        73000            0
CHILDRENS PL RETAIL STORES I   OPT  168905107        -5719      -216400 SH  Put  Defined   8           0      -216400            0
CHILDRENS PL RETAIL STORES I   COM  168905107          613        23211 SH       Defined  31       23211            0            0
CHILDRENS PL RETAIL STORES I   COM  168905107         1850        70000 SH       Sole     34       70000            0            0
CHIMERA INVT CORP              COM  16934Q109          313        89706 SH       Sole      8       89706            0            0
CHIMERA INVT CORP              OPT  16934Q109            6         1700 SH  Call Defined   8           0         1700            0
CHIMERA INVT CORP              OPT  16934Q109         -290       -83200 SH  Put  Defined   8           0       -83200            0
CHIMERA INVT CORP              COM  16934Q109         1971       564724 SH       Sole      9      564724            0            0
CHIMERA INVT CORP              COM  16934Q109         4325      1239383 SH       Defined  31     1239383            0            0
CHINA ARCHITECTURAL ENGR INC   COM  16937S102          211       108002 SH       Sole      8      108002            0            0
CHINA ARCHITECTURAL ENGR INC   OPT  16937S102           -1         -600 SH  Put  Defined   8           0         -600            0
CHINA AUTOMOTIVE SYS INC       COM  16936R105            0           31 SH       Sole      8          31            0            0
CHINA BAK BATTERY INC          COM  16936Y100           12         3947 SH       Defined  31        3947            0            0
CHINA DIRECT INDS INC          COM  169384203           58        33800 SH       Sole      8       33800            0            0
CHINA EASTN AIRLS LTD          COM  16937R104           19          404 SH       Sole      8         404            0            0
CHINA EASTN AIRLS LTD          COM  16937R104          884        18400 SH       Defined  31       18400            0            0
CHINA FIN ONLINE CO LTD        OPT  169379104           91         8700 SH  Call Defined   8           0         8700            0
CHINA FIN ONLINE CO LTD        OPT  169379104           -7         -700 SH  Put  Defined   8           0         -700            0
CHINA FIRE & SEC GROUP INC     COM  16938R103            3          209 SH       Sole      8         209            0            0
CHINA GREEN AGRICULTURE INC    COM  16943W105           75         9262 SH       Sole      8        9262            0            0
CHINA INFORMATION SEC TECH I   COM  16944F101            0          173 SH       Sole      8         173            0            0
CHINA INFRASTRUCTURE INVT CO   COM  16944H107           33        20115 SH       Sole      8       20115            0            0
CHINA LIFE INS CO LTD          COM  16939P106         6770       122121 SH       Sole      8      122121            0            0
CHINA LIFE INS CO LTD          OPT  16939P106        18989       342500 SH  Call Defined   8           0       342500            0
CHINA LIFE INS CO LTD          OPT  16939P106       -42383      -764500 SH  Put  Defined   8           0      -764500            0
CHINA LIFE INS CO LTD          ADR  16939P106        17952       323810 SH       Sole      9      323810            0            0
CHINA LIFE INS CO LTD          COM  16939P106         7568       136500 SH       Defined  31      136500            0            0
CHINA MED TECHNOLOGIES INC     OPT  169483104         1976        99200 SH  Call Defined   8           0        99200            0
CHINA MED TECHNOLOGIES INC     OPT  169483104        -1740       -87400 SH  Put  Defined   8           0       -87400            0
CHINA MOBILE LIMITED           COM  16941M109         4407        87996 SH       Sole      8       87996            0            0
CHINA MOBILE LIMITED           OPT  16941M109        36614       731100 SH  Call Defined   8           0       731100            0
CHINA MOBILE LIMITED           OPT  16941M109       -23392      -467100 SH  Put  Defined   8           0      -467100            0
CHINA MOBILE LIMITED           ADR  16941M109        52957      1057442 SH       Sole      9     1057442            0            0
CHINA MOBILE LIMITED           OPT  16941M109        -2253       -44990 SH  Put  Defined   9           0       -44990            0
CHINA MOBILE LIMITED           COM  16941M109         1858        37100 SH       Defined  31       37100            0            0
CHINA PETE & CHEM CORP         COM  16941R108          749         9869 SH       Sole      8        9869            0            0
CHINA PETE & CHEM CORP         OPT  16941R108         4681        61700 SH  Call Defined   8           0        61700            0
CHINA PETE & CHEM CORP         OPT  16941R108        -7517       -99100 SH  Put  Defined   8           0       -99100            0
CHINA PETE & CHEM CORP         ADR  16941R108         8621       113650 SH       Sole      9      113650            0            0
CHINA PETE & CHEM CORP         COM  16941R108        33439       440800 SH       Defined  31      440800            0            0
CHINA PRECISION STEEL INC      COM  16941J106            0           83 SH       Sole      8          83            0            0
CHINA PRECISION STEEL INC      OPT  16941J106           27        10600 SH  Call Defined   8           0        10600            0
CHINA PRECISION STEEL INC      OPT  16941J###          -##        -#### SH  Put  Defined   8           0        -4300            0
CHINA SEC & SURVE TECH INC     COM  16942J105            9         1078 SH       Sole      8        1078            0            0
CHINA SKY ONE MED INC          COM  16941P102            1           80 SH       Sole      8          80            0            0
CHINA SUNERGY CO LTD           OPT  16942X104           53        12100 SH  Call Defined   8           0        12100            0
CHINA SUNERGY CO LTD           OPT  16942X###          -##        -#### SH  Put  Defined   8           0        -7600            0
CHINA TELECOM CORP LTD         COM  169426103            7          146 SH       Sole      8         146            0            0
CHINA TELECOM CORP LTD         OPT  169426103          692        13900 SH  Call Defined   8           0        13900            0
CHINA TELECOM CORP LTD         OPT  169426103         -343        -6900 SH  Put  Defined   8           0        -6900            0
CHINA TELECOM CORP LTD         COM  169426103         1009        20286 SH       Defined  31       20286            0            0
CHINA TRANSINFO TECHNLGY COR   COM  169453107          164        34945 SH       Sole      8       34945            0            0
CHINA UNICOM (HONG KONG) LTD   COM  16945R104          301        22600 SH       Sole      8       22600            0            0
CHINA UNICOM (HONG KONG) LTD   OPT  16945R104           39         2900 SH  Call Defined   8           0         2900            0
CHINA UNICOM (HONG KONG) LTD   OPT  16945R104         -214       -16100 SH  Put  Defined   8           0       -16100            0
CHINA UNICOM (HONG KONG) LTD   COM  16945R104          707        53000 SH       Defined  31       53000            0            0
CHINA-BIOTICS INC              COM  16937B109            1           53 SH       Sole      8          53            0            0
CHINACAST EDU CORP             COM  16946T109            2          225 SH       Sole      8         225            0            0
CHINACAST EDU CORP             COM  16946T109           65         9085 SH       Defined  31        9085            0            0
CHINDEX INTERNATIONAL INC      COM  169467107            1           95 SH       Sole      8          95            0            0
CHINDEX INTERNATIONAL INC      COM  169467107          104         8427 SH       Defined  31        8427            0            0
CHIPOTLE MEXICAN GRILL INC     COM  169656105         1957        24455 SH       Sole      8       24455            0            0
CHIPOTLE MEXICAN GRILL INC     OPT  169656105         8112       101400 SH  Call Defined   8           0       101400            0
CHIPOTLE MEXICAN GRILL INC     OPT  169656105        -8568      -107100 SH  Put  Defined   8           0      -107100            0
CHIPOTLE MEXICAN GRILL INC     COM  169656204          105         1500 SH       Sole      9        1500            0            0
CHIPOTLE MEXICAN GRILL INC     COM  169656105        12112       151400 SH       Defined  31      151400            0            0
CHIPOTLE MEXICAN GRILL INC     COM  169656204         1528        21900 SH       Defined  31       21900            0            0
CHIPOTLE MEXICAN GRILL INC     COM  169656204          675         9668 SH       Defined  32        9668            0            0
CHIQUITA BRANDS INTL INC       COM  170032809          158        15364 SH       Sole      8       15364            0            0
CHIQUITA BRANDS INTL INC       OPT  170032809          416        40500 SH  Call Defined   8           0        40500            0
CHIQUITA BRANDS INTL INC       OPT  170032809         -536       -52300 SH  Put  Defined   8           0       -52300            0
CHIQUITA BRANDS INTL INC       COM  170032809         3591       350000 SH       Sole      9      350000            0            0
CHIQUITA BRANDS INTL INC       OPT  170032809         -803       -78293 SH  Put  Defined   9           0       -78293            0
CHIQUITA BRANDS INTL INC       COM  170032809          137        13400 SH       Defined  31       13400            0            0
CHIQUITA BRANDS INTL INC       COM  170032809           18         1736 SH       Defined  32        1736            0            0
CHOICE HOTELS INTL INC         COM  169905106           85         3206 SH       Sole      8        3206            0            0
CHOICE HOTELS INTL INC         OPT  169905106          533        20000 SH  Call Defined   8           0        20000            0
CHOICE HOTELS INTL INC         OPT  169905106         -532       -20000 SH  Put  Defined   8           0       -20000            0
CHOICE HOTELS INTL INC         COM  169905106          144         5400 SH       Sole      9        5400            0            0
CHOICE HOTELS INTL INC         COM  169905106         2472        92900 SH       Defined  31       92900            0            0
CHOICE HOTELS INTL INC         COM  169905106           11          422 SH       Defined  32         422            0            0
CHORDIANT SOFTWARE INC         COM  170404305            1          228 SH       Sole      8         228            0            0
CHRISTOPHER & BANKS CORP       COM  171046105           14         2158 SH       Sole      8        2158            0            0
CHRISTOPHER & BANKS CORP       OPT  171046105           39         5800 SH  Call Defined   8           0         5800            0
CHRISTOPHER & BANKS CORP       OPT  171046105          -44        -6700 SH  Put  Defined   8           0        -6700            0
CHUBB CORP                     COM  171232101        15399       386129 SH       Sole      8      386129            0            0
CHUBB CORP                     OPT  171232101         3821        95800 SH  Call Defined   8           0        95800            0
CHUBB CORP                     OPT  171232101        -3940       -98800 SH  Put  Defined   8           0       -98800            0
CHUBB CORP                     COM  171232101          517        12973 SH       Sole      9       12973            0            0
CHUBB CORP                     COM  171232101          603        15109 SH       Defined  32       15109            0            0
CHUNGHWA TELECOM CO LTD        COM  17133Q403         4470       225406 SH       Defined  31      225406            0            0
CHURCH & DWIGHT INC            COM  171340102          256         4705 SH       Sole      8        4705            0            0
CHURCH & DWIGHT INC            OPT  171340102        -2036       -37500 SH  Put  Defined   8           0       -37500            0
CHURCH & DWIGHT INC            COM  171340102         3934        72444 SH       Defined  31       72444            0            0
CHURCH & DWIGHT INC            COM  171340102          108         1993 SH       Defined  32        1993            0            0
CHURCH & DWIGHT INC            COM  171340102         4073        75000 SH       Sole     34       75000            0            0
CHURCHILL DOWNS INC            COM  171484108           34         1000 SH       Sole      8        1000            0            0
CHURCHILL DOWNS INC            COM  171484108          310         9200 SH       Defined  31        9200            0            0
CIBER INC                      COM  17163B102           11         3615 SH       Sole      8        3615            0            0
CIBER INC                      COM  17163B102          965       311300 SH       Defined  31      311300            0            0
CIENA CORP                     COM  171779309         9388       907039 SH       Sole      8      907039            0            0
CIENA CORP                     OPT  171779309         1249       120600 SH  Call Defined   8           0       120600            0
CIENA CORP                     OPT  171779309       -10148      -980500 SH  Put  Defined   8           0      -980500            0
CIENA CORP                     COM  171779309         3683       355830 SH       Sole      9      355830            0            0
CIENA CORP                     COM  171779309          897        86642 SH       Defined  31       86642            0            0
CIENA CORP                     COM  171779309           34         3304 SH       Defined  32        3304            0            0
CIGNA CORP                     COM  125509109         9187       381369 SH       Sole      8      381369            0            0
CIGNA CORP                     OPT  125509109        46781      1941900 SH  Call Defined   8           0      1941900            0
CIGNA CORP                     OPT  125509109       -15395      -639100 SH  Put  Defined   8           0      -639100            0
CIGNA CORP                     COM  125509109          547        22704 SH       Sole      9       22704            0            0
CIGNA CORP                     COM  125509109          338        14045 SH       Defined  32       14045            0            0
CIGNA CORP                     COM  125509109         3614       150000 SH       Sole     34      150000            0            0
CIMAREX ENERGY CO              COM  171798101           64         2260 SH       Sole      8        2260            0            0
CIMAREX ENERGY CO              OPT  171798101         2049        72300 SH  Call Defined   8           0        72300            0
CIMAREX ENERGY CO              OPT  171798101        -1323       -46700 SH  Put  Defined   8           0       -46700            0
CIMAREX ENERGY CO              COM  171798101           45         1581 SH       Sole      9        1581            0            0
CIMAREX ENERGY CO              COM  171798101           28         1004 SH       Defined  32        1004            0            0
CINCINNATI BELL INC NEW        COM  171871106           39        13558 SH       Sole      8       13558            0            0
CINCINNATI FINL CORP           COM  172062101         2324       103969 SH       Sole      8      103969            0            0
CINCINNATI FINL CORP           OPT  172062101          112         5000 SH  Call Defined   8           0         5000            0
CINCINNATI FINL CORP           OPT  172062101         -111        -5000 SH  Put  Defined   8           0        -5000            0
CINCINNATI FINL CORP           COM  172062101          565        25271 SH       Sole      9       25271            0            0
CINCINNATI FINL CORP           COM  172062101          172         7687 SH       Defined  32        7687            0            0
CINEMARK HOLDINGS INC          COM  17243V102            4          345 SH       Sole      8         345            0            0
CINEMARK HOLDINGS INC          COM  17243V102         1050        92744 SH       Defined  31       92744            0            0
CINEMARK HOLDINGS INC          COM  17243V102           13         1120 SH       Defined  32        1120            0            0
CINTAS CORP                    COM  172908105         1796        78616 SH       Sole      8       78616            0            0
CINTAS CORP                    OPT  172908105          144         6300 SH  Call Defined   8           0         6300            0
CINTAS CORP                    OPT  172908105         -100        -4400 SH  Put  Defined   8           0        -4400            0
CINTAS CORP                    COM  172908105           21          929 SH       Sole      9         929            0            0
CINTAS CORP                    COM  172908105            1           50 SH       Defined  31          50            0            0
CINTAS CORP                    COM  172908105          154         6723 SH       Defined  32        6723            0            0
CIRCOR INTL INC                COM  17273K109           36         1528 SH       Sole      8        1528            0            0
CIRCOR INTL INC                COM  17273K109          248        10500 SH       Defined  31       10500            0            0
CIRRUS LOGIC INC               COM  172755100           26         5799 SH       Sole      8        5799            0            0
CIRRUS LOGIC INC               OPT  172755100            5         1100 SH  Call Defined   8           0         1100            0
CIRRUS LOGIC INC               OPT  172755100          -49       -11100 SH  Put  Defined   8           0       -11100            0
CIRRUS LOGIC INC               COM  172755100           59        13095 SH       Defined  31       13095            0            0
CISCO SYS INC                  COM  17275R102        80467      4314614 SH       Sole      8     4314614            0            0
CISCO SYS INC                  OPT  17275R102        74136      3975100 SH  Call Defined   8           0      3975100            0
CISCO SYS INC                  OPT  17275R102       -49502     -2654300 SH  Put  Defined   8           0     -2654300            0
CISCO SYS INC                  COM  17275R102         2905       155781 SH       Sole      9      155781            0            0
CISCO SYS INC                  COM  17275R102         9180       492203 SH       Defined  32      492203            0            0
CIT GROUP INC                  COM  125581108          495       230127 SH       Sole      8      230127            0            0
CIT GROUP INC                  COM  125581603         1690       100000 SH       Sole      8      100000            0            0
CIT GROUP INC                  OPT  125581108          738       342900 SH  Call Defined   8           0       342900            0
CIT GROUP INC                  OPT  125581108         -156       -73000 SH  Put  Defined   8           0       -73000            0
CIT GROUP INC                  COM  125581108          718       333748 SH       Sole      9      333748            0            0
CIT GROUP INC                  OPT  125581108          913       424554 SH  Call Defined   9           0       424554            0
CIT GROUP INC                  OPT  125581108         -589      -274320 SH  Put  Defined   9           0      -274320            0
CIT GROUP INC                  COM  125581108           83        38666 SH       Defined  32       38666            0            0
CITI TRENDS INC                COM  17306X102            3          112 SH       Sole      8         112            0            0
CITIGROUP INC                  COM  172967101           69        23186 SH       Sole      1       23186            0            0
CITIGROUP INC                  OPT  172967101        25142      8465000 SH  Call Defined   1           0      8465000            0
CITIGROUP INC                  COM  172967101        10342      3481807 SH       Sole      8     3481807            0            0
CITIGROUP INC                  OPT  172967101       233748     78702900 SH  Call Defined   8           0     78702900            0
CITIGROUP INC                  OPT  172967101       -55306    -18621700 SH  Put  Defined   8           0    -18621700            0
CITIGROUP INC                  COM  172967101         1817       611851 SH       Sole      9      611851            0            0
CITIGROUP INC                  OPT  172967101          759       255294 SH  Call Defined   9           0       255294            0
CITIGROUP INC                  COM  172967101        38610     13000000 SH       Sole     34    13000000            0            0
CITIZENS HLDG CO MISS          COM  174715102            0            5 SH       Sole      8           5            0            0
CITIZENS INC                   COM  174740100           57         9439 SH       Sole      8        9439            0            0
CITIZENS REPUBLIC BANCORP IN   COM  174420109          178       250934 SH       Sole      8      250934            0            0
CITRIX SYS INC                 COM  177376100         5654       177297 SH       Sole      8      177297            0            0
CITRIX SYS INC                 OPT  177376100        10132       317700 SH  Call Defined   8           0       317700            0
CITRIX SYS INC                 OPT  177376100        -2691       -84400 SH  Put  Defined   8           0       -84400            0
CITRIX SYS INC                 COM  177376100          222         6973 SH       Sole      9        6973            0            0
CITRIX SYS INC                 COM  177376100          499        15653 SH       Defined  32       15653            0            0
CITY BK LYNNWOOD WASH          COM  17770A109          174        73600 SH       Sole      8       73600            0            0
CITY HLDG CO                   COM  177835105            0            9 SH       Sole      8           9            0            0
CITY NATL CORP                 COM  178566105          844        22924 SH       Sole      8       22924            0            0
CITY NATL CORP                 COM  178566105           24          662 SH       Defined  32         662            0            0
CKE RESTAURANTS INC            COM  12561E105           19         2205 SH       Sole      8        2205            0            0
CKE RESTAURANTS INC            OPT  12561E105           24         2800 SH  Call Defined   8           0         2800            0
CKE RESTAURANTS INC            OPT  12561E###          -##        -#### SH  Put  Defined   8           0        -5100            0
CKE RESTAURANTS INC            COM  12561E105         1414       166759 SH       Defined  31      166759            0            0
CKX INC                        COM  12562M106            5          645 SH       Sole      8         645            0            0
CKX INC                        COM  12562M106           95        13300 SH       Sole      9       13300            0            0
CKX INC                        COM  12562M106           43         5992 SH       Defined  31        5992            0            0
CLARCOR INC                    COM  179895107           61         2088 SH       Sole      8        2088            0            0
CLARIENT INC                   COM  180489106            3          823 SH       Sole      8         823            0            0
CLEAN ENERGY FUELS CORP        COM  184499101           14         1629 SH       Sole      8        1629            0            0
CLEAN HARBORS INC              COM  184496107          197         3640 SH       Sole      8        3640            0            0
CLEAN HARBORS INC              OPT  184496107          357         6600 SH  Call Defined   8           0         6600            0
CLEAN HARBORS INC              OPT  184496107         -674       -12500 SH  Put  Defined   8           0       -12500            0
CLEAN HARBORS INC              COM  184496107         1964        36379 SH       Defined  31       36379            0            0
CLEAN HARBORS INC              COM  184496107           12          222 SH       Defined  32         222            0            0
CLEAR CHANNEL OUTDOOR HLDGS    COM  18451C109            6         1213 SH       Sole      8        1213            0            0
CLEAR CHANNEL OUTDOOR HLDGS    COM  18451C109           22         4179 SH       Defined  32        4179            0            0
CLEARWATER PAPER CORP          COM  18538R103           43         1683 SH       Sole      8        1683            0            0
CLEARWATER PAPER CORP          OPT  18538R103         -569       -22500 SH  Put  Defined   8           0       -22500            0
CLEARWATER PAPER CORP          COM  18538R103          321        12700 SH       Sole      9       12700            0            0
CLEARWIRE CORP NEW             COM  18538Q105           76        13761 SH       Sole      8       13761            0            0
CLEARWIRE CORP NEW             OPT  18538Q105           61        11000 SH  Call Defined   8           0        11000            0
CLEARWIRE CORP NEW             OPT  18538Q###          -##        -#### SH  Put  Defined   8           0        -5200            0
CLEARWIRE CORP NEW             COM  18538Q105           91        16397 SH       Defined  31       16397            0            0
CLECO CORP NEW                 COM  12561W105            3          112 SH       Sole      8         112            0            0
CLECO CORP NEW                 COM  12561W105           44         1961 SH       Sole      9        1961            0            0
CLECO CORP NEW                 COM  12561W105            9          423 SH       Defined  32         423            0            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101         1005        41075 SH       Sole      8       41075            0            0
CLIFFS NATURAL RESOURCES INC   OPT  18683K101         9974       407600 SH  Call Defined   8           0       407600            0
CLIFFS NATURAL RESOURCES INC   OPT  18683K101        -4556      -186200 SH  Put  Defined   8           0      -186200            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101           40         1650 SH       Sole      9        1650            0            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101          399        16293 SH       Defined  31       16293            0            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101           29         1202 SH       Defined  32        1202            0            0
CLIFTON SVGS BANCORP INC       COM  18712Q103            0            8 SH       Sole      8           8            0            0
CLINICAL DATA INC NEW          COM  18725U109            1           89 SH       Sole      8          89            0            0
CLOROX CO DEL                  COM  189054109         5200        93131 SH       Sole      8       93131            0            0
CLOROX CO DEL                  OPT  189054109         1469        26300 SH  Call Defined   8           0        26300            0
CLOROX CO DEL                  OPT  189054109        -2769       -49600 SH  Put  Defined   8           0       -49600            0
CLOROX CO DEL                  COM  189054109          641        11487 SH       Sole      9       11487            0            0
CLOROX CO DEL                  COM  189054109          552         9889 SH       Defined  32        9889            0            0
CLOUGH GLOBAL OPPORTUNITIES    COM  18914E106           65         6000 SH       Defined  32        6000            0            0
CME GROUP INC                  COM  12572Q105         2774         8915 SH       Sole      1        8915            0            0
CME GROUP INC                  COM  12572Q105        19538        62799 SH       Sole      8       62799            0            0
CME GROUP INC                  OPT  12572Q105        66642       214200 SH  Call Defined   8           0       214200            0
CME GROUP INC                  OPT  12572Q105       -91811      -295100 SH  Put  Defined   8           0      -295100            0
CME GROUP INC                  COM  12572Q105          146          469 SH       Sole      9         469            0            0
CME GROUP INC                  COM  12572Q105         8139        26161 SH       Defined  31       26161            0            0
CME GROUP INC                  COM  12572Q105          764         2456 SH       Defined  32        2456            0            0
CMS ENERGY CORP                COM  125896100         1027        85000 SH       Sole      1       85000            0            0
CMS ENERGY CORP                BOND 125896AW0        10331        10091 PRN      Sole      8    10091000            0            0
CMS ENERGY CORP                COM  125896100         1463       121072 SH       Sole      8      121072            0            0
CMS ENERGY CORP                COM  125896100          193        16002 SH       Sole      9       16002            0            0
CMS ENERGY CORP                COM  125896100         3025       250413 SH       Defined  31      250413            0            0
CMS ENERGY CORP                COM  125896100         5512       456286 SH       Sole     34      456286            0            0
CNA FINL CORP                  COM  126117100           16         1016 SH       Sole      8        1016            0            0
CNA FINL CORP                  COM  126117100           45         2906 SH       Sole      9        2906            0            0
CNA FINL CORP                  COM  126117100         3771       243793 SH       Defined  31      243793            0            0
CNA FINL CORP                  COM  126117100           52         3345 SH       Defined  32        3345            0            0
CNA SURETY CORP                COM  12612L108           13          918 SH       Sole      8         918            0            0
CNA SURETY CORP                COM  12612L108          120         8900 SH       Defined  31        8900            0            0
CNB FINL CORP PA               COM  126128107            0           29 SH       Sole      8          29            0            0
CNOOC LTD                      ADR  126132109          170         1382 SH       Sole      9        1382            0            0
CNOOC LTD                      COM  126132109         4823        39200 SH       Defined  31       39200            0            0
CNX GAS CORP                   COM  12618H309           16          614 SH       Sole      8         614            0            0
CNX GAS CORP                   COM  12618H309          137         5200 SH       Defined  31        5200            0            0
CNX GAS CORP                   COM  12618H309           34         1292 SH       Defined  32        1292            0            0
COACH INC                      COM  189754104         5010       186392 SH       Sole      8      186392            0            0
COACH INC                      OPT  189754104        30622      1139200 SH  Call Defined   8           0      1139200            0
COACH INC                      OPT  189754104       -13394      -498300 SH  Put  Defined   8           0      -498300            0
COACH INC                      COM  189754104         1361        50638 SH       Sole      9       50638            0            0
COACH INC                      COM  189754104          390        14511 SH       Defined  32       14511            0            0
COBIZ FINANCIAL INC            COM  190897108            1          200 SH       Sole      8         200            0            0
COCA COLA BOTTLING CO CONS     COM  191098102            7          132 SH       Sole      8         132            0            0
COCA COLA CO                   COM  191216100        57138      1190641 SH       Sole      8     1190641            0            0
COCA COLA CO                   OPT  191216100        47242       984400 SH  Call Defined   8           0       984400            0
COCA COLA CO                   OPT  191216100       -16163      -336800 SH  Put  Defined   8           0      -336800            0
COCA COLA CO                   COM  191216100        21319       444228 SH       Sole      9      444228            0            0
COCA COLA CO                   OPT  191216100         2328        48500 SH  Call Defined   9           0        48500            0
COCA COLA CO                   OPT  191216100       -29087      -606111 SH  Put  Defined   9           0      -606111            0
COCA COLA CO                   COM  191216100         3863        80499 SH       Defined  31       80499            0            0
COCA COLA CO                   COM  191216100         7925       165136 SH       Defined  32      165136            0            0
COCA COLA CO                   COM  191216100         3599        75000 SH       Sole     34       75000            0            0
COCA COLA ENTERPRISES INC      COM  191219104         2741       164608 SH       Sole      8      164608            0            0
COCA COLA ENTERPRISES INC      OPT  191219104          592        35500 SH  Call Defined   8           0        35500            0
COCA COLA ENTERPRISES INC      OPT  191219104         -281       -16900 SH  Put  Defined   8           0       -16900            0
COCA COLA ENTERPRISES INC      COM  191219104          410        24642 SH       Sole      9       24642            0            0
COCA COLA ENTERPRISES INC      COM  191219104        45470      2730933 SH       Defined  31     2730933            0            0
COCA COLA ENTERPRISES INC      COM  191219104          400        24020 SH       Defined  32       24020            0            0
COCA COLA FEMSA S A B DE C V   COM  191241108         3362        83800 SH       Defined  31       83800            0            0
COCA COLA HELLENIC BTTLG CO    ADR  1912EP104           55         2723 SH       Sole      8        2723            0            0
COCA COLA HELLENIC BTTLG CO    COM  1912EP104         1323        65190 SH       Defined  31       65190            0            0
COEUR D ALENE MINES CORP IDA   COM  192108504          671        54545 SH       Sole      8       54545            0            0
COEUR D ALENE MINES CORP IDA   OPT  192108504          922        74900 SH  Call Defined   8           0        74900            0
COEUR D ALENE MINES CORP IDA   OPT  192108504         -806       -65600 SH  Put  Defined   8           0       -65600            0
COEUR D ALENE MINES CORP IDA   GDR  192108504            3          253 SH       Sole      9         253            0            0
COGDELL SPENCER INC            COM  19238U107          816       190100 SH       Defined  31      190100            0            0
COGENT COMM GROUP INC          COM  19239V302            5          577 SH       Sole      8         577            0            0
COGENT INC                     COM  19239Y108            5          425 SH       Sole      8         425            0            0
COGENT INC                     OPT  19239Y108          123        11400 SH  Call Defined   8           0        11400            0
COGENT INC                     OPT  19239Y108         -224       -20900 SH  Put  Defined   8           0       -20900            0
COGENT INC                     COM  19239Y108            1           72 SH       Defined  31          72            0            0
COGNEX CORP                    COM  192422103           41         2928 SH       Sole      8        2928            0            0
COGNEX CORP                    COM  192422103            0            8 SH       Defined  31           8            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102        11018       412677 SH       Sole      8      412677            0            0
COGNIZANT TECHNOLOGY SOLUTIO   OPT  192446102        13313       498600 SH  Call Defined   8           0       498600            0
COGNIZANT TECHNOLOGY SOLUTIO   OPT  192446102       -20510      -768200 SH  Put  Defined   8           0      -768200            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102          173         6476 SH       Sole      9        6476            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102         5932       222172 SH       Defined  31      222172            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102          666        24930 SH       Defined  32       24930            0            0
COGO GROUP INC                 COM  192448108           16         2598 SH       Sole      8        2598            0            0
COGO GROUP INC                 OPT  192448108           38         6300 SH  Call Defined   8           0         6300            0
COGO GROUP INC                 OPT  192448108          -38        -6500 SH  Put  Defined   8           0        -6500            0
COGO GROUP INC                 COM  192448108          364        60953 SH       Defined  31       60953            0            0
COHEN & STEERS DIV MJRS FDIN   COM  19248G106          132        15400 SH       Defined  32       15400            0            0
COHEN & STEERS GLOBAL INC BL   UNIT 19248M103            1           82 SH       Sole      8          82            0            0
COHEN & STEERS INC             COM  19247A100            5          360 SH       Sole      8         360            0            0
COHEN & STEERS WRLDWD RLT IN   UNIT 19248J100            2          557 SH       Sole      8         557            0            0
COHU INC                       COM  192576106          106        11841 SH       Sole      8       11841            0            0
COHU INC                       OPT  192576106           19         2100 SH  Call Defined   8           0         2100            0
COHU INC                       OPT  192576106          -87        -9700 SH  Put  Defined   8           0        -9700            0
COINSTAR INC                   COM  19259P300         6004       224867 SH       Sole      8      224867            0            0
COINSTAR INC                   OPT  19259P300          537        20100 SH  Call Defined   8           0        20100            0
COINSTAR INC                   OPT  19259P300        -4405      -165000 SH  Put  Defined   8           0      -165000            0
COLDWATER CREEK INC            COM  193068103           49         8003 SH       Sole      8        8003            0            0
COLDWATER CREEK INC            OPT  193068103          106        17300 SH  Call Defined   8           0        17300            0
COLDWATER CREEK INC            OPT  193068103          -27        -4500 SH  Put  Defined   8           0        -4500            0
COLDWATER CREEK INC            COM  193068103          229        37499 SH       Defined  31       37499            0            0
COLFAX CORP                    COM  194014106            1          163 SH       Sole      8         163            0            0
COLFAX CORP                    COM  194014106           73         9439 SH       Defined  31        9439            0            0
COLGATE PALMOLIVE CO           COM  194162103        12143       171652 SH       Sole      1      171652            0            0
COLGATE PALMOLIVE CO           COM  194162103        22589       319326 SH       Sole      8      319326            0            0
COLGATE PALMOLIVE CO           OPT  194162103        17728       250600 SH  Call Defined   8           0       250600            0
COLGATE PALMOLIVE CO           OPT  194162103       -13850      -195800 SH  Put  Defined   8           0      -195800            0
COLGATE PALMOLIVE CO           COM  194162103          583         8244 SH       Sole      9        8244            0            0
COLGATE PALMOLIVE CO           OPT  194162103          784        11082 SH  Call Defined   9           0        11082            0
COLGATE PALMOLIVE CO           OPT  194162103        -2895       -40926 SH  Put  Defined   9           0       -40926            0
COLGATE PALMOLIVE CO           COM  194162103         2952        41724 SH       Defined  32       41724            0            0
COLGATE PALMOLIVE CO           COM  194162103         7781       110000 SH       Sole     34      110000            0            0
COLLECTIVE BRANDS INC          COM  19421W100            5          313 SH       Sole      8         313            0            0
COLLECTIVE BRANDS INC          OPT  19421W100         2097       143900 SH  Call Defined   8           0       143900            0
COLLECTIVE BRANDS INC          OPT  19421W100         -697       -47900 SH  Put  Defined   8           0       -47900            0
COLLECTORS UNIVERSE INC        COM  19421R200            1          110 SH       Sole      1         110            0            0
COLLECTORS UNIVERSE INC        COM  19421R200          147        30200 SH       Sole      9       30200            0            0
COLONIAL BANCGROUP INC         COM  195493309            5         6704 SH       Sole      8        6704            0            0
COLONIAL BANCGROUP INC         OPT  195493309            3         4800 SH  Call Defined   8           0         4800            0
COLONIAL BANCGROUP INC         OPT  195493309           -1        -2300 SH  Put  Defined   8           0        -2300            0
COLONIAL BANCGROUP INC         COM  195493309            0          100 SH       Sole      9         100            0            0
COLONIAL PPTYS TR              COM  195872106           22         2912 SH       Sole      8        2912            0            0
COLONIAL PPTYS TR              COM  195872106           37         4997 SH       Sole      9        4997            0            0
COLUMBIA BKG SYS INC           COM  197236102           11         1089 SH       Sole      8        1089            0            0
COLUMBIA LABS INC              COM  197779101          285       249800 SH       Sole      8      249800            0            0
COLUMBIA SPORTSWEAR CO         COM  198516106          153         4950 SH       Sole      8        4950            0            0
COLUMBIA SPORTSWEAR CO         OPT  198516106          421        13600 SH  Call Defined   8           0        13600            0
COLUMBIA SPORTSWEAR CO         OPT  198516106         -633       -20500 SH  Put  Defined   8           0       -20500            0
COLUMBIA SPORTSWEAR CO         COM  198516106           29          949 SH       Defined  31         949            0            0
COLUMBIA SPORTSWEAR CO         COM  198516106           16          513 SH       Defined  32         513            0            0
COLUMBUS MCKINNON CORP N Y     COM  199333105            1          100 SH       Sole      8         100            0            0
COLUMBUS MCKINNON CORP N Y     COM  199333105          518        40979 SH       Defined  31       40979            0            0
COMBIMATRIX CORPORATION        COM  20009T105            1          100 SH       Sole      8         100            0            0
COMCAST CORP NEW               COM  20030N101        25466      1761132 SH       Sole      1     1761132            0            0
COMCAST CORP NEW               COM  20030N101        25178      1741226 SH       Sole      8     1741226            0            0
COMCAST CORP NEW               COM  20030N200          816        57887 SH       Sole      8       57887            0            0
COMCAST CORP NEW               OPT  20030N101        13807       954800 SH  Call Defined   8           0       954800            0
COMCAST CORP NEW               OPT  20030N101        -6632      -458700 SH  Put  Defined   8           0      -458700            0
COMCAST CORP NEW               OPT  20030N200          564        40000 SH  Call Defined   8           0        40000            0
COMCAST CORP NEW               OPT  20030N200        -2222      -157600 SH  Put  Defined   8           0      -157600            0
COMCAST CORP NEW               COM  20030N101         3383       233960 SH       Sole      9      233960            0            0
COMCAST CORP NEW               COM  20030N101        45185      3124794 SH       Defined  31     3124794            0            0
COMCAST CORP NEW               COM  20030N200        15901      1127758 SH       Defined  31     1127758            0            0
COMCAST CORP NEW               COM  20030N101         1761       121782 SH       Defined  32      121782            0            0
COMERICA INC                   COM  200340107         2782       131514 SH       Sole      8      131514            0            0
COMERICA INC                   OPT  200340107         3205       151500 SH  Call Defined   8           0       151500            0
COMERICA INC                   OPT  200340107        -4010      -189600 SH  Put  Defined   8           0      -189600            0
COMERICA INC                   COM  200340107           32         1495 SH       Sole      9        1495            0            0
COMERICA INC                   COM  200340107          141         6655 SH       Defined  32        6655            0            0
COMMERCE BANCSHARES INC        COM  200525103           83         2602 SH       Sole      8        2602            0            0
COMMERCE BANCSHARES INC        OPT  200525103         3798       119300 SH  Call Defined   8           0       119300            0
COMMERCE BANCSHARES INC        COM  200525103         2207        69349 SH       Defined  31       69349            0            0
COMMERCE BANCSHARES INC        COM  200525103           53         1650 SH       Defined  32        1650            0            0
COMMERCIAL METALS CO           COM  201723103          184        11501 SH       Sole      8       11501            0            0
COMMERCIAL METALS CO           OPT  201723103          723        45100 SH  Call Defined   8           0        45100            0
COMMERCIAL METALS CO           OPT  201723103         -105        -6600 SH  Put  Defined   8           0        -6600            0
COMMERCIAL METALS CO           COM  201723103           37         2338 SH       Sole      9        2338            0            0
COMMERCIAL METALS CO           COM  201723103            1           42 SH       Defined  31          42            0            0
COMMERCIAL METALS CO           COM  201723103           29         1824 SH       Defined  32        1824            0            0
COMMERCIAL VEH GROUP INC       COM  202608105          190       131800 SH       Sole      8      131800            0            0
COMMSCOPE INC                  COM  203372107          762        28999 SH       Sole      8       28999            0            0
COMMSCOPE INC                  OPT  203372107         2054        78200 SH  Call Defined   8           0        78200            0
COMMSCOPE INC                  OPT  203372107         -861       -32800 SH  Put  Defined   8           0       -32800            0
COMMSCOPE INC                  COM  203372107           66         2512 SH       Sole      9        2512            0            0
COMMSCOPE INC                  COM  203372107         8560       325984 SH       Defined  31      325984            0            0
COMMUNITY BK SYS INC           COM  203607106           71         4878 SH       Sole      8        4878            0            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108          105         4144 SH       Sole      8        4144            0            0
COMMUNITY HEALTH SYS INC NEW   OPT  203668108          589        23300 SH  Call Defined   8           0        23300            0
COMMUNITY HEALTH SYS INC NEW   OPT  203668108         -813       -32200 SH  Put  Defined   8           0       -32200            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108         7575       300000 SH       Sole      9      300000            0            0
COMMUNITY HEALTH SYS INC NEW   OPT  203668108        -2066       -81823 SH  Put  Defined   9           0       -81823            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108          769        30457 SH       Defined  31       30457            0            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108           95         3770 SH       Defined  32        3770            0            0
COMMUNITY TR BANCORP INC       COM  204149108            4          136 SH       Sole      8         136            0            0
COMMVAULT SYSTEMS INC          COM  204166102           17         1020 SH       Sole      8        1020            0            0
COMPANHIA BRASILEIRA DE DIST   COM  20440T201         5865       152500 SH       Defined  31      152500            0            0
COMPANHIA DE BEBIDAS DAS AME   COM  20441W203          561         8650 SH       Sole      8        8650            0            0
COMPANHIA DE BEBIDAS DAS AME   OPT  20441W203        18380       283500 SH  Call Defined   8           0       283500            0
COMPANHIA DE BEBIDAS DAS AME   OPT  20441W203        -1491       -23000 SH  Put  Defined   8           0       -23000            0
COMPANHIA DE BEBIDAS DAS AME   ADR  20441W203          335         5160 SH       Sole      9        5160            0            0
COMPANHIA DE SANEAMENTO BASI   ADR  20441A102           12          386 SH       Sole      9         386            0            0
COMPANHIA ENERGETICA DE MINA   ADR  204409601          125         9329 SH       Sole      8        9329            0            0
COMPANHIA ENERGETICA DE MINA   COM  204409601           27         1986 SH       Sole      8        1986            0            0
COMPANHIA ENERGETICA DE MINA   ADR  204409601          208        15500 SH       Sole      9       15500            0            0
COMPANHIA ENERGETICA DE MINA   COM  204409601         4200       312473 SH       Defined  31      312473            0            0
COMPANHIA PARANAENSE ENERG C   ADR  20441B407          103         7259 SH       Sole      8        7259            0            0
COMPANHIA PARANAENSE ENERG C   COM  20441B407         2016       142696 SH       Defined  31      142696            0            0
COMPANHIA SIDERURGICA NACION   OPT  20440W105        18678       835700 SH  Call Defined   8           0       835700            0
COMPANHIA SIDERURGICA NACION   OPT  20440W105        -2132       -95400 SH  Put  Defined   8           0       -95400            0
COMPANHIA SIDERURGICA NACION   ADR  20440W105          359        16077 SH       Sole      9       16077            0            0
COMPANHIA SIDERURGICA NACION   COM  20440W105         4144       185429 SH       Defined  31      185429            0            0
COMPANIA CERVECERIAS UNIDAS    ADR  204429104          111         3167 SH       Sole      8        3167            0            0
COMPANIA CERVECERIAS UNIDAS    COM  204429104         2216        63300 SH       Defined  31       63300            0            0
COMPANIA DE MINAS BUENAVENTU   COM  204448104          105         4351 SH       Sole      8        4351            0            0
COMPANIA DE MINAS BUENAVENTU   OPT  204448104           34         1400 SH  Call Defined   8           0         1400            0
COMPANIA DE MINAS BUENAVENTU   OPT  204448104        -2179       -90700 SH  Put  Defined   8           0       -90700            0
COMPANIA DE MINAS BUENAVENTU   COM  204448104         4815       200356 SH       Defined  31      200356            0            0
COMPASS DIVERSIFIED HOLDINGS   COM  20451Q104           14         1710 SH       Sole      8        1710            0            0
COMPASS DIVERSIFIED HOLDINGS   COM  20451Q104            6          800 SH       Defined  31         800            0            0
COMPASS MINERALS INTL INC      COM  20451N101         8660       157710 SH       Sole      8      157710            0            0
COMPASS MINERALS INTL INC      OPT  20451N101         2647        48200 SH  Call Defined   8           0        48200            0
COMPASS MINERALS INTL INC      OPT  20451N101        -2416       -44000 SH  Put  Defined   8           0       -44000            0
COMPASS MINERALS INTL INC      COM  20451N101          187         3400 SH       Defined  31        3400            0            0
COMPASS MINERALS INTL INC      COM  20451N101           58         1065 SH       Defined  32        1065            0            0
COMPELLENT TECHNOLOGIES INC    COM  20452A108            7          428 SH       Sole      8         428            0            0
COMPELLENT TECHNOLOGIES INC    COM  20452A108          517        33900 SH       Defined  31       33900            0            0
COMPLETE PRODUCTION SERVICES   COM  20453E109          308        48412 SH       Sole      8       48412            0            0
COMPLETE PRODUCTION SERVICES   OPT  20453E109           23         3600 SH  Call Defined   8           0         3600            0
COMPLETE PRODUCTION SERVICES   OPT  20453E109         -440       -69200 SH  Put  Defined   8           0       -69200            0
COMPLETE PRODUCTION SERVICES   COM  20453E109          417        65600 SH       Defined  31       65600            0            0
COMPUCREDIT CORP               COM  20478N100           70        30573 SH       Sole      8       30573            0            0
COMPUCREDIT CORP               OPT  20478N100            8         3400 SH  Call Defined   8           0         3400            0
COMPUCREDIT CORP               OPT  20478N100          -98       -43000 SH  Put  Defined   8           0       -43000            0
COMPUTER ASSOC INTL INC        BOND 204912AQ2        18515        18130 PRN      Sole      8    18130000            0            0
COMPUTER PROGRAMS & SYS INC    COM  205306103           16          416 SH       Sole      8         416            0            0
COMPUTER PROGRAMS & SYS INC    OPT  205306103          472        12300 SH  Call Defined   8           0        12300            0
COMPUTER PROGRAMS & SYS INC    OPT  205306103         -237        -6200 SH  Put  Defined   8           0        -6200            0
COMPUTER SCIENCES CORP         COM  205363104         3686        83195 SH       Sole      8       83195            0            0
COMPUTER SCIENCES CORP         OPT  205363104          895        20200 SH  Call Defined   8           0        20200            0
COMPUTER SCIENCES CORP         OPT  205363104        -1842       -41600 SH  Put  Defined   8           0       -41600            0
COMPUTER SCIENCES CORP         COM  205363104         2271        51272 SH       Sole      9       51272            0            0
COMPUTER SCIENCES CORP         COM  205363104          294         6632 SH       Defined  32        6632            0            0
COMPUTER TASK GROUP INC        COM  205477102            0           71 SH       Sole      8          71            0            0
COMPUWARE CORP                 COM  205638109          865       126098 SH       Sole      8      126098            0            0
COMPUWARE CORP                 OPT  205638109           76        11000 SH  Call Defined   8           0        11000            0
COMPUWARE CORP                 OPT  205638109           -2         -300 SH  Put  Defined   8           0         -300            0
COMPUWARE CORP                 COM  205638109           53         7718 SH       Sole      9        7718            0            0
COMPUWARE CORP                 COM  205638109         1107       161300 SH       Defined  31      161300            0            0
COMPUWARE CORP                 COM  205638109           51         7385 SH       Defined  32        7385            0            0
COMSCORE INC                   COM  20564W105           11          862 SH       Sole      8         862            0            0
COMSTOCK RES INC               COM  205768203         1733        52439 SH       Sole      8       52439            0            0
COMSTOCK RES INC               OPT  205768203         1058        32000 SH  Call Defined   8           0        32000            0
COMSTOCK RES INC               OPT  205768203         -720       -21800 SH  Put  Defined   8           0       -21800            0
COMSTOCK RES INC               COM  205768203           17          523 SH       Defined  32         523            0            0
COMSYS IT PARTNERS INC         COM  20581E104         7721      1319841 SH       Defined  32     1319841            0            0
COMTECH TELECOMMUNICATIONS C   COM  205826209           42         1304 SH       Sole      8        1304            0            0
COMTECH TELECOMMUNICATIONS C   OPT  205826209         3115        97700 SH  Call Defined   8           0        97700            0
COMTECH TELECOMMUNICATIONS C   OPT  205826209         -698       -21900 SH  Put  Defined   8           0       -21900            0
COMTECH TELECOMMUNICATIONS C   COM  205826209            5          162 SH       Defined  31         162            0            0
COMVERGE INC                   COM  205859101           21         1745 SH       Sole      8        1745            0            0
CONAGRA FOODS INC              COM  205887102         5687       298397 SH       Sole      8      298397            0            0
CONAGRA FOODS INC              OPT  205887102         2793       146500 SH  Call Defined   8           0       146500            0
CONAGRA FOODS INC              OPT  205887102        -1305       -68500 SH  Put  Defined   8           0       -68500            0
CONAGRA FOODS INC              COM  205887102         2176       114160 SH       Sole      9      114160            0            0
CONAGRA FOODS INC              COM  205887102          104         5480 SH       Defined  31        5480            0            0
CONAGRA FOODS INC              COM  205887102          212        11133 SH       Defined  32       11133            0            0
CONCEPTUS INC                  COM  206016107          703        41575 SH       Sole      8       41575            0            0
CONCEPTUS INC                  OPT  206016107          780        46100 SH  Call Defined   8           0        46100            0
CONCEPTUS INC                  OPT  206016107        -4762      -281800 SH  Put  Defined   8           0      -281800            0
CONCHO RES INC                 COM  20605P101           66         2304 SH       Sole      8        2304            0            0
CONCUR TECHNOLOGIES INC        COM  206708109           69         2236 SH       Sole      8        2236            0            0
CONCUR TECHNOLOGIES INC        OPT  206708109           84         2700 SH  Call Defined   8           0         2700            0
CONCUR TECHNOLOGIES INC        OPT  206708109          -96        -3100 SH  Put  Defined   8           0        -3100            0
CONEXANT SYSTEMS INC           COM  207142308          109        75656 SH       Defined  31       75656            0            0
CONMED CORP                    COM  207410101          115         7394 SH       Sole      8        7394            0            0
CONMED CORP                    OPT  207410101          185        11900 SH  Call Defined   8           0        11900            0
CONMED CORP                    OPT  207410101          -27        -1800 SH  Put  Defined   8           0        -1800            0
CONNECTICUT WTR SVC INC        COM  207797101            0            4 SH       Sole      8           4            0            0
CONNS INC                      COM  208242107          142        11337 SH       Defined  31       11337            0            0
CONOCOPHILLIPS                 COM  20825C104        83884      1994376 SH       Sole      8     1994376            0            0
CONOCOPHILLIPS                 OPT  20825C104        73223      1740900 SH  Call Defined   8           0      1740900            0
CONOCOPHILLIPS                 OPT  20825C104       -75531     -1795800 SH  Put  Defined   8           0     -1795800            0
CONOCOPHILLIPS                 COM  20825C104         4364       103761 SH       Sole      9      103761            0            0
CONOCOPHILLIPS                 COM  20825C104        56879      1352327 SH       Defined  31     1352327            0            0
CONOCOPHILLIPS                 COM  20825C104         3312        78751 SH       Defined  32       78751            0            0
CONSECO INC                    OPT  208464883           59        24600 SH  Call Defined   8           0        24600            0
CONSECO INC                    COM  208464883           35        14750 SH       Defined  32       14750            0            0
CONSOL ENERGY INC              COM  20854P109         4121       121327 SH       Sole      8      121327            0            0
CONSOL ENERGY INC              OPT  20854P109        14437       425100 SH  Call Defined   8           0       425100            0
CONSOL ENERGY INC              OPT  20854P109        -9328      -274700 SH  Put  Defined   8           0      -274700            0
CONSOL ENERGY INC              COM  20854P109         1278        37634 SH       Sole      9       37634            0            0
CONSOL ENERGY INC              COM  20854P109         1823        53678 SH       Defined  31       53678            0            0
CONSOL ENERGY INC              COM  20854P109          339         9968 SH       Defined  32        9968            0            0
CONSOLIDATED COMM HLDGS INC    COM  209034107            3          295 SH       Sole      8         295            0            0
CONSOLIDATED EDISON INC        COM  209115104         9221       246421 SH       Sole      8      246421            0            0
CONSOLIDATED EDISON INC        OPT  209115104        29263       782000 SH  Call Defined   8           0       782000            0
CONSOLIDATED EDISON INC        OPT  209115104        -3843      -102700 SH  Put  Defined   8           0      -102700            0
CONSOLIDATED EDISON INC        COM  209115104         6186       165326 SH       Sole      9      165326            0            0
CONSOLIDATED EDISON INC        COM  209115104          160         4275 SH       Defined  32        4275            0            0
CONSOLIDATED GRAPHICS INC      COM  209341106           12          668 SH       Sole      8         668            0            0
CONSOLIDATED WATER CO INC      COM  G23773107          181        11436 SH       Sole      8       11436            0            0
CONSTANT CONTACT INC           COM  210313102            4          183 SH       Sole      8         183            0            0
CONSTELLATION BRANDS INC       COM  21036P108         1293       101944 SH       Sole      8      101944            0            0
CONSTELLATION BRANDS INC       COM  21036P207            4          336 SH       Sole      8         336            0            0
CONSTELLATION BRANDS INC       OPT  21036P108          479        37700 SH  Call Defined   8           0        37700            0
CONSTELLATION BRANDS INC       OPT  21036P108         -276       -21800 SH  Put  Defined   8           0       -21800            0
CONSTELLATION BRANDS INC       COM  21036P108         4103       323577 SH       Sole      9      323577            0            0
CONSTELLATION BRANDS INC       OPT  21036P108        -1008       -79551 SH  Put  Defined   9           0       -79551            0
CONSTELLATION BRANDS INC       COM  21036P108         4435       349777 SH       Defined  31      349777            0            0
CONSTELLATION BRANDS INC       COM  21036P108            2          140 SH       Defined  32         140            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100        57361      2158046 SH       Sole      8     2158046            0            0
CONSTELLATION ENERGY GROUP I   OPT  210371100         2637        99200 SH  Call Defined   8           0        99200            0
CONSTELLATION ENERGY GROUP I   OPT  210371100         -661       -24900 SH  Put  Defined   8           0       -24900            0
CONSTELLATION ENERGY GROUP I   COM  210371100          584        21977 SH       Sole      9       21977            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100          289        10882 SH       Defined  31       10882            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100          226         8495 SH       Defined  32        8495            0            0
CONTANGO OIL & GAS COMPANY     COM  21075N204          138         3238 SH       Sole      8        3238            0            0
CONTANGO OIL & GAS COMPANY     OPT  21075N204          447        10500 SH  Call Defined   8           0        10500            0
CONTANGO OIL & GAS COMPANY     OPT  21075N204        -1045       -24600 SH  Put  Defined   8           0       -24600            0
CONTANGO OIL & GAS COMPANY     COM  21075N204          136         3200 SH       Defined  31        3200            0            0
CONTINENTAL AIRLS INC          COM  210795308          256        28894 SH       Sole      8       28894            0            0
CONTINENTAL AIRLS INC          OPT  210795308         1967       222000 SH  Call Defined   8           0       222000            0
CONTINENTAL AIRLS INC          OPT  210795308        -2269      -256200 SH  Put  Defined   8           0      -256200            0
CONTINENTAL AIRLS INC          COM  210795308         9525      1075000 SH       Sole      9     1075000            0            0
CONTINENTAL AIRLS INC          OPT  210795308        -5911      -667192 SH  Put  Defined   9           0      -667192            0
CONTINENTAL RESOURCES INC      COM  212015101           69         2519 SH       Sole      8        2519            0            0
CONTINENTAL RESOURCES INC      OPT  212015101          969        34900 SH  Call Defined   8           0        34900            0
CONTINENTAL RESOURCES INC      OPT  212015101         -527       -19000 SH  Put  Defined   8           0       -19000            0
CONTINENTAL RESOURCES INC      COM  212015101           49         1773 SH       Defined  32        1773            0            0
CONTINUCARE CORP               COM  212172100            0          190 SH       Sole      8         190            0            0
CONVERGYS CORP                 COM  212485106          684        73701 SH       Sole      8       73701            0            0
CONVERGYS CORP                 COM  212485106          165        17769 SH       Sole      9       17769            0            0
CONVERGYS CORP                 COM  212485106          652        70300 SH       Defined  31       70300            0            0
CONVERGYS CORP                 COM  212485106           52         5589 SH       Defined  32        5589            0            0
CONVERTED ORGANICS INC         COM  21254S107            0          105 SH       Sole      1         105            0            0
CON-WAY INC                    COM  205944101          895        25339 SH       Sole      8       25339            0            0
CON-WAY INC                    OPT  205944101          837        23700 SH  Call Defined   8           0        23700            0
CON-WAY INC                    OPT  205944101        -2319       -65700 SH  Put  Defined   8           0       -65700            0
CON-WAY INC                    COM  205944101           60         1710 SH       Defined  32        1710            0            0
COOPER COS INC                 COM  216648402          378        15293 SH       Sole      8       15293            0            0
COOPER COS INC                 OPT  216648402          557        22500 SH  Call Defined   8           0        22500            0
COOPER COS INC                 OPT  216648402         -798       -32300 SH  Put  Defined   8           0       -32300            0
COOPER INDS LTD                COM  G24182100         3529       113660 SH       Sole      8      113660            0            0
COOPER INDS LTD                COM  G24182100          204         6582 SH       Sole      9        6582            0            0
COOPER TIRE & RUBR CO          COM  216831107           76         7650 SH       Sole      8        7650            0            0
COPA HOLDINGS SA               COM  P31076105           26          631 SH       Sole      8         631            0            0
COPANO ENERGY L L C            COM  217202100         3046       189754 SH       Sole      8      189754            0            0
COPART INC                     COM  217204106           92         2664 SH       Sole      8        2664            0            0
COPART INC                     OPT  217204106         1006        29000 SH  Call Defined   8           0        29000            0
COPART INC                     OPT  217204106         -440       -12700 SH  Put  Defined   8           0       -12700            0
COPART INC                     COM  217204106          225         6500 SH       Sole      9        6500            0            0
COPART INC                     COM  217204106          122         3526 SH       Defined  32        3526            0            0
CORE LABORATORIES LP           BOND 21868FAB9            4            4 PRN      Sole      8        4000            0            0
CORE MARK HOLDING CO INC       COM  218681104            1           20 SH       Sole      8          20            0            0
CORE MARK HOLDING CO INC       COM  218681104          633        24273 SH       Defined  31       24273            0            0
CORE MARK HOLDING CO INC       COM  218681104           22          837 SH       Defined  32         837            0            0
CORINTHIAN COLLEGES INC        COM  218868107          135         7997 SH       Sole      8        7997            0            0
CORINTHIAN COLLEGES INC        OPT  218868107          381        22500 SH  Call Defined   8           0        22500            0
CORINTHIAN COLLEGES INC        OPT  218868107         -380       -22500 SH  Put  Defined   8           0       -22500            0
CORINTHIAN COLLEGES INC        COM  218868107         3271       193214 SH       Defined  31      193214            0            0
CORN PRODS INTL INC            COM  219023108          209         7807 SH       Sole      8        7807            0            0
CORN PRODS INTL INC            OPT  219023108          609        22700 SH  Call Defined   8           0        22700            0
CORN PRODS INTL INC            OPT  219023108          -99        -3700 SH  Put  Defined   8           0        -3700            0
CORN PRODS INTL INC            COM  219023108          271        10100 SH       Sole      9       10100            0            0
CORN PRODS INTL INC            COM  219023108           23          868 SH       Defined  32         868            0            0
CORNELL COMPANIES INC          COM  219141108            5          300 SH       Sole      8         300            0            0
CORNELL COMPANIES INC          COM  219141108          520        32100 SH       Defined  31       32100            0            0
CORNERSTONE THERAPEUTICS INC   COM  21924P103            1           47 SH       Sole      8          47            0            0
CORNERSTONE THERAPEUTICS INC   COM  21924P103           12         1100 SH       Defined  31        1100            0            0
CORNING INC                    COM  219350105        16551      1030590 SH       Sole      8     1030590            0            0
CORNING INC                    OPT  219350105        13984       870700 SH  Call Defined   8           0       870700            0
CORNING INC                    OPT  219350105        -6719      -418400 SH  Put  Defined   8           0      -418400            0
CORNING INC                    COM  219350105         4657       289954 SH       Sole      9      289954            0            0
CORNING INC                    OPT  219350105            0            0 SH  Call Defined   9           0            0            0
CORNING INC                    OPT  219350105            0            0 SH  Put  Defined   9           0            0            0
CORNING INC                    COM  219350105         1946       121197 SH       Defined  32      121197            0            0
CORPBANCA                      COM  21987A209            5          159 SH       Sole      8         159            0            0
CORPORATE EXECUTIVE BRD CO     COM  21988R102          288        13861 SH       Sole      8       13861            0            0
CORPORATE EXECUTIVE BRD CO     OPT  21988R102          690        33200 SH  Call Defined   8           0        33200            0
CORPORATE EXECUTIVE BRD CO     OPT  21988R102         -541       -26100 SH  Put  Defined   8           0       -26100            0
CORPORATE EXECUTIVE BRD CO     COM  21988R102          476        22929 SH       Defined  31       22929            0            0
CORPORATE OFFICE PPTYS TR      COM  22002T108         1672        57008 SH       Sole      8       57008            0            0
CORPORATE OFFICE PPTYS TR      COM  22002T108          173         5898 SH       Sole      9        5898            0            0
CORPORATE OFFICE PPTYS TR      COM  22002T108         5400       184100 SH       Defined  31      184100            0            0
CORRECTIONS CORP AMER NEW      COM  22025Y407          132         7762 SH       Sole      8        7762            0            0
CORRECTIONS CORP AMER NEW      OPT  22025Y407           28         1600 SH  Call Defined   8           0         1600            0
CORRECTIONS CORP AMER NEW      OPT  22025Y###          -##        -#### SH  Put  Defined   8           0        -2500            0
CORRECTIONS CORP AMER NEW      COM  22025Y407          221        13000 SH       Sole      9       13000            0            0
CORRECTIONS CORP AMER NEW      COM  22025Y407          486        28604 SH       Defined  31       28604            0            0
CORRECTIONS CORP AMER NEW      COM  22025Y407           12          693 SH       Defined  32         693            0            0
CORRIENTE RES INC              COM  22027E409            8         1300 SH       Defined  31        1300            0            0
CORUS BANKSHARES INC           COM  220873103           53       187921 SH       Sole      8      187921            0            0
CORUS ENTERTAINMENT INC        COM  220874101          736        57800 SH       Defined  31       57800            0            0
CORVEL CORP                    COM  221006109            7          313 SH       Sole      8         313            0            0
COSAN LTD                      COM  G25343107           10         1905 SH       Sole      8        1905            0            0
COST PLUS INC CALIF            COM  221485105            0           79 SH       Sole      8          79            0            0
COSTAR GROUP INC               COM  22160N109            6          153 SH       Sole      8         153            0            0
COSTAR GROUP INC               COM  22160N109         1731        43412 SH       Defined  31       43412            0            0
COSTCO WHSL CORP NEW           COM  22160K105        10751       234845 SH       Sole      8      234845            0            0
COSTCO WHSL CORP NEW           OPT  22160K105        30769       672100 SH  Call Defined   8           0       672100            0
COSTCO WHSL CORP NEW           OPT  22160K105       -22491      -491300 SH  Put  Defined   8           0      -491300            0
COSTCO WHSL CORP NEW           COM  22160K105          360         7862 SH       Sole      9        7862            0            0
COSTCO WHSL CORP NEW           COM  22160K105         9842       214994 SH       Defined  31      214994            0            0
COSTCO WHSL CORP NEW           COM  22160K105         1799        39301 SH       Defined  32       39301            0            0
COSTCO WHSL CORP NEW           COM  22160K105        13276       290000 SH       Sole     34      290000            0            0
COTT CORP QUE                  COM  22163N106          207        36700 SH       Defined  31       36700            0            0
COUGAR BIOTECHNOLOGY INC       OPT  222083107         -382        -8900 SH  Put  Defined   8           0        -8900            0
COUGAR BIOTECHNOLOGY INC       COM  222083107         7204       167700 SH       Sole      9      167700            0            0
COURIER CORP                   COM  222660102           16         1048 SH       Defined  31        1048            0            0
COUSINS PPTYS INC              COM  222795106           34         4000 SH       Sole      9        4000            0            0
COVANCE INC                    COM  222816100           83         1682 SH       Sole      8        1682            0            0
COVANCE INC                    OPT  222816100          866        17600 SH  Call Defined   8           0        17600            0
COVANCE INC                    OPT  222816100         -900       -18300 SH  Put  Defined   8           0       -18300            0
COVANCE INC                    COM  222816100          166         3376 SH       Defined  32        3376            0            0
COVANTA HLDG CORP              COM  22282E102        50406      2972066 SH       Sole      1     2972066            0            0
COVANTA HLDG CORP              COM  22282E102           61         3601 SH       Sole      8        3601            0            0
COVANTA HLDG CORP              OPT  22282E102          340        20000 SH  Call Defined   8           0        20000            0
COVANTA HLDG CORP              COM  22282E102          106         6224 SH       Sole      9        6224            0            0
COVANTA HLDG CORP              COM  22282E102            4          207 SH       Defined  31         207            0            0
COVENANT TRANSN GROUP INC      COM  22284P105            1          200 SH       Sole      8         200            0            0
COVENTRY HEALTH CARE INC       COM  222862104         1492        79718 SH       Sole      8       79718            0            0
COVENTRY HEALTH CARE INC       OPT  222862104          818        43700 SH  Call Defined   8           0        43700            0
COVENTRY HEALTH CARE INC       OPT  222862104         -939       -50200 SH  Put  Defined   8           0       -50200            0
COVENTRY HEALTH CARE INC       COM  222862104          392        20964 SH       Sole      9       20964            0            0
COVENTRY HEALTH CARE INC       COM  222862104         5116       273441 SH       Defined  31      273441            0            0
COVENTRY HEALTH CARE INC       COM  222862104          187         9986 SH       Defined  32        9986            0            0
COVIDIEN PLC                   COM  G2554F105         2388        63784 SH       Sole      8       63784            0            0
COVIDIEN PLC                   COM  G2554F105          680        18160 SH       Sole      9       18160            0            0
CP HOLDRS                      COM  12616K106            9           96 SH       Sole      8          96            0            0
CPEX PHARMACEUTICALS INC       COM  12620N104           53         5256 SH       Sole      9        5256            0            0
CPFL ENERGIA S A               COM  126153105           10          200 SH       Sole      8         200            0            0
CPFL ENERGIA S A               ADR  126153105           12          257 SH       Sole      9         257            0            0
CPFL ENERGIA S A               COM  126153105         2475        51100 SH       Defined  31       51100            0            0
CPI CORP                       COM  125902106            6          338 SH       Sole      8         338            0            0
CPI CORP                       COM  125902106          418        24600 SH       Defined  31       24600            0            0
CPI INTERNATIONAL INC          COM  12618M100           85         9816 SH       Sole      8        9816            0            0
CRA INTL INC                   COM  12618T105           10          370 SH       Sole      8         370            0            0
CRA INTL INC                   COM  12618T105          316        11391 SH       Defined  31       11391            0            0
CRACKER BARREL OLD CTRY STOR   COM  22410J106           19          698 SH       Sole      8         698            0            0
CRACKER BARREL OLD CTRY STOR   OPT  22410J106         3837       137500 SH  Call Defined   8           0       137500            0
CRACKER BARREL OLD CTRY STOR   OPT  22410J106         -778       -27900 SH  Put  Defined   8           0       -27900            0
CRACKER BARREL OLD CTRY STOR   COM  22410J106            7          253 SH       Defined  32         253            0            0
CRANE CO                       COM  224399105           35         1586 SH       Sole      8        1586            0            0
CRANE CO                       COM  224399105           48         2142 SH       Defined  32        2142            0            0
CRAWFORD & CO                  COM  224633107           24         5026 SH       Sole      8        5026            0            0
CRAWFORD & CO                  COM  224633107          207        43100 SH       Defined  31       43100            0            0
CRAY INC                       COM  225223304            2          192 SH       Sole      8         192            0            0
CRAY INC                       COM  225223304          269        34108 SH       Defined  31       34108            0            0
CREDICORP LTD                  COM  G2519Y108          188         3230 SH       Sole      8        3230            0            0
CREDIT ACCEP CORP MICH         COM  225310101            1           42 SH       Sole      8          42            0            0
CREDIT ACCEP CORP MICH         COM  225310101            4          200 SH       Defined  31         200            0            0
CREDIT SUISSE GROUP            COM  225401108           27          593 SH       Sole      8         593            0            0
CREDIT SUISSE GROUP            OPT  225401108         2808        61400 SH  Call Defined   8           0        61400            0
CREDIT SUISSE GROUP            OPT  225401108        -4161       -91000 SH  Put  Defined   8           0       -91000            0
CREDIT SUISSE GROUP            COM  225401108         4962       108500 SH       Defined  31      108500            0            0
CREDO PETE CORP                COM  225439207            0           41 SH       Sole      8          41            0            0
CREE INC                       COM  225447101         1917        65191 SH       Sole      8       65191            0            0
CREE INC                       OPT  225447101         4690       159500 SH  Call Defined   8           0       159500            0
CREE INC                       OPT  225447101        -4821      -164000 SH  Put  Defined   8           0      -164000            0
CREE INC                       COM  225447101           90         3058 SH       Sole      9        3058            0            0
CREE INC                       COM  225447101          138         4697 SH       Defined  32        4697            0            0
CRESUD S A C I F Y A           COM  226406106          183        19354 SH       Defined  31       19354            0            0
CRH PLC                        COM  12626K203           11          479 SH       Sole      8         479            0            0
CRH PLC                        COM  12626K203         1101        47800 SH       Defined  31       47800            0            0
CROCS INC                      COM  227046109            9         2725 SH       Sole      8        2725            0            0
CROCS INC                      OPT  227046109          708       208100 SH  Call Defined   8           0       208100            0
CROCS INC                      OPT  227046109         -308       -90700 SH  Put  Defined   8           0       -90700            0
CROSS CTRY HEALTHCARE INC      COM  227483104           13         1862 SH       Sole      8        1862            0            0
CROSSTEX ENERGY INC            COM  22765Y104            5         1100 SH       Sole      8        1100            0            0
CROSSTEX ENERGY INC            COM  22765Y104           26         6237 SH       Defined  32        6237            0            0
CROSSTEX ENERGY L P            COM  22765U102            1          200 SH       Sole      8         200            0            0
CROWN CASTLE INTL CORP         COM  228227104          191         7931 SH       Sole      8        7931            0            0
CROWN CASTLE INTL CORP         OPT  228227104         2326        96800 SH  Call Defined   8           0        96800            0
CROWN CASTLE INTL CORP         OPT  228227104        -1453       -60500 SH  Put  Defined   8           0       -60500            0
CROWN CASTLE INTL CORP         COM  228227104          132         5514 SH       Defined  32        5514            0            0
CROWN CASTLE INTL CORP         COM  228227104         4804       200000 SH       Sole     34      200000            0            0
CROWN HOLDINGS INC             COM  228368106          574        23774 SH       Sole      8       23774            0            0
CROWN HOLDINGS INC             OPT  228368106          913        37800 SH  Call Defined   8           0        37800            0
CROWN HOLDINGS INC             OPT  228368106        -1436       -59500 SH  Put  Defined   8           0       -59500            0
CROWN HOLDINGS INC             COM  228368106         5483       227121 SH       Sole      9      227121            0            0
CROWN HOLDINGS INC             COM  228368106          235         9744 SH       Defined  32        9744            0            0
CROWN MEDIA HLDGS INC          COM  228411104            0           32 SH       Sole      8          32            0            0
CRUCELL N V                    COM  228769105            2          100 SH       Sole      8         100            0            0
CRUCELL N V                    COM  228769105           36         1500 SH       Defined  31        1500            0            0
CRYOLIFE INC                   COM  228903100            9         1546 SH       Sole      8        1546            0            0
CRYOLIFE INC                   COM  228903100          332        60000 SH       Defined  31       60000            0            0
CRYSTALLEX INTL CORP           OPT  22942F101            3        10200 SH  Call Defined   8           0        10200            0
CSG SYS INTL INC               BOND 126349AB5         6980         8000 PRN      Sole      8     8000000            0            0
CSG SYS INTL INC               COM  126349109           19         1457 SH       Sole      8        1457            0            0
CSG SYS INTL INC               OPT  126349109          122         9200 SH  Call Defined   8           0         9200            0
CSG SYS INTL INC               OPT  126349109        -1324      -100000 SH  Put  Defined   8           0      -100000            0
CSG SYS INTL INC               COM  126349109          631        47634 SH       Defined  31       47634            0            0
CSG SYS INTL INC               COM  126349109         1456       110000 SH       Sole     34      110000            0            0
CSS INDS INC                   COM  125906107          173         8500 SH       Defined  31        8500            0            0
CSX CORP                       COM  126408103        17612       508555 SH       Sole      8      508555            0            0
CSX CORP                       OPT  126408103         8506       245600 SH  Call Defined   8           0       245600            0
CSX CORP                       OPT  126408103       -21404      -618100 SH  Put  Defined   8           0      -618100            0
CSX CORP                       COM  126408103          343         9909 SH       Sole      9        9909            0            0
CSX CORP                       COM  126408103        38959      1125000 SH       Defined  31     1125000            0            0
CSX CORP                       COM  126408103          534        15422 SH       Defined  32       15422            0            0
CTC MEDIA INC                  COM  12642X106           14         1205 SH       Sole      8        1205            0            0
CTC MEDIA INC                  COM  12642X106         1565       132317 SH       Defined  31      132317            0            0
CTC MEDIA INC                  COM  12642X106           21         1792 SH       Defined  32        1792            0            0
CTRIP COM INTL LTD             OPT  22943F100         1107        23900 SH  Call Defined   8           0        23900            0
CTRIP COM INTL LTD             OPT  22943F100        -1574       -34000 SH  Put  Defined   8           0       -34000            0
CTS CORP                       COM  126501105           14         2132 SH       Sole      8        2132            0            0
CTS CORP                       COM  126501105          258        39400 SH       Defined  31       39400            0            0
CUBIC CORP                     COM  229669106           25          712 SH       Sole      8         712            0            0
CUBIC ENERGY INC               COM  229675103            0           66 SH       Sole      8          66            0            0
CUBIST PHARMACEUTICALS INC     BOND 229678AC1            8           10 PRN      Sole      8       10000            0            0
CUBIST PHARMACEUTICALS INC     COM  229678107          518        28270 SH       Sole      8       28270            0            0
CUBIST PHARMACEUTICALS INC     OPT  229678107          748        40800 SH  Call Defined   8           0        40800            0
CUBIST PHARMACEUTICALS INC     OPT  229678107         -282       -15400 SH  Put  Defined   8           0       -15400            0
CUBIST PHARMACEUTICALS INC     OPT  229678107           57         3108 SH  Call Defined   9           0         3108            0
CUBIST PHARMACEUTICALS INC     COM  229678107          250        13629 SH       Defined  31       13629            0            0
CULLEN FROST BANKERS INC       COM  229899109          263         5711 SH       Sole      8        5711            0            0
CULLEN FROST BANKERS INC       OPT  229899109          923        20000 SH  Call Defined   8           0        20000            0
CULLEN FROST BANKERS INC       OPT  229899109         -133        -2900 SH  Put  Defined   8           0        -2900            0
CULLEN FROST BANKERS INC       COM  229899109           22          476 SH       Defined  32         476            0            0
CUMMINS INC                    COM  231021106         4470       126953 SH       Sole      8      126953            0            0
CUMMINS INC                    OPT  231021106         7377       209500 SH  Call Defined   8           0       209500            0
CUMMINS INC                    OPT  231021106        -9203      -261400 SH  Put  Defined   8           0      -261400            0
CUMMINS INC                    COM  231021106          231         6569 SH       Sole      9        6569            0            0
CUMMINS INC                    COM  231021106         1134        32212 SH       Defined  31       32212            0            0
CUMMINS INC                    COM  231021106          419        11892 SH       Defined  32       11892            0            0
CUMULUS MEDIA INC              COM  231082108          134       144450 SH       Sole      8      144450            0            0
CURAGEN CORP                   COM  23126R101           40        27897 SH       Defined  31       27897            0            0
CURIS INC                      COM  231269101            1          480 SH       Sole      8         480            0            0
CURRENCYSHARES EURO TR         OPT  23130C108        15381       109600 SH  Call Defined   8           0       109600            0
CURRENCYSHARES EURO TR         OPT  23130C108       -36962      -263400 SH  Put  Defined   8           0      -263400            0
CURRENCYSHARES EURO TR         UNIT 23130C108        23658       168590 SH       Sole      8      168590            0            0
CURRENCYSHS JAPANESE YEN TR    OPT  23130A102         2582        25000 SH  Call Defined   8           0        25000            0
CURRENCYSHS JAPANESE YEN TR    OPT  23130A102        -3903       -37800 SH  Put  Defined   8           0       -37800            0
CURRENCYSHS JAPANESE YEN TR    UNIT 23130A102            2           21 SH       Sole      8          21            0            0
CURTISS WRIGHT CORP            COM  231561101           32         1071 SH       Sole      8        1071            0            0
CURTISS WRIGHT CORP            COM  231561101           76         2552 SH       Defined  31        2552            0            0
CURTISS WRIGHT CORP            COM  231561101            9          303 SH       Defined  32         303            0            0
CUTERA INC                     COM  232109108           46         5292 SH       Sole      8        5292            0            0
CUTERA INC                     OPT  232109108           16         1800 SH  Call Defined   8           0         1800            0
CUTERA INC                     OPT  232109108           -4         -500 SH  Put  Defined   8           0         -500            0
CUTERA INC                     COM  232109108           97        11200 SH       Defined  31       11200            0            0
CVB FINL CORP                  COM  126600105          633       106103 SH       Sole      8      106103            0            0
CVR ENERGY INC                 COM  12662P108           14         1951 SH       Sole      8        1951            0            0
CVR ENERGY INC                 OPT  12662P108           36         4800 SH  Call Defined   8           0         4800            0
CVR ENERGY INC                 OPT  12662P###          -##        -#### SH  Put  Defined   8           0        -2800            0
CVR ENERGY INC                 COM  12662P108          576        78516 SH       Defined  31       78516            0            0
CVS CAREMARK CORPORATION       COM  126650100        38154      1197178 SH       Sole      8     1197178            0            0
CVS CAREMARK CORPORATION       OPT  126650100        41106      1289800 SH  Call Defined   8           0      1289800            0
CVS CAREMARK CORPORATION       OPT  126650100        -8037      -252200 SH  Put  Defined   8           0      -252200            0
CVS CAREMARK CORPORATION       COM  126650100          576        18088 SH       Sole      9       18088            0            0
CVS CAREMARK CORPORATION       COM  126650100         2354        73848 SH       Defined  32       73848            0            0
CYBERONICS INC                 COM  23251P102          220        13231 SH       Sole      8       13231            0            0
CYBERONICS INC                 OPT  23251P102          473        28400 SH  Call Defined   8           0        28400            0
CYBERONICS INC                 OPT  23251P102         -134        -8100 SH  Put  Defined   8           0        -8100            0
CYBERONICS INC                 COM  23251P102           32         1909 SH       Defined  31        1909            0            0
CYBERSOURCE CORP               COM  23251J106           27         1747 SH       Sole      8        1747            0            0
CYBERSOURCE CORP               COM  23251J106          401        26241 SH       Defined  31       26241            0            0
CYMER INC                      COM  232572107           26          870 SH       Sole      8         870            0            0
CYMER INC                      OPT  232572107         2593        87200 SH  Call Defined   8           0        87200            0
CYMER INC                      OPT  232572107        -1195       -40200 SH  Put  Defined   8           0       -40200            0
CYNOSURE INC                   COM  232577205           18         2300 SH       Sole      8        2300            0            0
CYNOSURE INC                   COM  232577205          134        17481 SH       Defined  31       17481            0            0
CYPRESS BIOSCIENCES INC        COM  232674507          142        15043 SH       Sole      8       15043            0            0
CYPRESS BIOSCIENCES INC        OPT  232674507          192        20300 SH  Call Defined   8           0        20300            0
CYPRESS BIOSCIENCES INC        OPT  232674507          -60        -6400 SH  Put  Defined   8           0        -6400            0
CYPRESS SEMICONDUCTOR CORP     COM  232806109          296        32123 SH       Sole      8       32123            0            0
CYPRESS SEMICONDUCTOR CORP     OPT  232806109         2565       278800 SH  Call Defined   8           0       278800            0
CYPRESS SEMICONDUCTOR CORP     OPT  232806109        -5027      -546500 SH  Put  Defined   8           0      -546500            0
CYPRESS SEMICONDUCTOR CORP     COM  232806109        14649      1592299 SH       Defined  31     1592299            0            0
CYPRESS SEMICONDUCTOR CORP     COM  232806109           63         6887 SH       Defined  32        6887            0            0
CYTEC INDS INC                 COM  232820100           64         3438 SH       Sole      8        3438            0            0
CYTEC INDS INC                 OPT  232820100         2267       121700 SH  Call Defined   8           0       121700            0
CYTEC INDS INC                 OPT  232820100         -230       -12400 SH  Put  Defined   8           0       -12400            0
CYTEC INDS INC                 COM  232820100           32         1744 SH       Sole      9        1744            0            0
CYTEC INDS INC                 COM  232820100           22         1157 SH       Defined  32        1157            0            0
CYTOKINETICS INC               COM  23282W100            2          827 SH       Sole      8         827            0            0
CYTORI THERAPEUTICS INC        COM  23283K105            1          204 SH       Sole      8         204            0            0
CYTORI THERAPEUTICS INC        COM  23283K105          274        75805 SH       Defined  31       75805            0            0
D R HORTON INC                 COM  23331A109         8542       912611 SH       Sole      8      912611            0            0
D R HORTON INC                 OPT  23331A109         7765       829500 SH  Call Defined   8           0       829500            0
D R HORTON INC                 OPT  23331A109       -13344     -1425700 SH  Put  Defined   8           0     -1425700            0
D R HORTON INC                 COM  23331A109         1202       128448 SH       Sole      9      128448            0            0
D R HORTON INC                 OPT  23331A109        -1169      -124906 SH  Put  Defined   9           0      -124906            0
DAIMLER AG                     COM  D1668R123            2           68 SH       Sole      8          68            0            0
DAKTRONICS INC                 COM  234264109           57         7426 SH       Sole      8        7426            0            0
DAKTRONICS INC                 OPT  234264109           47         6000 SH  Call Defined   8           0         6000            0
DAKTRONICS INC                 OPT  234264109          -48        -6300 SH  Put  Defined   8           0        -6300            0
DAKTRONICS INC                 COM  234264109           19         2436 SH       Defined  31        2436            0            0
DANA HOLDING CORP              COM  235825205            1          473 SH       Sole      8         473            0            0
DANA HOLDING CORP              COM  235825205          299       233500 SH       Defined  31      233500            0            0
DANAHER CORP DEL               BOND 235851AF9          127          139 PRN      Sole      8      139000            0            0
DANAHER CORP DEL               COM  235851102        10311       167007 SH       Sole      8      167007            0            0
DANAHER CORP DEL               OPT  235851102         5619        91000 SH  Call Defined   8           0        91000            0
DANAHER CORP DEL               OPT  235851102        -5957       -96500 SH  Put  Defined   8           0       -96500            0
DANAHER CORP DEL               COM  235851102          926        15006 SH       Sole      9       15006            0            0
DANAHER CORP DEL               COM  235851102         1092        17682 SH       Defined  32       17682            0            0
DANAOS CORPORATION             COM  Y1968P105            0          126 SH       Sole      8         126            0            0
DANVERS BANCORP INC            COM  236442109            4          300 SH       Sole      8         300            0            0
DARDEN RESTAURANTS INC         COM  237194105         2796        84785 SH       Sole      8       84785            0            0
DARDEN RESTAURANTS INC         OPT  237194105         4700       142500 SH  Call Defined   8           0       142500            0
DARDEN RESTAURANTS INC         OPT  237194105        -7489      -227100 SH  Put  Defined   8           0      -227100            0
DARDEN RESTAURANTS INC         COM  237194105         2663        80761 SH       Sole      9       80761            0            0
DARDEN RESTAURANTS INC         COM  237194105         1690        51229 SH       Defined  31       51229            0            0
DARLING INTL INC               COM  237266101           21         3098 SH       Sole      8        3098            0            0
DARLING INTL INC               COM  237266101          906       137300 SH       Defined  31      137300            0            0
DATA DOMAIN INC                COM  23767P109         1008        30205 SH       Sole      8       30205            0            0
DATA DOMAIN INC                OPT  23767P109        12254       367100 SH  Call Defined   8           0       367100            0
DATA DOMAIN INC                OPT  23767P109       -13982      -418900 SH  Put  Defined   8           0      -418900            0
DATA DOMAIN INC                COM  23767P109         1182        35400 SH       Sole      9       35400            0            0
DATA DOMAIN INC                COM  23767P109          730        21879 SH       Defined  31       21879            0            0
DAVITA INC                     COM  23918K108         2726        55112 SH       Sole      8       55112            0            0
DAVITA INC                     OPT  23918K108         1014        20500 SH  Call Defined   8           0        20500            0
DAVITA INC                     OPT  23918K108         -405        -8200 SH  Put  Defined   8           0        -8200            0
DAVITA INC                     COM  23918K108          195         3935 SH       Sole      9        3935            0            0
DAVITA INC                     COM  23918K108        13841       279850 SH       Defined  31      279850            0            0
DAVITA INC                     COM  23918K108          454         9188 SH       Defined  32        9188            0            0
DAWSON GEOPHYSICAL CO          COM  239359102          112         3755 SH       Sole      8        3755            0            0
DCA TOTAL RETURN FD            UNIT 233066109            1          484 SH       Sole      8         484            0            0
DCP MIDSTREAM PARTNERS LP      COM  23311P100            9          400 SH       Sole      8         400            0            0
DCT INDUSTRIAL TRUST INC       COM  233153105           22         5500 SH       Sole      8        5500            0            0
DCT INDUSTRIAL TRUST INC       COM  233153105          200        49094 SH       Sole      9       49094            0            0
DCT INDUSTRIAL TRUST INC       COM  233153105          616       150948 SH       Defined  31      150948            0            0
DDI CORP                       COM  233162502            0           15 SH       Sole      8          15            0            0
DEALERTRACK HLDGS INC          COM  242309102           21         1215 SH       Sole      8        1215            0            0
DEALERTRACK HLDGS INC          COM  242309102           71         4200 SH       Defined  31        4200            0            0
DEAN FOODS CO NEW              COM  242370104         1897        98833 SH       Sole      8       98833            0            0
DEAN FOODS CO NEW              OPT  242370104          636        33100 SH  Call Defined   8           0        33100            0
DEAN FOODS CO NEW              OPT  242370104        -1043       -54400 SH  Put  Defined   8           0       -54400            0
DEAN FOODS CO NEW              COM  242370104         8567       446450 SH       Sole      9      446450            0            0
DEAN FOODS CO NEW              OPT  242370104        -6439      -335558 SH  Put  Defined   9           0      -335558            0
DEAN FOODS CO NEW              COM  242370104        12387       645507 SH       Defined  31      645507            0            0
DEAN FOODS CO NEW              COM  242370104          430        22385 SH       Defined  32       22385            0            0
DECKERS OUTDOOR CORP           COM  243537107         2040        29028 SH       Sole      8       29028            0            0
DECKERS OUTDOOR CORP           OPT  243537107         2994        42600 SH  Call Defined   8           0        42600            0
DECKERS OUTDOOR CORP           OPT  243537107        -7490      -106600 SH  Put  Defined   8           0      -106600            0
DECKERS OUTDOOR CORP           COM  243537107        11522       163973 SH       Defined  31      163973            0            0
DECODE GENETICS INC            BOND 243586AB0         1637        21824 PRN      Sole      8    21824000            0            0
DEERE & CO                     COM  244199105        16808       420725 SH       Sole      8      420725            0            0
DEERE & CO                     OPT  244199105        13755       344300 SH  Call Defined   8           0       344300            0
DEERE & CO                     OPT  244199105       -19471      -487400 SH  Put  Defined   8           0      -487400            0
DEERE & CO                     COM  244199105         1671        41826 SH       Sole      9       41826            0            0
DEERE & CO                     COM  244199105          852        21331 SH       Defined  32       21331            0            0
DEL MONTE FOODS CO             COM  24522P103           53         5652 SH       Sole      8        5652            0            0
DEL MONTE FOODS CO             COM  24522P103          282        30091 SH       Sole      9       30091            0            0
DEL MONTE FOODS CO             COM  24522P103          685        73047 SH       Defined  31       73047            0            0
DEL MONTE FOODS CO             COM  24522P103           20         2185 SH       Defined  32        2185            0            0
DELAWARE INVTS DIV & INCOME    UNIT 245915103            5          796 SH       Sole      8         796            0            0
DELCATH SYS INC                COM  24661P104            1          169 SH       Sole      8         169            0            0
DELEK US HLDGS INC             COM  246647101            6          648 SH       Sole      8         648            0            0
DELEK US HLDGS INC             COM  246647101            7          873 SH       Defined  32         873            0            0
DELL INC                       COM  24702R101        14454      1052740 SH       Sole      8     1052740            0            0
DELL INC                       OPT  24702R101        33833      2464100 SH  Call Defined   8           0      2464100            0
DELL INC                       OPT  24702R101       -18197     -1325400 SH  Put  Defined   8           0     -1325400            0
DELL INC                       COM  24702R101         7813       569058 SH       Sole      9      569058            0            0
DELL INC                       OPT  24702R101          472        34335 SH  Call Defined   9           0        34335            0
DELL INC                       OPT  24702R101        -3623      -263931 SH  Put  Defined   9           0      -263931            0
DELL INC                       COM  24702R101         5919       431104 SH       Defined  31      431104            0            0
DELL INC                       COM  24702R101         2231       162502 SH       Defined  32      162502            0            0
DELPHI FINL GROUP INC          COM  247131105           51         2635 SH       Sole      8        2635            0            0
DELPHI FINL GROUP INC          COM  247131105          952        49000 SH       Defined  31       49000            0            0
DELTA AIR LINES INC DEL        COM  247361702            7         1126 SH       Sole      1        1126            0            0
DELTA AIR LINES INC DEL        COM  247361702          690       119089 SH       Sole      8      119089            0            0
DELTA AIR LINES INC DEL        OPT  247361702          847       146200 SH  Call Defined   8           0       146200            0
DELTA AIR LINES INC DEL        OPT  247361702        -1600      -276400 SH  Put  Defined   8           0      -276400            0
DELTA AIR LINES INC DEL        COM  247361702          254        43811 SH       Defined  32       43811            0            0
DELTA PETE CORP                COM  247907207          264       136730 SH       Sole      8      136730            0            0
DELTA PETE CORP                OPT  247907207           55        28200 SH  Call Defined   8           0        28200            0
DELTA PETE CORP                OPT  247907207          -94       -49100 SH  Put  Defined   8           0       -49100            0
DELTEK INC                     COM  24784L105            0           89 SH       Sole      8          89            0            0
DELTIC TIMBER CORP             COM  247850100           36         1021 SH       Sole      8        1021            0            0
DELTIC TIMBER CORP             COM  247850100          461        13002 SH       Sole      9       13002            0            0
DELUXE CORP                    COM  248019101            4          309 SH       Sole      8         309            0            0
DELUXE CORP                    COM  248019101           70         5502 SH       Sole      9        5502            0            0
DELUXE CORP                    COM  248019101            7          549 SH       Defined  32         549            0            0
DEMANDTEC INC                  COM  24802R506           13         1449 SH       Sole      8        1449            0            0
DENBURY RES INC                COM  247916208         4222       286620 SH       Sole      8      286620            0            0
DENBURY RES INC                OPT  247916208          557        37800 SH  Call Defined   8           0        37800            0
DENBURY RES INC                OPT  247916208        -1658      -112600 SH  Put  Defined   8           0      -112600            0
DENBURY RES INC                COM  247916208           44         2956 SH       Sole      9        2956            0            0
DENBURY RES INC                COM  247916208          112         7595 SH       Defined  32        7595            0            0
DENDREON CORP                  COM  24823Q107        11884       475355 SH       Sole      8      475355            0            0
DENDREON CORP                  OPT  24823Q107        35380      1415200 SH  Call Defined   8           0      1415200            0
DENDREON CORP                  OPT  24823Q107       -36902     -1476100 SH  Put  Defined   8           0     -1476100            0
DENDREON CORP                  COM  24823Q107          152         6094 SH       Defined  32        6094            0            0
DENISON MINES CORP             COM  248356107           57        35200 SH       Defined  31       35200            0            0
DENNYS CORP                    COM  24869P104            2          742 SH       Sole      8         742            0            0
DENNYS CORP                    COM  24869P104          260       120757 SH       Defined  31      120757            0            0
DENTSPLY INTL INC NEW          COM  249030107         2742        89673 SH       Sole      8       89673            0            0
DENTSPLY INTL INC NEW          OPT  249030107         1832        59900 SH  Call Defined   8           0        59900            0
DENTSPLY INTL INC NEW          OPT  249030107         -314       -10300 SH  Put  Defined   8           0       -10300            0
DENTSPLY INTL INC NEW          COM  249030107           32         1051 SH       Sole      9        1051            0            0
DENTSPLY INTL INC NEW          COM  249030107          396        12953 SH       Defined  32       12953            0            0
DEPOMED INC                    COM  249908104           18         5404 SH       Sole      8        5404            0            0
DEPOMED INC                    COM  249908104           14         4271 SH       Defined  31        4271            0            0
DESARROLLADORA HOMEX S A DE    COM  25030W100            6          217 SH       Sole      8         217            0            0
DESARROLLADORA HOMEX S A DE    OPT  25030W100           84         3000 SH  Call Defined   8           0         3000            0
DESARROLLADORA HOMEX S A DE    OPT  25030W100         -161        -5800 SH  Put  Defined   8           0        -5800            0
DESTINATION MATERNITY CORP     COM  25065D100            1           36 SH       Sole      8          36            0            0
DEUTSCHE BANK AG               COM  D18190898           37          600 SH       Sole      8         600            0            0
DEUTSCHE TELEKOM AG            COM  251566105         4795       406391 SH       Defined  31      406391            0            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103          148        30374 SH       Sole      8       30374            0            0
DEVELOPERS DIVERSIFIED RLTY    OPT  251591103           88        18000 SH  Call Defined   8           0        18000            0
DEVELOPERS DIVERSIFIED RLTY    OPT  251591103          -64       -13300 SH  Put  Defined   8           0       -13300            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103          283        58005 SH       Sole      9       58005            0            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103          419        85779 SH       Defined  31       85779            0            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103           31         6282 SH       Defined  32        6282            0            0
DEVON ENERGY CORP NEW          COM  25179M103        19159       351536 SH       Sole      8      351536            0            0
DEVON ENERGY CORP NEW          OPT  25179M103        11200       205500 SH  Call Defined   8           0       205500            0
DEVON ENERGY CORP NEW          OPT  25179M103       -13930      -255600 SH  Put  Defined   8           0      -255600            0
DEVON ENERGY CORP NEW          COM  25179M103          326         5980 SH       Sole      9        5980            0            0
DEVON ENERGY CORP NEW          COM  25179M103         4044        74200 SH       Defined  31       74200            0            0
DEVON ENERGY CORP NEW          COM  25179M103         1007        18474 SH       Defined  32       18474            0            0
DEVRY INC DEL                  COM  251893103         2377        47521 SH       Sole      8       47521            0            0
DEVRY INC DEL                  OPT  251893103         1241        24800 SH  Call Defined   8           0        24800            0
DEVRY INC DEL                  OPT  251893103        -1150       -23000 SH  Put  Defined   8           0       -23000            0
DEVRY INC DEL                  COM  251893103           22          435 SH       Sole      9         435            0            0
DEVRY INC DEL                  COM  251893103          259         5166 SH       Defined  32        5166            0            0
DEXCOM INC                     COM  252131107            2          352 SH       Sole      8         352            0            0
DG FASTCHANNEL INC             COM  23326R109            4          199 SH       Sole      8         199            0            0
DG FASTCHANNEL INC             OPT  23326R109           21         1100 SH  Call Defined   8           0         1100            0
DG FASTCHANNEL INC             OPT  23326R###          -##        -#### SH  Put  Defined   8           0        -2000            0
DIAGEO P L C                   ADR  25243Q205            8          140 SH       Sole      8         140            0            0
DIAGEO P L C                   COM  25243Q205          676        11811 SH       Sole      8       11811            0            0
DIAGEO P L C                   OPT  25243Q205         4735        82700 SH  Call Defined   8           0        82700            0
DIAGEO P L C                   OPT  25243Q205        -3852       -67300 SH  Put  Defined   8           0       -67300            0
DIAMOND FOODS INC              COM  252603105        11184       400845 SH       Sole      8      400845            0            0
DIAMOND HILL INVESTMENT GROU   COM  25264R207            1           13 SH       Sole      8          13            0            0
DIAMOND MGMT & TECHNOLOGY CO   COM  25269L106            1          167 SH       Sole      8         167            0            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102         5459        65726 SH       Sole      8       65726            0            0
DIAMOND OFFSHORE DRILLING IN   OPT  25271C102        12508       150600 SH  Call Defined   8           0       150600            0
DIAMOND OFFSHORE DRILLING IN   OPT  25271C102       -13993      -168500 SH  Put  Defined   8           0      -168500            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102         1807        21755 SH       Sole      9       21755            0            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102          517         6221 SH       Defined  32        6221            0            0
DIAMONDROCK HOSPITALITY CO     COM  252784301           41         6513 SH       Sole      8        6513            0            0
DIAMONDROCK HOSPITALITY CO     COM  252784301           69        11090 SH       Sole      9       11090            0            0
DIAMONDS TR                    OPT  252787106        68490       809000 SH  Call Defined   8           0       809000            0
DIAMONDS TR                    OPT  252787106       -66771      -788700 SH  Put  Defined   8           0      -788700            0
DIAMONDS TR                    UNIT 252787106        55875       659992 SH       Sole      8      659992            0            0
DIAMONDS TR                    UNIT 252787106          224         2643 SH       Sole      9        2643            0            0
DIANA SHIPPING INC             COM  Y2066G104          148        11104 SH       Sole      8       11104            0            0
DICE HLDGS INC                 COM  253017107            2          397 SH       Sole      8         397            0            0
DICE HLDGS INC                 COM  253017107          710       152600 SH       Defined  31      152600            0            0
DICKS SPORTING GOODS INC       COM  253393102          679        39502 SH       Sole      8       39502            0            0
DICKS SPORTING GOODS INC       OPT  253393102         1187        69000 SH  Call Defined   8           0        69000            0
DICKS SPORTING GOODS INC       OPT  253393102        -1228       -71400 SH  Put  Defined   8           0       -71400            0
DICKS SPORTING GOODS INC       COM  253393102          184        10699 SH       Defined  31       10699            0            0
DICKS SPORTING GOODS INC       COM  253393102           93         5391 SH       Defined  32        5391            0            0
DIEBOLD INC                    COM  253651103          443        16823 SH       Sole      8       16823            0            0
DIEBOLD INC                    OPT  253651103          230         8700 SH  Call Defined   8           0         8700            0
DIEBOLD INC                    OPT  253651103         -643       -24400 SH  Put  Defined   8           0       -24400            0
DIEBOLD INC                    COM  253651103         1845        70000 SH       Defined  31       70000            0            0
DIEBOLD INC                    COM  253651103          102         3873 SH       Defined  32        3873            0            0
DIEDRICH COFFEE INC            COM  253675201            0           21 SH       Sole      8          21            0            0
DIEDRICH COFFEE INC            COM  253675201          262        11000 SH       Defined  31       11000            0            0
DIGI INTL INC                  COM  253798102           18         1885 SH       Sole      8        1885            0            0
DIGIMARC CORP NEW              COM  25381B101          435        34632 SH       Sole      8       34632            0            0
DIGIMARC CORP NEW              COM  25381B101           30         2400 SH       Sole      9        2400            0            0
DIGITAL RIV INC                COM  25388B104            9          239 SH       Sole      8         239            0            0
DIGITAL RIV INC                OPT  25388B104          948        26100 SH  Call Defined   8           0        26100            0
DIGITAL RIV INC                OPT  25388B104         -355        -9800 SH  Put  Defined   8           0        -9800            0
DIGITAL RLTY TR INC            COM  253868103          127         3550 SH       Sole      8        3550            0            0
DIGITAL RLTY TR INC            COM  253868103          258         7201 SH       Sole      9        7201            0            0
DIGITAL RLTY TR INC            COM  253868103         5272       147063 SH       Defined  31      147063            0            0
DIGITAL RLTY TR INC            COM  253868103          144         4020 SH       Defined  32        4020            0            0
DIGITALGLOBE INC               COM  25389M877           29         1522 SH       Sole      8        1522            0            0
DIGITALGLOBE INC               OPT  25389M877          214        11100 SH  Call Defined   8           0        11100            0
DIGITALGLOBE INC               OPT  25389M877         -259       -13500 SH  Put  Defined   8           0       -13500            0
DILLARDS INC                   COM  254067101            2          247 SH       Sole      8         247            0            0
DILLARDS INC                   OPT  254067101          299        32400 SH  Call Defined   8           0        32400            0
DILLARDS INC                   OPT  254067101         -171       -18600 SH  Put  Defined   8           0       -18600            0
DILLARDS INC                   COM  254067101          163        17680 SH       Defined  31       17680            0            0
DILLARDS INC                   COM  254067101           17         1898 SH       Defined  32        1898            0            0
DIME CMNTY BANCSHARES          COM  253922108           23         2569 SH       Sole      8        2569            0            0
DIME CMNTY BANCSHARES          COM  253922108            0           31 SH       Defined  31          31            0            0
DINEEQUITY INC                 COM  254423106           33         1061 SH       Sole      8        1061            0            0
DINEEQUITY INC                 COM  254423106          446        14300 SH       Defined  31       14300            0            0
DIODES INC                     COM  254543101          176        11267 SH       Sole      8       11267            0            0
DIODES INC                     OPT  254543101          187        11900 SH  Call Defined   8           0        11900            0
DIODES INC                     OPT  254543101         -320       -20500 SH  Put  Defined   8           0       -20500            0
DIONEX CORP                    COM  254546104           24          394 SH       Sole      8         394            0            0
DIONEX CORP                    COM  254546104           26          433 SH       Defined  31         433            0            0
DIRECTV GROUP INC              COM  25459L106         8116       328459 SH       Sole      8      328459            0            0
DIRECTV GROUP INC              OPT  25459L106        14177       573700 SH  Call Defined   8           0       573700            0
DIRECTV GROUP INC              OPT  25459L106        -9565      -387100 SH  Put  Defined   8           0      -387100            0
DIRECTV GROUP INC              COM  25459L106         4291       173639 SH       Sole      9      173639            0            0
DIRECTV GROUP INC              COM  25459L106         1087        43979 SH       Defined  32       43979            0            0
DIREXION SHS ETF TR            OPT  25459W102          819         9100 SH  Call Defined   8           0         9100            0
DIREXION SHS ETF TR            OPT  25459W102        -1727       -19200 SH  Put  Defined   8           0       -19200            0
DIREXION SHS ETF TR            OPT  25459W201           60         2800 SH  Call Defined   8           0         2800            0
DIREXION SHS ETF TR            OPT  25459W201         -379       -17800 SH  Put  Defined   8           0       -17800            0
DIREXION SHS ETF TR            OPT  25459W300         2201        27200 SH  Call Defined   8           0        27200            0
DIREXION SHS ETF TR            OPT  25459W300        -1844       -22800 SH  Put  Defined   8           0       -22800            0
DIREXION SHS ETF TR            OPT  25459W409          727        52500 SH  Call Defined   8           0        52500            0
DIREXION SHS ETF TR            OPT  25459W409         -546       -39500 SH  Put  Defined   8           0       -39500            0
DIREXION SHS ETF TR            OPT  25459W532           16          200 SH  Call Defined   8           0          200            0
DIREXION SHS ETF TR            OPT  25459W532          -69         -900 SH  Put  Defined   8           0         -900            0
DIREXION SHS ETF TR            OPT  25459W730          234         4000 SH  Call Defined   8           0         4000            0
DIREXION SHS ETF TR            OPT  25459W730         -338        -5800 SH  Put  Defined   8           0        -5800            0
DIREXION SHS ETF TR            OPT  25459W789           11          200 SH  Call Defined   8           0          200            0
DIREXION SHS ETF TR            OPT  25459W839          642        28200 SH  Call Defined   8           0        28200            0
DIREXION SHS ETF TR            OPT  25459W839        -1355       -59600 SH  Put  Defined   8           0       -59600            0
DIREXION SHS ETF TR            OPT  25459W847         2811       101200 SH  Call Defined   8           0       101200            0
DIREXION SHS ETF TR            OPT  25459W847        -1071       -38600 SH  Put  Defined   8           0       -38600            0
DIREXION SHS ETF TR            OPT  25459W854         5301       150800 SH  Call Defined   8           0       150800            0
DIREXION SHS ETF TR            OPT  25459W854        -1676       -47700 SH  Put  Defined   8           0       -47700            0
DIREXION SHS ETF TR            OPT  25459W862         3288        96800 SH  Call Defined   8           0        96800            0
DIREXION SHS ETF TR            OPT  25459W862        -2190       -64500 SH  Put  Defined   8           0       -64500            0
DIREXION SHS ETF TR            OPT  25459W870          948        42700 SH  Call Defined   8           0        42700            0
DIREXION SHS ETF TR            OPT  25459W870        -1096       -49400 SH  Put  Defined   8           0       -49400            0
DIREXION SHS ETF TR            OPT  25459W888         2000        68300 SH  Call Defined   8           0        68300            0
DIREXION SHS ETF TR            OPT  25459W888        -1179       -40300 SH  Put  Defined   8           0       -40300            0
DIREXION SHS ETF TR            UNIT 25459W102          239         2652 SH       Sole      8        2652            0            0
DIREXION SHS ETF TR            UNIT 25459W201          284        13345 SH       Sole      8       13345            0            0
DIREXION SHS ETF TR            UNIT 25459W300         1456        17993 SH       Sole      8       17993            0            0
DIREXION SHS ETF TR            UNIT 25459W409          343        24772 SH       Sole      8       24772            0            0
DIREXION SHS ETF TR            UNIT 25459W508         2040       220747 SH       Sole      8      220747            0            0
DIREXION SHS ETF TR            UNIT 25459W540           38          912 SH       Sole      8         912            0            0
DIREXION SHS ETF TR            UNIT 25459W607         4218       905231 SH       Sole      8      905231            0            0
DIREXION SHS ETF TR            UNIT 25459W730          111         1900 SH       Sole      8        1900            0            0
DIREXION SHS ETF TR            UNIT 25459W789           49          964 SH       Sole      8         964            0            0
DIREXION SHS ETF TR            UNIT 25459W797            5          171 SH       Sole      8         171            0            0
DIREXION SHS ETF TR            UNIT 25459W839         2972       130619 SH       Sole      8      130619            0            0
DIREXION SHS ETF TR            UNIT 25459W847         9634       346912 SH       Sole      8      346912            0            0
DIREXION SHS ETF TR            UNIT 25459W854           46         1300 SH       Sole      8        1300            0            0
DIREXION SHS ETF TR            UNIT 25459W862           91         2686 SH       Sole      8        2686            0            0
DIREXION SHS ETF TR            UNIT 25459W888            2           64 SH       Sole      8          64            0            0
DISCOVER FINL SVCS             COM  254709108         2567       249969 SH       Sole      8      249969            0            0
DISCOVER FINL SVCS             OPT  254709108         3056       297500 SH  Call Defined   8           0       297500            0
DISCOVER FINL SVCS             OPT  254709108       -12931     -1259200 SH  Put  Defined   8           0     -1259200            0
DISCOVER FINL SVCS             COM  254709108          475        46253 SH       Sole      9       46253            0            0
DISCOVER FINL SVCS             COM  254709108        11595      1129029 SH       Defined  31     1129029            0            0
DISCOVER FINL SVCS             COM  254709108          215        20890 SH       Defined  32       20890            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F104          248        11031 SH       Sole      8       11031            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F302          127         6170 SH       Sole      8        6170            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F302           62         3000 SH       Defined  31        3000            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F104           34         1505 SH       Defined  32        1505            0            0
DISCOVERY LABORATORIES INC N   COM  254668106            2         1941 SH       Sole      8        1941            0            0
DISH NETWORK CORP              COM  25470M109         6187       381625 SH       Sole      8      381625            0            0
DISH NETWORK CORP              OPT  25470M109         1361        83900 SH  Call Defined   8           0        83900            0
DISH NETWORK CORP              OPT  25470M109        -2292      -141400 SH  Put  Defined   8           0      -141400            0
DISH NETWORK CORP              COM  25470M109          123         7600 SH       Sole      9        7600            0            0
DISH NETWORK CORP              COM  25470M109         1016        62690 SH       Defined  31       62690            0            0
DISNEY WALT CO                 COM  254687106        40315      1728053 SH       Sole      8     1728053            0            0
DISNEY WALT CO                 OPT  254687106         6183       265000 SH  Call Defined   8           0       265000            0
DISNEY WALT CO                 OPT  254687106        -5694      -244100 SH  Put  Defined   8           0      -244100            0
DISNEY WALT CO                 COM  254687106         3709       158978 SH       Sole      9      158978            0            0
DISNEY WALT CO                 COM  254687106         1312        56226 SH       Defined  32       56226            0            0
DIVX INC                       COM  255413106            1          152 SH       Sole      8         152            0            0
DIVX INC                       COM  255413106            4          800 SH       Defined  31         800            0            0
DOLAN MEDIA CO                 COM  25659P402            5          358 SH       Sole      8         358            0            0
DOLBY LABORATORIES INC         COM  25659T107          254         6825 SH       Sole      8        6825            0            0
DOLBY LABORATORIES INC         OPT  25659T107          187         5000 SH  Call Defined   8           0         5000            0
DOLBY LABORATORIES INC         OPT  25659T107         -835       -22400 SH  Put  Defined   8           0       -22400            0
DOLBY LABORATORIES INC         COM  25659T107          350         9400 SH       Defined  31        9400            0            0
DOLBY LABORATORIES INC         COM  25659T107          103         2770 SH       Defined  32        2770            0            0
DOLLAR FINL CORP               COM  256664103            2          157 SH       Sole      8         157            0            0
DOLLAR FINL CORP               COM  256664103          648        46986 SH       Defined  31       46986            0            0
DOLLAR THRIFTY AUTOMOTIVE GP   COM  256743105           11          797 SH       Sole      8         797            0            0
DOLLAR TREE INC                COM  256746108          244         5794 SH       Sole      8        5794            0            0
DOLLAR TREE INC                OPT  256746108         5128       121800 SH  Call Defined   8           0       121800            0
DOLLAR TREE INC                OPT  256746108        -1439       -34200 SH  Put  Defined   8           0       -34200            0
DOLLAR TREE INC                COM  256746108          232         5511 SH       Defined  32        5511            0            0
DOMINION RES INC VA NEW        COM  25746U109        11759       351848 SH       Sole      8      351848            0            0
DOMINION RES INC VA NEW        OPT  25746U109         1738        52000 SH  Call Defined   8           0        52000            0
DOMINION RES INC VA NEW        OPT  25746U109        -2011       -60200 SH  Put  Defined   8           0       -60200            0
DOMINION RES INC VA NEW        COM  25746U109         2978        89117 SH       Sole      9       89117            0            0
DOMINION RES INC VA NEW        COM  25746U109         4147       124079 SH       Defined  31      124079            0            0
DOMINION RES INC VA NEW        COM  25746U109          721        21572 SH       Defined  32       21572            0            0
DOMINOS PIZZA INC              COM  25754A201           65         8644 SH       Sole      8        8644            0            0
DOMINOS PIZZA INC              OPT  25754A201           13         1700 SH  Call Defined   8           0         1700            0
DOMINOS PIZZA INC              OPT  25754A###          -##        -#### SH  Put  Defined   8           0        -4300            0
DOMINOS PIZZA INC              COM  25754A201           15         2024 SH       Defined  32        2024            0            0
DOMTAR CORP                    COM  257559203          117         7028 SH       Sole      8        7028            0            0
DOMTAR CORP                    COM  257559203          572        34510 SH       Sole      9       34510            0            0
DONALDSON INC                  COM  257651109           82         2362 SH       Sole      8        2362            0            0
DONALDSON INC                  OPT  257651109          742        21400 SH  Call Defined   8           0        21400            0
DONALDSON INC                  OPT  257651109          -27         -800 SH  Put  Defined   8           0         -800            0
DONALDSON INC                  COM  257651109          153         4408 SH       Defined  32        4408            0            0
DONNELLEY R R & SONS CO        COM  257867101         1842       158495 SH       Sole      8      158495            0            0
DONNELLEY R R & SONS CO        OPT  257867101          251        21600 SH  Call Defined   8           0        21600            0
DONNELLEY R R & SONS CO        OPT  257867101         -406       -35000 SH  Put  Defined   8           0       -35000            0
DONNELLEY R R & SONS CO        COM  257867101         2100       180734 SH       Sole      9      180734            0            0
DONNELLEY R R & SONS CO        COM  257867101         2574       221549 SH       Defined  31      221549            0            0
DONNELLEY R R & SONS CO        COM  257867101          182        15635 SH       Defined  32       15635            0            0
DORAL FINL CORP                COM  25811P886            0           30 SH       Defined  31          30            0            0
DORCHESTER MINERALS LP         COM  25820R105           12          522 SH       Defined  32         522            0            0
DORMAN PRODUCTS INC            COM  258278100            0           14 SH       Sole      8          14            0            0
DOUBLE EAGLE PETE CO           COM  258570209          216        43400 SH       Sole      8       43400            0            0
DOUBLE-TAKE SOFTWARE INC       COM  258598101            1          122 SH       Sole      8         122            0            0
DOUGLAS EMMETT INC             COM  25960P109           99        11000 SH       Sole      9       11000            0            0
DOVER CORP                     COM  260003108         3683       111289 SH       Sole      8      111289            0            0
DOVER CORP                     OPT  260003108          997        30100 SH  Call Defined   8           0        30100            0
DOVER CORP                     OPT  260003108         -281        -8500 SH  Put  Defined   8           0        -8500            0
DOVER CORP                     COM  260003108         1426        43102 SH       Sole      9       43102            0            0
DOVER CORP                     COM  260003108         3386       102328 SH       Defined  31      102328            0            0
DOVER CORP                     COM  260003108          473        14300 SH       Defined  32       14300            0            0
DOVER DOWNS GAMING & ENTMT I   COM  260095104            1          108 SH       Sole      8         108            0            0
DOVER MOTORSPORTS INC          COM  260174107           41        28666 SH       Sole      8       28666            0            0
DOW CHEM CO                    COM  260543103            2          105 SH       Sole      1         105            0            0
DOW CHEM CO                    COM  260543103        14061       871176 SH       Sole      8      871176            0            0
DOW CHEM CO                    OPT  260543103        19685      1219600 SH  Call Defined   8           0      1219600            0
DOW CHEM CO                    OPT  260543103        -9646      -597700 SH  Put  Defined   8           0      -597700            0
DOW CHEM CO                    COM  260543103         3507       217300 SH       Sole      9      217300            0            0
DOW CHEM CO                    COM  260543103         4470       276945 SH       Defined  31      276945            0            0
DOW CHEM CO                    COM  260543103          946        58628 SH       Defined  32       58628            0            0
DPL INC                        COM  233293109         2033        87756 SH       Sole      8       87756            0            0
DPL INC                        COM  233293109           71         3085 SH       Sole      9        3085            0            0
DPL INC                        COM  233293109          499        21551 SH       Defined  31       21551            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109         6060       285973 SH       Sole      8      285973            0            0
DR PEPPER SNAPPLE GROUP INC    OPT  26138E109          700        33000 SH  Call Defined   8           0        33000            0
DR PEPPER SNAPPLE GROUP INC    OPT  26138E109         -720       -34000 SH  Put  Defined   8           0       -34000            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109         2573       121437 SH       Sole      9      121437            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109         1995        94167 SH       Defined  31       94167            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          108         5087 SH       Defined  32        5087            0            0
DR REDDYS LABS LTD             COM  256135203          227        13373 SH       Defined  31       13373            0            0
DREAMWORKS ANIMATION SKG INC   COM  26153C103          218         7912 SH       Sole      8        7912            0            0
DREAMWORKS ANIMATION SKG INC   OPT  26153C103          260         9400 SH  Call Defined   8           0         9400            0
DREAMWORKS ANIMATION SKG INC   OPT  26153C103         -711       -25800 SH  Put  Defined   8           0       -25800            0
DREAMWORKS ANIMATION SKG INC   COM  26153C103          179         6500 SH       Sole      9        6500            0            0
DRESS BARN INC                 COM  261570105           11          745 SH       Sole      8         745            0            0
DRESS BARN INC                 OPT  261570105          299        20900 SH  Call Defined   8           0        20900            0
DRESS BARN INC                 OPT  261570105         -489       -34200 SH  Put  Defined   8           0       -34200            0
DRESSER-RAND GROUP INC         COM  261608103          286        10946 SH       Sole      8       10946            0            0
DRESSER-RAND GROUP INC         OPT  261608103          520        19900 SH  Call Defined   8           0        19900            0
DRESSER-RAND GROUP INC         OPT  261608103         -224        -8600 SH  Put  Defined   8           0        -8600            0
DRESSER-RAND GROUP INC         COM  261608103         2403        92058 SH       Defined  31       92058            0            0
DRESSER-RAND GROUP INC         COM  261608103          123         4722 SH       Defined  32        4722            0            0
DREW INDS INC                  COM  26168L205           23         1866 SH       Sole      8        1866            0            0
DRIL-QUIP INC                  COM  262037104           26          683 SH       Sole      8         683            0            0
DRIL-QUIP INC                  OPT  262037104          469        12300 SH  Call Defined   8           0        12300            0
DRIL-QUIP INC                  OPT  262037104         -293        -7700 SH  Put  Defined   8           0        -7700            0
DRUGSTORE COM INC              COM  262241102            1          654 SH       Sole      8         654            0            0
DRYSHIPS INC                   COM  Y2109Q101         5398       933958 SH       Sole      8      933958            0            0
DRYSHIPS INC                   COM  Y2109Q101           48         8255 SH       Sole      9        8255            0            0
DSP GROUP INC                  COM  23332B106            9         1363 SH       Sole      8        1363            0            0
DST SYS INC DEL                BOND 233326AD9         6367         7084 PRN      Sole      8     7084000            0            0
DST SYS INC DEL                COM  233326107           66         1779 SH       Sole      8        1779            0            0
DST SYS INC DEL                OPT  233326107          222         6000 SH  Call Defined   8           0         6000            0
DST SYS INC DEL                OPT  233326107         -140        -3800 SH  Put  Defined   8           0        -3800            0
DST SYS INC DEL                COM  233326107          159         4300 SH       Sole      9        4300            0            0
DST SYS INC DEL                COM  233326107          465        12597 SH       Defined  31       12597            0            0
DST SYS INC DEL                COM  233326107           81         2193 SH       Defined  32        2193            0            0
DSW INC                        COM  23334L102          334        33924 SH       Sole      8       33924            0            0
DSW INC                        OPT  23334L102           28         2800 SH  Call Defined   8           0         2800            0
DSW INC                        OPT  23334L102         -235       -23900 SH  Put  Defined   8           0       -23900            0
DSW INC                        COM  23334L102         1430       145200 SH       Defined  31      145200            0            0
DSW INC                        COM  23334L102           11         1089 SH       Defined  32        1089            0            0
DTE ENERGY CO                  COM  233331107            2           60 SH       Sole      1          60            0            0
DTE ENERGY CO                  COM  233331107         2800        87486 SH       Sole      8       87486            0            0
DTE ENERGY CO                  OPT  233331107          324        10100 SH  Call Defined   8           0        10100            0
DTE ENERGY CO                  OPT  233331107          -99        -3100 SH  Put  Defined   8           0        -3100            0
DTE ENERGY CO                  COM  233331107          558        17434 SH       Sole      9       17434            0            0
DTE ENERGY CO                  COM  233331107           26          819 SH       Defined  32         819            0            0
DTS INC                        COM  23335C101           10          384 SH       Sole      8         384            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109         1041        40642 SH       Sole      1       40642            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109        13274       518106 SH       Sole      8      518106            0            0
DU PONT E I DE NEMOURS & CO    OPT  263534109         9165       357700 SH  Call Defined   8           0       357700            0
DU PONT E I DE NEMOURS & CO    OPT  263534109        -5585      -218000 SH  Put  Defined   8           0      -218000            0
DU PONT E I DE NEMOURS & CO    COM  263534109         3267       127505 SH       Sole      9      127505            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109         1153        45015 SH       Defined  32       45015            0            0
DUCOMMUN INC DEL               COM  264147109          729        38800 SH       Defined  31       38800            0            0
DUFF & PHELPS CORP NEW         COM  26433B107            2          122 SH       Sole      8         122            0            0
DUKE ENERGY CORP NEW           COM  26441C105        11497       788029 SH       Sole      8      788029            0            0
DUKE ENERGY CORP NEW           OPT  26441C105         2813       192800 SH  Call Defined   8           0       192800            0
DUKE ENERGY CORP NEW           OPT  26441C105        -9964      -683000 SH  Put  Defined   8           0      -683000            0
DUKE ENERGY CORP NEW           COM  26441C105         6705       459586 SH       Sole      9      459586            0            0
DUKE ENERGY CORP NEW           COM  26441C105          248        16997 SH       Defined  32       16997            0            0
DUKE REALTY CORP               COM  264411505           53         6036 SH       Sole      8        6036            0            0
DUKE REALTY CORP               OPT  264411505          356        40500 SH  Call Defined   8           0        40500            0
DUKE REALTY CORP               OPT  264411505          -40        -4600 SH  Put  Defined   8           0        -4600            0
DUKE REALTY CORP               COM  264411505          704        80276 SH       Sole      9       80276            0            0
DUKE REALTY CORP               COM  264411505         4380       499460 SH       Defined  31      499460            0            0
DUKE REALTY CORP               COM  264411505           15         1654 SH       Defined  32        1654            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100         2590        31887 SH       Sole      8       31887            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100          144         1778 SH       Sole      9        1778            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100          704         8665 SH       Defined  31        8665            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100          373         4591 SH       Defined  32        4591            0            0
DUNCAN ENERGY PARTNERS LP      COM  265026104            8          498 SH       Sole      8         498            0            0
DUPONT FABROS TECHNOLOGY INC   COM  26613Q106            1          109 SH       Sole      8         109            0            0
DUPONT FABROS TECHNOLOGY INC   COM  26613Q106          157        16703 SH       Sole      9       16703            0            0
DUPONT FABROS TECHNOLOGY INC   COM  26613Q106          107        11400 SH       Defined  31       11400            0            0
DURECT CORP                    COM  266605104            3         1248 SH       Sole      8        1248            0            0
DURECT CORP                    COM  266605104           28        11974 SH       Defined  31       11974            0            0
DWS DREMAN VAL INCOME EDGE F   COM  23339M105          104        23740 SH       Defined  32       23740            0            0
DWS HIGH INCOME TR             UNIT 23337C109            1          164 SH       Sole      8         164            0            0
DYAX CORP                      COM  26746E103            2         1042 SH       Sole      8        1042            0            0
DYCOM INDS INC                 COM  267475101          139        12584 SH       Sole      8       12584            0            0
DYCOM INDS INC                 OPT  267475101           62         5600 SH  Call Defined   8           0         5600            0
DYCOM INDS INC                 OPT  267475101         -261       -23600 SH  Put  Defined   8           0       -23600            0
DYCOM INDS INC                 COM  267475101            1          100 SH       Defined  31         100            0            0
DYNAMEX INC                    COM  26784F103            5          352 SH       Sole      8         352            0            0
DYNAMEX INC                    COM  26784F103           41         2693 SH       Defined  31        2693            0            0
DYNAMIC MATLS CORP             COM  267888105            2           98 SH       Sole      8          98            0            0
DYNAMIC MATLS CORP             COM  267888105           18          918 SH       Defined  31         918            0            0
DYNCORP INTL INC               COM  26817C101            7          426 SH       Sole      8         426            0            0
DYNEGY INC DEL                 COM  26817G102          687       302838 SH       Sole      8      302838            0            0
DYNEGY INC DEL                 OPT  26817G102          106        46600 SH  Call Defined   8           0        46600            0
DYNEGY INC DEL                 OPT  26817G102         -152       -67300 SH  Put  Defined   8           0       -67300            0
DYNEGY INC DEL                 COM  26817G102           29        12653 SH       Sole      9       12653            0            0
DYNEGY INC DEL                 COM  26817G102         5830      2568426 SH       Defined  31     2568426            0            0
DYNEGY INC DEL                 COM  26817G102           66        29059 SH       Defined  32       29059            0            0
E HOUSE CHINA HLDGS LTD        OPT  26852W103          572        37000 SH  Call Defined   8           0        37000            0
E HOUSE CHINA HLDGS LTD        OPT  26852W103         -203       -13200 SH  Put  Defined   8           0       -13200            0
E M C CORP MASS                BOND 268648AK8        11642        11248 PRN      Sole      8    11248000            0            0
E M C CORP MASS                COM  268648102        28325      2162227 SH       Sole      8     2162227            0            0
E M C CORP MASS                OPT  268648102        40939      3125100 SH  Call Defined   8           0      3125100            0
E M C CORP MASS                OPT  268648102       -25824     -1971300 SH  Put  Defined   8           0     -1971300            0
E M C CORP MASS                COM  268648102         4411       336684 SH       Sole      9      336684            0            0
E M C CORP MASS                COM  268648102         1237        94400 SH       Defined  31       94400            0            0
E M C CORP MASS                COM  268648102         1091        83258 SH       Defined  32       83258            0            0
E TRADE FINANCIAL CORP         COM  269246104         1010       782596 SH       Sole      8      782596            0            0
E TRADE FINANCIAL CORP         OPT  269246104         1371      1062600 SH  Call Defined   8           0      1062600            0
E TRADE FINANCIAL CORP         OPT  269246104         -253      -196700 SH  Put  Defined   8           0      -196700            0
E TRADE FINANCIAL CORP         COM  269246104          187       145044 SH       Sole      9      145044            0            0
E TRADE FINANCIAL CORP         COM  269246104           40        30740 SH       Defined  32       30740            0            0
EAGLE BULK SHIPPING INC        COM  Y2187A101          359        76246 SH       Sole      8       76246            0            0
EAGLE MATERIALS INC            COM  26969P108           44         1751 SH       Sole      8        1751            0            0
EAGLE MATERIALS INC            OPT  26969P108         1262        50000 SH  Call Defined   8           0        50000            0
EAGLE MATERIALS INC            COM  26969P108         1560        61800 SH       Defined  31       61800            0            0
EAGLE MATERIALS INC            COM  26969P108           58         2303 SH       Defined  32        2303            0            0
EARTHLINK INC                  BOND 270321AA0        12661        12709 PRN      Sole      8    12709000            0            0
EARTHLINK INC                  COM  270321102            9         1163 SH       Sole      8        1163            0            0
EARTHLINK INC                  OPT  270321102          221        29800 SH  Call Defined   8           0        29800            0
EARTHLINK INC                  OPT  270321102         -128       -17300 SH  Put  Defined   8           0       -17300            0
EARTHLINK INC                  COM  270321102          761       102638 SH       Defined  31      102638            0            0
EAST WEST BANCORP INC          COM  27579R104          542        83525 SH       Sole      8       83525            0            0
EASTERN INS HLDGS INC          COM  276534104          448        47600 SH       Sole      8       47600            0            0
EASTGROUP PPTY INC             COM  277276101           53         1617 SH       Sole      8        1617            0            0
EASTGROUP PPTY INC             COM  277276101          343        10390 SH       Sole      9       10390            0            0
EASTMAN CHEM CO                COM  277432100         1570        41434 SH       Sole      8       41434            0            0
EASTMAN CHEM CO                OPT  277432100         1975        52100 SH  Call Defined   8           0        52100            0
EASTMAN CHEM CO                OPT  277432100        -1174       -31000 SH  Put  Defined   8           0       -31000            0
EASTMAN CHEM CO                COM  277432100          372         9827 SH       Sole      9        9827            0            0
EASTMAN CHEM CO                COM  277432100          375         9900 SH       Defined  31        9900            0            0
EASTMAN CHEM CO                COM  277432100          119         3150 SH       Defined  32        3150            0            0
EASTMAN KODAK CO               BOND 277461BE8         3394         4216 PRN      Sole      8     4216000            0            0
EASTMAN KODAK CO               COM  277461109          732       247141 SH       Sole      8      247141            0            0
EASTMAN KODAK CO               OPT  277461109         2494       842300 SH  Call Defined   8           0       842300            0
EASTMAN KODAK CO               OPT  277461109        -1729      -584400 SH  Put  Defined   8           0      -584400            0
EASTMAN KODAK CO               COM  277461109         1979       668503 SH       Sole      9      668503            0            0
EASTMAN KODAK CO               OPT  277461109          349       117617 SH  Call Defined   9           0       117617            0
EASTMAN KODAK CO               OPT  277461109        -1425      -481566 SH  Put  Defined   9           0      -481566            0
EASTMAN KODAK CO               COM  277461109           36        12156 SH       Defined  32       12156            0            0
EATON CORP                     COM  278058102         4857       108887 SH       Sole      8      108887            0            0
EATON CORP                     OPT  278058102         1861        41700 SH  Call Defined   8           0        41700            0
EATON CORP                     OPT  278058102        -1570       -35200 SH  Put  Defined   8           0       -35200            0
EATON CORP                     COM  278058102          790        17710 SH       Sole      9       17710            0            0
EATON CORP                     OPT  278058102        -2531       -56754 SH  Put  Defined   9           0       -56754            0
EATON CORP                     COM  278058102          308         6894 SH       Defined  32        6894            0            0
EATON VANCE CORP               COM  278265103          159         5931 SH       Sole      8        5931            0            0
EATON VANCE CORP               COM  278265103          177         6609 SH       Defined  32        6609            0            0
EATON VANCE MUNI INCOME TRUS   UNIT 27826U108            0           45 SH       Sole      8          45            0            0
EATON VANCE SR INCOME TR       COM  27826S103            1          311 SH       Sole      8         311            0            0
EATON VANCE TAX MNG GBL DV E   UNIT 27829F108            0            6 SH       Sole      8           6            0            0
EATON VANCE TX MGD DIV EQ IN   UNIT 27828N102            1           79 SH       Sole      8          79            0            0
EBAY INC                       COM  278642103        17406      1016114 SH       Sole      8     1016114            0            0
EBAY INC                       OPT  278642103        43136      2518100 SH  Call Defined   8           0      2518100            0
EBAY INC                       OPT  278642103       -29686     -1733000 SH  Put  Defined   8           0     -1733000            0
EBAY INC                       COM  278642103          444        25943 SH       Sole      9       25943            0            0
EBAY INC                       COM  278642103         4518       263721 SH       Defined  31      263721            0            0
EBAY INC                       COM  278642103          893        52124 SH       Defined  32       52124            0            0
EBIX INC                       COM  278715206            6          181 SH       Sole      8         181            0            0
ECHELON CORP                   COM  27874N105           10         1181 SH       Sole      8        1181            0            0
ECHELON CORP                   OPT  27874N105           40         4600 SH  Call Defined   8           0         4600            0
ECHELON CORP                   OPT  27874N###          -##        -#### SH  Put  Defined   8           0        -1300            0
ECHELON CORP                   COM  27874N105           30         3540 SH       Sole      9        3540            0            0
ECHOSTAR CORP                  COM  278768106          123         7733 SH       Sole      8        7733            0            0
ECHOSTAR CORP                  OPT  278768106          -31        -2000 SH  Put  Defined   8           0        -2000            0
ECHOSTAR CORP                  COM  278768106           86         5370 SH       Defined  31        5370            0            0
ECLIPSYS CORP                  COM  278856109          146         8188 SH       Sole      8        8188            0            0
ECLIPSYS CORP                  OPT  278856109          -32        -1800 SH  Put  Defined   8           0        -1800            0
ECOLAB INC                     COM  278865100         3718        95345 SH       Sole      8       95345            0            0
ECOLAB INC                     OPT  278865100          640        16400 SH  Call Defined   8           0        16400            0
ECOLAB INC                     OPT  278865100         -210        -5400 SH  Put  Defined   8           0        -5400            0
ECOLAB INC                     COM  278865100           46         1185 SH       Sole      9        1185            0            0
ECOLAB INC                     COM  278865100         1174        30100 SH       Defined  31       30100            0            0
ECOLAB INC                     COM  278865100          727        18648 SH       Defined  32       18648            0            0
EDGE PETE CORP DEL             COM  279862106            0           62 SH       Sole      8          62            0            0
EDGE PETE CORP DEL             OPT  279862106            1         1700 SH  Call Defined   8           0         1700            0
EDGE PETE CORP DEL             OPT  279862106            0        -1100 SH  Put  Defined   8           0        -1100            0
EDISON INTL                    COM  281020107         7395       235077 SH       Sole      8      235077            0            0
EDISON INTL                    OPT  281020107         1174        37300 SH  Call Defined   8           0        37300            0
EDISON INTL                    OPT  281020107        -2431       -77300 SH  Put  Defined   8           0       -77300            0
EDISON INTL                    COM  281020107          324        10286 SH       Sole      9       10286            0            0
EDISON INTL                    COM  281020107           34         1090 SH       Defined  32        1090            0            0
EDUCATION RLTY TR INC          COM  28140H104           48        11078 SH       Sole      9       11078            0            0
EDUCATION RLTY TR INC          COM  28140H104          280        65300 SH       Defined  31       65300            0            0
EDWARDS LIFESCIENCES CORP      COM  28176E108          555         8156 SH       Sole      8        8156            0            0
EDWARDS LIFESCIENCES CORP      OPT  28176E108          926        13600 SH  Call Defined   8           0        13600            0
EDWARDS LIFESCIENCES CORP      OPT  28176E108        -2517       -37000 SH  Put  Defined   8           0       -37000            0
EDWARDS LIFESCIENCES CORP      COM  28176E108          347         5100 SH       Sole      9        5100            0            0
EDWARDS LIFESCIENCES CORP      COM  28176E108          212         3120 SH       Defined  32        3120            0            0
EHEALTH INC                    COM  28238P109           10          553 SH       Sole      8         553            0            0
EINSTEIN NOAH REST GROUP INC   COM  28257U104            2          231 SH       Sole      8         231            0            0
EINSTEIN NOAH REST GROUP INC   COM  28257U104           10         1200 SH       Defined  31        1200            0            0
EL PASO CORP                   COM  28336L109         9458      1024742 SH       Sole      8     1024742            0            0
EL PASO CORP                   OPT  28336L109         1817       196800 SH  Call Defined   8           0       196800            0
EL PASO CORP                   OPT  28336L109        -1199      -130000 SH  Put  Defined   8           0      -130000            0
EL PASO CORP                   COM  28336L109         1659       179725 SH       Sole      9      179725            0            0
EL PASO CORP                   OPT  28336L###          -##        -#### SH  Put  Defined   9           0        -5830            0
EL PASO CORP                   COM  28336L109        25685      2782796 SH       Defined  31     2782796            0            0
EL PASO CORP                   COM  28336L109          322        34881 SH       Defined  32       34881            0            0
EL PASO ELEC CO                COM  283677854           26         1854 SH       Sole      8        1854            0            0
EL PASO ELEC CO                COM  283677854          216        15450 SH       Defined  31       15450            0            0
EL PASO ELEC CO                COM  283677854           12          840 SH       Defined  32         840            0            0
EL PASO ENERGY CAP TR I        COM  283678209            4          125 SH       Sole      8         125            0            0
EL PASO PIPELINE PARTNERS L    COM  283702108           74         4208 SH       Sole      8        4208            0            0
ELAN PLC                       COM  284131208         3287       516132 SH       Sole      8      516132            0            0
ELAN PLC                       OPT  284131208         5856       919300 SH  Call Defined   8           0       919300            0
ELAN PLC                       OPT  284131208        -3084      -484200 SH  Put  Defined   8           0      -484200            0
ELAN PLC                       ADR  284131208          790       124022 SH       Sole      9      124022            0            0
ELAN PLC                       OPT  284131208           54         8365 SH  Call Defined   9           0         8365            0
ELAN PLC                       COM  284131208         8220      1290400 SH       Defined  31     1290400            0            0
ELDORADO GOLD CORP NEW         COM  284902103          409        45735 SH       Sole      8       45735            0            0
ELDORADO GOLD CORP NEW         OPT  284902103          437        48800 SH  Call Defined   8           0        48800            0
ELDORADO GOLD CORP NEW         OPT  284902103         -570       -63700 SH  Put  Defined   8           0       -63700            0
ELDORADO GOLD CORP NEW         COM  284902103           14         1600 SH       Sole      9        1600            0            0
ELDORADO GOLD CORP NEW         COM  284902103         4610       515100 SH       Defined  31      515100            0            0
ELECTRO OPTICAL SCIENCES INC   COM  285192100            1          137 SH       Sole      8         137            0            0
ELECTRO RENT CORP              COM  285218103          104        11000 SH       Sole      8       11000            0            0
ELECTRO RENT CORP              COM  285218103            9          923 SH       Defined  31         923            0            0
ELECTRO SCIENTIFIC INDS        COM  285229100           16         1463 SH       Sole      8        1463            0            0
ELECTRO SCIENTIFIC INDS        COM  285229100            4          316 SH       Defined  31         316            0            0
ELECTRONIC ARTS INC            COM  285512109         8053       370755 SH       Sole      8      370755            0            0
ELECTRONIC ARTS INC            OPT  285512109         9425       433900 SH  Call Defined   8           0       433900            0
ELECTRONIC ARTS INC            OPT  285512109        -2945      -135600 SH  Put  Defined   8           0      -135600            0
ELECTRONIC ARTS INC            COM  285512109          231        10643 SH       Sole      9       10643            0            0
ELECTRONIC ARTS INC            COM  285512109        15289       703898 SH       Defined  31      703898            0            0
ELECTRONIC ARTS INC            COM  285512109          620        28542 SH       Defined  32       28542            0            0
ELECTRONICS FOR IMAGING INC    COM  286082102            0           42 SH       Sole      8          42            0            0
ELECTRONICS FOR IMAGING INC    OPT  286082102          195        18200 SH  Call Defined   8           0        18200            0
ELECTRONICS FOR IMAGING INC    OPT  286082102         -182       -17100 SH  Put  Defined   8           0       -17100            0
ELECTRONICS FOR IMAGING INC    COM  286082102          117        11002 SH       Defined  31       11002            0            0
ELIXIR GAMING TECHNOLOGIES I   COM  28661G105           22       136460 SH       Sole      8      136460            0            0
ELLIS PERRY INTL INC           COM  288853104           37         5132 SH       Sole      8        5132            0            0
ELLIS PERRY INTL INC           COM  288853104          649        89195 SH       Defined  31       89195            0            0
ELOYALTY CORP                  COM  290151307            0           47 SH       Sole      8          47            0            0
EMBARQ CORP                    COM  29078E105         7609       180908 SH       Sole      8      180908            0            0
EMBARQ CORP                    OPT  29078E105          846        20100 SH  Call Defined   8           0        20100            0
EMBARQ CORP                    OPT  29078E105         -912       -21700 SH  Put  Defined   8           0       -21700            0
EMBARQ CORP                    COM  29078E105        10108       240316 SH       Sole      9      240316            0            0
EMBARQ CORP                    COM  29078E105         4849       115278 SH       Defined  31      115278            0            0
EMBARQ CORP                    COM  29078E105          268         6377 SH       Defined  32        6377            0            0
EMBARQ CORP                    COM  29078E105        42060      1000000 SH       Sole     59     1000000            0            0
EMBRAER-EMPRESA BRASILEIRA D   COM  29081M102          273        16506 SH       Sole      8       16506            0            0
EMBRAER-EMPRESA BRASILEIRA D   OPT  29081M102           20         1200 SH  Call Defined   8           0         1200            0
EMBRAER-EMPRESA BRASILEIRA D   OPT  29081M102         -279       -16900 SH  Put  Defined   8           0       -16900            0
EMBRAER-EMPRESA BRASILEIRA D   COM  29081M102         1615        97497 SH       Defined  31       97497            0            0
EMC INS GROUP INC              COM  268664109           92         4400 SH       Sole      8        4400            0            0
EMCOR GROUP INC                COM  29084Q100           87         4327 SH       Sole      8        4327            0            0
EMCOR GROUP INC                COM  29084Q100          179         8874 SH       Sole      9        8874            0            0
EMCOR GROUP INC                COM  29084Q100         5046       250774 SH       Defined  31      250774            0            0
EMCOR GROUP INC                COM  29084Q100           21         1022 SH       Defined  32        1022            0            0
EMCORE CORP                    COM  290846104           70        55436 SH       Sole      8       55436            0            0
EMCORE CORP                    OPT  290846104           -3        -3000 SH  Put  Defined   8           0        -3000            0
EMERGENCY MEDICAL SVCS CORP    COM  29100P102            9          247 SH       Sole      8         247            0            0
EMERGENCY MEDICAL SVCS CORP    COM  29100P102         1395        37900 SH       Defined  31       37900            0            0
EMERGENCY MEDICAL SVCS CORP    COM  29100P102           10          285 SH       Defined  32         285            0            0
EMERGENT BIOSOLUTIONS INC      COM  29089Q105           18         1224 SH       Sole      8        1224            0            0
EMERITUS CORP                  COM  291005106            5          350 SH       Sole      8         350            0            0
EMERSON ELEC CO                COM  291011104        16953       523229 SH       Sole      8      523229            0            0
EMERSON ELEC CO                OPT  291011104         9111       281200 SH  Call Defined   8           0       281200            0
EMERSON ELEC CO                OPT  291011104        -5268      -162600 SH  Put  Defined   8           0      -162600            0
EMERSON ELEC CO                COM  291011104         1333        41148 SH       Sole      9       41148            0            0
EMERSON ELEC CO                COM  291011104         5189       160143 SH       Defined  31      160143            0            0
EMERSON ELEC CO                COM  291011104         2222        68591 SH       Defined  32       68591            0            0
EMPIRE DIST ELEC CO            COM  291641108            1           50 SH       Sole      8          50            0            0
EMPLOYERS HOLDINGS INC         COM  292218104           15         1140 SH       Sole      8        1140            0            0
EMPLOYERS HOLDINGS INC         COM  292218104         2186       161350 SH       Sole      9      161350            0            0
EMPLOYERS HOLDINGS INC         COM  292218104           33         2400 SH       Defined  31        2400            0            0
EMPRESA NACIONAL DE ELCTRCID   ADR  29244T101           38          769 SH       Sole      9         769            0            0
EMPRESA NACIONAL DE ELCTRCID   COM  29244T101         6567       131900 SH       Defined  31      131900            0            0
EMPRESAS ICA S A DE CV         COM  292448206         1418       208900 SH       Defined  31      208900            0            0
EMS TECHNOLOGIES INC           COM  26873N108           31         1490 SH       Sole      8        1490            0            0
EMS TECHNOLOGIES INC           COM  26873N108          182         8696 SH       Defined  31        8696            0            0
EMULEX CORP                    COM  292475209         3298       337142 SH       Sole      8      337142            0            0
EMULEX CORP                    OPT  292475209         2374       242700 SH  Call Defined   8           0       242700            0
EMULEX CORP                    OPT  292475209         -283       -29000 SH  Put  Defined   8           0       -29000            0
EMULEX CORP                    COM  292475209         1411       144300 SH       Sole      9      144300            0            0
ENBRIDGE ENERGY PARTNERS L P   COM  29250R106           40         1049 SH       Defined  32        1049            0            0
ENBRIDGE INC                   COM  29250N105           10          286 SH       Sole      8         286            0            0
ENBRIDGE INC                   COM  29250N105          886        25508 SH       Sole      9       25508            0            0
ENBRIDGE INC                   COM  29250N105         5164       148700 SH       Defined  31      148700            0            0
ENCANA CORP                    COM  292505104         1240        25064 SH       Sole      8       25064            0            0
ENCANA CORP                    OPT  292505104         5996       121200 SH  Call Defined   8           0       121200            0
ENCANA CORP                    OPT  292505104        -6262      -126600 SH  Put  Defined   8           0      -126600            0
ENCANA CORP                    COM  292505104          555        11220 SH       Sole      9       11220            0            0
ENCORE ACQUISITION CO          COM  29255W100           86         2788 SH       Sole      8        2788            0            0
ENCORE ACQUISITION CO          OPT  29255W100          371        12000 SH  Call Defined   8           0        12000            0
ENCORE ACQUISITION CO          OPT  29255W100         -394       -12800 SH  Put  Defined   8           0       -12800            0
ENCORE ACQUISITION CO          COM  29255W100           15          487 SH       Sole      9         487            0            0
ENCORE BANCSHARES INC          COM  29255V201          275        38100 SH       Sole      8       38100            0            0
ENCORE CAP GROUP INC           COM  292554102            3          200 SH       Sole      8         200            0            0
ENCORE CAP GROUP INC           COM  292554102           50         3791 SH       Defined  31        3791            0            0
ENCORE ENERGY PARTNERS LP      COM  29257A106            3          200 SH       Sole      8         200            0            0
ENCORE WIRE CORP               COM  292562105            4          172 SH       Sole      8         172            0            0
ENCORE WIRE CORP               OPT  292562105          773        36200 SH  Call Defined   8           0        36200            0
ENCORE WIRE CORP               OPT  292562105          -32        -1500 SH  Put  Defined   8           0        -1500            0
ENCORE WIRE CORP               COM  292562105            1           38 SH       Defined  31          38            0            0
ENDEAVOUR INTL CORP            COM  29259G101            1          815 SH       Sole      8         815            0            0
ENDO PHARMACEUTICALS HLDGS I   COM  29264F205          615        34342 SH       Sole      8       34342            0            0
ENDO PHARMACEUTICALS HLDGS I   OPT  29264F205          233        13000 SH  Call Defined   8           0        13000            0
ENDO PHARMACEUTICALS HLDGS I   OPT  29264F205         -860       -48000 SH  Put  Defined   8           0       -48000            0
ENDO PHARMACEUTICALS HLDGS I   COM  29264F205        13487       752612 SH       Sole      9      752612            0            0
ENDO PHARMACEUTICALS HLDGS I   COM  29264F205         3388       189038 SH       Defined  31      189038            0            0
ENDO PHARMACEUTICALS HLDGS I   COM  29264F205           12          655 SH       Defined  32         655            0            0
ENDOLOGIX INC                  COM  29266S106            1          329 SH       Sole      8         329            0            0
ENDURANCE SPECIALTY HLDGS LT   COM  G30397106           34         1170 SH       Sole      8        1170            0            0
ENER1 INC                      COM  29267A203          102        18666 SH       Sole      8       18666            0            0
ENER1 INC                      COM  29267A203           19         3548 SH       Sole      9        3548            0            0
ENERGEN CORP                   COM  29265N108         2070        51868 SH       Sole      8       51868            0            0
ENERGEN CORP                   COM  29265N108         5739       143844 SH       Defined  31      143844            0            0
ENERGIZER HLDGS INC            COM  29266R108          115         2208 SH       Sole      8        2208            0            0
ENERGIZER HLDGS INC            OPT  29266R108          842        16100 SH  Call Defined   8           0        16100            0
ENERGIZER HLDGS INC            OPT  29266R108         -402        -7700 SH  Put  Defined   8           0        -7700            0
ENERGIZER HLDGS INC            COM  29266R108         8569       164035 SH       Defined  31      164035            0            0
ENERGIZER HLDGS INC            COM  29266R108          160         3066 SH       Defined  32        3066            0            0
ENERGY CONVERSION DEVICES IN   COM  292659109          179        12640 SH       Sole      8       12640            0            0
ENERGY CONVERSION DEVICES IN   OPT  292659109         1928       136200 SH  Call Defined   8           0       136200            0
ENERGY CONVERSION DEVICES IN   OPT  292659109        -2931      -207200 SH  Put  Defined   8           0      -207200            0
ENERGY CONVERSION DEVICES IN   COM  292659109          577        40755 SH       Sole      9       40755            0            0
ENERGY RECOVERY INC            COM  29270J100            2          257 SH       Sole      8         257            0            0
ENERGY TRANSFER EQUITY L P     COM  29273V100          365        14400 SH       Sole      8       14400            0            0
ENERGY TRANSFER EQUITY L P     OPT  29273V100           44         1700 SH  Call Defined   8           0         1700            0
ENERGY TRANSFER EQUITY L P     OPT  29273V###          -##        -#### SH  Put  Defined   8           0        -2900            0
ENERGY TRANSFER EQUITY L P     COM  29273V100           52         2031 SH       Defined  32        2031            0            0
ENERGY TRANSFER PRTNRS L P     COM  29273R109           91         2251 SH       Sole      8        2251            0            0
ENERGY TRANSFER PRTNRS L P     OPT  29273R109          531        13100 SH  Call Defined   8           0        13100            0
ENERGY TRANSFER PRTNRS L P     OPT  29273R109         -145        -3600 SH  Put  Defined   8           0        -3600            0
ENERGY TRANSFER PRTNRS L P     COM  29273R109           58         1430 SH       Defined  32        1430            0            0
ENERGY XXI (BERMUDA) LTD       COM  G10082108          313       605500 SH       Sole      8      605500            0            0
ENERGYSOLUTIONS INC            COM  292756202            8          889 SH       Sole      8         889            0            0
ENERGYSOLUTIONS INC            COM  292756202            9         1000 SH       Sole      9        1000            0            0
ENERGYSOLUTIONS INC            COM  292756202           10         1035 SH       Defined  31        1035            0            0
ENERGYSOLUTIONS INC            COM  292756202            7          801 SH       Defined  32         801            0            0
ENERNOC INC                    COM  292764107            2           90 SH       Sole      8          90            0            0
ENERNOC INC                    COM  292764107           27         1229 SH       Sole      9        1229            0            0
ENERPLUS RES FD                COM  29274D604          241        11206 SH       Sole      8       11206            0            0
ENERPLUS RES FD                OPT  29274D604          903        42000 SH  Call Defined   8           0        42000            0
ENERPLUS RES FD                OPT  29274D604        -1409       -65600 SH  Put  Defined   8           0       -65600            0
ENERPLUS RES FD                COM  29274D604           32         1500 SH       Sole      9        1500            0            0
ENERPLUS RES FD                COM  29274D604         3696       171990 SH       Defined  31      171990            0            0
ENERSIS S A                    COM  29274F104            0           24 SH       Sole      8          24            0            0
ENERSIS S A                    ADR  29274F104           33         1774 SH       Sole      9        1774            0            0
ENERSIS S A                    COM  29274F104         8055       436100 SH       Defined  31      436100            0            0
ENERSYS                        COM  29275Y102           12          677 SH       Sole      8         677            0            0
ENERSYS                        OPT  29275Y102          206        11300 SH  Call Defined   8           0        11300            0
ENERSYS                        OPT  29275Y###          -##        -#### SH  Put  Defined   8           0        -1400            0
ENERSYS                        COM  29275Y102         1479        81300 SH       Defined  31       81300            0            0
ENERSYS                        COM  29275Y102            9          469 SH       Defined  32         469            0            0
ENGLOBAL CORP                  COM  293306106          233        47333 SH       Sole      8       47333            0            0
ENGLOBAL CORP                  COM  293306106            5          975 SH       Defined  31         975            0            0
ENI S P A                      COM  26874R108         9983       210573 SH       Defined  31      210573            0            0
ENNIS INC                      COM  293389102            2          200 SH       Sole      8         200            0            0
ENNIS INC                      COM  293389102         1127        90450 SH       Defined  31       90450            0            0
ENPRO INDS INC                 COM  29355X107           22         1214 SH       Sole      8        1214            0            0
ENPRO INDS INC                 COM  29355X107            7          380 SH       Defined  31         380            0            0
ENSCO INTL INC                 COM  26874Q100         7815       224113 SH       Sole      8      224113            0            0
ENSCO INTL INC                 OPT  26874Q100         6455       185100 SH  Call Defined   8           0       185100            0
ENSCO INTL INC                 OPT  26874Q100        -2430       -69700 SH  Put  Defined   8           0       -69700            0
ENSCO INTL INC                 COM  26874Q100          469        13445 SH       Sole      9       13445            0            0
ENSCO INTL INC                 COM  26874Q100         4317       123800 SH       Defined  31      123800            0            0
ENSCO INTL INC                 COM  26874Q100          247         7077 SH       Defined  32        7077            0            0
ENSIGN GROUP INC               COM  29358P101            3          184 SH       Sole      8         184            0            0
ENTEGRIS INC                   COM  29362U104            1          385 SH       Sole      8         385            0            0
ENTEGRIS INC                   COM  29362U104          288       105777 SH       Defined  31      105777            0            0
ENTERCOM COMMUNICATIONS CORP   COM  293639100           67        43700 SH       Sole      8       43700            0            0
ENTERGY CORP NEW               COM  29364G103            3           40 SH       Sole      1          40            0            0
ENTERGY CORP NEW               COM  29364G103        14359       185227 SH       Sole      8      185227            0            0
ENTERGY CORP NEW               OPT  29364G103         2187        28200 SH  Call Defined   8           0        28200            0
ENTERGY CORP NEW               OPT  29364G103        -3976       -51300 SH  Put  Defined   8           0       -51300            0
ENTERGY CORP NEW               COM  29364G103         3583        46214 SH       Sole      9       46214            0            0
ENTERGY CORP NEW               OPT  29364G103        -1260       -16256 SH  Put  Defined   9           0       -16256            0
ENTERGY CORP NEW               COM  29364G103        12320       158930 SH       Defined  31      158930            0            0
ENTEROMEDICS INC               COM  29365M109           32         9633 SH       Sole      8        9633            0            0
ENTERPRISE BANCORP INC MASS    COM  293668109          303        25700 SH       Sole      8       25700            0            0
ENTERPRISE FINL SVCS CORP      COM  293712105            0           40 SH       Sole      8          40            0            0
ENTERPRISE GP HLDGS L P        COM  293716106           45         1790 SH       Defined  32        1790            0            0
ENTERPRISE PRODS PARTNERS L    COM  293792107          394        15796 SH       Sole      8       15796            0            0
ENTERPRISE PRODS PARTNERS L    OPT  293792107          497        19900 SH  Call Defined   8           0        19900            0
ENTERPRISE PRODS PARTNERS L    OPT  293792107         -845       -33900 SH  Put  Defined   8           0       -33900            0
ENTERPRISE PRODS PARTNERS L    COM  293792107          205         8237 SH       Defined  32        8237            0            0
ENTERRA ENERGY TR              COM  29381P102           65        50445 SH       Defined  31       50445            0            0
ENTERTAINMENT PPTYS TR         COM  29380T105           43         2078 SH       Sole      8        2078            0            0
ENTRAVISION COMMUNICATIONS C   COM  29382R107           46        95500 SH       Sole      8       95500            0            0
ENTROPIC COMMUNICATIONS INC    COM  29384R105            1          398 SH       Sole      8         398            0            0
ENTRUST INC                    COM  293848107            3         1875 SH       Sole      8        1875            0            0
ENTRUST INC                    COM  293848107           47        25715 SH       Defined  31       25715            0            0
ENZO BIOCHEM INC               COM  294100102           63        14282 SH       Sole      8       14282            0            0
ENZO BIOCHEM INC               OPT  294100102           10         2200 SH  Call Defined   8           0         2200            0
ENZO BIOCHEM INC               OPT  294100102          -14        -3300 SH  Put  Defined   8           0        -3300            0
ENZON PHARMACEUTICALS INC      COM  293904108          424        53636 SH       Sole      8       53636            0            0
ENZON PHARMACEUTICALS INC      OPT  293904108          265        33400 SH  Call Defined   8           0        33400            0
ENZON PHARMACEUTICALS INC      OPT  293904108          -23        -3000 SH  Put  Defined   8           0        -3000            0
EOG RES INC                    COM  26875P101        12497       183992 SH       Sole      8      183992            0            0
EOG RES INC                    OPT  26875P101        26109       384400 SH  Call Defined   8           0       384400            0
EOG RES INC                    OPT  26875P101       -32506      -478600 SH  Put  Defined   8           0      -478600            0
EOG RES INC                    COM  26875P101         2070        30480 SH       Sole      9       30480            0            0
EOG RES INC                    COM  26875P101          572         8419 SH       Defined  32        8419            0            0
EPICEPT CORP                   COM  294264205          218       280029 SH       Defined  31      280029            0            0
EPICOR SOFTWARE CORP           COM  29426L108          306        57668 SH       Sole      8       57668            0            0
EPICOR SOFTWARE CORP           COM  29426L108          188        35531 SH       Defined  31       35531            0            0
EPIQ SYS INC                   COM  26882D109         7943       516481 SH       Sole      8      516481            0            0
EPLUS INC                      COM  294268107            0            2 SH       Sole      8           2            0            0
EPOCH HOLDING CORP             COM  29428R103            6          684 SH       Sole      8         684            0            0
EQT CORP                       COM  26884L109         2546        72942 SH       Sole      8       72942            0            0
EQT CORP                       OPT  26884L109          908        26000 SH  Call Defined   8           0        26000            0
EQT CORP                       OPT  26884L109         -656       -18800 SH  Put  Defined   8           0       -18800            0
EQT CORP                       COM  26884L109           32          924 SH       Sole      9         924            0            0
EQT CORP                       OPT  26884L109            5          142 SH  Call Defined   9           0          142            0
EQT CORP                       COM  26884L109          395        11309 SH       Defined  32       11309            0            0
EQUIFAX INC                    COM  294429105         2153        82472 SH       Sole      8       82472            0            0
EQUIFAX INC                    COM  294429105          219         8393 SH       Sole      9        8393            0            0
EQUIFAX INC                    COM  294429105         1830        70120 SH       Defined  31       70120            0            0
EQUIFAX INC                    COM  294429105          358        13706 SH       Defined  32       13706            0            0
EQUINIX INC                    COM  29444U502         3528        48500 SH       Sole      1       48500            0            0
EQUINIX INC                    BOND 29444UAF3         8946         9996 PRN      Sole      8     9996000            0            0
EQUINIX INC                    BOND 29444UAH9         8364         7844 PRN      Sole      8     7844000            0            0
EQUINIX INC                    COM  29444U502         5451        74937 SH       Sole      8       74937            0            0
EQUINIX INC                    OPT  29444U502         9042       124300 SH  Call Defined   8           0       124300            0
EQUINIX INC                    OPT  29444U502       -14177      -194900 SH  Put  Defined   8           0      -194900            0
EQUINIX INC                    COM  29444U502          204         2800 SH       Sole      9        2800            0            0
EQUINIX INC                    COM  29444U502          437         6014 SH       Defined  31        6014            0            0
EQUINIX INC                    COM  29444U502          146         2005 SH       Defined  32        2005            0            0
EQUINIX INC                    COM  29444U502         5696        78300 SH       Sole     34       78300            0            0
EQUITY LIFESTYLE PPTYS INC     COM  29472R108           56         1498 SH       Sole      8        1498            0            0
EQUITY LIFESTYLE PPTYS INC     COM  29472R108           89         2393 SH       Sole      9        2393            0            0
EQUITY ONE                     COM  294752100           66         5000 SH       Sole      8        5000            0            0
EQUITY ONE                     COM  294752100          214        16122 SH       Sole      9       16122            0            0
EQUITY RESIDENTIAL             COM  29476L107         4153       186828 SH       Sole      8      186828            0            0
EQUITY RESIDENTIAL             OPT  29476L107         1541        69300 SH  Call Defined   8           0        69300            0
EQUITY RESIDENTIAL             OPT  29476L107        -2978      -134000 SH  Put  Defined   8           0      -134000            0
EQUITY RESIDENTIAL             COM  29476L107         5771       259600 SH       Sole      9      259600            0            0
EQUITY RESIDENTIAL             COM  29476L107          186         8358 SH       Defined  32        8358            0            0
ERESEARCHTECHNOLOGY INC        COM  29481V108            8         1261 SH       Sole      8        1261            0            0
ERESEARCHTECHNOLOGY INC        COM  29481V108         2242       361681 SH       Defined  31      361681            0            0
ERICSSON L M TEL CO            COM  294821608          906        92630 SH       Sole      8       92630            0            0
ERICSSON L M TEL CO            OPT  294821608        11595      1185500 SH  Call Defined   8           0      1185500            0
ERICSSON L M TEL CO            OPT  294821608        -3329      -340400 SH  Put  Defined   8           0      -340400            0
ERICSSON L M TEL CO            COM  294821608         2719       278020 SH       Defined  31      278020            0            0
ERIE INDTY CO                  COM  29530P102           32          882 SH       Sole      8         882            0            0
ERIE INDTY CO                  COM  29530P102          241         6727 SH       Sole      9        6727            0            0
ERIE INDTY CO                  COM  29530P102          608        17000 SH       Defined  31       17000            0            0
ERIE INDTY CO                  COM  29530P102           58         1628 SH       Defined  32        1628            0            0
ERP OPER LTD PARTNERSHIP       BOND 26884AAV5         1899         2000 PRN      Sole      8     2000000            0            0
ESCO TECHNOLOGIES INC          COM  296315104           55         1219 SH       Sole      8        1219            0            0
ESCO TECHNOLOGIES INC          COM  296315104         7616       170000 SH       Sole     34      170000            0            0
ESSA BANCORP INC               COM  29667D104            3          200 SH       Sole      8         200            0            0
ESSEX PORTFOLIO L P            BOND 29717PAB3         1664         1763 PRN      Sole      8     1763000            0            0
ESSEX PPTY TR INC              COM  297178105           46          733 SH       Sole      8         733            0            0
ESSEX PPTY TR INC              COM  297178105          176         2822 SH       Sole      9        2822            0            0
ESSEX PPTY TR INC              COM  297178105         5072        81500 SH       Defined  31       81500            0            0
ESTERLINE TECHNOLOGIES CORP    COM  297425100           45         1673 SH       Sole      8        1673            0            0
ESTERLINE TECHNOLOGIES CORP    COM  297425100           66         2420 SH       Defined  31        2420            0            0
ESTERLINE TECHNOLOGIES CORP    COM  297425100            9          326 SH       Defined  32         326            0            0
ETHAN ALLEN INTERIORS INC      COM  297602104           18         1723 SH       Sole      8        1723            0            0
ETHAN ALLEN INTERIORS INC      COM  297602104            8          772 SH       Defined  32         772            0            0
EURONET WORLDWIDE INC          BOND 298736AF6         1858         2126 PRN      Sole      8     2126000            0            0
EURONET WORLDWIDE INC          COM  298736109           17          897 SH       Sole      8         897            0            0
EURONET WORLDWIDE INC          OPT  298736109          222        11400 SH  Call Defined   8           0        11400            0
EURONET WORLDWIDE INC          OPT  298736109          -73        -3800 SH  Put  Defined   8           0        -3800            0
EUROSEAS LTD                   COM  Y23592200            0           31 SH       Sole      8          31            0            0
EV ENERGY PARTNERS LP          COM  26926V107            1           54 SH       Sole      8          54            0            0
EVERCORE PARTNERS INC          COM  29977A105            0           21 SH       Sole      8          21            0            0
EVEREST RE GROUP LTD           COM  G3223R108          264         3692 SH       Sole      8        3692            0            0
EVEREST RE GROUP LTD           COM  G3223R108          272         3800 SH       Sole      9        3800            0            0
EVERGREEN ENERGY INC           COM  30024B104            1          982 SH       Sole      8         982            0            0
EVERGREEN ENERGY INC           COM  30024B104          166       169150 SH       Sole      9      169150            0            0
EVERGREEN SOLAR INC            BOND 30033RAC2            0            0 PRN      Sole      1         317            0            0
EVERGREEN SOLAR INC            COM  30033R108          214        98553 SH       Sole      8       98553            0            0
EVERGREEN SOLAR INC            OPT  30033R108         1131       520900 SH  Call Defined   8           0       520900            0
EVERGREEN SOLAR INC            OPT  30033R108         -103       -47500 SH  Put  Defined   8           0       -47500            0
EVERGREEN SOLAR INC            COM  30033R108          276       127220 SH       Sole      9      127220            0            0
EXACTECH INC                   COM  30064E109            1           59 SH       Sole      8          59            0            0
EXACTECH INC                   COM  30064E109          273        18801 SH       Defined  31       18801            0            0
EXAR CORP                      COM  300645108           13         1777 SH       Sole      8        1777            0            0
EXAR CORP                      COM  300645108          689        95881 SH       Defined  31       95881            0            0
EXCEL MARITIME CARRIERS LTD    COM  V3267N107          459        68265 SH       Sole      8       68265            0            0
EXCO RESOURCES INC             COM  269279402        20458      1583400 SH       Sole      1     1583400            0            0
EXCO RESOURCES INC             COM  269279402         7958       615971 SH       Sole      8      615971            0            0
EXCO RESOURCES INC             OPT  269279402           79         6100 SH  Call Defined   8           0         6100            0
EXCO RESOURCES INC             OPT  269279402        -1735      -134300 SH  Put  Defined   8           0      -134300            0
EXCO RESOURCES INC             COM  269279402         5601       433500 SH       Defined  31      433500            0            0
EXCO RESOURCES INC             COM  269279402           95         7367 SH       Defined  32        7367            0            0
EXELIXIS INC                   COM  30161Q104           58        11927 SH       Sole      8       11927            0            0
EXELIXIS INC                   OPT  30161Q104          960       197100 SH  Call Defined   8           0       197100            0
EXELIXIS INC                   OPT  30161Q104       -10589     -2174500 SH  Put  Defined   8           0     -2174500            0
EXELON CORP                    COM  30161N101        17394       339654 SH       Sole      8      339654            0            0
EXELON CORP                    OPT  30161N101        14662       286300 SH  Call Defined   8           0       286300            0
EXELON CORP                    OPT  30161N101        -2033       -39700 SH  Put  Defined   8           0       -39700            0
EXELON CORP                    COM  30161N101         1986        38776 SH       Sole      9       38776            0            0
EXELON CORP                    COM  30161N101         1475        28808 SH       Defined  32       28808            0            0
EXIDE TECHNOLOGIES             COM  302051206          438       117500 SH       Sole      8      117500            0            0
EXIDE TECHNOLOGIES             COM  302051206            8         2019 SH       Defined  32        2019            0            0
EXLSERVICE HOLDINGS INC        COM  302081104            1          112 SH       Sole      8         112            0            0
EXLSERVICE HOLDINGS INC        COM  302081104           48         4268 SH       Defined  31        4268            0            0
EXPEDIA INC DEL                COM  30212P105         3280       217066 SH       Sole      8      217066            0            0
EXPEDIA INC DEL                OPT  30212P105         6324       418500 SH  Call Defined   8           0       418500            0
EXPEDIA INC DEL                OPT  30212P105        -7139      -472500 SH  Put  Defined   8           0      -472500            0
EXPEDIA INC DEL                COM  30212P105          696        46070 SH       Sole      9       46070            0            0
EXPEDIA INC DEL                COM  30212P105         2250       148913 SH       Defined  31      148913            0            0
EXPEDIA INC DEL                COM  30212P105          269        17803 SH       Defined  32       17803            0            0
EXPEDITORS INTL WASH INC       COM  302130109         4322       129642 SH       Sole      8      129642            0            0
EXPEDITORS INTL WASH INC       OPT  302130109         1748        52400 SH  Call Defined   8           0        52400            0
EXPEDITORS INTL WASH INC       OPT  302130109         -773       -23200 SH  Put  Defined   8           0       -23200            0
EXPEDITORS INTL WASH INC       COM  302130109           75         2248 SH       Sole      9        2248            0            0
EXPEDITORS INTL WASH INC       COM  302130109         2832        84944 SH       Defined  31       84944            0            0
EXPEDITORS INTL WASH INC       COM  302130109          619        18553 SH       Defined  32       18553            0            0
EXPONENT INC                   COM  30214U102            3          104 SH       Sole      8         104            0            0
EXPRESS SCRIPTS INC            COM  302182100        30772       447592 SH       Sole      8      447592            0            0
EXPRESS SCRIPTS INC            OPT  302182100        19134       278300 SH  Call Defined   8           0       278300            0
EXPRESS SCRIPTS INC            OPT  302182100       -46653      -678600 SH  Put  Defined   8           0      -678600            0
EXPRESS SCRIPTS INC            COM  302182100          688        10013 SH       Sole      9       10013            0            0
EXPRESS SCRIPTS INC            COM  302182100         1376        20010 SH       Defined  32       20010            0            0
EXPRESSJET HOLDINGS INC        COM  30218U306           46        33693 SH       Sole      9       33693            0            0
EXTERRAN HLDGS INC             COM  30225X103           89         5566 SH       Sole      8        5566            0            0
EXTERRAN HLDGS INC             OPT  30225X103          241        15000 SH  Call Defined   8           0        15000            0
EXTERRAN HLDGS INC             COM  30225X103           39         2454 SH       Defined  32        2454            0            0
EXTRA SPACE STORAGE INC        COM  30225T102           46         5500 SH       Sole      8        5500            0            0
EXTRA SPACE STORAGE INC        COM  30225T102          294        35242 SH       Sole      9       35242            0            0
EXTRA SPACE STORAGE INC        COM  30225T102          118        14154 SH       Defined  31       14154            0            0
EXTREME NETWORKS INC           COM  30226D106            4         1900 SH       Sole      8        1900            0            0
EXTREME NETWORKS INC           COM  30226D106          116        58242 SH       Defined  31       58242            0            0
EXXON MOBIL CORP               COM  30231G102       209915      3002654 SH       Sole      8     3002654            0            0
EXXON MOBIL CORP               OPT  30231G102       116596      1667800 SH  Call Defined   8           0      1667800            0
EXXON MOBIL CORP               OPT  30231G102      -114323     -1635300 SH  Put  Defined   8           0     -1635300            0
EXXON MOBIL CORP               COM  30231G102        16141       230879 SH       Sole      9      230879            0            0
EXXON MOBIL CORP               OPT  30231G102         1295        18511 SH  Call Defined   9           0        18511            0
EXXON MOBIL CORP               OPT  30231G102        -1208       -17284 SH  Put  Defined   9           0       -17284            0
EXXON MOBIL CORP               COM  30231G102        18225       260690 SH       Defined  32      260690            0            0
EZCHIP SEMICONDUCTOR LIMITED   COM  M4146Y108           18         1120 SH       Sole      8        1120            0            0
EZCORP INC                     COM  302301106          137        12687 SH       Sole      8       12687            0            0
EZCORP INC                     OPT  302301106          129        11900 SH  Call Defined   8           0        11900            0
EZCORP INC                     OPT  302301106         -131       -12200 SH  Put  Defined   8           0       -12200            0
EZCORP INC                     COM  302301106          735        68156 SH       Defined  31       68156            0            0
F M C CORP                     COM  302491303          407         8586 SH       Sole      8        8586            0            0
F M C CORP                     OPT  302491303          180         3800 SH  Call Defined   8           0         3800            0
F M C CORP                     OPT  302491303         -638       -13500 SH  Put  Defined   8           0       -13500            0
F M C CORP                     COM  302491303          161         3400 SH       Sole      9        3400            0            0
F M C CORP                     COM  302491303         5974       126300 SH       Defined  31      126300            0            0
F M C CORP                     COM  302491303          166         3504 SH       Defined  32        3504            0            0
F5 NETWORKS INC                COM  315616102         2018        58307 SH       Sole      8       58307            0            0
F5 NETWORKS INC                OPT  315616102        12194       352300 SH  Call Defined   8           0       352300            0
F5 NETWORKS INC                OPT  315616102        -6254      -180700 SH  Put  Defined   8           0      -180700            0
F5 NETWORKS INC                COM  315616102          144         4149 SH       Defined  32        4149            0            0
FACET BIOTECH CORP             COM  30303Q103           58         6263 SH       Sole      8        6263            0            0
FACTSET RESH SYS INC           COM  303075105         1004        20132 SH       Sole      8       20132            0            0
FACTSET RESH SYS INC           OPT  303075105          150         3000 SH  Call Defined   8           0         3000            0
FACTSET RESH SYS INC           OPT  303075105        -1371       -27500 SH  Put  Defined   8           0       -27500            0
FACTSET RESH SYS INC           COM  303075105         1701        34100 SH       Defined  31       34100            0            0
FACTSET RESH SYS INC           COM  303075105          110         2203 SH       Defined  32        2203            0            0
FACTSET RESH SYS INC           COM  303075105         8977       180000 SH       Sole     34      180000            0            0
FAIR ISAAC CORP                COM  303250104            1           76 SH       Sole      8          76            0            0
FAIR ISAAC CORP                OPT  303250104          171        11000 SH  Call Defined   8           0        11000            0
FAIR ISAAC CORP                OPT  303250104         -117        -7600 SH  Put  Defined   8           0        -7600            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103           91        12954 SH       Sole      8       12954            0            0
FAIRCHILD SEMICONDUCTOR INTL   OPT  303726103           58         8200 SH  Call Defined   8           0         8200            0
FAIRCHILD SEMICONDUCTOR INTL   OPT  303726103         -511       -73200 SH  Put  Defined   8           0       -73200            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103           46         6562 SH       Sole      9        6562            0            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103          560        80100 SH       Defined  31       80100            0            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103           14         1949 SH       Defined  32        1949            0            0
FAIRFAX FINL HLDGS LTD         COM  303901102            6           23 SH       Sole      8          23            0            0
FAIRFAX FINL HLDGS LTD         OPT  303901102         6961        27900 SH  Call Defined   8           0        27900            0
FAIRFAX FINL HLDGS LTD         OPT  303901102        -6636       -26600 SH  Put  Defined   8           0       -26600            0
FAIRFAX FINL HLDGS LTD         COM  303901102           25          100 SH       Sole      9         100            0            0
FAIRFAX FINL HLDGS LTD         COM  303901102        15019        60198 SH       Defined  31       60198            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104           10        17419 SH       Sole      8       17419            0            0
FAIRPOINT COMMUNICATIONS INC   OPT  305560104            0         -300 SH  Put  Defined   8           0         -300            0
FALCONSTOR SOFTWARE INC        COM  306137100           16         3367 SH       Sole      8        3367            0            0
FAMILY DLR STORES INC          COM  307000109         2373        83856 SH       Sole      8       83856            0            0
FAMILY DLR STORES INC          OPT  307000109         2969       104900 SH  Call Defined   8           0       104900            0
FAMILY DLR STORES INC          OPT  307000109         -715       -25300 SH  Put  Defined   8           0       -25300            0
FAMILY DLR STORES INC          COM  307000109          434        15323 SH       Sole      9       15323            0            0
FAMILY DLR STORES INC          COM  307000109        43486      1536600 SH       Defined  31     1536600            0            0
FAMILY DLR STORES INC          COM  307000109          194         6842 SH       Defined  32        6842            0            0
FAMOUS DAVES AMER INC          COM  307068106            2          300 SH       Sole      8         300            0            0
FARMER BROS CO                 COM  307675108            0           19 SH       Sole      8          19            0            0
FARMER BROS CO                 COM  307675108           45         1984 SH       Defined  31        1984            0            0
FARO TECHNOLOGIES INC          COM  311642102           48         3059 SH       Sole      8        3059            0            0
FARO TECHNOLOGIES INC          OPT  311642102           78         5000 SH  Call Defined   8           0         5000            0
FARO TECHNOLOGIES INC          OPT  311642102         -215       -13900 SH  Put  Defined   8           0       -13900            0
FASTENAL CO                    COM  311900104         2184        65846 SH       Sole      8       65846            0            0
FASTENAL CO                    OPT  311900104         3808       114800 SH  Call Defined   8           0       114800            0
FASTENAL CO                    OPT  311900104        -1230       -37100 SH  Put  Defined   8           0       -37100            0
FASTENAL CO                    COM  311900104           30          913 SH       Sole      9         913            0            0
FASTENAL CO                    COM  311900104         9279       279733 SH       Defined  31      279733            0            0
FASTENAL CO                    COM  311900104          362        10925 SH       Defined  32       10925            0            0
FBL FINL GROUP INC             COM  30239F106            7          839 SH       Sole      8         839            0            0
FBL FINL GROUP INC             COM  30239F106           96        11600 SH       Defined  31       11600            0            0
FBR CAPITAL MARKETS CORP       COM  30247C301          209        44543 SH       Sole      8       44543            0            0
FCSTONE GROUP INC              COM  31308T100            0           45 SH       Sole      8          45            0            0
FCSTONE GROUP INC              OPT  31308T100           14         3500 SH  Call Defined   8           0         3500            0
FCSTONE GROUP INC              OPT  31308T###          -##        -#### SH  Put  Defined   8           0        -7000            0
FCSTONE GROUP INC              COM  31308T100            0           61 SH       Defined  31          61            0            0
FEDERAL AGRIC MTG CORP         COM  313148306           76        15800 SH       Sole      8       15800            0            0
FEDERAL HOME LN MTG CORP       COM  313400301          236       379932 SH       Sole      8      379932            0            0
FEDERAL HOME LN MTG CORP       OPT  313400301           13        19500 SH  Call Defined   8           0        19500            0
FEDERAL HOME LN MTG CORP       OPT  313400301            0        -1200 SH  Put  Defined   8           0        -1200            0
FEDERAL HOME LN MTG CORP       COM  313400301          124       200100 SH       Sole      9      200100            0            0
FEDERAL HOME LN MTG CORP       COM  313400301          235       379755 SH       Defined  31      379755            0            0
FEDERAL MOGUL CORP             COM  313549404           14         1458 SH       Sole      8        1458            0            0
FEDERAL MOGUL CORP             COM  313549404          398        42099 SH       Defined  31       42099            0            0
FEDERAL MOGUL CORP             COM  313549404           25         2641 SH       Defined  32        2641            0            0
FEDERAL NATL MTG ASSN          COM  313586109          745      1284847 SH       Sole      8     1284847            0            0
FEDERAL NATL MTG ASSN          OPT  313586109           31        53400 SH  Call Defined   8           0        53400            0
FEDERAL NATL MTG ASSN          OPT  313586109          -12       -21000 SH  Put  Defined   8           0       -21000            0
FEDERAL NATL MTG ASSN          COM  313586109          295       508044 SH       Sole      9      508044            0            0
FEDERAL NATL MTG ASSN          COM  313586109          133       228500 SH       Defined  31      228500            0            0
FEDERAL REALTY INVT TR         COM  313747206           76         1466 SH       Sole      8        1466            0            0
FEDERAL REALTY INVT TR         COM  313747206          311         6040 SH       Sole      9        6040            0            0
FEDERAL REALTY INVT TR         COM  313747206           21          406 SH       Defined  32         406            0            0
FEDERAL SIGNAL CORP            COM  313855108            5          691 SH       Sole      8         691            0            0
FEDERAL SIGNAL CORP            COM  313855108           62         8100 SH       Defined  31        8100            0            0
FEDERATED INVS INC PA          COM  314211103         1155        47938 SH       Sole      8       47938            0            0
FEDERATED INVS INC PA          COM  314211103           15          629 SH       Sole      9         629            0            0
FEDERATED INVS INC PA          COM  314211103          186         7716 SH       Defined  32        7716            0            0
FEDEX CORP                     COM  31428X106        16123       289874 SH       Sole      8      289874            0            0
FEDEX CORP                     OPT  31428X106        40303       724600 SH  Call Defined   8           0       724600            0
FEDEX CORP                     OPT  31428X106        -6535      -117500 SH  Put  Defined   8           0      -117500            0
FEDEX CORP                     COM  31428X106         1123        20193 SH       Sole      9       20193            0            0
FEDEX CORP                     COM  31428X106          730        13117 SH       Defined  32       13117            0            0
FEI CO                         COM  30241L109          219         9577 SH       Sole      8        9577            0            0
FEI CO                         OPT  30241L109          225         9800 SH  Call Defined   8           0         9800            0
FEI CO                         OPT  30241L109         -354       -15500 SH  Put  Defined   8           0       -15500            0
FELCOR LODGING TR INC          COM  31430F101           66        26695 SH       Sole      9       26695            0            0
FEMALE HEALTH CO               COM  314462102            1          120 SH       Sole      8         120            0            0
FERRELLGAS PARTNERS L.P.       COM  315293100           21         1300 SH       Sole      8        1300            0            0
FERRO CORP                     COM  315405100            3         1258 SH       Sole      8        1258            0            0
FERRO CORP                     COM  315405100            0           44 SH       Defined  31          44            0            0
FERRO CORP                     COM  315405100           10         3636 SH       Defined  32        3636            0            0
FGX INTERNATIONAL HLDGS LTD    COM  G3396L102            1          113 SH       Sole      8         113            0            0
FIBERNET TELECOM GRP INC       COM  315653402            1           44 SH       Sole      8          44            0            0
FIBERTOWER CORP                COM  31567R100          363       725045 SH       Sole      8      725045            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105            0           20 SH       Sole      1          20            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105          167        12308 SH       Sole      8       12308            0            0
FIDELITY NATIONAL FINANCIAL    OPT  31620R105         1692       125000 SH  Call Defined   8           0       125000            0
FIDELITY NATIONAL FINANCIAL    OPT  31620R105         -434       -32100 SH  Put  Defined   8           0       -32100            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105          234        17300 SH       Sole      9       17300            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105         5794       428200 SH       Defined  31      428200            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105           42         3091 SH       Defined  32        3091            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106         2000       100240 SH       Sole      8      100240            0            0
FIDELITY NATL INFORMATION SV   OPT  31620M106           62         3100 SH  Call Defined   8           0         3100            0
FIDELITY NATL INFORMATION SV   OPT  31620M###          -##        -#### SH  Put  Defined   8           0        -2800            0
FIDELITY NATL INFORMATION SV   COM  31620M106          292        14649 SH       Sole      9       14649            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106          216        10829 SH       Defined  32       10829            0            0
FIFTH STREET FINANCE CORP      COM  31678A103            7          700 SH       Sole      8         700            0            0
FIFTH STREET FINANCE CORP      COM  31678A103          453        45100 SH       Defined  31       45100            0            0
FIFTH THIRD BANCORP            COM  316773100         3035       427456 SH       Sole      8      427456            0            0
FIFTH THIRD BANCORP            OPT  316773100         3194       449800 SH  Call Defined   8           0       449800            0
FIFTH THIRD BANCORP            OPT  316773100        -2504      -352700 SH  Put  Defined   8           0      -352700            0
FIFTH THIRD BANCORP            COM  316773100           37         5192 SH       Sole      9        5192            0            0
FIFTH THIRD BANCORP            COM  316773100          340        47941 SH       Defined  32       47941            0            0
FINANCIAL FED CORP             COM  317492106           35         1726 SH       Sole      8        1726            0            0
FINISAR                        BOND 31787AAF8          370          500 PRN      Sole      1      500000            0            0
FINISAR                        COM  31787A101          580      1018275 SH       Sole      8     1018275            0            0
FINISAR                        OPT  31787A101            6         9100 SH  Call Defined   8           0         9100            0
FINISAR                        COM  31787A101           46        81421 SH       Defined  31       81421            0            0
FINISH LINE INC                COM  317923100           19         2549 SH       Sole      1        2549            0            0
FINISH LINE INC                COM  317923100           87        11773 SH       Sole      8       11773            0            0
FINISH LINE INC                OPT  317923100          341        45900 SH  Call Defined   8           0        45900            0
FINISH LINE INC                OPT  317923100          -57        -7800 SH  Put  Defined   8           0        -7800            0
FINISH LINE INC                COM  317923100            0            3 SH       Defined  31           3            0            0
FIRST ACCEPTANCE CORP          COM  318457108            0          116 SH       Sole      8         116            0            0
FIRST ADVANTAGE CORP           COM  31845F100            2          100 SH       Sole      8         100            0            0
FIRST AMERN CORP CALIF         COM  318522307          858        33133 SH       Sole      8       33133            0            0
FIRST AMERN CORP CALIF         OPT  318522307         3864       149100 SH  Call Defined   8           0       149100            0
FIRST AMERN CORP CALIF         OPT  318522307        -4381      -169100 SH  Put  Defined   8           0      -169100            0
FIRST AMERN CORP CALIF         COM  318522307           35         1365 SH       Defined  32        1365            0            0
FIRST BANCORP N C              COM  318910106           58         3700 SH       Sole      8        3700            0            0
FIRST BANCORP P R              COM  318672102           11         2688 SH       Sole      8        2688            0            0
FIRST BANCORP P R              COM  318672102            6         1636 SH       Sole      9        1636            0            0
FIRST CALIFORNIA FINANCIAL G   COM  319395109          215        34900 SH       Sole      8       34900            0            0
FIRST CASH FINL SVCS INC       COM  31942D107           55         3147 SH       Sole      8        3147            0            0
FIRST CMNTY BANCSHARES INC N   COM  31983A103           39         3000 SH       Sole      8        3000            0            0
FIRST COMWLTH FINL CORP PA     COM  319829107          105        16583 SH       Sole      8       16583            0            0
FIRST COMWLTH FINL CORP PA     COM  319829107            7         1075 SH       Defined  32        1075            0            0
FIRST CTZNS BANCSHARES INC N   COM  31946M103           33          247 SH       Sole      8         247            0            0
FIRST CTZNS BANCSHARES INC N   COM  31946M103           26          191 SH       Defined  32         191            0            0
FIRST DEFIANCE FINL CORP       COM  32006W106            4          300 SH       Sole      8         300            0            0
FIRST FINANCIAL NORTHWEST IN   COM  32022K102            2          200 SH       Sole      8         200            0            0
FIRST FINL BANCORP OH          COM  320209109           26         3460 SH       Sole      8        3460            0            0
FIRST FINL BANKSHARES          COM  32020R109           54         1064 SH       Sole      8        1064            0            0
FIRST FINL HLDGS INC           COM  320239106            9         1000 SH       Sole      8        1000            0            0
FIRST HORIZON NATL CORP        COM  320517105         1333       111061 SH       Sole      8      111061            0            0
FIRST HORIZON NATL CORP        OPT  320517105         3136       261300 SH  Call Defined   8           0       261300            0
FIRST HORIZON NATL CORP        OPT  320517105         -352       -29400 SH  Put  Defined   8           0       -29400            0
FIRST HORIZON NATL CORP        COM  320517105           99         8223 SH       Sole      9        8223            0            0
FIRST HORIZON NATL CORP        COM  320517105         1950       162481 SH       Defined  31      162481            0            0
FIRST HORIZON NATL CORP        COM  320517105          104         8640 SH       Defined  32        8640            0            0
FIRST INDUSTRIAL REALTY TRUS   COM  32054K103           93        21283 SH       Sole      9       21283            0            0
FIRST LONG IS CORP             COM  320734106           42         1826 SH       Sole      8        1826            0            0
FIRST MERCHANTS CORP           COM  320817109            1           80 SH       Defined  31          80            0            0
FIRST MERCURY FINANCIAL CORP   COM  320841109            4          294 SH       Sole      8         294            0            0
FIRST MERCURY FINANCIAL CORP   COM  320841109          749        54400 SH       Defined  31       54400            0            0
FIRST MIDWEST BANCORP DEL      COM  320867104          520        71164 SH       Sole      8       71164            0            0
FIRST MIDWEST BANCORP DEL      COM  320867104            9         1174 SH       Defined  32        1174            0            0
FIRST NIAGARA FINL GP INC      COM  33582V108         6786       594183 SH       Sole      8      594183            0            0
FIRST NIAGARA FINL GP INC      COM  33582V108           26         2250 SH       Sole      9        2250            0            0
FIRST NIAGARA FINL GP INC      COM  33582V108         1579       138279 SH       Defined  31      138279            0            0
FIRST NIAGARA FINL GP INC      COM  33582V108           11          964 SH       Defined  32         964            0            0
FIRST PL FINL CORP             COM  33610T109          297        95405 SH       Sole      8       95405            0            0
FIRST POTOMAC RLTY TR          COM  33610F109          110        11275 SH       Sole      9       11275            0            0
FIRST POTOMAC RLTY TR          COM  33610F109            1           75 SH       Defined  31          75            0            0
FIRST SOLAR INC                COM  336433107        12299        75824 SH       Sole      8       75824            0            0
FIRST SOLAR INC                OPT  336433107        93168       574400 SH  Call Defined   8           0       574400            0
FIRST SOLAR INC                OPT  336433107      -166546     -1026800 SH  Put  Defined   8           0     -1026800            0
FIRST SOLAR INC                COM  336433107         2285        14086 SH       Sole      9       14086            0            0
FIRST SOLAR INC                COM  336433107         1495         9220 SH       Defined  31        9220            0            0
FIRST SOLAR INC                COM  336433107          449         2766 SH       Defined  32        2766            0            0
FIRST TR ABERDEEN GLBL OPP F   UNIT 337319107            2          124 SH       Sole      8         124            0            0
FIRST TR ACTIVE DIVID INCOME   UNIT 33731L100            3          305 SH       Sole      8         305            0            0
FIRST TR EXCHANGE TRADED FD    UNIT 33733E302         1422        76000 SH       Sole      8       76000            0            0
FIRST TR ISE REVERE NAT GAS    OPT  33734J102           48         3700 SH  Call Defined   8           0         3700            0
FIRST TR ISE REVERE NAT GAS    OPT  33734J###          -##        -#### SH  Put  Defined   8           0        -2100            0
FIRST TR ISE REVERE NAT GAS    UNIT 33734J102            1           93 SH       Sole      8          93            0            0
FIRST TR STRAT HGH INC FD II   UNIT 33735C106            3          731 SH       Sole      8         731            0            0
FIRSTENERGY CORP               COM  337932107         7861       202854 SH       Sole      8      202854            0            0
FIRSTENERGY CORP               OPT  337932107         2081        53700 SH  Call Defined   8           0        53700            0
FIRSTENERGY CORP               OPT  337932107         -488       -12600 SH  Put  Defined   8           0       -12600            0
FIRSTENERGY CORP               COM  337932107         1105        28522 SH       Sole      9       28522            0            0
FIRSTENERGY CORP               COM  337932107          116         2999 SH       Defined  32        2999            0            0
FIRSTMERIT CORP                COM  337915102         1018        59887 SH       Sole      8       59887            0            0
FIRSTMERIT CORP                COM  337915102           59         3496 SH       Sole      9        3496            0            0
FIRSTSERVICE CORP              COM  33761N109            2          200 SH       Sole      8         200            0            0
FISERV INC                     COM  337738108         5343       116881 SH       Sole      8      116881            0            0
FISERV INC                     OPT  337738108         1541        33700 SH  Call Defined   8           0        33700            0
FISERV INC                     OPT  337738108         -722       -15800 SH  Put  Defined   8           0       -15800            0
FISERV INC                     COM  337738108           50         1103 SH       Sole      9        1103            0            0
FISERV INC                     COM  337738108          617        13504 SH       Defined  32       13504            0            0
FISHER COMMUNICATIONS INC      COM  337756209           51         4000 SH       Sole      8        4000            0            0
FISHER COMMUNICATIONS INC      COM  337756209            3          198 SH       Defined  31         198            0            0
FISHER SCIENTIFIC INTL INC     BOND 338032AX3          124          102 PRN      Sole      8      102000            0            0
FIVE STAR QUALITY CARE INC     COM  33832D106          123        64200 SH       Sole      8       64200            0            0
FLAGSTAR BANCORP INC           COM  337930101           13        19658 SH       Sole      8       19658            0            0
FLAGSTAR BANCORP INC           COM  337930101            0           67 SH       Defined  31          67            0            0
FLAMEL TECHNOLOGIES SA         OPT  338488109           82        11600 SH  Call Defined   8           0        11600            0
FLAMEL TECHNOLOGIES SA         OPT  338488109         -126       -18100 SH  Put  Defined   8           0       -18100            0
FLANDERS CORP                  COM  338494107            1          124 SH       Sole      8         124            0            0
FLEXTRONICS INTL LTD           COM  Y2573F102          707       170436 SH       Sole      8      170436            0            0
FLEXTRONICS INTL LTD           COM  Y2573F102         1105       266243 SH       Sole      9      266243            0            0
FLIR SYS INC                   COM  302445101         2254        99906 SH       Sole      8       99906            0            0
FLIR SYS INC                   OPT  302445101          786        34800 SH  Call Defined   8           0        34800            0
FLIR SYS INC                   OPT  302445101         -839       -37200 SH  Put  Defined   8           0       -37200            0
FLIR SYS INC                   COM  302445101          701        31066 SH       Sole      9       31066            0            0
FLIR SYS INC                   COM  302445101        12135       537907 SH       Defined  31      537907            0            0
FLIR SYS INC                   COM  302445101          288        12760 SH       Defined  32       12760            0            0
FLOTEK INDS INC DEL            COM  343389102           76        37524 SH       Sole      8       37524            0            0
FLOTEK INDS INC DEL            OPT  343389102           14         6500 SH  Call Defined   8           0         6500            0
FLOTEK INDS INC DEL            OPT  343389102           -1         -800 SH  Put  Defined   8           0         -800            0
FLOW INTL CORP                 COM  343468104            1          244 SH       Sole      8         244            0            0
FLOW INTL CORP                 COM  343468104           68        28899 SH       Defined  31       28899            0            0
FLOWERS FOODS INC              COM  343498101         1841        84290 SH       Sole      8       84290            0            0
FLOWERS FOODS INC              COM  343498101          190         8700 SH       Sole      9        8700            0            0
FLOWERS FOODS INC              COM  343498101         5080       232598 SH       Defined  31      232598            0            0
FLOWSERVE CORP                 COM  34354P105         4122        59050 SH       Sole      8       59050            0            0
FLOWSERVE CORP                 OPT  34354P105        23261       333200 SH  Call Defined   8           0       333200            0
FLOWSERVE CORP                 OPT  34354P105       -24300      -348100 SH  Put  Defined   8           0      -348100            0
FLOWSERVE CORP                 COM  34354P105           28          396 SH       Sole      9         396            0            0
FLOWSERVE CORP                 COM  34354P105        44860       642600 SH       Defined  31      642600            0            0
FLOWSERVE CORP                 COM  34354P105          377         5402 SH       Defined  32        5402            0            0
FLUOR CORP NEW                 BOND 343412AA0            4            2 PRN      Sole      8        2000            0            0
FLUOR CORP NEW                 COM  343412102        11806       230172 SH       Sole      8      230172            0            0
FLUOR CORP NEW                 OPT  343412102        19881       387600 SH  Call Defined   8           0       387600            0
FLUOR CORP NEW                 OPT  343412102       -37826      -737500 SH  Put  Defined   8           0      -737500            0
FLUOR CORP NEW                 COM  343412102          439         8554 SH       Sole      9        8554            0            0
FLUOR CORP NEW                 COM  343412102          431         8400 SH       Defined  31        8400            0            0
FLUOR CORP NEW                 COM  343412102          857        16705 SH       Defined  32       16705            0            0
FMC TECHNOLOGIES INC           COM  30249U101         2748        73128 SH       Sole      8       73128            0            0
FMC TECHNOLOGIES INC           OPT  30249U101          812        21600 SH  Call Defined   8           0        21600            0
FMC TECHNOLOGIES INC           OPT  30249U101         -248        -6600 SH  Put  Defined   8           0        -6600            0
FMC TECHNOLOGIES INC           COM  30249U101           54         1439 SH       Sole      9        1439            0            0
FMC TECHNOLOGIES INC           COM  30249U101          404        10758 SH       Defined  32       10758            0            0
FNB CORP PA                    COM  302520101          500        80800 SH       Sole      8       80800            0            0
FNB CORP PA                    COM  302520101           32         5114 SH       Sole      9        5114            0            0
FOCUS MEDIA HLDG LTD           OPT  34415V109         2307       286200 SH  Call Defined   8           0       286200            0
FOCUS MEDIA HLDG LTD           OPT  34415V109         -563       -69900 SH  Put  Defined   8           0       -69900            0
FOMENTO ECONOMICO MEXICANO S   COM  344419106           36         1123 SH       Sole      8        1123            0            0
FOMENTO ECONOMICO MEXICANO S   OPT  344419106         2264        70200 SH  Call Defined   8           0        70200            0
FOMENTO ECONOMICO MEXICANO S   OPT  344419106        -3320      -103000 SH  Put  Defined   8           0      -103000            0
FOMENTO ECONOMICO MEXICANO S   ADR  344419106         1209        37500 SH       Sole      9       37500            0            0
FOMENTO ECONOMICO MEXICANO S   COM  344419106         2058        63840 SH       Defined  31       63840            0            0
FOOT LOCKER INC                COM  344849104          184        17541 SH       Sole      8       17541            0            0
FOOT LOCKER INC                OPT  344849104          143        13600 SH  Call Defined   8           0        13600            0
FOOT LOCKER INC                OPT  344849104         -149       -14300 SH  Put  Defined   8           0       -14300            0
FOOT LOCKER INC                COM  344849104         6343       605834 SH       Defined  31      605834            0            0
FOOT LOCKER INC                COM  344849104           18         1711 SH       Defined  32        1711            0            0
FORCE PROTECTION INC           COM  345203202          146        16509 SH       Sole      8       16509            0            0
FORCE PROTECTION INC           OPT  345203202          279        31500 SH  Call Defined   8           0        31500            0
FORCE PROTECTION INC           OPT  345203202         -228       -25800 SH  Put  Defined   8           0       -25800            0
FORD MTR CO CAP TR II          COM  345395206        22691      1030000 SH       Sole      8     1030000            0            0
FORD MTR CO DEL                BOND 345370CF5           61           72 PRN      Sole      8       72000            0            0
FORD MTR CO DEL                COM  345370860        11492      1893198 SH       Sole      8     1893198            0            0
FORD MTR CO DEL                OPT  345370860         6514      1073000 SH  Call Defined   8           0      1073000            0
FORD MTR CO DEL                OPT  345370860       -10698     -1762600 SH  Put  Defined   8           0     -1762600            0
FORD MTR CO DEL                COM  345370860         1146       188732 SH       Sole      9      188732            0            0
FORD MTR CO DEL                OPT  345370860        -6894     -1135767 SH  Put  Defined   9           0     -1135767            0
FORD MTR CO DEL                COM  345370860        35277      5811740 SH       Defined  31     5811740            0            0
FORD MTR CO DEL                COM  345370860          922       151863 SH       Defined  32      151863            0            0
FORD MTR CO DEL                COM  345370860        19725      3249654 SH       Sole     34     3249654            0            0
FOREST CITY ENTERPRISES INC    COM  345550107           19         2836 SH       Sole      8        2836            0            0
FOREST CITY ENTERPRISES INC    COM  345550107           47         7065 SH       Sole      9        7065            0            0
FOREST LABS INC                COM  345838106         9384       373702 SH       Sole      8      373702            0            0
FOREST LABS INC                OPT  345838106          362        14400 SH  Call Defined   8           0        14400            0
FOREST LABS INC                OPT  345838106         -592       -23600 SH  Put  Defined   8           0       -23600            0
FOREST LABS INC                COM  345838106          433        17232 SH       Sole      9       17232            0            0
FOREST LABS INC                COM  345838106         5641       224656 SH       Defined  31      224656            0            0
FOREST LABS INC                COM  345838106          259        10334 SH       Defined  32       10334            0            0
FOREST OIL CORP                COM  346091705         1060        71044 SH       Sole      8       71044            0            0
FOREST OIL CORP                OPT  346091705          861        57700 SH  Call Defined   8           0        57700            0
FOREST OIL CORP                OPT  346091705         -469       -31500 SH  Put  Defined   8           0       -31500            0
FOREST OIL CORP                COM  346091705         3012       201910 SH       Sole      9      201910            0            0
FOREST OIL CORP                OPT  346091705          -49        -3335 SH  Put  Defined   9           0        -3335            0
FOREST OIL CORP                COM  346091705           48         3238 SH       Defined  32        3238            0            0
FORESTAR GROUP INC             COM  346233109          113         9487 SH       Sole      8        9487            0            0
FORMFACTOR INC                 COM  346375108            6          356 SH       Sole      8         356            0            0
FORMFACTOR INC                 OPT  346375108         1761       101900 SH  Call Defined   8           0       101900            0
FORMFACTOR INC                 OPT  346375108         -304       -17600 SH  Put  Defined   8           0       -17600            0
FORRESTER RESH INC             COM  346563109           20          820 SH       Sole      8         820            0            0
FORRESTER RESH INC             COM  346563109          214         8730 SH       Defined  31        8730            0            0
FORTRESS INVESTMENT GROUP LL   COM  34958B106           80        23319 SH       Sole      8       23319            0            0
FORTRESS INVESTMENT GROUP LL   OPT  34958B106           80        23200 SH  Call Defined   8           0        23200            0
FORTRESS INVESTMENT GROUP LL   OPT  34958B###          -##        -#### SH  Put  Defined   8           0        -3700            0
FORTRESS INVESTMENT GROUP LL   COM  34958B106           79        23100 SH       Sole      9       23100            0            0
FORTRESS INVESTMENT GROUP LL   COM  34958B106           41        12102 SH       Defined  32       12102            0            0
FORTUNE BRANDS INC             COM  349631101         3072        88429 SH       Sole      8       88429            0            0
FORTUNE BRANDS INC             OPT  349631101         1519        43700 SH  Call Defined   8           0        43700            0
FORTUNE BRANDS INC             OPT  349631101         -785       -22600 SH  Put  Defined   8           0       -22600            0
FORTUNE BRANDS INC             COM  349631101          258         7432 SH       Sole      9        7432            0            0
FORTUNE BRANDS INC             COM  349631101           40         1143 SH       Defined  32        1143            0            0
FORWARD AIR CORP               COM  349853101           11          526 SH       Sole      8         526            0            0
FORWARD AIR CORP               COM  349853101          159         7443 SH       Defined  31        7443            0            0
FOSSIL INC                     COM  349882100           35         1458 SH       Sole      8        1458            0            0
FOSSIL INC                     OPT  349882100          289        12000 SH  Call Defined   8           0        12000            0
FOSSIL INC                     OPT  349882100         -337       -14000 SH  Put  Defined   8           0       -14000            0
FOSSIL INC                     COM  349882100           11          454 SH       Defined  32         454            0            0
FOSTER L B CO                  COM  350060109           90         3000 SH       Defined  31        3000            0            0
FOSTER WHEELER AG              COM  H27178104         4188       176343 SH       Sole      8      176343            0            0
FOSTER WHEELER AG              COM  H27178104          223         9402 SH       Sole      9        9402            0            0
FOUNDATION COAL HLDGS INC      COM  35039W100          326        11590 SH       Sole      8       11590            0            0
FOUNDATION COAL HLDGS INC      OPT  35039W100         2241        79700 SH  Call Defined   8           0        79700            0
FOUNDATION COAL HLDGS INC      OPT  35039W100        -2237       -79600 SH  Put  Defined   8           0       -79600            0
FOUNDATION COAL HLDGS INC      COM  35039W100         3011       107100 SH       Sole      9      107100            0            0
FOUNDATION COAL HLDGS INC      COM  35039W100           14          491 SH       Defined  32         491            0            0
FPIC INS GROUP INC             COM  302563101            4          143 SH       Sole      8         143            0            0
FPIC INS GROUP INC             COM  302563101          104         3385 SH       Defined  31        3385            0            0
FPL GROUP INC                  COM  302571104          444         7800 SH       Sole      1        7800            0            0
FPL GROUP INC                  COM  302571104        12555       220809 SH       Sole      8      220809            0            0
FPL GROUP INC                  OPT  302571104        13681       240600 SH  Call Defined   8           0       240600            0
FPL GROUP INC                  OPT  302571104       -14209      -249900 SH  Put  Defined   8           0      -249900            0
FPL GROUP INC                  COM  302571104         2741        48206 SH       Sole      9       48206            0            0
FPL GROUP INC                  COM  302571104          408         7177 SH       Defined  32        7177            0            0
FRANCE TELECOM                 COM  35177Q105          504        22112 SH       Defined  31       22112            0            0
FRANKLIN COVEY CO              COM  353469109            1          217 SH       Sole      8         217            0            0
FRANKLIN ELEC INC              COM  353514102            7          284 SH       Sole      8         284            0            0
FRANKLIN ELEC INC              COM  353514102          774        29844 SH       Defined  31       29844            0            0
FRANKLIN RES INC               COM  354613101        10948       152027 SH       Sole      8      152027            0            0
FRANKLIN RES INC               OPT  354613101        19645       272800 SH  Call Defined   8           0       272800            0
FRANKLIN RES INC               OPT  354613101       -31209      -433400 SH  Put  Defined   8           0      -433400            0
FRANKLIN RES INC               COM  354613101          300         4166 SH       Sole      9        4166            0            0
FRANKLIN RES INC               COM  354613101          706         9811 SH       Defined  32        9811            0            0
FRANKLIN STREET PPTYS CORP     COM  35471R106           47         3547 SH       Sole      8        3547            0            0
FREDS INC                      COM  356108100           34         2686 SH       Sole      8        2686            0            0
FREDS INC                      OPT  356108100           81         6400 SH  Call Defined   8           0         6400            0
FREDS INC                      OPT  356108100           -5         -400 SH  Put  Defined   8           0         -400            0
FREDS INC                      COM  356108100          399        31575 SH       Defined  31       31575            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857         7517       150000 SH       Sole      1      150000            0            0
FREEPORT-MCMORAN COPPER & GO   OPT  35671D857            0            0 SH  Call Defined   1           0            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857        17575       350728 SH       Sole      8      350728            0            0
FREEPORT-MCMORAN COPPER & GO   OPT  35671D857        53478      1067200 SH  Call Defined   8           0      1067200            0
FREEPORT-MCMORAN COPPER & GO   OPT  35671D857       -60688     -1211100 SH  Put  Defined   8           0     -1211100            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857         9146       182527 SH       Sole      9      182527            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857         1477        29475 SH       Defined  32       29475            0            0
FREIGHTCAR AMER INC            OPT  357023100          944        56100 SH  Call Defined   8           0        56100            0
FREIGHTCAR AMER INC            OPT  357023100         -112        -6700 SH  Put  Defined   8           0        -6700            0
FREIGHTCAR AMER INC            COM  357023100            3          200 SH       Defined  31         200            0            0
FRESH DEL MONTE PRODUCE INC    COM  G36738105            3          210 SH       Sole      8         210            0            0
FRISCHS RESTAURANTS INC        COM  358748101            0            1 SH       Sole      8           1            0            0
FRONTIER COMMUNICATIONS CORP   COM  35906A108         9952      1393854 SH       Sole      8     1393854            0            0
FRONTIER COMMUNICATIONS CORP   OPT  35906A108          126        17600 SH  Call Defined   8           0        17600            0
FRONTIER COMMUNICATIONS CORP   OPT  35906A108         -115       -16200 SH  Put  Defined   8           0       -16200            0
FRONTIER COMMUNICATIONS CORP   COM  35906A108           71         9900 SH       Sole      9        9900            0            0
FRONTIER COMMUNICATIONS CORP   COM  35906A108         1109       155363 SH       Defined  31      155363            0            0
FRONTIER COMMUNICATIONS CORP   COM  35906A108          167        23434 SH       Defined  32       23434            0            0
FRONTIER FINL CORP WASH        COM  35907K105          290       246066 SH       Sole      8      246066            0            0
FRONTIER OIL CORP              COM  35914P105          732        55872 SH       Sole      8       55872            0            0
FRONTIER OIL CORP              OPT  35914P105         2169       165400 SH  Call Defined   8           0       165400            0
FRONTIER OIL CORP              OPT  35914P105        -3108      -237100 SH  Put  Defined   8           0      -237100            0
FRONTIER OIL CORP              COM  35914P105         2089       159368 SH       Sole      9      159368            0            0
FRONTIER OIL CORP              COM  35914P105           82         6292 SH       Defined  32        6292            0            0
FRONTLINE LTD                  COM  G3682E127          822        33734 SH       Sole      8       33734            0            0
FROZEN FOOD EXPRESS INDS INC   COM  359360104            0          100 SH       Sole      8         100            0            0
FTI CONSULTING INC             COM  302941109           89         1763 SH       Sole      8        1763            0            0
FTI CONSULTING INC             OPT  302941109          969        19100 SH  Call Defined   8           0        19100            0
FTI CONSULTING INC             OPT  302941109        -1268       -25000 SH  Put  Defined   8           0       -25000            0
FTI CONSULTING INC             COM  302941109         5204       102600 SH       Defined  31      102600            0            0
FTI CONSULTING INC             COM  302941109          138         2711 SH       Defined  32        2711            0            0
FUEL SYS SOLUTIONS INC         COM  35952W103         1148        56880 SH       Sole      8       56880            0            0
FUEL SYS SOLUTIONS INC         OPT  35952W103          479        23700 SH  Call Defined   8           0        23700            0
FUEL SYS SOLUTIONS INC         OPT  35952W103         -969       -48000 SH  Put  Defined   8           0       -48000            0
FUEL SYS SOLUTIONS INC         COM  35952W103           40         1957 SH       Sole      9        1957            0            0
FUEL TECH INC                  COM  359523107            1          121 SH       Sole      8         121            0            0
FUEL TECH INC                  OPT  359523107          192        19700 SH  Call Defined   8           0        19700            0
FUEL TECH INC                  OPT  359523107          -19        -2000 SH  Put  Defined   8           0        -2000            0
FUEL TECH INC                  COM  359523107          480        49481 SH       Sole      9       49481            0            0
FUELCELL ENERGY INC            COM  35952H106            8         1809 SH       Sole      8        1809            0            0
FUELCELL ENERGY INC            COM  35952H106          220        52543 SH       Sole      9       52543            0            0
FUELCELL ENERGY INC            COM  35952H106           22         5301 SH       Defined  31        5301            0            0
FULLER H B CO                  COM  359694106          159         8465 SH       Sole      8        8465            0            0
FULLER H B CO                  COM  359694106           11          593 SH       Defined  32         593            0            0
FULTON FINL CORP PA            COM  360271100          817       157434 SH       Sole      8      157434            0            0
FULTON FINL CORP PA            COM  360271100           14         2723 SH       Defined  32        2723            0            0
FUQI INTERNATIONAL INC         COM  36102A207            2           74 SH       Sole      8          74            0            0
FUQI INTERNATIONAL INC         COM  36102A207           78         3778 SH       Defined  31        3778            0            0
FURMANITE CORPORATION          COM  361086101            1          184 SH       Sole      8         184            0            0
FURNITURE BRANDS INTL INC      COM  360921100          365       120400 SH       Defined  31      120400            0            0
FUSHI COPPERWELD INC           COM  36113E107         1083       130976 SH       Defined  31      130976            0            0
FX ENERGY INC                  COM  302695101           57        14833 SH       Sole      8       14833            0            0
FX ENERGY INC                  OPT  302695101           46        11800 SH  Call Defined   8           0        11800            0
FX ENERGY INC                  OPT  302695101          -56       -14700 SH  Put  Defined   8           0       -14700            0
G & K SVCS INC                 COM  361268105           23         1110 SH       Sole      8        1110            0            0
G & K SVCS INC                 COM  361268105          171         8089 SH       Defined  31        8089            0            0
GABELLI CONV & INCOME SECS F   COM  36240B109            1          263 SH       Sole      8         263            0            0
GABELLI GLOBAL MULTIMEDIA TR   UNIT 36239Q109            2          406 SH       Sole      8         406            0            0
GABELLI GLOBAL MULTIMEDIA TR   COM  36239Q109          537       119147 SH       Defined  32      119147            0            0
GAFISA S A                     OPT  362607301          162         9800 SH  Call Defined   8           0         9800            0
GAFISA S A                     OPT  362607301          -90        -5500 SH  Put  Defined   8           0        -5500            0
GAFISA S A                     COM  362607301         2264       137211 SH       Defined  31      137211            0            0
GAINSCO INC                    COM  363127309            0            1 SH       Sole      8           1            0            0
GALLAGHER ARTHUR J & CO        COM  363576109          159         7471 SH       Sole      8        7471            0            0
GALLAGHER ARTHUR J & CO        COM  363576109           68         3183 SH       Sole      9        3183            0            0
GALLAGHER ARTHUR J & CO        COM  363576109          127         5935 SH       Defined  32        5935            0            0
GAMCO INVESTORS INC            COM  361438104           26          541 SH       Sole      8         541            0            0
GAMESTOP CORP NEW              COM  36467W109         1879        85359 SH       Sole      8       85359            0            0
GAMESTOP CORP NEW              OPT  36467W109         5230       237600 SH  Call Defined   8           0       237600            0
GAMESTOP CORP NEW              OPT  36467W109        -9831      -446700 SH  Put  Defined   8           0      -446700            0
GAMESTOP CORP NEW              COM  36467W109          140         6358 SH       Sole      9        6358            0            0
GAMESTOP CORP NEW              COM  36467W109          299        13572 SH       Defined  32       13572            0            0
GAMESTOP CORP NEW              COM  36467W109        11929       542000 SH       Sole     34      542000            0            0
GAMMON GOLD INC                COM  36467T106           13         1978 SH       Sole      8        1978            0            0
GAMMON GOLD INC                COM  36467T106           45         6789 SH       Defined  31        6789            0            0
GANNETT INC                    COM  364730101          771       215966 SH       Sole      8      215966            0            0
GANNETT INC                    OPT  364730101         1986       556200 SH  Call Defined   8           0       556200            0
GANNETT INC                    OPT  364730101         -898      -251600 SH  Put  Defined   8           0      -251600            0
GANNETT INC                    COM  364730101          274        76683 SH       Sole      9       76683            0            0
GANNETT INC                    OPT  364730101            0            0 SH  Put  Defined   9           0            0            0
GANNETT INC                    COM  364730101           86        23967 SH       Defined  32       23967            0            0
GAP INC DEL                    COM  364760108         3871       236009 SH       Sole      8      236009            0            0
GAP INC DEL                    OPT  364760108         9002       548900 SH  Call Defined   8           0       548900            0
GAP INC DEL                    OPT  364760108         -897       -54700 SH  Put  Defined   8           0       -54700            0
GAP INC DEL                    COM  364760108          507        30895 SH       Sole      9       30895            0            0
GAP INC DEL                    COM  364760108          672        40956 SH       Defined  32       40956            0            0
GARDNER DENVER INC             COM  365558105           53         2120 SH       Sole      8        2120            0            0
GARDNER DENVER INC             COM  365558105          896        35600 SH       Defined  31       35600            0            0
GARMIN LTD                     COM  G37260109         1654        69457 SH       Sole      8       69457            0            0
GARMIN LTD                     COM  G37260109          640        26870 SH       Sole      9       26870            0            0
GARMIN LTD                     COM  G37260109         4764       200000 SH       Sole     34      200000            0            0
GARTNER INC                    COM  366651107           11          703 SH       Sole      8         703            0            0
GASCO ENERGY INC               COM  367220100           45       161492 SH       Sole      8      161492            0            0
GATX CORP                      COM  361448103          182         7052 SH       Sole      8        7052            0            0
GATX CORP                      COM  361448103           42         1629 SH       Defined  32        1629            0            0
GAYLORD ENTMT CO NEW           COM  367905106           31         2400 SH       Sole      8        2400            0            0
GENCO SHIPPING & TRADING LTD   COM  Y2685T107          617        28393 SH       Sole      8       28393            0            0
GENCORP INC                    COM  368682100            9         4551 SH       Sole      8        4551            0            0
GENERAL CABLE CORP DEL NEW     COM  369300108           99         2646 SH       Sole      8        2646            0            0
GENERAL CABLE CORP DEL NEW     OPT  369300108         3924       104400 SH  Call Defined   8           0       104400            0
GENERAL CABLE CORP DEL NEW     OPT  369300108        -1382       -36800 SH  Put  Defined   8           0       -36800            0
GENERAL CABLE CORP DEL NEW     COM  369300108          244         6494 SH       Sole      9        6494            0            0
GENERAL CABLE CORP DEL NEW     COM  369300108        16933       450588 SH       Defined  31      450588            0            0
GENERAL CABLE CORP DEL NEW     COM  369300108           24          637 SH       Defined  32         637            0            0
GENERAL COMMUNICATION INC      COM  369385109           92        13252 SH       Sole      8       13252            0            0
GENERAL DYNAMICS CORP          COM  369550108        15109       272766 SH       Sole      8      272766            0            0
GENERAL DYNAMICS CORP          OPT  369550108         3961        71500 SH  Call Defined   8           0        71500            0
GENERAL DYNAMICS CORP          OPT  369550108        -4298       -77600 SH  Put  Defined   8           0       -77600            0
GENERAL DYNAMICS CORP          COM  369550108          573        10349 SH       Sole      9       10349            0            0
GENERAL DYNAMICS CORP          COM  369550108          876        15821 SH       Defined  32       15821            0            0
GENERAL ELECTRIC CO            COM  369604103         1626       138762 SH       Sole      1      138762            0            0
GENERAL ELECTRIC CO            COM  369604103        69117      5897414 SH       Sole      8     5897414            0            0
GENERAL ELECTRIC CO            OPT  369604103        96156      8204400 SH  Call Defined   8           0      8204400            0
GENERAL ELECTRIC CO            OPT  369604103       -89101     -7602500 SH  Put  Defined   8           0     -7602500            0
GENERAL ELECTRIC CO            COM  369604103        34128      2911969 SH       Sole      9     2911969            0            0
GENERAL ELECTRIC CO            OPT  369604103         4384       374020 SH  Call Defined   9           0       374020            0
GENERAL ELECTRIC CO            OPT  369604103       -15122     -1290282 SH  Put  Defined   9           0     -1290282            0
GENERAL ELECTRIC CO            COM  369604103        13582      1158893 SH       Defined  31     1158893            0            0
GENERAL ELECTRIC CO            COM  369604103         4241       361823 SH       Defined  32      361823            0            0
GENERAL ELECTRIC CO            COM  369604103         5274       450000 SH       Sole     34      450000            0            0
GENERAL MARITIME CORP NEW      COM  Y2693R101            4          400 SH       Sole      8         400            0            0
GENERAL MARITIME CORP NEW      COM  Y2693R101           22         2242 SH       Sole      9        2242            0            0
GENERAL MLS INC                COM  370334104         9662       172468 SH       Sole      8      172468            0            0
GENERAL MLS INC                OPT  370334104         9233       164800 SH  Call Defined   8           0       164800            0
GENERAL MLS INC                OPT  370334104        -3663       -65400 SH  Put  Defined   8           0       -65400            0
GENERAL MLS INC                COM  370334104         2839        50679 SH       Sole      9       50679            0            0
GENERAL MLS INC                COM  370334104         1078        19251 SH       Defined  32       19251            0            0
GENERAL STEEL HOLDINGS INC     COM  370853103           30         7452 SH       Sole      8        7452            0            0
GENERAL STEEL HOLDINGS INC     OPT  370853103            8         1900 SH  Call Defined   8           0         1900            0
GENERAL STEEL HOLDINGS INC     OPT  370853103          -19        -5000 SH  Put  Defined   8           0        -5000            0
GENERAL STEEL HOLDINGS INC     COM  370853103          199        50100 SH       Defined  31       50100            0            0
GENESCO INC                    COM  371532102           45         2421 SH       Sole      8        2421            0            0
GENESCO INC                    OPT  371532102           21         1100 SH  Call Defined   8           0         1100            0
GENESCO INC                    OPT  371532102          -13         -700 SH  Put  Defined   8           0         -700            0
GENESCO INC                    COM  371532102           26         1400 SH       Defined  31        1400            0            0
GENESEE & WYO INC              COM  371559105           13          491 SH       Sole      8         491            0            0
GENESEE & WYO INC              OPT  371559105           96         3600 SH  Call Defined   8           0         3600            0
GENESEE & WYO INC              OPT  371559105         -129        -4900 SH  Put  Defined   8           0        -4900            0
GENESEE & WYO INC              COM  371559105          154         5800 SH       Defined  31        5800            0            0
GENESIS LEASE LTD              COM  37183T107          612       142000 SH       Defined  31      142000            0            0
GENOMIC HEALTH INC             COM  37244C101            6          351 SH       Sole      8         351            0            0
GENOPTIX INC                   COM  37243V100           40         1266 SH       Sole      8        1266            0            0
GENOPTIX INC                   COM  37243V100            3           87 SH       Defined  31          87            0            0
GENPACT LIMITED                COM  G3922B107           16         1359 SH       Sole      8        1359            0            0
GEN-PROBE INC NEW              COM  36866T103          312         7250 SH       Sole      8        7250            0            0
GEN-PROBE INC NEW              OPT  36866T103         3179        73900 SH  Call Defined   8           0        73900            0
GEN-PROBE INC NEW              OPT  36866T103         -615       -14300 SH  Put  Defined   8           0       -14300            0
GEN-PROBE INC NEW              COM  36866T103          181         4200 SH       Sole      9        4200            0            0
GEN-PROBE INC NEW              COM  36866T103            6          146 SH       Defined  31         146            0            0
GEN-PROBE INC NEW              COM  36866T103          118         2750 SH       Defined  32        2750            0            0
GENTEK INC                     COM  37245X203            5          206 SH       Sole      8         206            0            0
GENTEK INC                     COM  37245X203           58         2595 SH       Defined  31        2595            0            0
GENTEX CORP                    COM  371901109           56         4796 SH       Sole      8        4796            0            0
GENTEX CORP                    OPT  371901109           93         8000 SH  Call Defined   8           0         8000            0
GENTEX CORP                    COM  371901109           84         7271 SH       Defined  32        7271            0            0
GENTIVA HEALTH SERVICES INC    COM  37247A102           65         3940 SH       Sole      8        3940            0            0
GENUINE PARTS CO               COM  372460105         3169        94428 SH       Sole      8       94428            0            0
GENUINE PARTS CO               COM  372460105          361        10761 SH       Sole      9       10761            0            0
GENUINE PARTS CO               COM  372460105          380        11328 SH       Defined  31       11328            0            0
GENUINE PARTS CO               COM  372460105          224         6688 SH       Defined  32        6688            0            0
GENWORTH FINL INC              COM  37247D106            0           21 SH       Sole      1          21            0            0
GENWORTH FINL INC              COM  37247D106         2264       323949 SH       Sole      8      323949            0            0
GENWORTH FINL INC              OPT  37247D106          720       102900 SH  Call Defined   8           0       102900            0
GENWORTH FINL INC              OPT  37247D106         -228       -32700 SH  Put  Defined   8           0       -32700            0
GENWORTH FINL INC              COM  37247D106          307        43976 SH       Sole      9       43976            0            0
GENWORTH FINL INC              COM  37247D106         4404       630085 SH       Defined  31      630085            0            0
GENWORTH FINL INC              COM  37247D106          273        39104 SH       Defined  32       39104            0            0
GENZYME CORP                   COM  372917104         8222       147693 SH       Sole      8      147693            0            0
GENZYME CORP                   OPT  372917104        37377       671400 SH  Call Defined   8           0       671400            0
GENZYME CORP                   OPT  372917104       -36641      -658200 SH  Put  Defined   8           0      -658200            0
GENZYME CORP                   COM  372917104          465         8344 SH       Sole      9        8344            0            0
GENZYME CORP                   COM  372917104         1277        22931 SH       Defined  32       22931            0            0
GEO GROUP INC                  COM  36159R103           51         2756 SH       Sole      8        2756            0            0
GEOEYE INC                     COM  37250W108          554        23526 SH       Sole      8       23526            0            0
GEOEYE INC                     OPT  37250W108          319        13500 SH  Call Defined   8           0        13500            0
GEOEYE INC                     OPT  37250W108         -494       -21000 SH  Put  Defined   8           0       -21000            0
GEOGLOBAL RESOURCES INC        COM  37249T109           73        76120 SH       Sole      8       76120            0            0
GEOGLOBAL RESOURCES INC        OPT  37249T109            0         -200 SH  Put  Defined   8           0         -200            0
GEOKINETICS INC                COM  372910307            0           30 SH       Sole      8          30            0            0
GEOMET INC DEL                 COM  37250U201          110        99700 SH       Sole      8       99700            0            0
GEORGIA GULF CORP              COM  373200203            6         8690 SH       Sole      8        8690            0            0
GEORGIA GULF CORP              OPT  373200203            1          800 SH  Call Defined   8           0          800            0
GEORGIA GULF CORP              OPT  373200203           -1        -2100 SH  Put  Defined   8           0        -2100            0
GERBER SCIENTIFIC INC          COM  373730100          109        43677 SH       Sole      8       43677            0            0
GERBER SCIENTIFIC INC          COM  373730100          200        79915 SH       Defined  31       79915            0            0
GERDAU AMERISTEEL CORP         COM  37373P105           16         2298 SH       Sole      8        2298            0            0
GERDAU AMERISTEEL CORP         COM  37373P105            4          600 SH       Sole      9         600            0            0
GERDAU S A                     OPT  373737105         5111       488100 SH  Call Defined   8           0       488100            0
GERDAU S A                     OPT  373737105        -4203      -401500 SH  Put  Defined   8           0      -401500            0
GERDAU S A                     ADR  373737105          378        36090 SH       Sole      9       36090            0            0
GERDAU S A                     COM  373737105         3658       349366 SH       Defined  31      349366            0            0
GERON CORP                     COM  374163103         1103       143831 SH       Sole      8      143831            0            0
GERON CORP                     OPT  374163103          949       123600 SH  Call Defined   8           0       123600            0
GERON CORP                     OPT  374163103         -625       -81600 SH  Put  Defined   8           0       -81600            0
GERON CORP                     COM  374163103           69         8976 SH       Defined  31        8976            0            0
GETTY RLTY CORP NEW            COM  374297109            1           52 SH       Sole      8          52            0            0
GETTY RLTY CORP NEW            COM  374297109          664        35200 SH       Defined  31       35200            0            0
GFI GROUP INC                  COM  361652209            7         1094 SH       Sole      8        1094            0            0
GIANT INTERACTIVE GROUP INC    OPT  374511103          119        14600 SH  Call Defined   8           0        14600            0
GIANT INTERACTIVE GROUP INC    OPT  374511103           -3         -400 SH  Put  Defined   8           0         -400            0
GIBRALTAR INDS INC             COM  374689107           11         1614 SH       Sole      8        1614            0            0
GIBRALTAR INDS INC             COM  374689107           27         3918 SH       Defined  31        3918            0            0
GIGAMEDIA LTD                  COM  Y2711Y104          201        34100 SH       Sole      8       34100            0            0
G-III APPAREL GROUP LTD        COM  36237H101            0           34 SH       Sole      8          34            0            0
G-III APPAREL GROUP LTD        COM  36237H101           64         5600 SH       Defined  31        5600            0            0
GILAT SATELLITE NETWORKS LTD   COM  M51474118          876       197381 SH       Sole      9      197381            0            0
GILDAN ACTIVEWEAR INC          COM  375916103           19         1267 SH       Sole      8        1267            0            0
GILDAN ACTIVEWEAR INC          OPT  375916103           49         3300 SH  Call Defined   8           0         3300            0
GILDAN ACTIVEWEAR INC          OPT  375916103          -84        -5700 SH  Put  Defined   8           0        -5700            0
GILDAN ACTIVEWEAR INC          COM  375916103            6          400 SH       Sole      9         400            0            0
GILEAD SCIENCES INC            BOND 375558AG8          107           85 PRN      Sole      8       85000            0            0
GILEAD SCIENCES INC            BOND 375558AH6          953          738 PRN      Sole      8      738000            0            0
GILEAD SCIENCES INC            COM  375558103        30652       654407 SH       Sole      8      654407            0            0
GILEAD SCIENCES INC            OPT  375558103        86818      1853500 SH  Call Defined   8           0      1853500            0
GILEAD SCIENCES INC            OPT  375558103       -13635      -291100 SH  Put  Defined   8           0      -291100            0
GILEAD SCIENCES INC            COM  375558103         1073        22908 SH       Sole      9       22908            0            0
GILEAD SCIENCES INC            OPT  375558103         3135        66915 SH  Call Defined   9           0        66915            0
GILEAD SCIENCES INC            COM  375558103        52066      1111561 SH       Defined  31     1111561            0            0
GILEAD SCIENCES INC            COM  375558103         3579        76410 SH       Defined  32       76410            0            0
GIVEN IMAGING                  COM  M52020100            6          600 SH       Sole      8         600            0            0
GLACIER BANCORP INC NEW        COM  37637Q105          778        52676 SH       Sole      8       52676            0            0
GLADSTONE CAPITAL CORP         COM  376535100            1           84 SH       Sole      8          84            0            0
GLATFELTER                     COM  377316104           35         3900 SH       Sole      8        3900            0            0
GLAXOSMITHKLINE PLC            ADR  37733W105           46         1300 SH       Sole      8        1300            0            0
GLAXOSMITHKLINE PLC            COM  37733W105          120         3401 SH       Sole      8        3401            0            0
GLAXOSMITHKLINE PLC            OPT  37733W105         2573        72800 SH  Call Defined   8           0        72800            0
GLAXOSMITHKLINE PLC            OPT  37733W105        -3290       -93100 SH  Put  Defined   8           0       -93100            0
GLG PARTNERS INC               COM  37929X107           17         4078 SH       Sole      8        4078            0            0
GLG PARTNERS INC               COM  37929X107           34         8253 SH       Defined  31        8253            0            0
GLG PARTNERS INC               COM  37929X107           41        10041 SH       Defined  32       10041            0            0
GLOBAL CASH ACCESS HLDGS INC   COM  378967103           46         5781 SH       Sole      8        5781            0            0
GLOBAL CASH ACCESS HLDGS INC   COM  378967103         1622       203800 SH       Defined  31      203800            0            0
GLOBAL CROSSING LTD            COM  G3921A175            8          891 SH       Sole      8         891            0            0
GLOBAL INDS LTD                BOND 379336AE0         1617         3750 PRN      Sole      8     3750000            0            0
GLOBAL INDS LTD                COM  379336100           50         8879 SH       Sole      8        8879            0            0
GLOBAL INDS LTD                OPT  379336100           39         6800 SH  Call Defined   8           0         6800            0
GLOBAL INDS LTD                OPT  379336100          -37        -6700 SH  Put  Defined   8           0        -6700            0
GLOBAL PARTNERS LP             COM  37946R109            6          300 SH       Sole      8         300            0            0
GLOBAL PMTS INC                COM  37940X102           82         2202 SH       Sole      8        2202            0            0
GLOBAL PMTS INC                OPT  37940X102          259         6900 SH  Call Defined   8           0         6900            0
GLOBAL PMTS INC                OPT  37940X102         -198        -5300 SH  Put  Defined   8           0        -5300            0
GLOBAL PMTS INC                COM  37940X102          170         4541 SH       Defined  32        4541            0            0
GLOBAL SOURCES LTD             COM  G39300101            0           16 SH       Sole      8          16            0            0
GLOBAL TRAFFIC NETWORK INC     COM  37947B103          272        71800 SH       Sole      8       71800            0            0
GLOBECOMM SYSTEMS INC          COM  37956X103          111        15500 SH       Defined  31       15500            0            0
GMX RES INC                    COM  38011M108           15         1454 SH       Sole      8        1454            0            0
GMX RES INC                    OPT  38011M108          245        23000 SH  Call Defined   8           0        23000            0
GMX RES INC                    OPT  38011M108         -462       -43500 SH  Put  Defined   8           0       -43500            0
GOL LINHAS AEREAS INTLG S A    COM  38045R107           17         3000 SH       Sole      8        3000            0            0
GOL LINHAS AEREAS INTLG S A    COM  38045R107          577       101740 SH       Defined  31      101740            0            0
GOLAR LNG LTD BERMUDA          COM  G9456A100            1          163 SH       Sole      8         163            0            0
GOLD FIELDS LTD NEW            ADR  38059T106           57         4710 SH       Sole      8        4710            0            0
GOLD FIELDS LTD NEW            COM  38059T106         6076       504262 SH       Sole      8      504262            0            0
GOLD FIELDS LTD NEW            OPT  38059T106         2290       190000 SH  Call Defined   8           0       190000            0
GOLD FIELDS LTD NEW            OPT  38059T106        -1009       -83800 SH  Put  Defined   8           0       -83800            0
GOLDCORP INC NEW               COM  380956409         2957        85096 SH       Sole      8       85096            0            0
GOLDCORP INC NEW               OPT  380956409        21827       628100 SH  Call Defined   8           0       628100            0
GOLDCORP INC NEW               OPT  380956409       -14765      -424900 SH  Put  Defined   8           0      -424900            0
GOLDCORP INC NEW               COM  380956409         1200        34552 SH       Sole      9       34552            0            0
GOLDEN STAR RES LTD CDA        COM  38119T104            6         3028 SH       Sole      8        3028            0            0
GOLDEN STAR RES LTD CDA        OPT  38119T104            8         3600 SH  Call Defined   8           0         3600            0
GOLDEN STAR RES LTD CDA        OPT  38119T104           -2        -1000 SH  Put  Defined   8           0        -1000            0
GOLDEN STAR RES LTD CDA        COM  38119T104           48        23600 SH       Defined  31       23600            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104        52035       352925 SH       Sole      8      352925            0            0
GOLDMAN SACHS GROUP INC        OPT  38141G104       205355      1392800 SH  Call Defined   8           0      1392800            0
GOLDMAN SACHS GROUP INC        OPT  38141G104      -151892     -1030200 SH  Put  Defined   8           0     -1030200            0
GOLDMAN SACHS GROUP INC        COM  38141G104         6981        47347 SH       Sole      9       47347            0            0
GOLDMAN SACHS GROUP INC        OPT  38141G104         2377        16116 SH  Call Defined   9           0        16116            0
GOLDMAN SACHS GROUP INC        OPT  38141G104        -1279        -8676 SH  Put  Defined   9           0        -8676            0
GOLDMAN SACHS GROUP INC        COM  38141G104         3118        21149 SH       Defined  32       21149            0            0
GOODRICH CORP                  COM  382388106         3939        78829 SH       Sole      8       78829            0            0
GOODRICH CORP                  OPT  382388106         1410        28200 SH  Call Defined   8           0        28200            0
GOODRICH CORP                  OPT  382388106         -469        -9400 SH  Put  Defined   8           0        -9400            0
GOODRICH CORP                  COM  382388106          399         7975 SH       Sole      9        7975            0            0
GOODRICH CORP                  COM  382388106          570        11398 SH       Defined  32       11398            0            0
GOODRICH PETE CORP             COM  382410405          506        20572 SH       Sole      8       20572            0            0
GOODRICH PETE CORP             OPT  382410405         1001        40700 SH  Call Defined   8           0        40700            0
GOODRICH PETE CORP             OPT  382410405        -1559       -63400 SH  Put  Defined   8           0       -63400            0
GOODYEAR TIRE & RUBR CO        COM  382550101         1558       138332 SH       Sole      8      138332            0            0
GOODYEAR TIRE & RUBR CO        OPT  382550101        13895      1234000 SH  Call Defined   8           0      1234000            0
GOODYEAR TIRE & RUBR CO        OPT  382550101        -7664      -680700 SH  Put  Defined   8           0      -680700            0
GOODYEAR TIRE & RUBR CO        COM  382550101           19         1705 SH       Sole      9        1705            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101        10960       973391 SH       Defined  31      973391            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101          296        26283 SH       Defined  32       26283            0            0
GOOGLE INC                     COM  38259P508        71066       168567 SH       Sole      8      168567            0            0
GOOGLE INC                     OPT  38259P508       193637       459300 SH  Call Defined   8           0       459300            0
GOOGLE INC                     OPT  38259P508      -190642      -452200 SH  Put  Defined   8           0      -452200            0
GOOGLE INC                     COM  38259P508         3719         8821 SH       Sole      9        8821            0            0
GOOGLE INC                     COM  38259P508         2002         4748 SH       Defined  31        4748            0            0
GOOGLE INC                     COM  38259P508         8534        20242 SH       Defined  32       20242            0            0
GORMAN RUPP CO                 COM  383082104            1           69 SH       Sole      8          69            0            0
GOVERNMENT PPTYS INCOME TR     COM  38376A103           10          473 SH       Sole      8         473            0            0
GP STRATEGIES CORP             COM  36225V104            1          237 SH       Sole      8         237            0            0
GPO AEROPORTUARIO DEL PAC SA   ADR  400506101          104         4049 SH       Sole      9        4049            0            0
GPO AEROPORTUARIO DEL PAC SA   COM  400506101          133         5200 SH       Defined  31        5200            0            0
GRACE W R & CO DEL NEW         COM  38388F108           54         4323 SH       Sole      8        4323            0            0
GRACE W R & CO DEL NEW         OPT  38388F108         1075        86900 SH  Call Defined   8           0        86900            0
GRACE W R & CO DEL NEW         OPT  38388F108         -379       -30700 SH  Put  Defined   8           0       -30700            0
GRACE W R & CO DEL NEW         COM  38388F108          193        15600 SH       Defined  31       15600            0            0
GRACE W R & CO DEL NEW         COM  38388F108           16         1281 SH       Defined  32        1281            0            0
GRACO INC                      COM  384109104           50         2279 SH       Sole      8        2279            0            0
GRACO INC                      COM  384109104           40         1805 SH       Defined  32        1805            0            0
GRAFTECH INTL LTD              COM  384313102          100         8856 SH       Sole      8        8856            0            0
GRAFTECH INTL LTD              OPT  384313102          308        27200 SH  Call Defined   8           0        27200            0
GRAFTECH INTL LTD              OPT  384313102         -416       -36800 SH  Put  Defined   8           0       -36800            0
GRAFTECH INTL LTD              COM  384313102         2191       193726 SH       Sole      9      193726            0            0
GRAFTECH INTL LTD              COM  384313102         7778       687700 SH       Defined  31      687700            0            0
GRAHAM CORP                    COM  384556106            1           51 SH       Sole      8          51            0            0
GRAINGER W W INC               COM  384802104         3887        47471 SH       Sole      8       47471            0            0
GRAINGER W W INC               OPT  384802104         6182        75500 SH  Call Defined   8           0        75500            0
GRAINGER W W INC               OPT  384802104        -4167       -50900 SH  Put  Defined   8           0       -50900            0
GRAINGER W W INC               COM  384802104          604         7372 SH       Sole      9        7372            0            0
GRAINGER W W INC               COM  384802104          459         5604 SH       Defined  32        5604            0            0
GRAMERCY CAP CORP              COM  384871109           22        13500 SH       Defined  31       13500            0            0
GRAN TIERRA ENERGY INC         COM  38500T101         1222       354300 SH       Defined  31      354300            0            0
GRAND CANYON ED INC            COM  38526M106          528        31470 SH       Sole      8       31470            0            0
GRAND CANYON ED INC            OPT  38526M106          437        26000 SH  Call Defined   8           0        26000            0
GRAND CANYON ED INC            OPT  38526M106         -208       -12400 SH  Put  Defined   8           0       -12400            0
GRANITE CONSTR INC             COM  387328107            8          251 SH       Sole      8         251            0            0
GRANITE CONSTR INC             COM  387328107         2429        73000 SH       Defined  31       73000            0            0
GRANITE CONSTR INC             COM  387328107           13          405 SH       Defined  32         405            0            0
GRAPHIC PACKAGING HLDG CO      COM  388689101            5         2600 SH       Sole      8        2600            0            0
GRAPHIC PACKAGING HLDG CO      COM  388689101          523       285800 SH       Defined  31      285800            0            0
GRAY TELEVISION INC            COM  389375106           42        86500 SH       Sole      8       86500            0            0
GREAT ATLANTIC & PAC TEA INC   COM  390064103          115        27015 SH       Sole      8       27015            0            0
GREAT ATLANTIC & PAC TEA INC   OPT  390064103          176        41200 SH  Call Defined   8           0        41200            0
GREAT ATLANTIC & PAC TEA INC   OPT  390064103         -363       -85600 SH  Put  Defined   8           0       -85600            0
GREAT ATLANTIC & PAC TEA INC   COM  390064103           13         3073 SH       Defined  32        3073            0            0
GREAT BASIN GOLD LTD           COM  390124105            5         3600 SH       Sole      8        3600            0            0
GREAT LAKES DREDGE & DOCK CO   COM  390607109            1          288 SH       Sole      8         288            0            0
GREAT LAKES DREDGE & DOCK CO   COM  390607109          151        31551 SH       Defined  31       31551            0            0
GREAT PLAINS ENERGY INC        COM  391164100          111         7121 SH       Sole      8        7121            0            0
GREAT PLAINS ENERGY INC        OPT  391164100           44         2800 SH  Call Defined   8           0         2800            0
GREAT PLAINS ENERGY INC        OPT  391164100          -69        -4500 SH  Put  Defined   8           0        -4500            0
GREAT PLAINS ENERGY INC        COM  391164100         2032       130686 SH       Sole      9      130686            0            0
GREAT PLAINS ENERGY INC        COM  391164100           22         1394 SH       Defined  32        1394            0            0
GREAT SOUTHN BANCORP INC       COM  390905107            0           15 SH       Sole      8          15            0            0
GREAT WOLF RESORTS INC         COM  391523107            0           20 SH       Sole      8          20            0            0
GREATBATCH INC                 COM  39153L106           23         1016 SH       Sole      8        1016            0            0
GREEN BANKSHARES INC           COM  394361208          216        48200 SH       Sole      8       48200            0            0
GREEN MTN COFFEE ROASTERS IN   COM  393122106        12695       214741 SH       Sole      8      214741            0            0
GREEN MTN COFFEE ROASTERS IN   OPT  393122106         7887       133400 SH  Call Defined   8           0       133400            0
GREEN MTN COFFEE ROASTERS IN   OPT  393122106       -23721      -401250 SH  Put  Defined   8           0      -401250            0
GREEN MTN COFFEE ROASTERS IN   COM  393122106          335         5658 SH       Sole      9        5658            0            0
GREEN MTN COFFEE ROASTERS IN   COM  393122106         7140       120774 SH       Defined  31      120774            0            0
GREEN MTN COFFEE ROASTERS IN   COM  393122106           93         1577 SH       Defined  32        1577            0            0
GREEN PLAINS RENEWABLE ENERG   COM  393222104            1          100 SH       Sole      8         100            0            0
GREENBRIER COS INC             COM  393657101            6          800 SH       Sole      8         800            0            0
GREENBRIER COS INC             COM  393657101            0           21 SH       Defined  31          21            0            0
GREENHILL & CO INC             COM  395259104         2267        31395 SH       Sole      8       31395            0            0
GREENHILL & CO INC             OPT  395259104        -1444       -20000 SH  Put  Defined   8           0       -20000            0
GREENHILL & CO INC             COM  395259104           78         1081 SH       Defined  32        1081            0            0
GREENHUNTER ENERGY INC         COM  39530A104           15         7500 SH       Sole      8        7500            0            0
GREIF INC                      COM  397624107           62         1386 SH       Sole      8        1386            0            0
GREIF INC                      COM  397624206            8          191 SH       Sole      8         191            0            0
GREIF INC                      COM  397624107           15          332 SH       Defined  32         332            0            0
GRIFFON CORP                   COM  398433102          160        19212 SH       Sole      8       19212            0            0
GRIFFON CORP                   COM  398433102         1088       130800 SH       Defined  31      130800            0            0
GROUP 1 AUTOMOTIVE INC         COM  398905109          473        18185 SH       Sole      8       18185            0            0
GROUP 1 AUTOMOTIVE INC         OPT  398905109          815        31300 SH  Call Defined   8           0        31300            0
GROUP 1 AUTOMOTIVE INC         OPT  398905109         -770       -29600 SH  Put  Defined   8           0       -29600            0
GROUP 1 AUTOMOTIVE INC         COM  398905109          148         5700 SH       Defined  31        5700            0            0
GROUPE CGI INC                 COM  39945C109            1          159 SH       Sole      8         159            0            0
GROUPE CGI INC                 COM  39945C109          196        22100 SH       Sole      9       22100            0            0
GRUBB & ELLIS CO               COM  400095204           51        64192 SH       Sole      8       64192            0            0
GRUPO AEROPORTUARIO DEL SURE   ADR  40051E202           79         2021 SH       Sole      9        2021            0            0
GRUPO AEROPORTUARIO DEL SURE   COM  40051E202         1209        31000 SH       Defined  31       31000            0            0
GRUPO RADIO CENTRO S A B DE    COM  40049C102            3          485 SH       Sole      8         485            0            0
GRUPO SIMEC S A B DE C V       COM  400491106            1          100 SH       Sole      8         100            0            0
GRUPO TELEVISA SA DE CV        COM  40049J206         1448        85185 SH       Sole      8       85185            0            0
GRUPO TELEVISA SA DE CV        OPT  40049J206          424        24900 SH  Call Defined   8           0        24900            0
GRUPO TELEVISA SA DE CV        OPT  40049J206         -819       -48200 SH  Put  Defined   8           0       -48200            0
GRUPO TELEVISA SA DE CV        COM  40049J206         5147       302763 SH       Defined  31      302763            0            0
GSE SYS INC                    COM  36227K106            1          119 SH       Sole      8         119            0            0
GSI COMMERCE INC               COM  36238G102           34         2413 SH       Sole      8        2413            0            0
GT SOLAR INTL INC              COM  3623E0209            8         1544 SH       Sole      8        1544            0            0
GT SOLAR INTL INC              COM  3623E0209          107        20105 SH       Sole      9       20105            0            0
GTX INC DEL                    COM  40052B108            2          213 SH       Sole      8         213            0            0
GTX INC DEL                    OPT  40052B108          997       108000 SH  Call Defined   8           0       108000            0
GTX INC DEL                    OPT  40052B108        -2870      -311000 SH  Put  Defined   8           0      -311000            0
GUARANTY FINL GROUP INC        COM  40108N106           31       162145 SH       Sole      8      162145            0            0
GUARANTY FINL GROUP INC        COM  40108N106            7        39414 SH       Defined  31       39414            0            0
GUESS INC                      COM  401617105          344        13331 SH       Sole      8       13331            0            0
GUESS INC                      OPT  401617105          421        16300 SH  Call Defined   8           0        16300            0
GUESS INC                      OPT  401617105        -1967       -76300 SH  Put  Defined   8           0       -76300            0
GUESS INC                      COM  401617105        10387       402927 SH       Defined  31      402927            0            0
GUESS INC                      COM  401617105           26          999 SH       Defined  32         999            0            0
GUIDANCE SOFTWARE INC          COM  401692108          206        55000 SH       Sole      8       55000            0            0
GULF ISLAND FABRICATION INC    COM  402307102           14          861 SH       Sole      8         861            0            0
GULFMARK OFFSHORE INC          COM  402629109          162         5840 SH       Sole      8        5840            0            0
GULFPORT ENERGY CORP           COM  402635304            1          192 SH       Sole      8         192            0            0
GULFPORT ENERGY CORP           COM  402635304          292        42600 SH       Defined  31       42600            0            0
GUSHAN ENVIRONMENTAL ENRGY L   OPT  40330W106           23        10700 SH  Call Defined   8           0        10700            0
GUSHAN ENVIRONMENTAL ENRGY L   OPT  40330W106            0         -100 SH  Put  Defined   8           0         -100            0
GYMBOREE CORP                  COM  403777105         6328       178346 SH       Sole      8      178346            0            0
GYMBOREE CORP                  OPT  403777105         2516        70900 SH  Call Defined   8           0        70900            0
GYMBOREE CORP                  OPT  403777105        -2448       -69000 SH  Put  Defined   8           0       -69000            0
GYMBOREE CORP                  COM  403777105         5876       165611 SH       Defined  31      165611            0            0
H & E EQUIPMENT SERVICES INC   COM  404030108          255        27295 SH       Defined  31       27295            0            0
H & E EQUIPMENT SERVICES INC   COM  404030108           12         1310 SH       Defined  32        1310            0            0
HACKETT GROUP INC              COM  404609109            0          144 SH       Sole      8         144            0            0
HAEMONETICS CORP               COM  405024100           71         1243 SH       Sole      8        1243            0            0
HAIN CELESTIAL GROUP INC       COM  405217100           27         1747 SH       Sole      8        1747            0            0
HAIN CELESTIAL GROUP INC       COM  405217100          166        10606 SH       Sole      9       10606            0            0
HALLIBURTON CO                 COM  406216101        21188      1023581 SH       Sole      8     1023581            0            0
HALLIBURTON CO                 OPT  406216101        31936      1542800 SH  Call Defined   8           0      1542800            0
HALLIBURTON CO                 OPT  406216101       -37090     -1791800 SH  Put  Defined   8           0     -1791800            0
HALLIBURTON CO                 COM  406216101        12696       613343 SH       Sole      9      613343            0            0
HALLIBURTON CO                 OPT  406216101         1496        72247 SH  Call Defined   9           0        72247            0
HALLIBURTON CO                 OPT  406216101        -9968      -481583 SH  Put  Defined   9           0      -481583            0
HALLIBURTON CO                 COM  406216101        20691       999579 SH       Defined  31      999579            0            0
HALLIBURTON CO                 COM  406216101          224        10799 SH       Defined  32       10799            0            0
HALLMARK FINL SVCS INC    EC   COM  40624Q203            1          208 SH       Sole      8         208            0            0
HALOZYME THERAPEUTICS INC      COM  40637H109            8         1181 SH       Sole      8        1181            0            0
HANCOCK HLDG CO                COM  410120109          488        15035 SH       Sole      8       15035            0            0
HANCOCK HLDG CO                COM  410120109            7          201 SH       Defined  31         201            0            0
HANCOCK JOHN INV TRUST         UNIT 41013P749            3          252 SH       Sole      8         252            0            0
HANCOCK JOHN PATRIOT PREM II   UNIT 41013T105            2          299 SH       Sole      8         299            0            0
HANESBRANDS INC                COM  410345102           41         2755 SH       Sole      8        2755            0            0
HANESBRANDS INC                OPT  410345102          688        45800 SH  Call Defined   8           0        45800            0
HANESBRANDS INC                OPT  410345102         -127        -8500 SH  Put  Defined   8           0        -8500            0
HANESBRANDS INC                COM  410345102           89         5931 SH       Defined  32        5931            0            0
HANGER ORTHOPEDIC GROUP INC    COM  41043F208           95         7010 SH       Sole      8        7010            0            0
HANGER ORTHOPEDIC GROUP INC    COM  41043F208           67         4900 SH       Defined  31        4900            0            0
HANMI FINL CORP                COM  410495105          333       190316 SH       Sole      8      190316            0            0
HANOVER COMPRESSOR CO          BOND 410768AE5         7727        10100 PRN      Sole      8    10100000            0            0
HANOVER INS GROUP INC          COM  410867105          153         4014 SH       Sole      8        4014            0            0
HANOVER INS GROUP INC          COM  410867105         4878       127990 SH       Defined  31      127990            0            0
HANOVER INS GROUP INC          COM  410867105           36          934 SH       Defined  32         934            0            0
HANSEN MEDICAL INC             COM  411307101           12         2419 SH       Sole      8        2419            0            0
HANSEN MEDICAL INC             OPT  411307101           48         9700 SH  Call Defined   8           0         9700            0
HANSEN MEDICAL INC             OPT  411307101          -66       -13400 SH  Put  Defined   8           0       -13400            0
HANSEN MEDICAL INC             COM  411307101          172        34802 SH       Defined  31       34802            0            0
HANSEN NAT CORP                COM  411310105         1455        47157 SH       Sole      8       47157            0            0
HANSEN NAT CORP                OPT  411310105         9471       306900 SH  Call Defined   8           0       306900            0
HANSEN NAT CORP                OPT  411310105        -3481      -112800 SH  Put  Defined   8           0      -112800            0
HANSEN NAT CORP                COM  411310105           57         1842 SH       Sole      9        1842            0            0
HANSEN NAT CORP                COM  411310105         1050        34010 SH       Defined  31       34010            0            0
HANSEN NAT CORP                COM  411310105           24          787 SH       Defined  32         787            0            0
HARBIN ELECTRIC INC            COM  41145W109          122         7819 SH       Sole      8        7819            0            0
HARBIN ELECTRIC INC            COM  41145W109          225        14400 SH       Defined  31       14400            0            0
HARDINGE INC                   COM  412324303            0          100 SH       Sole      8         100            0            0
HARLEY DAVIDSON INC            COM  412822108          425        26200 SH       Sole      1       26200            0            0
HARLEY DAVIDSON INC            COM  412822108         2227       137335 SH       Sole      8      137335            0            0
HARLEY DAVIDSON INC            OPT  412822108         5791       357200 SH  Call Defined   8           0       357200            0
HARLEY DAVIDSON INC            OPT  412822108        -4903      -302500 SH  Put  Defined   8           0      -302500            0
HARLEY DAVIDSON INC            COM  412822108         2360       145588 SH       Sole      9      145588            0            0
HARLEYSVILLE GROUP INC         COM  412824104          107         3793 SH       Defined  31        3793            0            0
HARLEYSVILLE GROUP INC         COM  412824104           18          625 SH       Defined  32         625            0            0
HARLEYSVILLE NATL CORP PA      COM  412850109            0           34 SH       Defined  31          34            0            0
HARMAN INTL INDS INC           COM  413086109          892        47438 SH       Sole      8       47438            0            0
HARMAN INTL INDS INC           OPT  413086109          102         5400 SH  Call Defined   8           0         5400            0
HARMAN INTL INDS INC           OPT  413086109         -351       -18700 SH  Put  Defined   8           0       -18700            0
HARMAN INTL INDS INC           COM  413086109          196        10414 SH       Sole      9       10414            0            0
HARMONIC INC                   COM  413160102           92        15619 SH       Sole      8       15619            0            0
HARMONIC INC                   OPT  413160102           51         8500 SH  Call Defined   8           0         8500            0
HARMONIC INC                   OPT  413160102          -37        -6400 SH  Put  Defined   8           0        -6400            0
HARMONIC INC                   COM  413160102          121        20597 SH       Defined  31       20597            0            0
HARMONY GOLD MNG LTD           COM  413216300         4800       465102 SH       Sole      8      465102            0            0
HARMONY GOLD MNG LTD           OPT  413216300         1143       110700 SH  Call Defined   8           0       110700            0
HARMONY GOLD MNG LTD           OPT  413216300        -1016       -98500 SH  Put  Defined   8           0       -98500            0
HARMONY GOLD MNG LTD           ADR  413216300          911        88316 SH       Sole      9       88316            0            0
HARMONY GOLD MNG LTD           COM  413216300         9344       905390 SH       Defined  31      905390            0            0
HARRIS & HARRIS GROUP INC      COM  413833104           37         6351 SH       Defined  31        6351            0            0
HARRIS CORP DEL                COM  413875105         3650       128687 SH       Sole      8      128687            0            0
HARRIS CORP DEL                OPT  413875105         4674       164800 SH  Call Defined   8           0       164800            0
HARRIS CORP DEL                OPT  413875105        -1954       -68900 SH  Put  Defined   8           0       -68900            0
HARRIS CORP DEL                COM  413875105          302        10644 SH       Sole      9       10644            0            0
HARRIS CORP DEL                COM  413875105        51159      1803913 SH       Defined  31     1803913            0            0
HARRIS CORP DEL                COM  413875105          293        10326 SH       Defined  32       10326            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106           60         9308 SH       Sole      8        9308            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106            8         1212 SH       Sole      9        1212            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106         1078       166295 SH       Defined  31      166295            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106            1          195 SH       Defined  32         195            0            0
HARRY WINSTON DIAMOND CORP     COM  41587B100            2          253 SH       Sole      8         253            0            0
HARRY WINSTON DIAMOND CORP     COM  41587B100          222        37305 SH       Defined  31       37305            0            0
HARSCO CORP                    COM  415864107           53         1856 SH       Sole      8        1856            0            0
HARSCO CORP                    COM  415864107          136         4800 SH       Sole      9        4800            0            0
HARSCO CORP                    COM  415864107          114         4043 SH       Defined  32        4043            0            0
HARTE-HANKS INC                COM  416196103           11         1165 SH       Defined  32        1165            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104         9269       780913 SH       Sole      8      780913            0            0
HARTFORD FINL SVCS GROUP INC   OPT  416515104         6971       587200 SH  Call Defined   8           0       587200            0
HARTFORD FINL SVCS GROUP INC   OPT  416515104        -8714      -734200 SH  Put  Defined   8           0      -734200            0
HARTFORD FINL SVCS GROUP INC   COM  416515104          274        23044 SH       Sole      9       23044            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104          190        15996 SH       Defined  32       15996            0            0
HARTFORD INCOME SHS FD INC     UNIT 416537108            1          275 SH       Sole      8         275            0            0
HARVARD BIOSCIENCE INC         COM  416906105            1          176 SH       Sole      8         176            0            0
HARVEST ENERGY TR              COM  41752X101          354        65120 SH       Sole      8       65120            0            0
HARVEST ENERGY TR              OPT  41752X101         -234       -43100 SH  Put  Defined   8           0       -43100            0
HARVEST ENERGY TR              COM  41752X101            3          600 SH       Sole      9         600            0            0
HARVEST ENERGY TR              COM  41752X101         1615       296800 SH       Defined  31      296800            0            0
HARVEST NATURAL RESOURCES IN   COM  41754V103            1          357 SH       Sole      8         357            0            0
HASBRO INC                     BOND 418056AN7           23           19 PRN      Sole      8       19000            0            0
HASBRO INC                     COM  418056107         5263       217122 SH       Sole      8      217122            0            0
HASBRO INC                     OPT  418056107          614        25300 SH  Call Defined   8           0        25300            0
HASBRO INC                     OPT  418056107        -4702      -194000 SH  Put  Defined   8           0      -194000            0
HASBRO INC                     COM  418056107          348        14377 SH       Sole      9       14377            0            0
HASBRO INC                     COM  418056107        20844       859882 SH       Defined  31      859882            0            0
HASBRO INC                     COM  418056107          204         8405 SH       Defined  32        8405            0            0
HATTERAS FINL CORP             COM  41902R103           74         2582 SH       Sole      8        2582            0            0
HATTERAS FINL CORP             COM  41902R103         6474       226445 SH       Defined  31      226445            0            0
HATTERAS FINL CORP             COM  41902R103            7          258 SH       Defined  32         258            0            0
HAVERTY FURNITURE INC          COM  419596101           10         1109 SH       Sole      8        1109            0            0
HAVERTY FURNITURE INC          COM  419596101           31         3400 SH       Defined  31        3400            0            0
HAWAIIAN ELEC INDUSTRIES       COM  419870100           77         4045 SH       Sole      8        4045            0            0
HAWAIIAN HOLDINGS INC          COM  419879101          360        59790 SH       Sole      8       59790            0            0
HAWAIIAN HOLDINGS INC          OPT  419879101           10         1500 SH  Call Defined   8           0         1500            0
HAWAIIAN HOLDINGS INC          OPT  419879101         -133       -22200 SH  Put  Defined   8           0       -22200            0
HAWAIIAN HOLDINGS INC          COM  419879101         1354       224923 SH       Defined  31      224923            0            0
HAWK CORP                      COM  420089104            0            8 SH       Sole      8           8            0            0
HAWKINS INC                    COM  420261109            1           62 SH       Sole      8          62            0            0
HAYNES INTERNATIONAL INC       COM  420877201           36         1514 SH       Defined  31        1514            0            0
HCC INS HLDGS INC              COM  404132102          107         4476 SH       Sole      8        4476            0            0
HCC INS HLDGS INC              OPT  404132102          159         6600 SH  Call Defined   8           0         6600            0
HCC INS HLDGS INC              COM  404132102         2737       113995 SH       Defined  31      113995            0            0
HCC INS HLDGS INC              COM  404132102           24         1008 SH       Defined  32        1008            0            0
HCP INC                        COM  40414L109         3467       163604 SH       Sole      8      163604            0            0
HCP INC                        COM  40414L109         5778       272674 SH       Sole      9      272674            0            0
HCP INC                        COM  40414L109          296        13955 SH       Defined  32       13955            0            0
HDFC BANK LTD                  OPT  40415F101         3094        30000 SH  Call Defined   8           0        30000            0
HDFC BANK LTD                  ADR  40415F101          220         2135 SH       Sole      9        2135            0            0
HDFC BANK LTD                  COM  40415F101        16014       155283 SH       Defined  31      155283            0            0
HEADWATERS INC                 COM  42210P102            2          635 SH       Sole      8         635            0            0
HEADWATERS INC                 OPT  42210P102          113        33500 SH  Call Defined   8           0        33500            0
HEADWATERS INC                 OPT  42210P102          -56       -16800 SH  Put  Defined   8           0       -16800            0
HEADWATERS INC                 BOND 42210PAB8         4303         8005 PRN      Sole      9     8005000            0            0
HEADWATERS INC                 COM  42210P102          363       108089 SH       Sole      9      108089            0            0
HEALTH CARE REIT INC           COM  42217K106         3123        91582 SH       Sole      8       91582            0            0
HEALTH CARE REIT INC           COM  42217K502            6          203 SH       Sole      8         203            0            0
HEALTH CARE REIT INC           COM  42217K106         5428       159167 SH       Sole      9      159167            0            0
HEALTH CARE REIT INC           COM  42217K106         1085        31825 SH       Defined  31       31825            0            0
HEALTH CARE REIT INC           COM  42217K106          236         6914 SH       Defined  32        6914            0            0
HEALTH GRADES INC              COM  42218Q102            1          177 SH       Sole      8         177            0            0
HEALTH MGMT ASSOC INC NEW      COM  421933102           73        14863 SH       Sole      8       14863            0            0
HEALTH MGMT ASSOC INC NEW      COM  421933102          473        95681 SH       Defined  31       95681            0            0
HEALTH MGMT ASSOC INC NEW      COM  421933102           87        17512 SH       Defined  32       17512            0            0
HEALTH NET INC                 COM  42222G108           68         4365 SH       Sole      8        4365            0            0
HEALTH NET INC                 OPT  42222G108          644        41400 SH  Call Defined   8           0        41400            0
HEALTH NET INC                 OPT  42222G108         -125        -8100 SH  Put  Defined   8           0        -8100            0
HEALTH NET INC                 COM  42222G108         2207       141900 SH       Defined  31      141900            0            0
HEALTH NET INC                 COM  42222G108           54         3504 SH       Defined  32        3504            0            0
HEALTHCARE RLTY TR             COM  421946104          102         6047 SH       Sole      9        6047            0            0
HEALTHCARE SVCS GRP INC        COM  421906108           37         2058 SH       Sole      8        2058            0            0
HEALTHCARE SVCS GRP INC        COM  421906108          350        19551 SH       Defined  31       19551            0            0
HEALTHSOUTH CORP               COM  421924309           86         5983 SH       Sole      8        5983            0            0
HEALTHSOUTH CORP               OPT  421924309          184        12700 SH  Call Defined   8           0        12700            0
HEALTHSOUTH CORP               OPT  421924309         -105        -7300 SH  Put  Defined   8           0        -7300            0
HEALTHSOUTH CORP               COM  421924309         2186       151365 SH       Defined  31      151365            0            0
HEALTHSPRING INC               COM  42224N101           24         2175 SH       Sole      8        2175            0            0
HEALTHWAYS INC                 COM  422245100          127         9448 SH       Sole      8        9448            0            0
HEALTHWAYS INC                 OPT  422245100            3          200 SH  Call Defined   8           0          200            0
HEALTHWAYS INC                 OPT  422245100         -122        -9100 SH  Put  Defined   8           0        -9100            0
HEALTHWAYS INC                 COM  422245100           32         2416 SH       Defined  31        2416            0            0
HEARTLAND EXPRESS INC          COM  422347104           21         1429 SH       Sole      8        1429            0            0
HEARTLAND EXPRESS INC          COM  422347104         1129        76729 SH       Defined  31       76729            0            0
HEARTLAND EXPRESS INC          COM  422347104           14          968 SH       Defined  32         968            0            0
HEARTLAND PMT SYS INC          COM  42235N108           10         1059 SH       Sole      8        1059            0            0
HEARTLAND PMT SYS INC          COM  42235N108           30         3100 SH       Defined  31        3100            0            0
HEARTWARE INTL INC             COM  422368100            1           33 SH       Sole      8          33            0            0
HECKMANN CORP                  COM  422680108          573       152800 SH       Sole      8      152800            0            0
HECKMANN CORP                  OPT  422680108            4         1000 SH  Call Defined   8           0         1000            0
HECLA MNG CO                   COM  422704106           60        22305 SH       Sole      8       22305            0            0
HECLA MNG CO                   OPT  422704106          404       150500 SH  Call Defined   8           0       150500            0
HECLA MNG CO                   OPT  422704106         -337      -126100 SH  Put  Defined   8           0      -126100            0
HEICO CORP NEW                 COM  422806109            6          177 SH       Sole      8         177            0            0
HEICO CORP NEW                 COM  422806109           33          900 SH       Defined  31         900            0            0
HEICO CORP NEW                 COM  422806208          521        17800 SH       Defined  31       17800            0            0
HEIDRICK & STRUGGLES INTL IN   COM  422819102           30         1667 SH       Sole      8        1667            0            0
HEIDRICK & STRUGGLES INTL IN   COM  422819102          142         7800 SH       Defined  31        7800            0            0
HEIDRICK & STRUGGLES INTL IN   COM  422819102         3650       200000 SH       Sole     34      200000            0            0
HEINZ H J CO                   COM  423074103         9193       257512 SH       Sole      8      257512            0            0
HEINZ H J CO                   OPT  423074103         4824       135100 SH  Call Defined   8           0       135100            0
HEINZ H J CO                   OPT  423074103        -5529      -154900 SH  Put  Defined   8           0      -154900            0
HEINZ H J CO                   COM  423074103         1140        31943 SH       Sole      9       31943            0            0
HEINZ H J CO                   COM  423074103        14191       397500 SH       Defined  31      397500            0            0
HEINZ H J CO                   COM  423074103          822        23032 SH       Defined  32       23032            0            0
HELEN OF TROY CORP LTD         COM  G4388N106           30         1773 SH       Sole      8        1773            0            0
HELIOS STRATEGIC MTG INCOME    UNIT 42327M109            4          580 SH       Sole      8         580            0            0
HELIX ENERGY SOLUTIONS GRP I   COM  42330P107          502        46156 SH       Sole      8       46156            0            0
HELIX ENERGY SOLUTIONS GRP I   OPT  42330P107         1141       104900 SH  Call Defined   8           0       104900            0
HELIX ENERGY SOLUTIONS GRP I   OPT  42330P107         -550       -50600 SH  Put  Defined   8           0       -50600            0
HELIX ENERGY SOLUTIONS GRP I   COM  42330P107         1950       179420 SH       Sole      9      179420            0            0
HELIX ENERGY SOLUTIONS GRP I   COM  42330P107         4483       412450 SH       Defined  31      412450            0            0
HELIX ENERGY SOLUTIONS GRP I   COM  42330P107           18         1644 SH       Defined  32        1644            0            0
HELLENIC TELECOM ORGANIZATN    COM  423325307           40         5200 SH       Defined  31        5200            0            0
HELMERICH & PAYNE INC          COM  423452101         5864       189964 SH       Sole      8      189964            0            0
HELMERICH & PAYNE INC          OPT  423452101         1383        44800 SH  Call Defined   8           0        44800            0
HELMERICH & PAYNE INC          OPT  423452101        -1169       -37900 SH  Put  Defined   8           0       -37900            0
HELMERICH & PAYNE INC          COM  423452101           14          438 SH       Sole      9         438            0            0
HEMISPHERX BIOPHARMA INC       COM  42366C103            2          849 SH       Sole      8         849            0            0
HENRY JACK & ASSOC INC         COM  426281101           13          642 SH       Sole      8         642            0            0
HENRY JACK & ASSOC INC         COM  426281101            9          452 SH       Defined  32         452            0            0
HERBALIFE LTD                  COM  G4412G101          972        30799 SH       Sole      8       30799            0            0
HERCULES OFFSHORE INC          COM  427093109          114        28822 SH       Sole      8       28822            0            0
HERCULES OFFSHORE INC          OPT  427093109          187        47100 SH  Call Defined   8           0        47100            0
HERCULES OFFSHORE INC          OPT  427093109         -165       -41900 SH  Put  Defined   8           0       -41900            0
HERCULES OFFSHORE INC          COM  427093109           52        13238 SH       Sole      9       13238            0            0
HERCULES TECH GROWTH CAP INC   COM  427096508           18         2119 SH       Sole      8        2119            0            0
HERCULES TECH GROWTH CAP INC   COM  427096508          114        13555 SH       Defined  31       13555            0            0
HERITAGE COMMERCE CORP         COM  426927109          231        62000 SH       Sole      8       62000            0            0
HERITAGE CRYSTAL CLEAN INC     COM  42726M106            0           17 SH       Sole      8          17            0            0
HERITAGE FINL GROUP            COM  42725U109            0            1 SH       Sole      8           1            0            0
HERLEY INDS INC DEL            COM  427398102            4          400 SH       Sole      8         400            0            0
HERSHA HOSPITALITY TR          COM  427825104            2          995 SH       Sole      8         995            0            0
HERSHA HOSPITALITY TR          COM  427825104           49        19842 SH       Sole      9       19842            0            0
HERSHEY CO                     COM  427866108         3044        84550 SH       Sole      8       84550            0            0
HERSHEY CO                     OPT  427866108         1980        55000 SH  Call Defined   8           0        55000            0
HERSHEY CO                     OPT  427866108         -968       -26900 SH  Put  Defined   8           0       -26900            0
HERSHEY CO                     COM  427866108           42         1171 SH       Sole      9        1171            0            0
HERSHEY CO                     COM  427866108          289         8033 SH       Defined  32        8033            0            0
HERTZ GLOBAL HOLDINGS INC      BOND 42805TAA3         1001          870 PRN      Sole      8      870000            0            0
HERTZ GLOBAL HOLDINGS INC      COM  42805T105         1212       151646 SH       Sole      8      151646            0            0
HERTZ GLOBAL HOLDINGS INC      COM  42805T105           58         7243 SH       Defined  32        7243            0            0
HESS CORP                      COM  42809H107        19276       358622 SH       Sole      8      358622            0            0
HESS CORP                      OPT  42809H107        12508       232700 SH  Call Defined   8           0       232700            0
HESS CORP                      OPT  42809H107       -15480      -288000 SH  Put  Defined   8           0      -288000            0
HESS CORP                      COM  42809H107         6306       117315 SH       Sole      9      117315            0            0
HESS CORP                      COM  42809H107          799        14874 SH       Defined  32       14874            0            0
HEWITT ASSOCS INC              COM  42822Q100         1217        40855 SH       Sole      8       40855            0            0
HEWITT ASSOCS INC              OPT  42822Q100         3270       109800 SH  Call Defined   8           0       109800            0
HEWITT ASSOCS INC              OPT  42822Q100         -247        -8300 SH  Put  Defined   8           0        -8300            0
HEWITT ASSOCS INC              COM  42822Q100          292         9800 SH       Sole      9        9800            0            0
HEWITT ASSOCS INC              COM  42822Q100          113         3805 SH       Defined  32        3805            0            0
HEWLETT PACKARD CO             COM  428236103        53353      1380412 SH       Sole      8     1380412            0            0
HEWLETT PACKARD CO             OPT  428236103        62130      1607500 SH  Call Defined   8           0      1607500            0
HEWLETT PACKARD CO             OPT  428236103       -29768      -770200 SH  Put  Defined   8           0      -770200            0
HEWLETT PACKARD CO             COM  428236103         2552        66021 SH       Sole      9       66021            0            0
HEWLETT PACKARD CO             OPT  428236103         4001       103500 SH  Call Defined   9           0       103500            0
HEWLETT PACKARD CO             OPT  428236103        -1322       -34205 SH  Put  Defined   9           0       -34205            0
HEWLETT PACKARD CO             COM  428236103         7241       187349 SH       Defined  32      187349            0            0
HEXCEL CORP NEW                COM  428291108           36         3820 SH       Sole      8        3820            0            0
HEXCEL CORP NEW                OPT  428291108          188        19700 SH  Call Defined   8           0        19700            0
HEXCEL CORP NEW                OPT  428291108         -135       -14200 SH  Put  Defined   8           0       -14200            0
HHGREGG INC                    COM  42833L108            5          332 SH       Sole      8         332            0            0
HIBBETT SPORTS INC             COM  428567101           32         1757 SH       Sole      8        1757            0            0
HIBBETT SPORTS INC             OPT  428567101          900        50000 SH  Call Defined   8           0        50000            0
HIBBETT SPORTS INC             OPT  428567101         -360       -20000 SH  Put  Defined   8           0       -20000            0
HICKORY TECH CORP              COM  429060106            1           98 SH       Sole      8          98            0            0
HIGHWOODS PPTYS INC            COM  431284108            3          138 SH       Sole      8         138            0            0
HIGHWOODS PPTYS INC            COM  431284108          161         7188 SH       Sole      9        7188            0            0
HILAND PARTNERS L P            COM  431291103          122        16700 SH       Sole      9       16700            0            0
HILL INTERNATIONAL INC         COM  431466101            1          170 SH       Sole      8         170            0            0
HILL ROM HLDGS INC             COM  431475102           25         1539 SH       Sole      8        1539            0            0
HILL ROM HLDGS INC             OPT  431475102           72         4400 SH  Call Defined   8           0         4400            0
HILL ROM HLDGS INC             COM  431475102            3          200 SH       Sole      9         200            0            0
HILL ROM HLDGS INC             COM  431475102           46         2828 SH       Defined  32        2828            0            0
HILLENBRAND INC                COM  431571108          104         6276 SH       Sole      8        6276            0            0
HILLENBRAND INC                COM  431571108           17         1000 SH       Defined  31        1000            0            0
HILLENBRAND INC                COM  431571108           21         1254 SH       Defined  32        1254            0            0
HILLTOP HOLDINGS INC           COM  432748101            1          100 SH       Sole      8         100            0            0
HILLTOP HOLDINGS INC           COM  432748101           48         4011 SH       Defined  31        4011            0            0
HIMAX TECHNOLOGIES INC         COM  43289P106           96        25563 SH       Defined  31       25563            0            0
HITACHI LIMITED                COM  433578507         2772        89500 SH       Defined  31       89500            0            0
HI-TECH PHARMACAL INC          COM  42840B101            0           14 SH       Sole      8          14            0            0
HITTITE MICROWAVE CORP         COM  43365Y104           15          437 SH       Sole      8         437            0            0
HITTITE MICROWAVE CORP         COM  43365Y104         1476        42461 SH       Defined  31       42461            0            0
HITTITE MICROWAVE CORP         COM  43365Y104           10          286 SH       Defined  32         286            0            0
HLTH CORPORATION               COM  40422Y101           30         2262 SH       Sole      8        2262            0            0
HLTH CORPORATION               OPT  40422Y101          255        19400 SH  Call Defined   8           0        19400            0
HLTH CORPORATION               OPT  40422Y###          -##        -#### SH  Put  Defined   8           0        -1400            0
HLTH CORPORATION               COM  40422Y101         2636       201200 SH       Sole      9      201200            0            0
HLTH CORPORATION               COM  40422Y101           72         5471 SH       Defined  32        5471            0            0
HMS HLDGS CORP                 COM  40425J101           79         1947 SH       Sole      8        1947            0            0
HNI CORP                       COM  404251100           72         3988 SH       Sole      8        3988            0            0
HNI CORP                       COM  404251100           17          929 SH       Defined  32         929            0            0
HOKU SCIENTIFIC INC            COM  434712105            5         1960 SH       Sole      8        1960            0            0
HOKU SCIENTIFIC INC            OPT  434712105           21         7900 SH  Call Defined   8           0         7900            0
HOKU SCIENTIFIC INC            OPT  434712105           -3        -1300 SH  Put  Defined   8           0        -1300            0
HOLLY CORP                     COM  435758305          305        16948 SH       Sole      8       16948            0            0
HOLLY CORP                     OPT  435758305          268        14900 SH  Call Defined   8           0        14900            0
HOLLY CORP                     OPT  435758305         -357       -19900 SH  Put  Defined   8           0       -19900            0
HOLLY CORP                     COM  435758305           52         2883 SH       Defined  32        2883            0            0
HOLOGIC INC                    COM  436440101         1467       102968 SH       Sole      8      102968            0            0
HOLOGIC INC                    OPT  436440101         1113        78096 SH  Call Defined   8           0        78096            0
HOLOGIC INC                    OPT  436440101        -3903      -273920 SH  Put  Defined   8           0      -273920            0
HOLOGIC INC                    COM  436440101         2348       164746 SH       Defined  31      164746            0            0
HOLOGIC INC                    COM  436440101           19         1328 SH       Defined  32        1328            0            0
HOME BANCORP INC               COM  43689E107          552        46270 SH       Sole      8       46270            0            0
HOME BANCSHARES INC            COM  436893200            8          434 SH       Sole      8         434            0            0
HOME DEPOT INC                 COM  437076102        30044      1271398 SH       Sole      8     1271398            0            0
HOME DEPOT INC                 OPT  437076102        97377      4120900 SH  Call Defined   8           0      4120900            0
HOME DEPOT INC                 OPT  437076102       -66539     -2815900 SH  Put  Defined   8           0     -2815900            0
HOME DEPOT INC                 COM  437076102         4456       188589 SH       Sole      9      188589            0            0
HOME DEPOT INC                 OPT  437076102         2793       118195 SH  Call Defined   9           0       118195            0
HOME DEPOT INC                 OPT  437076102        -7419      -314005 SH  Put  Defined   9           0      -314005            0
HOME DEPOT INC                 COM  437076102         1679        71073 SH       Defined  32       71073            0            0
HOME DIAGNOSTICS INC DEL       COM  437080104            0           26 SH       Sole      8          26            0            0
HOME INNS & HOTELS MGMT INC    OPT  43713W107          588        37000 SH  Call Defined   8           0        37000            0
HOME INNS & HOTELS MGMT INC    OPT  43713W107           -6         -400 SH  Put  Defined   8           0         -400            0
HOME PROPERTIES INC            COM  437306103           67         1971 SH       Sole      8        1971            0            0
HOME PROPERTIES INC            COM  437306103          115         3378 SH       Sole      9        3378            0            0
HONDA MOTOR LTD                COM  438128308            1           51 SH       Sole      8          51            0            0
HONDA MOTOR LTD                OPT  438128308          824        30100 SH  Call Defined   8           0        30100            0
HONDA MOTOR LTD                OPT  438128308         -889       -32500 SH  Put  Defined   8           0       -32500            0
HONEYWELL INTL INC             COM  438516106        17136       545707 SH       Sole      8      545707            0            0
HONEYWELL INTL INC             OPT  438516106        18640       593600 SH  Call Defined   8           0       593600            0
HONEYWELL INTL INC             OPT  438516106        -6606      -210400 SH  Put  Defined   8           0      -210400            0
HONEYWELL INTL INC             COM  438516106          532        16943 SH       Sole      9       16943            0            0
HONEYWELL INTL INC             COM  438516106         6041       192397 SH       Defined  31      192397            0            0
HONEYWELL INTL INC             COM  438516106         2152        68530 SH       Defined  32       68530            0            0
HORACE MANN EDUCATORS CORP N   COM  440327104            6          606 SH       Sole      8         606            0            0
HORACE MANN EDUCATORS CORP N   COM  440327104          673        67519 SH       Defined  31       67519            0            0
HORIZON LINES INC              COM  44044K101           78        20336 SH       Sole      8       20336            0            0
HORIZON LINES INC              OPT  44044K101            9         2300 SH  Call Defined   8           0         2300            0
HORIZON LINES INC              OPT  44044K101         -116       -30300 SH  Put  Defined   8           0       -30300            0
HORIZON LINES INC              COM  44044K101            7         1700 SH       Defined  31        1700            0            0
HORMEL FOODS CORP              COM  440452100         1267        36674 SH       Sole      8       36674            0            0
HORMEL FOODS CORP              COM  440452100          245         7095 SH       Sole      9        7095            0            0
HORMEL FOODS CORP              COM  440452100            1           24 SH       Defined  32          24            0            0
HORNBECK OFFSHORE SVCS INC N   COM  440543106          529        24709 SH       Sole      8       24709            0            0
HORNBECK OFFSHORE SVCS INC N   OPT  440543106          721        33700 SH  Call Defined   8           0        33700            0
HORNBECK OFFSHORE SVCS INC N   OPT  440543106         -130        -6100 SH  Put  Defined   8           0        -6100            0
HORNBECK OFFSHORE SVCS INC N   COM  440543106         1218        56948 SH       Sole      9       56948            0            0
HORSEHEAD HLDG CORP            OPT  440694305         2072       278000 SH  Call Defined   8           0       278000            0
HORSEHEAD HLDG CORP            OPT  440694305        -2033      -273000 SH  Put  Defined   8           0      -273000            0
HORSEHEAD HLDG CORP            COM  440694305          504        67611 SH       Defined  31       67611            0            0
HOSPIRA INC                    COM  441060100         3173        82377 SH       Sole      8       82377            0            0
HOSPIRA INC                    OPT  441060100          621        16100 SH  Call Defined   8           0        16100            0
HOSPIRA INC                    OPT  441060100         -157        -4100 SH  Put  Defined   8           0        -4100            0
HOSPIRA INC                    COM  441060100          829        21528 SH       Sole      9       21528            0            0
HOSPIRA INC                    COM  441060100          540        14029 SH       Defined  32       14029            0            0
HOSPITALITY PPTYS TR           BOND 44106MAK8         3335         4000 PRN      Sole      8     4000000            0            0
HOSPITALITY PPTYS TR           COM  44106M102          533        44843 SH       Sole      8       44843            0            0
HOSPITALITY PPTYS TR           COM  44106M102          115         9646 SH       Sole      9        9646            0            0
HOSPITALITY PPTYS TR           COM  44106M102         1530       128700 SH       Defined  31      128700            0            0
HOSPITALITY PPTYS TR           COM  44106M102           16         1352 SH       Defined  32        1352            0            0
HOST HOTELS & RESORTS INC      COM  44107P104         3027       360745 SH       Sole      8      360745            0            0
HOST HOTELS & RESORTS INC      OPT  44107P104          121        14400 SH  Call Defined   8           0        14400            0
HOST HOTELS & RESORTS INC      OPT  44107P104         -135       -16200 SH  Put  Defined   8           0       -16200            0
HOST HOTELS & RESORTS INC      COM  44107P104          550        65515 SH       Sole      9       65515            0            0
HOST HOTELS & RESORTS INC      COM  44107P104          207        24662 SH       Defined  32       24662            0            0
HOT TOPIC INC                  COM  441339108          183        25027 SH       Sole      8       25027            0            0
HOT TOPIC INC                  OPT  441339108          191        26100 SH  Call Defined   8           0        26100            0
HOT TOPIC INC                  OPT  441339108         -289       -39600 SH  Put  Defined   8           0       -39600            0
HOUSTON AMERN ENERGY CORP      COM  44183U100          159        86665 SH       Sole      8       86665            0            0
HOUSTON WIRE & CABLE CO        COM  44244K109            1           59 SH       Sole      8          59            0            0
HOUSTON WIRE & CABLE CO        COM  44244K109            3          227 SH       Defined  31         227            0            0
HOVNANIAN ENTERPRISES INC      COM  442487203          444       188170 SH       Sole      1      188170            0            0
HOVNANIAN ENTERPRISES INC      COM  442487203            9         3566 SH       Sole      8        3566            0            0
HOVNANIAN ENTERPRISES INC      OPT  442487203          233        98700 SH  Call Defined   8           0        98700            0
HOVNANIAN ENTERPRISES INC      OPT  442487203          -10        -4300 SH  Put  Defined   8           0        -4300            0
HOVNANIAN ENTERPRISES INC      OPT  442487203            0            0 SH  Put  Defined   9           0            0            0
HQ SUSTAINABLE MARITIM IND I   COM  40426A208            1           62 SH       Sole      8          62            0            0
HRPT PPTYS TR                  COM  40426W101           40         9767 SH       Sole      8        9767            0            0
HRPT PPTYS TR                  COM  40426W101          241        59375 SH       Sole      9       59375            0            0
HRPT PPTYS TR                  COM  40426W101         3779       930865 SH       Defined  31      930865            0            0
HSBC HLDGS PLC                 COM  404280406         5553       132933 SH       Sole      8      132933            0            0
HSBC HLDGS PLC                 OPT  404280406        19724       472200 SH  Call Defined   8           0       472200            0
HSBC HLDGS PLC                 OPT  404280406       -24957      -597500 SH  Put  Defined   8           0      -597500            0
HSBC HLDGS PLC                 ADR  404280406        10943       261978 SH       Sole      9      261978            0            0
HSBC HLDGS PLC                 COM  404280406        11862       283991 SH       Defined  31      283991            0            0
HSN INC                        COM  404303109           10          942 SH       Sole      8         942            0            0
HSN INC                        OPT  404303109          110        10400 SH  Call Defined   8           0        10400            0
HSN INC                        OPT  404303109          -63        -6000 SH  Put  Defined   8           0        -6000            0
HSN INC                        COM  404303109          292        27670 SH       Sole      9       27670            0            0
HSN INC                        COM  404303109          276        26100 SH       Defined  31       26100            0            0
HSN INC                        COM  404303109           19         1792 SH       Defined  32        1792            0            0
HSW INTERNATIONAL INC          COM  40431N104           40       168500 SH       Sole      8      168500            0            0
HUANENG PWR INTL INC           COM  443304100          188         6702 SH       Sole      8        6702            0            0
HUANENG PWR INTL INC           OPT  443304100          158         5600 SH  Call Defined   8           0         5600            0
HUANENG PWR INTL INC           OPT  443304100         -204        -7300 SH  Put  Defined   8           0        -7300            0
HUANENG PWR INTL INC           ADR  443304100           15          526 SH       Sole      9         526            0            0
HUANENG PWR INTL INC           COM  443304100         3116       111000 SH       Defined  31      111000            0            0
HUB GROUP INC                  COM  443320106           45         2171 SH       Sole      8        2171            0            0
HUB GROUP INC                  COM  443320106         1468        71116 SH       Defined  31       71116            0            0
HUBBELL INC                    COM  443510201           55         1708 SH       Sole      8        1708            0            0
HUBBELL INC                    COM  443510201          249         7757 SH       Sole      9        7757            0            0
HUBBELL INC                    COM  443510201          358        11155 SH       Defined  31       11155            0            0
HUBBELL INC                    COM  443510201           27          840 SH       Defined  32         840            0            0
HUDSON CITY BANCORP            COM  443683107         4964       373484 SH       Sole      8      373484            0            0
HUDSON CITY BANCORP            OPT  443683107          318        23900 SH  Call Defined   8           0        23900            0
HUDSON CITY BANCORP            OPT  443683107         -419       -31600 SH  Put  Defined   8           0       -31600            0
HUDSON CITY BANCORP            COM  443683107           49         3691 SH       Sole      9        3691            0            0
HUDSON CITY BANCORP            COM  443683107         7722       581020 SH       Defined  31      581020            0            0
HUDSON CITY BANCORP            COM  443683107          430        32331 SH       Defined  32       32331            0            0
HUDSON HIGHLAND GROUP INC      COM  443792106          298       151948 SH       Sole      8      151948            0            0
HUGHES COMMUNICATIONS INC      COM  444398101            6          268 SH       Sole      8         268            0            0
HUGHES COMMUNICATIONS INC      COM  444398101          401        17573 SH       Defined  31       17573            0            0
HUGOTON RTY TR TEX             COM  444717102          412        28481 SH       Defined  31       28481            0            0
HUMAN GENOME SCIENCES INC      COM  444903108          547       190689 SH       Sole      8      190689            0            0
HUMAN GENOME SCIENCES INC      OPT  444903108         1736       604800 SH  Call Defined   8           0       604800            0
HUMAN GENOME SCIENCES INC      OPT  444903108        -1626      -566600 SH  Put  Defined   8           0      -566600            0
HUMANA INC                     COM  444859102         2821        87453 SH       Sole      8       87453            0            0
HUMANA INC                     OPT  444859102        18666       578600 SH  Call Defined   8           0       578600            0
HUMANA INC                     OPT  444859102        -5739      -177900 SH  Put  Defined   8           0      -177900            0
HUMANA INC                     COM  444859102          247         7664 SH       Sole      9        7664            0            0
HUMANA INC                     COM  444859102          682        21151 SH       Defined  31       21151            0            0
HUMANA INC                     COM  444859102          366        11333 SH       Defined  32       11333            0            0
HUNT J B TRANS SVCS INC        COM  445658107         2638        86357 SH       Sole      8       86357            0            0
HUNT J B TRANS SVCS INC        OPT  445658107          608        19900 SH  Call Defined   8           0        19900            0
HUNT J B TRANS SVCS INC        OPT  445658107        -1011       -33100 SH  Put  Defined   8           0       -33100            0
HUNT J B TRANS SVCS INC        COM  445658107         4585       150089 SH       Defined  31      150089            0            0
HUNT J B TRANS SVCS INC        COM  445658107          163         5329 SH       Defined  32        5329            0            0
HUNTINGTON BANCSHARES INC      COM  446150104         2018       482758 SH       Sole      8      482758            0            0
HUNTINGTON BANCSHARES INC      OPT  446150104          233        55600 SH  Call Defined   8           0        55600            0
HUNTINGTON BANCSHARES INC      OPT  446150104         -736      -176100 SH  Put  Defined   8           0      -176100            0
HUNTINGTON BANCSHARES INC      COM  446150104          135        32205 SH       Sole      9       32205            0            0
HUNTINGTON BANCSHARES INC      COM  446150104          105        25189 SH       Defined  32       25189            0            0
HUNTSMAN CORP                  COM  447011107          319        63369 SH       Sole      8       63369            0            0
HUNTSMAN CORP                  OPT  447011107          137        27100 SH  Call Defined   8           0        27100            0
HUNTSMAN CORP                  OPT  447011107          -66       -13200 SH  Put  Defined   8           0       -13200            0
HUNTSMAN CORP                  OPT  447011107            4          746 SH  Call Defined   9           0          746            0
HUNTSMAN CORP                  OPT  447011107          -21        -4250 SH  Put  Defined   9           0        -4250            0
HUNTSMAN CORP                  COM  447011107         4498       894200 SH       Defined  31      894200            0            0
HUNTSMAN CORP                  COM  447011107           46         9073 SH       Defined  32        9073            0            0
HURCO COMPANIES INC            COM  447324104            2          106 SH       Sole      8         106            0            0
HURON CONSULTING GROUP INC     COM  447462102            8          165 SH       Sole      8         165            0            0
HUTCHINSON TECHNOLOGY INC      COM  448407106          262       134642 SH       Sole      8      134642            0            0
HUTCHINSON TECHNOLOGY INC      OPT  448407106           17         8300 SH  Call Defined   8           0         8300            0
HUTCHINSON TECHNOLOGY INC      OPT  448407106          -14        -7300 SH  Put  Defined   8           0        -7300            0
HUTCHISON TELECOMM INTL LTD    COM  44841T107          174        48961 SH       Defined  31       48961            0            0
HYPERCOM CORP                  COM  44913M105          133        88400 SH       Sole      8       88400            0            0
HYPERCOM CORP                  COM  44913M105          178       118600 SH       Defined  31      118600            0            0
I2 TECHNOLOGIES INC            COM  465754208           14         1100 SH       Sole      8        1100            0            0
I2 TECHNOLOGIES INC            COM  465754208          192        15300 SH       Sole      9       15300            0            0
I2 TECHNOLOGIES INC            COM  465754208          571        45472 SH       Defined  31       45472            0            0
IAC INTERACTIVECORP            COM  44919P508          101         6274 SH       Sole      8        6274            0            0
IAC INTERACTIVECORP            OPT  44919P508          400        24900 SH  Call Defined   8           0        24900            0
IAC INTERACTIVECORP            OPT  44919P508         -225       -14050 SH  Put  Defined   8           0       -14050            0
IAC INTERACTIVECORP            COM  44919P508           52         3215 SH       Sole      9        3215            0            0
IAC INTERACTIVECORP            COM  44919P508         1325        82532 SH       Defined  31       82532            0            0
IAC INTERACTIVECORP            COM  44919P508           58         3589 SH       Defined  32        3589            0            0
IAMGOLD CORP                   COM  450913108          296        29298 SH       Sole      8       29298            0            0
IAMGOLD CORP                   OPT  450913108          209        20600 SH  Call Defined   8           0        20600            0
IAMGOLD CORP                   OPT  450913108         -440       -43500 SH  Put  Defined   8           0       -43500            0
IAMGOLD CORP                   COM  450913108           13         1300 SH       Sole      9        1300            0            0
IAMGOLD CORP                   COM  450913108         5999       592831 SH       Defined  31      592831            0            0
IBERIABANK CORP                COM  450828108          411        10429 SH       Sole      8       10429            0            0
IBERIABANK CORP                COM  450828108            3           81 SH       Defined  31          81            0            0
ICAHN ENTERPRISES LP           COM  451100101          424        10800 SH       Defined  31       10800            0            0
ICF INTL INC                   COM  44925C103            7          265 SH       Sole      8         265            0            0
ICICI BK LTD                   COM  45104G104         1599        54206 SH       Sole      8       54206            0            0
ICICI BK LTD                   OPT  45104G104         3614       122500 SH  Call Defined   8           0       122500            0
ICICI BK LTD                   OPT  45104G104        -5628      -190800 SH  Put  Defined   8           0      -190800            0
ICICI BK LTD                   ADR  45104G104         7267       246335 SH       Sole      9      246335            0            0
ICICI BK LTD                   COM  45104G104         4263       144502 SH       Defined  31      144502            0            0
ICO GLOBAL COMM HLDGS LTD DE   COM  44930K108          390       629700 SH       Sole      8      629700            0            0
ICO INC NEW                    COM  449293109            8         3000 SH       Sole      8        3000            0            0
ICON PUB LTD CO                COM  45103T107          681        31559 SH       Defined  31       31559            0            0
ICONIX BRAND GROUP INC         BOND 451055AB3          343          400 PRN      Sole      8      400000            0            0
ICONIX BRAND GROUP INC         COM  451055107           41         2693 SH       Sole      8        2693            0            0
ICONIX BRAND GROUP INC         OPT  451055107          173        11200 SH  Call Defined   8           0        11200            0
ICONIX BRAND GROUP INC         OPT  451055107          -32        -2100 SH  Put  Defined   8           0        -2100            0
ICT GROUP INC                  COM  44929Y101            0           56 SH       Sole      8          56            0            0
ICU MED INC                    COM  44930G107           22          537 SH       Sole      8         537            0            0
ICX TECHNOLOGIES INC           COM  44934T105            0           52 SH       Sole      8          52            0            0
IDACORP INC                    COM  451107106           13          509 SH       Sole      8         509            0            0
IDACORP INC                    COM  451107106          124         4742 SH       Defined  31        4742            0            0
IDACORP INC                    COM  451107106           13          506 SH       Defined  32         506            0            0
IDENIX PHARMACEUTICALS INC     COM  45166R204            3          707 SH       Sole      8         707            0            0
IDENIX PHARMACEUTICALS INC     OPT  45166R204           16         4100 SH  Call Defined   8           0         4100            0
IDENIX PHARMACEUTICALS INC     OPT  45166R204           -1         -500 SH  Put  Defined   8           0         -500            0
IDENIX PHARMACEUTICALS INC     COM  45166R204           44        11852 SH       Defined  31       11852            0            0
IDERA PHARMACEUTICALS INC      COM  45168K306            2          361 SH       Sole      8         361            0            0
IDERA PHARMACEUTICALS INC      COM  45168K306           19         3260 SH       Defined  31        3260            0            0
IDEX CORP                      COM  45167R104           59         2411 SH       Sole      8        2411            0            0
IDEX CORP                      COM  45167R104           62         2514 SH       Defined  32        2514            0            0
IDEXX LABS INC                 COM  45168D104          164         3547 SH       Sole      8        3547            0            0
IDEXX LABS INC                 OPT  45168D104          319         6900 SH  Call Defined   8           0         6900            0
IDEXX LABS INC                 OPT  45168D104         -207        -4500 SH  Put  Defined   8           0        -4500            0
IDEXX LABS INC                 COM  45168D104          144         3117 SH       Defined  32        3117            0            0
IDT CORP                       COM  448947408            0          360 SH       Sole      8         360            0            0
IDT CORP                       COM  448947507           60        36556 SH       Sole      8       36556            0            0
IESI BFC LTD                   COM  44951D108            5          432 SH       Sole      8         432            0            0
IESI BFC LTD                   COM  44951D108         1547       132800 SH       Defined  31      132800            0            0
I-FLOW CORP                    COM  449520303            2          271 SH       Sole      8         271            0            0
I-FLOW CORP                    COM  449520303          203        29264 SH       Defined  31       29264            0            0
IGATE CORP                     COM  45169U105            1          169 SH       Sole      8         169            0            0
IGATE CORP                     COM  45169U105          131        19820 SH       Defined  31       19820            0            0
IHS INC                        COM  451734107          415         8319 SH       Sole      8        8319            0            0
IHS INC                        COM  451734107          126         2523 SH       Defined  32        2523            0            0
II VI INC                      COM  902104108           11          481 SH       Sole      8         481            0            0
ILLINOIS TOOL WKS INC          COM  452308109        12938       346505 SH       Sole      8      346505            0            0
ILLINOIS TOOL WKS INC          OPT  452308109        12117       324500 SH  Call Defined   8           0       324500            0
ILLINOIS TOOL WKS INC          OPT  452308109        -8435      -225900 SH  Put  Defined   8           0      -225900            0
ILLINOIS TOOL WKS INC          COM  452308109         1199        32103 SH       Sole      9       32103            0            0
ILLINOIS TOOL WKS INC          COM  452308109          521        13954 SH       Defined  32       13954            0            0
ILLUMINA INC                   BOND 452327AB5         1966         1090 PRN      Sole      8     1090000            0            0
ILLUMINA INC                   COM  452327109          824        21153 SH       Sole      8       21153            0            0
ILLUMINA INC                   OPT  452327109         1410        36200 SH  Call Defined   8           0        36200            0
ILLUMINA INC                   OPT  452327109        -2815       -72300 SH  Put  Defined   8           0       -72300            0
ILLUMINA INC                   COM  452327109         6347       163004 SH       Sole      9      163004            0            0
ILLUMINA INC                   COM  452327109           76         1949 SH       Defined  31        1949            0            0
ILLUMINA INC                   COM  452327109          253         6498 SH       Defined  32        6498            0            0
IMATION CORP                   COM  45245A107            0           19 SH       Sole      8          19            0            0
IMATION CORP                   COM  45245A107           34         4500 SH       Defined  31        4500            0            0
IMATION CORP                   COM  45245A107            8         1095 SH       Defined  32        1095            0            0
IMAX CORP                      COM  45245E109           22         2700 SH       Sole      8        2700            0            0
IMERGENT INC                   COM  45247Q100            1          117 SH       Sole      8         117            0            0
IMMERSION CORP                 COM  452521107            1          218 SH       Sole      8         218            0            0
IMMERSION CORP                 OPT  452521107          156        31500 SH  Call Defined   8           0        31500            0
IMMERSION CORP                 OPT  452521107          -23        -4700 SH  Put  Defined   8           0        -4700            0
IMMERSION CORP                 COM  452521107            2          349 SH       Defined  31         349            0            0
IMMUCOR INC                    COM  452526106          448        32532 SH       Sole      8       32532            0            0
IMMUCOR INC                    OPT  452526106          343        24900 SH  Call Defined   8           0        24900            0
IMMUCOR INC                    OPT  452526106         -489       -35600 SH  Put  Defined   8           0       -35600            0
IMMUCOR INC                    COM  452526106          585        42491 SH       Defined  31       42491            0            0
IMMUNOGEN INC                  COM  45253H101           48         5592 SH       Sole      8        5592            0            0
IMMUNOGEN INC                  COM  45253H101          237        27438 SH       Defined  31       27438            0            0
IMMUNOMEDICS INC               COM  452907108            3         1207 SH       Sole      8        1207            0            0
IMMUNOMEDICS INC               COM  452907108          147        57843 SH       Defined  31       57843            0            0
IMPAX LABORATORIES INC         COM  45256B101            8         1088 SH       Sole      8        1088            0            0
IMPAX LABORATORIES INC         COM  45256B101          224        30500 SH       Sole      9       30500            0            0
IMPERIAL OIL LTD               COM  453038408          281         7300 SH       Sole      9        7300            0            0
IMPERIAL OIL LTD               COM  453038408         1077        28000 SH       Defined  31       28000            0            0
IMPERIAL SUGAR CO NEW          COM  453096208          163        13456 SH       Defined  31       13456            0            0
IMS HEALTH INC                 COM  449934108         1237        97426 SH       Sole      8       97426            0            0
IMS HEALTH INC                 OPT  449934108           39         3000 SH  Call Defined   8           0         3000            0
IMS HEALTH INC                 OPT  449934108          -95        -7500 SH  Put  Defined   8           0        -7500            0
IMS HEALTH INC                 COM  449934108           16         1284 SH       Sole      9        1284            0            0
IMS HEALTH INC                 COM  449934108         5828       458900 SH       Defined  31      458900            0            0
IMS HEALTH INC                 COM  449934108          112         8833 SH       Defined  32        8833            0            0
INCONTACT INC                  COM  45336E109            1          204 SH       Sole      8         204            0            0
INCYTE CORP                    COM  45337C102            5         1465 SH       Sole      8        1465            0            0
INCYTE CORP                    OPT  45337C102            7         1900 SH  Call Defined   8           0         1900            0
INCYTE CORP                    OPT  45337C102          -35       -10700 SH  Put  Defined   8           0       -10700            0
INCYTE CORP                    COM  45337C102          152        46063 SH       Defined  31       46063            0            0
INDEPENDENCE HLDG CO NEW       COM  453440307            0            2 SH       Sole      8           2            0            0
INDEPENDENT BANK CORP MASS     COM  453836108           18          906 SH       Sole      8         906            0            0
INDEPENDENT BANK CORP MICH     COM  453838104            2         1201 SH       Sole      8        1201            0            0
INDIA FD INC                   COM  454089103           13          410 SH       Sole      8         410            0            0
INERGY HLDGS L P               COM  45661Q107            8          197 SH       Defined  32         197            0            0
INFINERA CORPORATION           COM  45667G103           27         2997 SH       Sole      8        2997            0            0
INFINITY PHARMACEUTICALS INC   COM  45665G303            0           62 SH       Sole      8          62            0            0
INFINITY PPTY & CAS CORP       COM  45665Q103           34          930 SH       Sole      8         930            0            0
INFOGROUP INC                  COM  45670G108            2          340 SH       Sole      8         340            0            0
INFOGROUP INC                  COM  45670G108          538        94140 SH       Sole      9       94140            0            0
INFOGROUP INC                  COM  45670G108          194        34015 SH       Defined  31       34015            0            0
INFORMATICA CORP               BOND 45666QAB8        11398        10920 PRN      Sole      8    10920000            0            0
INFORMATICA CORP               COM  45666Q102         1035        60237 SH       Sole      8       60237            0            0
INFORMATICA CORP               OPT  45666Q102          298        17300 SH  Call Defined   8           0        17300            0
INFORMATICA CORP               OPT  45666Q102        -8827      -513500 SH  Put  Defined   8           0      -513500            0
INFORMATION SERVICES GROUP I   COM  45675Y104           71        23545 SH       Sole      8       23545            0            0
INFOSPACE INC                  COM  45678T300           67        10131 SH       Sole      8       10131            0            0
INFOSPACE INC                  OPT  45678T300          224        33700 SH  Call Defined   8           0        33700            0
INFOSPACE INC                  OPT  45678T###          -##        -#### SH  Put  Defined   8           0        -6000            0
INFOSYS TECHNOLOGIES LTD       COM  456788108          691        18798 SH       Sole      8       18798            0            0
INFOSYS TECHNOLOGIES LTD       OPT  456788108         1994        54200 SH  Call Defined   8           0        54200            0
INFOSYS TECHNOLOGIES LTD       OPT  456788108        -6072      -165100 SH  Put  Defined   8           0      -165100            0
INFOSYS TECHNOLOGIES LTD       ADR  456788108         4265       115962 SH       Sole      9      115962            0            0
ING CLARION GLB RE EST INCM    UNIT 44982G104            1          244 SH       Sole      8         244            0            0
ING CLARION REAL EST INCOME    UNIT 449788108            1          229 SH       Sole      8         229            0            0
ING GROEP N V                  COM  456837103            0           25 SH       Sole      8          25            0            0
ING GROEP N V                  OPT  456837103          702        69200 SH  Call Defined   8           0        69200            0
ING GROEP N V                  OPT  456837103         -455       -44900 SH  Put  Defined   8           0       -44900            0
ING GROEP N V                  COM  456837103         2734       269600 SH       Defined  31      269600            0            0
INGERSOLL-RAND COMPANY LTD     COM  G4776G101        13345       638518 SH       Sole      8      638518            0            0
INGERSOLL-RAND COMPANY LTD     COM  G4776G101          245        11719 SH       Sole      9       11719            0            0
INGERSOLL-RAND GLOBAL HLDG C   BOND 45687AAD4           70           52 PRN      Sole      8       52000            0            0
INGLES MKTS INC                COM  457030104            6          400 SH       Sole      8         400            0            0
INGLES MKTS INC                COM  457030104           16         1032 SH       Defined  31        1032            0            0
INGRAM MICRO INC               COM  457153104          125         7137 SH       Sole      8        7137            0            0
INGRAM MICRO INC               OPT  457153104           34         1900 SH  Call Defined   8           0         1900            0
INGRAM MICRO INC               OPT  457153104          -42        -2400 SH  Put  Defined   8           0        -2400            0
INGRAM MICRO INC               COM  457153104          462        26400 SH       Sole      9       26400            0            0
INGRAM MICRO INC               COM  457153104          131         7497 SH       Defined  32        7497            0            0
INLAND REAL ESTATE CORP        COM  457461200           43         6178 SH       Sole      8        6178            0            0
INLAND REAL ESTATE CORP        COM  457461200          208        29720 SH       Sole      9       29720            0            0
INLAND REAL ESTATE CORP        COM  457461200           53         7600 SH       Defined  31        7600            0            0
INNERWORKINGS INC              COM  45773Y105          108        22652 SH       Sole      8       22652            0            0
INNERWORKINGS INC              COM  45773Y105          152        32045 SH       Defined  31       32045            0            0
INNODATA ISOGEN INC            COM  457642205            1          162 SH       Sole      8         162            0            0
INNOPHOS HOLDINGS INC          COM  45774N108          966        57200 SH       Defined  31       57200            0            0
INNOSPEC INC                   COM  45768S105           76         7100 SH       Defined  31        7100            0            0
INSIGHT ENTERPRISES INC        COM  45765U103           31         3253 SH       Sole      8        3253            0            0
INSIGHT ENTERPRISES INC        COM  45765U103          107        11093 SH       Defined  31       11093            0            0
INSIGHT ENTERPRISES INC        COM  45765U103           24         2460 SH       Defined  32        2460            0            0
INSITUFORM TECHNOLOGIES INC    COM  457667103           72         4243 SH       Sole      8        4243            0            0
INSITUFORM TECHNOLOGIES INC    OPT  457667103            2          100 SH  Call Defined   8           0          100            0
INSITUFORM TECHNOLOGIES INC    COM  457667103         1339        78908 SH       Sole      9       78908            0            0
INSMED INC                     COM  457669208            1          979 SH       Sole      8         979            0            0
INSPIRE PHARMACEUTICALS INC    COM  457733103            6         1106 SH       Sole      8        1106            0            0
INSULET CORP                   COM  45784P101            2          202 SH       Sole      8         202            0            0
INSURED MUN INCOME FD          UNIT 45809F104            2          161 SH       Sole      8         161            0            0
INTEGRA BK CORP                COM  45814P105          131       113900 SH       Sole      8      113900            0            0
INTEGRA LIFESCIENCES HLDGS C   COM  457985208           38         1436 SH       Sole      8        1436            0            0
INTEGRA LIFESCIENCES HLDGS C   COM  457985208          451        16997 SH       Sole      9       16997            0            0
INTEGRAL SYS INC MD            COM  45810H107            2          286 SH       Sole      8         286            0            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106          470        77782 SH       Sole      8       77782            0            0
INTEGRATED DEVICE TECHNOLOGY   OPT  458118106         1269       210000 SH  Call Defined   8           0       210000            0
INTEGRATED DEVICE TECHNOLOGY   OPT  458118106         -756      -125200 SH  Put  Defined   8           0      -125200            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106         2102       348043 SH       Defined  31      348043            0            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106           21         3501 SH       Defined  32        3501            0            0
INTEGRATED ELECTRICAL SVC      COM  45811E301           77         9800 SH       Sole      8        9800            0            0
INTEGRYS ENERGY GROUP INC      COM  45822P105         1221        40718 SH       Sole      8       40718            0            0
INTEGRYS ENERGY GROUP INC      COM  45822P105          199         6649 SH       Sole      9        6649            0            0
INTEGRYS ENERGY GROUP INC      COM  45822P105          143         4759 SH       Defined  32        4759            0            0
INTEL CORP                     COM  458140100        60715      3668536 SH       Sole      8     3668536            0            0
INTEL CORP                     OPT  458140100        35015      2115700 SH  Call Defined   8           0      2115700            0
INTEL CORP                     OPT  458140100       -50318     -3040400 SH  Put  Defined   8           0     -3040400            0
INTEL CORP                     COM  458140100        21696      1310912 SH       Sole      9     1310912            0            0
INTEL CORP                     OPT  458140100         1230        74265 SH  Call Defined   9           0        74265            0
INTEL CORP                     OPT  458140100        -2567      -155160 SH  Put  Defined   9           0      -155160            0
INTEL CORP                     COM  458140100         6440       389130 SH       Defined  32      389130            0            0
INTELLON CORP                  COM  45816W504            1          159 SH       Sole      8         159            0            0
INTER PARFUMS INC              COM  458334109           19         2620 SH       Sole      8        2620            0            0
INTERACTIVE BROKERS GROUP IN   COM  45841N107         2684       172811 SH       Sole      8      172811            0            0
INTERACTIVE BROKERS GROUP IN   OPT  45841N107          942        60600 SH  Call Defined   8           0        60600            0
INTERACTIVE BROKERS GROUP IN   OPT  45841N107        -1380       -88900 SH  Put  Defined   8           0       -88900            0
INTERACTIVE BROKERS GROUP IN   COM  45841N107           93         6000 SH       Sole      9        6000            0            0
INTERACTIVE BROKERS GROUP IN   COM  45841N107          176        11332 SH       Defined  31       11332            0            0
INTERACTIVE BROKERS GROUP IN   COM  45841N107           16         1022 SH       Defined  32        1022            0            0
INTERACTIVE DATA CORP          COM  45840J107          968        41846 SH       Sole      8       41846            0            0
INTERACTIVE DATA CORP          COM  45840J107           34         1486 SH       Defined  32        1486            0            0
INTERACTIVE INTELLIGENCE INC   COM  45839M103           32         2599 SH       Sole      8        2599            0            0
INTERCONTINENTAL HTLS GRP PL   COM  45857P301          930        90233 SH       Defined  31       90233            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100         9292        81340 SH       Sole      8       81340            0            0
INTERCONTINENTALEXCHANGE INC   OPT  45865V100        19650       172000 SH  Call Defined   8           0       172000            0
INTERCONTINENTALEXCHANGE INC   OPT  45865V100       -27177      -237900 SH  Put  Defined   8           0      -237900            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100          105          918 SH       Sole      9         918            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100          693         6069 SH       Defined  32        6069            0            0
INTERDIGITAL INC               COM  45867G101         2884       118007 SH       Sole      8      118007            0            0
INTERDIGITAL INC               OPT  45867G101          912        37300 SH  Call Defined   8           0        37300            0
INTERDIGITAL INC               OPT  45867G101        -3844      -157300 SH  Put  Defined   8           0      -157300            0
INTERDIGITAL INC               COM  45867G101          313        12817 SH       Defined  31       12817            0            0
INTERFACE INC                  COM  458665106           29         4735 SH       Sole      8        4735            0            0
INTERFACE INC                  COM  458665106          624       100319 SH       Defined  31      100319            0            0
INTERLINE BRANDS INC           COM  458743101            5          384 SH       Sole      8         384            0            0
INTERLINE BRANDS INC           COM  458743101          562        41099 SH       Defined  31       41099            0            0
INTERMEC INC                   COM  458786100          197        15244 SH       Sole      8       15244            0            0
INTERMEC INC                   OPT  458786100           96         7400 SH  Call Defined   8           0         7400            0
INTERMEC INC                   OPT  458786100           -1         -100 SH  Put  Defined   8           0         -100            0
INTERMEC INC                   COM  458786100          155        12024 SH       Defined  31       12024            0            0
INTERMUNE INC                  COM  45884X103         5828       383397 SH       Sole      8      383397            0            0
INTERMUNE INC                  OPT  45884X103         7935       522000 SH  Call Defined   8           0       522000            0
INTERMUNE INC                  OPT  45884X103        -6567      -432100 SH  Put  Defined   8           0      -432100            0
INTERNATIONAL ASSETS HLDG CO   COM  459028106            0           32 SH       Sole      8          32            0            0
INTERNATIONAL BANCSHARES COR   COM  459044103           63         6104 SH       Sole      8        6104            0            0
INTERNATIONAL BANCSHARES COR   COM  459044103          278        26948 SH       Defined  31       26948            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        75566       723674 SH       Sole      8      723674            0            0
INTERNATIONAL BUSINESS MACHS   OPT  459200101        81876       784100 SH  Call Defined   8           0       784100            0
INTERNATIONAL BUSINESS MACHS   OPT  459200101       -64427      -617000 SH  Put  Defined   8           0      -617000            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        10657       102059 SH       Sole      9      102059            0            0
INTERNATIONAL BUSINESS MACHS   OPT  459200101         5368        51406 SH  Call Defined   9           0        51406            0
INTERNATIONAL BUSINESS MACHS   OPT  459200101        -4491       -43011 SH  Put  Defined   9           0       -43011            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        11708       112125 SH       Defined  32      112125            0            0
INTERNATIONAL COAL GRP INC N   BOND 45928HAD8          531          640 PRN      Sole      1      640000            0            0
INTERNATIONAL COAL GRP INC N   BOND 45928HAD8         1660         2000 PRN      Sole      8     2000000            0            0
INTERNATIONAL COAL GRP INC N   COM  45928H106           72        25004 SH       Sole      8       25004            0            0
INTERNATIONAL COAL GRP INC N   OPT  45928H106           19         6300 SH  Call Defined   8           0         6300            0
INTERNATIONAL COAL GRP INC N   OPT  45928H###          -##        -#### SH  Put  Defined   8           0        -5500            0
INTERNATIONAL COAL GRP INC N   COM  45928H106         1325       463150 SH       Defined  31      463150            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101         1409        43076 SH       Sole      8       43076            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101          413        12636 SH       Sole      9       12636            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101          143         4382 SH       Defined  32        4382            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102        13951       877400 SH       Sole      1      877400            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102         2777       174682 SH       Sole      8      174682            0            0
INTERNATIONAL GAME TECHNOLOG   OPT  459902102         2204       138600 SH  Call Defined   8           0       138600            0
INTERNATIONAL GAME TECHNOLOG   OPT  459902102        -1682      -105800 SH  Put  Defined   8           0      -105800            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102           33         2089 SH       Sole      9        2089            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102          232        14574 SH       Defined  32       14574            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105         2793       188589 SH       Sole      8      188589            0            0
INTERNATIONAL RECTIFIER CORP   OPT  460254105          175        11800 SH  Call Defined   8           0        11800            0
INTERNATIONAL RECTIFIER CORP   OPT  460254105         -254       -17200 SH  Put  Defined   8           0       -17200            0
INTERNATIONAL RECTIFIER CORP   COM  460254105           92         6220 SH       Sole      9        6220            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105           25         1683 SH       Defined  32        1683            0            0
INTERNATIONAL ROYALTY CORP     COM  460277106          115        35300 SH       Defined  31       35300            0            0
INTERNATIONAL SHIPHOLDING CO   COM  460321201          442        16393 SH       Defined  31       16393            0            0
INTERNATIONAL SPEEDWAY CORP    COM  460335201           60         2347 SH       Sole      8        2347            0            0
INTERNATIONAL SPEEDWAY CORP    OPT  460335201           67         2600 SH  Call Defined   8           0         2600            0
INTERNATIONAL SPEEDWAY CORP    OPT  460335201         -166        -6500 SH  Put  Defined   8           0        -6500            0
INTERNATIONAL SPEEDWAY CORP    COM  460335201            2           75 SH       Defined  31          75            0            0
INTERNET BRANDS INC            COM  460608102            3          407 SH       Sole      8         407            0            0
INTERNET CAP GROUP INC         COM  46059C205            2          369 SH       Sole      8         369            0            0
INTERNET CAP GROUP INC         COM  46059C205          540        80256 SH       Defined  31       80256            0            0
INTERNET HOLDRS TR             COM  46059W102            4          104 SH       Sole      8         104            0            0
INTERNET HOLDRS TR             OPT  46059W102          749        17500 SH  Call Defined   8           0        17500            0
INTERNET HOLDRS TR             OPT  46059W102         -145        -3400 SH  Put  Defined   8           0        -3400            0
INTEROIL CORP                  COM  460951106         5874       199038 SH       Sole      8      199038            0            0
INTEROIL CORP                  OPT  460951106         2234        75700 SH  Call Defined   8           0        75700            0
INTEROIL CORP                  OPT  460951106        -4149      -140600 SH  Put  Defined   8           0      -140600            0
INTEROIL CORP                  COM  460951106          210         7100 SH       Defined  31        7100            0            0
INTERPUBLIC GROUP COS INC      COM  460690100         1391       275417 SH       Sole      8      275417            0            0
INTERPUBLIC GROUP COS INC      OPT  460690100          163        32200 SH  Call Defined   8           0        32200            0
INTERPUBLIC GROUP COS INC      OPT  460690100          -74       -14800 SH  Put  Defined   8           0       -14800            0
INTERPUBLIC GROUP COS INC      COM  460690100          171        33922 SH       Sole      9       33922            0            0
INTERPUBLIC GROUP COS INC      COM  460690100         7947      1573700 SH       Defined  31     1573700            0            0
INTERSIL CORP                  COM  46069S109          527        41936 SH       Sole      8       41936            0            0
INTERSIL CORP                  OPT  46069S109          807        64200 SH  Call Defined   8           0        64200            0
INTERSIL CORP                  OPT  46069S109        -1001       -79700 SH  Put  Defined   8           0       -79700            0
INTERSIL CORP                  COM  46069S109           52         4124 SH       Defined  32        4124            0            0
INTERVAL LEISURE GROUP INC     COM  46113M108           37         4004 SH       Sole      8        4004            0            0
INTERVAL LEISURE GROUP INC     OPT  46113M###          -##        -#### SH  Put  Defined   8           0        -1400            0
INTERVAL LEISURE GROUP INC     COM  46113M108          489        52470 SH       Sole      9       52470            0            0
INTEVAC INC                    COM  461148108            3          319 SH       Sole      8         319            0            0
INTL PAPER CO                  COM  460146103          336        22200 SH       Sole      1       22200            0            0
INTL PAPER CO                  COM  460146103         3919       258991 SH       Sole      8      258991            0            0
INTL PAPER CO                  OPT  460146103         7685       507900 SH  Call Defined   8           0       507900            0
INTL PAPER CO                  OPT  460146103         -984       -65100 SH  Put  Defined   8           0       -65100            0
INTL PAPER CO                  COM  460146103        11647       769774 SH       Sole      9      769774            0            0
INTL PAPER CO                  OPT  460146103        -2434      -160895 SH  Put  Defined   9           0      -160895            0
INTL PAPER CO                  COM  460146103         7391       488475 SH       Defined  31      488475            0            0
INTL PAPER CO                  COM  460146103          349        23053 SH       Defined  32       23053            0            0
INTREPID POTASH INC            COM  46121Y102         1259        44827 SH       Sole      8       44827            0            0
INTREPID POTASH INC            OPT  46121Y102         3758       133800 SH  Call Defined   8           0       133800            0
INTREPID POTASH INC            OPT  46121Y102       -11330      -403500 SH  Put  Defined   8           0      -403500            0
INTREPID POTASH INC            COM  46121Y102           57         2023 SH       Defined  32        2023            0            0
INTREPID POTASH INC            COM  46121Y102         8424       300000 SH       Sole     34      300000            0            0
INTUIT                         COM  461202103         5935       210524 SH       Sole      8      210524            0            0
INTUIT                         OPT  461202103         3084       109400 SH  Call Defined   8           0       109400            0
INTUIT                         OPT  461202103        -3241      -115000 SH  Put  Defined   8           0      -115000            0
INTUIT                         COM  461202103           64         2270 SH       Sole      9        2270            0            0
INTUIT                         COM  461202103          787        27907 SH       Defined  32       27907            0            0
INTUITIVE SURGICAL INC         COM  46120E602         3204        19580 SH       Sole      8       19580            0            0
INTUITIVE SURGICAL INC         OPT  46120E602        74515       455300 SH  Call Defined   8           0       455300            0
INTUITIVE SURGICAL INC         OPT  46120E602       -28182      -172200 SH  Put  Defined   8           0      -172200            0
INTUITIVE SURGICAL INC         COM  46120E602           49          297 SH       Sole      9         297            0            0
INTUITIVE SURGICAL INC         COM  46120E602        26075       159326 SH       Defined  31      159326            0            0
INTUITIVE SURGICAL INC         COM  46120E602          516         3155 SH       Defined  32        3155            0            0
INVACARE CORP                  COM  461203101           44         2531 SH       Sole      8        2531            0            0
INVACARE CORP                  COM  461203101           42         2387 SH       Defined  31        2387            0            0
INVENTIV HEALTH INC            COM  46122E105           39         2893 SH       Sole      8        2893            0            0
INVENTIV HEALTH INC            OPT  46122E105          107         7900 SH  Call Defined   8           0         7900            0
INVENTIV HEALTH INC            OPT  46122E105          -10         -800 SH  Put  Defined   8           0         -800            0
INVENTIV HEALTH INC            COM  46122E105          815        60231 SH       Defined  31       60231            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106           70         1971 SH       Sole      8        1971            0            0
INVERNESS MED INNOVATIONS IN   OPT  46126P106         5562       156300 SH  Call Defined   8           0       156300            0
INVERNESS MED INNOVATIONS IN   OPT  46126P106         -501       -14100 SH  Put  Defined   8           0       -14100            0
INVERNESS MED INNOVATIONS IN   COM  46126P106           70         1959 SH       Defined  32        1959            0            0
INVESCO LTD                    ADR  G491BT108            1           40 SH       Sole      1          40            0            0
INVESCO LTD                    COM  G491BT108         5707       320269 SH       Sole      8      320269            0            0
INVESCO LTD                    ADR  G491BT108           51         2876 SH       Sole      9        2876            0            0
INVESTMENT GRADE MUN INCOME    UNIT 461368102            0            9 SH       Sole      8           9            0            0
INVESTMENT TECHNOLOGY GRP NE   COM  46145F105          184         9045 SH       Sole      8        9045            0            0
INVESTMENT TECHNOLOGY GRP NE   OPT  46145F105           66         3200 SH  Call Defined   8           0         3200            0
INVESTMENT TECHNOLOGY GRP NE   OPT  46145F###          -##        -#### SH  Put  Defined   8           0        -4800            0
INVESTMENT TECHNOLOGY GRP NE   COM  46145F105            4          190 SH       Defined  32         190            0            0
INVESTORS BANCORP INC          COM  46146P102           16         1749 SH       Sole      8        1749            0            0
INVESTORS BANCORP INC          COM  46146P102            0           42 SH       Defined  31          42            0            0
INVESTORS REAL ESTATE TR       COM  461730103            0           25 SH       Sole      8          25            0            0
INVESTORS REAL ESTATE TR       COM  461730103          276        31018 SH       Defined  31       31018            0            0
INVITROGEN CORP                BOND 46185RAM2        15990        15357 PRN      Sole      8    15357000            0            0
ION GEOPHYSICAL CORP           COM  462044108           11         4368 SH       Sole      8        4368            0            0
ION GEOPHYSICAL CORP           OPT  462044108           58        22300 SH  Call Defined   8           0        22300            0
ION GEOPHYSICAL CORP           OPT  462044108          -13        -5300 SH  Put  Defined   8           0        -5300            0
ION GEOPHYSICAL CORP           COM  462044108          482       187562 SH       Defined  31      187562            0            0
IOWA TELECOMM SERVICES INC     COM  462594201           24         1949 SH       Sole      8        1949            0            0
IPC HLDGS LTD                  COM  G4933P101         5263       192499 SH       Sole      8      192499            0            0
IPC HLDGS LTD                  COM  G4933P101         3128       114413 SH       Sole      9      114413            0            0
IPC THE HOSPITALIST CO INC     COM  44984A105            7          245 SH       Sole      8         245            0            0
IPCS INC                       COM  44980Y305           14          921 SH       Sole      8         921            0            0
IPCS INC                       COM  44980Y305          224        15001 SH       Defined  31       15001            0            0
IPCS INC                       COM  44980Y305            9          625 SH       Defined  32         625            0            0
IPG PHOTONICS CORP             COM  44980X109            2          177 SH       Sole      8         177            0            0
IPG PHOTONICS CORP             COM  44980X109          287        26133 SH       Defined  31       26133            0            0
IRIS INTL INC                  COM  46270W105            2          140 SH       Sole      8         140            0            0
IRIS INTL INC                  COM  46270W105          277        23500 SH       Defined  31       23500            0            0
IROBOT CORP                    COM  462726100            2          149 SH       Sole      8         149            0            0
IROBOT CORP                    OPT  462726100            2          100 SH  Call Defined   8           0          100            0
IROBOT CORP                    OPT  462726100          -41        -3200 SH  Put  Defined   8           0        -3200            0
IRON MTN INC                   COM  462846106         3020       105057 SH       Sole      8      105057            0            0
IRON MTN INC                   OPT  462846106         1300        45200 SH  Call Defined   8           0        45200            0
IRON MTN INC                   OPT  462846106        -2469       -85900 SH  Put  Defined   8           0       -85900            0
IRON MTN INC                   COM  462846106         4061       141269 SH       Sole      9      141269            0            0
IRON MTN INC                   OPT  462846106        -2993      -104108 SH  Put  Defined   9           0      -104108            0
IRON MTN INC                   COM  462846106          986        34313 SH       Defined  31       34313            0            0
IRON MTN INC                   COM  462846106          450        15646 SH       Defined  32       15646            0            0
IRWIN FINL CORP                COM  464119106            1          865 SH       Sole      8         865            0            0
ISHARES COMEX GOLD TR          UNIT 464285105        13688       150000 SH       Sole      1      150000            0            0
ISHARES COMEX GOLD TR          OPT  464285105         4727        51800 SH  Call Defined   8           0        51800            0
ISHARES COMEX GOLD TR          OPT  464285105         -255        -2800 SH  Put  Defined   8           0        -2800            0
ISHARES COMEX GOLD TR          UNIT 464285105          310         3393 SH       Sole      8        3393            0            0
ISHARES INC                    UNIT 464286400         2569        48500 SH       Sole      1       48500            0            0
ISHARES INC                    COM  464286772          266         7646 SH       Sole      8        7646            0            0
ISHARES INC                    OPT  464286103          830        49400 SH  Call Defined   8           0        49400            0
ISHARES INC                    OPT  464286103         -379       -22600 SH  Put  Defined   8           0       -22600            0
ISHARES INC                    OPT  464286400       173758      3280300 SH  Call Defined   8           0      3280300            0
ISHARES INC                    OPT  464286400      -217139     -4099300 SH  Put  Defined   8           0     -4099300            0
ISHARES INC                    OPT  464286509         1650        77000 SH  Call Defined   8           0        77000            0
ISHARES INC                    OPT  464286509         -466       -21800 SH  Put  Defined   8           0       -21800            0
ISHARES INC                    OPT  464286731         1369       135600 SH  Call Defined   8           0       135600            0
ISHARES INC                    OPT  464286731         -744       -73800 SH  Put  Defined   8           0       -73800            0
ISHARES INC                    OPT  464286772        19963       573800 SH  Call Defined   8           0       573800            0
ISHARES INC                    OPT  464286772        -3127       -89900 SH  Put  Defined   8           0       -89900            0
ISHARES INC                    OPT  464286822         7689       208600 SH  Call Defined   8           0       208600            0
ISHARES INC                    OPT  464286822        -6078      -164900 SH  Put  Defined   8           0      -164900            0
ISHARES INC                    OPT  464286848         3026       320800 SH  Call Defined   8           0       320800            0
ISHARES INC                    OPT  464286848        -3208      -340200 SH  Put  Defined   8           0      -340200            0
ISHARES INC                    OPT  464286871          190        13800 SH  Call Defined   8           0        13800            0
ISHARES INC                    OPT  464286871         -519       -37800 SH  Put  Defined   8           0       -37800            0
ISHARES INC                    UNIT 464286103          908        54072 SH       Sole      8       54072            0            0
ISHARES INC                    UNIT 464286400        70496      1330860 SH       Sole      8     1330860            0            0
ISHARES INC                    UNIT 464286509         5454       254624 SH       Sole      8      254624            0            0
ISHARES INC                    UNIT 464286848           17         1800 SH       Sole      8        1800            0            0
ISHARES INC                    UNIT 464286871          201        14611 SH       Sole      8       14611            0            0
ISHARES INC                    OPT  464286400        34587       652940 SH  Call Defined   9           0       652940            0
ISHARES INC                    OPT  464286400       -22242      -419915 SH  Put  Defined   9           0      -419915            0
ISHARES INC                    UNIT 464286400        35616       672375 SH       Sole      9      672375            0            0
ISHARES INC                    UNIT 464286509         4820       225000 SH       Sole      9      225000            0            0
ISHARES INC                    UNIT 464286665         3465       109414 SH       Sole      9      109414            0            0
ISHARES INC                    UNIT 464286822         2730        74057 SH       Sole      9       74057            0            0
ISHARES INC                    UNIT 464286848         2388       253202 SH       Sole      9      253202            0            0
ISHARES S&P GSCI COMMODITY I   OPT  46428R107        14449       480800 SH  Call Defined   8           0       480800            0
ISHARES S&P GSCI COMMODITY I   OPT  46428R107         -168        -5600 SH  Put  Defined   8           0        -5600            0
ISHARES S&P GSCI COMMODITY I   UNIT 46428R107           99         3301 SH       Sole      8        3301            0            0
ISHARES S&P GSCI COMMODITY I   UNIT 46428R107         6331       210667 SH       Sole      9      210667            0            0
ISHARES SILVER TRUST           OPT  46428Q109        17119      1279400 SH  Call Defined   8           0      1279400            0
ISHARES SILVER TRUST           OPT  46428Q109       -12987      -970700 SH  Put  Defined   8           0      -970700            0
ISHARES SILVER TRUST           UNIT 46428Q109         3931       293784 SH       Sole      8      293784            0            0
ISHARES TR                     UNIT 464287226           79          773 SH       Sole      1         773            0            0
ISHARES TR                     UNIT 464287234         1483        46000 SH       Sole      1       46000            0            0
ISHARES TR                     UNIT 464287432          142         1500 SH       Sole      1        1500            0            0
ISHARES TR                     UNIT 464287440         1601        17653 SH       Sole      1       17653            0            0
ISHARES TR                     UNIT 464287457          393         4699 SH       Sole      1        4699            0            0
ISHARES TR                     UNIT 464287465          618        13500 SH       Sole      1       13500            0            0
ISHARES TR                     UNIT 464287739        26711       823901 SH       Sole      1      823901            0            0
ISHARES TR                     COM  464287499        58590       894373 SH       Sole      8      894373            0            0
ISHARES TR                     COM  464287580          113         2552 SH       Sole      8        2552            0            0
ISHARES TR                     COM  464287606          164         2624 SH       Sole      8        2624            0            0
ISHARES TR                     COM  464287705          159         3046 SH       Sole      8        3046            0            0
ISHARES TR                     COM  464287879         4806       102086 SH       Sole      8      102086            0            0
ISHARES TR                     COM  464287887         4936       106471 SH       Sole      8      106471            0            0
ISHARES TR                     OPT  464287168         2320        65600 SH  Call Defined   8           0        65600            0
ISHARES TR                     OPT  464287168         -205        -5800 SH  Put  Defined   8           0        -5800            0
ISHARES TR                     OPT  464287184       102245      2664700 SH  Call Defined   8           0      2664700            0
ISHARES TR                     OPT  464287184      -172595     -4498200 SH  Put  Defined   8           0     -4498200            0
ISHARES TR                     OPT  464287192          647        11100 SH  Call Defined   8           0        11100            0
ISHARES TR                     OPT  464287192         -366        -6300 SH  Put  Defined   8           0        -6300            0
ISHARES TR                     OPT  464287234       209122      6488400 SH  Call Defined   8           0      6488400            0
ISHARES TR                     OPT  464287234      -292571     -9077600 SH  Put  Defined   8           0     -9077600            0
ISHARES TR                     OPT  464287432        49744       526000 SH  Call Defined   8           0       526000            0
ISHARES TR                     OPT  464287432       -67551      -714300 SH  Put  Defined   8           0      -714300            0
ISHARES TR                     OPT  464287440        38771       427600 SH  Call Defined   8           0       427600            0
ISHARES TR                     OPT  464287440       -26947      -297200 SH  Put  Defined   8           0      -297200            0
ISHARES TR                     OPT  464287457          168         2000 SH  Call Defined   8           0         2000            0
ISHARES TR                     OPT  464287465        47927      1046200 SH  Call Defined   8           0      1046200            0
ISHARES TR                     OPT  464287465       -22923      -500400 SH  Put  Defined   8           0      -500400            0
ISHARES TR                     OPT  464287507         1405        24300 SH  Call Defined   8           0        24300            0
ISHARES TR                     OPT  464287507         -832       -14400 SH  Put  Defined   8           0       -14400            0
ISHARES TR                     OPT  464287598          376         7900 SH  Call Defined   8           0         7900            0
ISHARES TR                     OPT  464287598           -4         -100 SH  Put  Defined   8           0         -100            0
ISHARES TR                     OPT  464287614         1334        32500 SH  Call Defined   8           0        32500            0
ISHARES TR                     OPT  464287630         3858        82900 SH  Call Defined   8           0        82900            0
ISHARES TR                     OPT  464287630        -3043       -65400 SH  Put  Defined   8           0       -65400            0
ISHARES TR                     OPT  464287648         1219        21500 SH  Call Defined   8           0        21500            0
ISHARES TR                     OPT  464287648         -527        -9300 SH  Put  Defined   8           0        -9300            0
ISHARES TR                     OPT  464287655       104066      2037300 SH  Call Defined   8           0      2037300            0
ISHARES TR                     OPT  464287655      -184848     -3618800 SH  Put  Defined   8           0     -3618800            0
ISHARES TR                     OPT  464287739        14178       437300 SH  Call Defined   8           0       437300            0
ISHARES TR                     OPT  464287739       -23760      -732900 SH  Put  Defined   8           0      -732900            0
ISHARES TR                     OPT  464287788         2340        54900 SH  Call Defined   8           0        54900            0
ISHARES TR                     OPT  464287788        -1406       -33000 SH  Put  Defined   8           0       -33000            0
ISHARES TR                     OPT  464287804         1196        26900 SH  Call Defined   8           0        26900            0
ISHARES TR                     OPT  464287804         -359        -8100 SH  Put  Defined   8           0        -8100            0
ISHARES TR                     OPT  464288778          189        10800 SH  Call Defined   8           0        10800            0
ISHARES TR                     OPT  464288778         -452       -26000 SH  Put  Defined   8           0       -26000            0
ISHARES TR                     OPT  464288794          553        21600 SH  Call Defined   8           0        21600            0
ISHARES TR                     OPT  464288794         -442       -17300 SH  Put  Defined   8           0       -17300            0
ISHARES TR                     UNIT 464287168            2           51 SH       Sole      8          51            0            0
ISHARES TR                     UNIT 464287176           61          600 SH       Sole      8         600            0            0
ISHARES TR                     UNIT 464287184        20278       528496 SH       Sole      8      528496            0            0
ISHARES TR                     UNIT 464287192         6840       117528 SH       Sole      8      117528            0            0
ISHARES TR                     UNIT 464287200        12313       133326 SH       Sole      8      133326            0            0
ISHARES TR                     UNIT 464287234        22115       686154 SH       Sole      8      686154            0            0
ISHARES TR                     UNIT 464287242        13778       137400 SH       Sole      8      137400            0            0
ISHARES TR                     UNIT 464287309         9477       198384 SH       Sole      8      198384            0            0
ISHARES TR                     UNIT 464287408         1236        28301 SH       Sole      8       28301            0            0
ISHARES TR                     UNIT 464287432        13890       146874 SH       Sole      8      146874            0            0
ISHARES TR                     UNIT 464287440          610         6728 SH       Sole      8        6728            0            0
ISHARES TR                     UNIT 464287465         4971       108511 SH       Sole      8      108511            0            0
ISHARES TR                     UNIT 464287473           48         1640 SH       Sole      8        1640            0            0
ISHARES TR                     UNIT 464287481           65         1790 SH       Sole      8        1790            0            0
ISHARES TR                     UNIT 464287507         4472        77380 SH       Sole      8       77380            0            0
ISHARES TR                     UNIT 464287598         1211        25444 SH       Sole      8       25444            0            0
ISHARES TR                     UNIT 464287614         1277        31139 SH       Sole      8       31139            0            0
ISHARES TR                     UNIT 464287622       106794      2108062 SH       Sole      8     2108062            0            0
ISHARES TR                     UNIT 464287630        26738       574637 SH       Sole      8      574637            0            0
ISHARES TR                     UNIT 464287648        29701       523925 SH       Sole      8      523925            0            0
ISHARES TR                     UNIT 464287655          230         4496 SH       Sole      8        4496            0            0
ISHARES TR                     UNIT 464287697           83         1236 SH       Sole      8        1236            0            0
ISHARES TR                     UNIT 464287721           72         1609 SH       Sole      8        1609            0            0
ISHARES TR                     UNIT 464287739       142823      4405386 SH       Sole      8     4405386            0            0
ISHARES TR                     UNIT 464287754           76         1813 SH       Sole      8        1813            0            0
ISHARES TR                     UNIT 464287788         1408        33033 SH       Sole      8       33033            0            0
ISHARES TR                     UNIT 464287796         3241       113172 SH       Sole      8      113172            0            0
ISHARES TR                     UNIT 464287804         1313        29544 SH       Sole      8       29544            0            0
ISHARES TR                     UNIT 464287812          132         2835 SH       Sole      8        2835            0            0
ISHARES TR                     UNIT 464287838         5967       137387 SH       Sole      8      137387            0            0
ISHARES TR                     UNIT 464288182          390         8914 SH       Sole      8        8914            0            0
ISHARES TR                     UNIT 464288356           41          400 SH       Sole      8         400            0            0
ISHARES TR                     UNIT 464288414           10          100 SH       Sole      8         100            0            0
ISHARES TR                     UNIT 464288778          104         6000 SH       Sole      8        6000            0            0
ISHARES TR                     UNIT 464288794          146         5700 SH       Sole      8        5700            0            0
ISHARES TR                     UNIT 464288810         3788        85600 SH       Sole      8       85600            0            0
ISHARES TR                     COM  464287390        23345       671978 SH       Sole      9      671978            0            0
ISHARES TR                     OPT  464287184         3484        90790 SH  Call Defined   9           0        90790            0
ISHARES TR                     OPT  464287234        57615      1787593 SH  Call Defined   9           0      1787593            0
ISHARES TR                     OPT  464287234       -33341     -1034473 SH  Put  Defined   9           0     -1034473            0
ISHARES TR                     UNIT 464287101         1592        37000 SH       Sole      9       37000            0            0
ISHARES TR                     UNIT 464287168         5569       157496 SH       Sole      9      157496            0            0
ISHARES TR                     UNIT 464287184          414        10800 SH       Sole      9       10800            0            0
ISHARES TR                     UNIT 464287226           79          773 SH       Sole      9         773            0            0
ISHARES TR                     UNIT 464287234        51328      1592567 SH       Sole      9     1592567            0            0
ISHARES TR                     UNIT 464287432          142         1500 SH       Sole      9        1500            0            0
ISHARES TR                     UNIT 464287440         1601        17653 SH       Sole      9       17653            0            0
ISHARES TR                     UNIT 464287465         5008       109319 SH       Sole      9      109319            0            0
ISHARES TR                     UNIT 464287564         3923       109156 SH       Sole      9      109156            0            0
ISHARES TR                     UNIT 464287655         3451        67567 SH       Sole      9       67567            0            0
ISHARES TR                     UNIT 464287739          229         7051 SH       Sole      9        7051            0            0
ISHARES TR                     UNIT 464288851         1645        40000 SH       Sole      9       40000            0            0
ISILON SYS INC                 COM  46432L104            1          193 SH       Sole      8         193            0            0
ISIS PHARMACEUTICALS INC       COM  464330109           25         1528 SH       Sole      8        1528            0            0
ISIS PHARMACEUTICALS INC       OPT  464330109          525        31800 SH  Call Defined   8           0        31800            0
ISIS PHARMACEUTICALS INC       OPT  464330109         -150        -9100 SH  Put  Defined   8           0        -9100            0
ISLE OF CAPRI CASINOS INC      COM  464592104          114         8562 SH       Sole      8        8562            0            0
ISLE OF CAPRI CASINOS INC      OPT  464592104          264        19800 SH  Call Defined   8           0        19800            0
ISLE OF CAPRI CASINOS INC      OPT  464592104         -258       -19400 SH  Put  Defined   8           0       -19400            0
ISRAMCO INC                    COM  465141406            1            8 SH       Sole      8           8            0            0
ISTA PHARMACEUTICALS INC       COM  45031X204            2          359 SH       Sole      8         359            0            0
ISTAR FINL INC                 COM  45031U101            0           10 SH       Sole      9          10            0            0
ITAU UNIBANCO BANCO MULTIPL    COM  465562106         1508        95279 SH       Sole      8       95279            0            0
ITAU UNIBANCO BANCO MULTIPL    OPT  465562106        28732      1815000 SH  Call Defined   8           0      1815000            0
ITAU UNIBANCO BANCO MULTIPL    OPT  465562106        -3191      -201600 SH  Put  Defined   8           0      -201600            0
ITAU UNIBANCO BANCO MULTIPL    ADR  465562106         1167        73702 SH       Sole      9       73702            0            0
ITC HLDGS CORP                 COM  465685105         3871        85351 SH       Sole      8       85351            0            0
ITC HLDGS CORP                 COM  465685105           44          962 SH       Defined  32         962            0            0
ITRON INC                      COM  465741106        12688       230394 SH       Sole      8      230394            0            0
ITRON INC                      OPT  465741106         1845        33500 SH  Call Defined   8           0        33500            0
ITRON INC                      OPT  465741106        -6322      -114800 SH  Put  Defined   8           0      -114800            0
ITRON INC                      COM  465741106          617        11206 SH       Sole      9       11206            0            0
ITRON INC                      COM  465741106          953        17309 SH       Defined  31       17309            0            0
ITRON INC                      COM  465741106          115         2092 SH       Defined  32        2092            0            0
ITT CORP NEW                   COM  450911102           36          800 SH       Sole      1         800            0            0
ITT CORP NEW                   COM  450911102         4923       110615 SH       Sole      8      110615            0            0
ITT CORP NEW                   OPT  450911102         2604        58500 SH  Call Defined   8           0        58500            0
ITT CORP NEW                   OPT  450911102        -2273       -51100 SH  Put  Defined   8           0       -51100            0
ITT CORP NEW                   COM  450911102          615        13825 SH       Sole      9       13825            0            0
ITT CORP NEW                   COM  450911102        22406       503500 SH       Defined  31      503500            0            0
ITT CORP NEW                   COM  450911102          347         7801 SH       Defined  32        7801            0            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109         7261        72130 SH       Sole      8       72130            0            0
ITT EDUCATIONAL SERVICES INC   OPT  45068B109        15532       154300 SH  Call Defined   8           0       154300            0
ITT EDUCATIONAL SERVICES INC   OPT  45068B109       -23010      -228600 SH  Put  Defined   8           0      -228600            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109          252         2500 SH       Sole      9        2500            0            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109        10697       106265 SH       Defined  31      106265            0            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109          204         2024 SH       Defined  32        2024            0            0
IVANHOE MINES LTD              COM  46579N103          239        42745 SH       Sole      8       42745            0            0
IVANHOE MINES LTD              OPT  46579N103          236        42000 SH  Call Defined   8           0        42000            0
IVANHOE MINES LTD              OPT  46579N103          -67       -12000 SH  Put  Defined   8           0       -12000            0
IVANHOE MINES LTD              COM  46579N103            6         1100 SH       Sole      9        1100            0            0
IVANHOE MINES LTD              COM  46579N103         1236       220700 SH       Defined  31      220700            0            0
IXIA                           COM  45071R109           43         6339 SH       Sole      8        6339            0            0
IXYS CORP                      COM  46600W106           10          951 SH       Sole      8         951            0            0
J & J SNACK FOODS CORP         COM  466032109           23          652 SH       Sole      8         652            0            0
J CREW GROUP INC               COM  46612H402           52         1943 SH       Sole      8        1943            0            0
J CREW GROUP INC               OPT  46612H402         3124       115600 SH  Call Defined   8           0       115600            0
J CREW GROUP INC               OPT  46612H402         -451       -16700 SH  Put  Defined   8           0       -16700            0
J2 GLOBAL COMMUNICATIONS INC   COM  46626E205          199         8822 SH       Sole      8        8822            0            0
J2 GLOBAL COMMUNICATIONS INC   OPT  46626E205          370        16400 SH  Call Defined   8           0        16400            0
J2 GLOBAL COMMUNICATIONS INC   OPT  46626E205         -205        -9100 SH  Put  Defined   8           0        -9100            0
J2 GLOBAL COMMUNICATIONS INC   COM  46626E205         1027        45525 SH       Defined  31       45525            0            0
JA SOLAR HOLDINGS CO LTD       BOND 466090AA5            0            1 PRN      Sole      1         500            0            0
JA SOLAR HOLDINGS CO LTD       OPT  466090107          800       170200 SH  Call Defined   8           0       170200            0
JA SOLAR HOLDINGS CO LTD       OPT  466090107         -359       -76500 SH  Put  Defined   8           0       -76500            0
JABIL CIRCUIT INC              COM  466313103         1359       183161 SH       Sole      8      183161            0            0
JABIL CIRCUIT INC              OPT  466313103          269        36200 SH  Call Defined   8           0        36200            0
JABIL CIRCUIT INC              OPT  466313103         -600       -80900 SH  Put  Defined   8           0       -80900            0
JABIL CIRCUIT INC              COM  466313103           11         1512 SH       Sole      9        1512            0            0
JABIL CIRCUIT INC              COM  466313103         1165       157009 SH       Defined  31      157009            0            0
JABIL CIRCUIT INC              COM  466313103          126        16924 SH       Defined  32       16924            0            0
JACK IN THE BOX INC            COM  466367109           49         2190 SH       Sole      8        2190            0            0
JACK IN THE BOX INC            OPT  466367109          196         8700 SH  Call Defined   8           0         8700            0
JACK IN THE BOX INC            OPT  466367109         -136        -6100 SH  Put  Defined   8           0        -6100            0
JACK IN THE BOX INC            COM  466367109            8          354 SH       Defined  32         354            0            0
JACKSON HEWITT TAX SVCS INC    COM  468202106            4          700 SH       Sole      8         700            0            0
JACKSON HEWITT TAX SVCS INC    COM  468202106            4          654 SH       Defined  31         654            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107        18820       447136 SH       Sole      8      447136            0            0
JACOBS ENGR GROUP INC DEL      OPT  469814107        13970       331900 SH  Call Defined   8           0       331900            0
JACOBS ENGR GROUP INC DEL      OPT  469814107       -12723      -302300 SH  Put  Defined   8           0      -302300            0
JACOBS ENGR GROUP INC DEL      COM  469814107          246         5835 SH       Sole      9        5835            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107          467        11106 SH       Defined  32       11106            0            0
JAGUAR MNG INC                 COM  47009M103          781       103000 SH       Defined  31      103000            0            0
JAKKS PAC INC                  COM  47012E106           13          996 SH       Sole      8         996            0            0
JAKKS PAC INC                  OPT  47012E106          151        11700 SH  Call Defined   8           0        11700            0
JAKKS PAC INC                  OPT  47012E106         -101        -7900 SH  Put  Defined   8           0        -7900            0
JAKKS PAC INC                  COM  47012E106            1           60 SH       Defined  31          60            0            0
JAMES RIVER COAL CO            COM  470355207          500        33040 SH       Sole      8       33040            0            0
JAMES RIVER COAL CO            OPT  470355207          501        33100 SH  Call Defined   8           0        33100            0
JAMES RIVER COAL CO            OPT  470355207        -1050       -69400 SH  Put  Defined   8           0       -69400            0
JANUS CAP GROUP INC            COM  47102X105         1165       102218 SH       Sole      8      102218            0            0
JANUS CAP GROUP INC            OPT  47102X105          102         8900 SH  Call Defined   8           0         8900            0
JANUS CAP GROUP INC            OPT  47102X###          -##        -#### SH  Put  Defined   8           0        -6000            0
JANUS CAP GROUP INC            COM  47102X105          177        15512 SH       Sole      9       15512            0            0
JANUS CAP GROUP INC            COM  47102X105          150        13125 SH       Defined  32       13125            0            0
JAPAN EQUITY FD INC            UNIT 471057109            0            4 SH       Sole      8           4            0            0
JARDEN CORP                    COM  471109108           71         3799 SH       Sole      8        3799            0            0
JARDEN CORP                    OPT  471109108         3959       211100 SH  Call Defined   8           0       211100            0
JARDEN CORP                    OPT  471109108        -1582       -84400 SH  Put  Defined   8           0       -84400            0
JARDEN CORP                    COM  471109108           36         1912 SH       Sole      9        1912            0            0
JARDEN CORP                    COM  471109108         4495       239710 SH       Defined  31      239710            0            0
JAVELIN PHARMACEUTICALS INC    COM  471894105            2         1877 SH       Sole      8        1877            0            0
JAZZ PHARMACEUTICALS INC       COM  472147107          140        37960 SH       Sole      8       37960            0            0
JAZZ TECHNOLOGIES INC          BOND 47214EAA0          149          420 PRN      Sole      1      420000            0            0
JDA SOFTWARE GROUP INC         COM  46612K108           27         1791 SH       Sole      8        1791            0            0
JDS UNIPHASE CORP              BOND 46612JAD3         3231         4366 PRN      Sole      8     4366000            0            0
JDS UNIPHASE CORP              COM  46612J507         2518       440216 SH       Sole      8      440216            0            0
JDS UNIPHASE CORP              OPT  46612J507          195        34000 SH  Call Defined   8           0        34000            0
JDS UNIPHASE CORP              OPT  46612J507        -3031      -530000 SH  Put  Defined   8           0      -530000            0
JDS UNIPHASE CORP              COM  46612J507          361        63062 SH       Sole      9       63062            0            0
JDS UNIPHASE CORP              COM  46612J507           72        12530 SH       Defined  32       12530            0            0
JDS UNIPHASE CORP              COM  46612J507          829       145000 SH       Sole     34      145000            0            0
JEFFERIES GROUP INC NEW        COM  472319102          439        20577 SH       Sole      8       20577            0            0
JEFFERIES GROUP INC NEW        OPT  472319102         1747        81900 SH  Call Defined   8           0        81900            0
JEFFERIES GROUP INC NEW        OPT  472319102         -904       -42400 SH  Put  Defined   8           0       -42400            0
JEFFERIES GROUP INC NEW        COM  472319102          121         5663 SH       Defined  32        5663            0            0
JETBLUE AIRWAYS CORP           BOND 477143AC5            8            8 PRN      Sole      8        8000            0            0
JETBLUE AIRWAYS CORP           BOND 477143AF8         9374         8875 PRN      Sole      8     8875000            0            0
JETBLUE AIRWAYS CORP           BOND 477143AG6         1581         1500 PRN      Sole      8     1500000            0            0
JETBLUE AIRWAYS CORP           COM  477143101         2362       553092 SH       Sole      8      553092            0            0
JETBLUE AIRWAYS CORP           OPT  477143101          281        65600 SH  Call Defined   8           0        65600            0
JETBLUE AIRWAYS CORP           OPT  477143101        -4490     -1051600 SH  Put  Defined   8           0     -1051600            0
JMP GROUP INC                  COM  46629U107            6          887 SH       Sole      8         887            0            0
JMP GROUP INC                  COM  46629U107           26         3400 SH       Defined  31        3400            0            0
JO-ANN STORES INC              COM  47758P307           34         1623 SH       Sole      8        1623            0            0
JO-ANN STORES INC              OPT  47758P307         1034        50000 SH  Call Defined   8           0        50000            0
JO-ANN STORES INC              COM  47758P307           64         3100 SH       Defined  31        3100            0            0
JOHN BEAN TECHNOLOGIES CORP    COM  477839104           26         2088 SH       Sole      8        2088            0            0
JOHN BEAN TECHNOLOGIES CORP    COM  477839104            1           43 SH       Sole      9          43            0            0
JOHN BEAN TECHNOLOGIES CORP    COM  477839104          940        75100 SH       Defined  31       75100            0            0
JOHNSON & JOHNSON              COM  478160104        86626      1525098 SH       Sole      8     1525098            0            0
JOHNSON & JOHNSON              OPT  478160104        82928      1460000 SH  Call Defined   8           0      1460000            0
JOHNSON & JOHNSON              OPT  478160104       -46780      -823600 SH  Put  Defined   8           0      -823600            0
JOHNSON & JOHNSON              COM  478160104        77027      1356101 SH       Sole      9     1356101            0            0
JOHNSON & JOHNSON              OPT  478160104         6811       119910 SH  Call Defined   9           0       119910            0
JOHNSON & JOHNSON              OPT  478160104       -16098      -283427 SH  Put  Defined   9           0      -283427            0
JOHNSON & JOHNSON              COM  478160104        12094       212926 SH       Defined  32      212926            0            0
JOHNSON CTLS INC               BOND 478366AS6        10268         5096 PRN      Sole      8     5096000            0            0
JOHNSON CTLS INC               COM  478366107         9634       443566 SH       Sole      8      443566            0            0
JOHNSON CTLS INC               OPT  478366107        14158       651800 SH  Call Defined   8           0       651800            0
JOHNSON CTLS INC               OPT  478366107        -6804      -313300 SH  Put  Defined   8           0      -313300            0
JOHNSON CTLS INC               COM  478366107          658        30302 SH       Sole      9       30302            0            0
JOHNSON CTLS INC               COM  478366107          960        44212 SH       Defined  32       44212            0            0
JONES APPAREL GROUP INC        COM  480074103          435        40512 SH       Sole      8       40512            0            0
JONES APPAREL GROUP INC        OPT  480074103          447        41600 SH  Call Defined   8           0        41600            0
JONES APPAREL GROUP INC        OPT  480074103         -847       -79000 SH  Put  Defined   8           0       -79000            0
JONES APPAREL GROUP INC        COM  480074103           59         5530 SH       Sole      9        5530            0            0
JONES LANG LASALLE INC         COM  48020Q107           43         1329 SH       Sole      8        1329            0            0
JONES LANG LASALLE INC         COM  48020Q107            8          252 SH       Defined  32         252            0            0
JOS A BANK CLOTHIERS INC       COM  480838101         7164       207879 SH       Sole      8      207879            0            0
JOS A BANK CLOTHIERS INC       OPT  480838101         4735       137400 SH  Call Defined   8           0       137400            0
JOS A BANK CLOTHIERS INC       OPT  480838101       -10234      -297000 SH  Put  Defined   8           0      -297000            0
JOS A BANK CLOTHIERS INC       COM  480838101         3346        97100 SH       Defined  31       97100            0            0
JOURNAL COMMUNICATIONS INC     COM  481130102            2         1610 SH       Sole      8        1610            0            0
JOY GLOBAL INC                 COM  481165108         1289        36085 SH       Sole      8       36085            0            0
JOY GLOBAL INC                 OPT  481165108         7734       216500 SH  Call Defined   8           0       216500            0
JOY GLOBAL INC                 OPT  481165108        -5322      -149000 SH  Put  Defined   8           0      -149000            0
JOY GLOBAL INC                 COM  481165108           48         1346 SH       Sole      9        1346            0            0
JOY GLOBAL INC                 COM  481165108        19281       539783 SH       Defined  31      539783            0            0
JOY GLOBAL INC                 COM  481165108          195         5470 SH       Defined  32        5470            0            0
JPMORGAN CHASE & CO            COM  46625H100            3          100 SH       Sole      1         100            0            0
JPMORGAN CHASE & CO            COM  46625H100        74812      2193244 SH       Sole      8     2193244            0            0
JPMORGAN CHASE & CO            OPT  46625H100       122493      3591100 SH  Call Defined   8           0      3591100            0
JPMORGAN CHASE & CO            OPT  46625H100      -126449     -3707100 SH  Put  Defined   8           0     -3707100            0
JPMORGAN CHASE & CO            COM  46625H100        10697       313596 SH       Sole      9      313596            0            0
JPMORGAN CHASE & CO            OPT  46625H100            0            0 SH  Call Defined   9           0            0            0
JPMORGAN CHASE & CO            COM  46625H100       132182      3875175 SH       Defined  32     3875175            0            0
JUNIPER NETWORKS INC           COM  48203R104         9456       400669 SH       Sole      8      400669            0            0
JUNIPER NETWORKS INC           OPT  48203R104        53808      2280000 SH  Call Defined   8           0      2280000            0
JUNIPER NETWORKS INC           OPT  48203R104       -56852     -2409000 SH  Put  Defined   8           0     -2409000            0
JUNIPER NETWORKS INC           COM  48203R104          881        37333 SH       Sole      9       37333            0            0
JUNIPER NETWORKS INC           COM  48203R104         1076        45606 SH       Defined  32       45606            0            0
K TRON INTL INC                COM  482730108            1           17 SH       Sole      8          17            0            0
K TRON INTL INC                COM  482730108          176         2200 SH       Defined  31        2200            0            0
K V PHARMACEUTICAL CO          COM  482740206            0          146 SH       Sole      8         146            0            0
K V PHARMACEUTICAL CO          COM  482740206          504       156900 SH       Sole      9      156900            0            0
K V PHARMACEUTICAL CO          COM  482740206            0          125 SH       Defined  31         125            0            0
K12 INC                        COM  48273U102            4          181 SH       Sole      8         181            0            0
KADANT INC                     COM  48282T104            1          100 SH       Sole      8         100            0            0
KADANT INC                     COM  48282T104            3          300 SH       Defined  31         300            0            0
KAISER ALUMINUM CORP           COM  483007704          260         7242 SH       Sole      8        7242            0            0
KAISER ALUMINUM CORP           OPT  483007704           94         2600 SH  Call Defined   8           0         2600            0
KAISER ALUMINUM CORP           OPT  483007704          -61        -1700 SH  Put  Defined   8           0        -1700            0
KAISER ALUMINUM CORP           COM  483007704           79         2212 SH       Defined  31        2212            0            0
KAMAN CORP                     COM  483548103           28         1697 SH       Sole      8        1697            0            0
KAMAN CORP                     COM  483548103         1129        67800 SH       Defined  31       67800            0            0
KANSAS CITY LIFE INS CO        COM  484836101          156         5800 SH       Defined  31        5800            0            0
KANSAS CITY SOUTHERN           COM  485170302           37         2305 SH       Sole      8        2305            0            0
KANSAS CITY SOUTHERN           OPT  485170302          207        12800 SH  Call Defined   8           0        12800            0
KANSAS CITY SOUTHERN           OPT  485170302         -320       -19900 SH  Put  Defined   8           0       -19900            0
KANSAS CITY SOUTHERN           COM  485170302           35         2201 SH       Defined  32        2201            0            0
KAYDON CORP                    COM  486587108           37         1144 SH       Sole      8        1144            0            0
KAYNE ANDERSON ENERGY DEV CO   COM  48660Q102          207        15600 SH       Defined  31       15600            0            0
KB FINANCIAL GROUP INC         COM  48241A105         7401       222200 SH       Defined  31      222200            0            0
KB HOME                        COM  48666K109          248        18123 SH       Sole      8       18123            0            0
KB HOME                        OPT  48666K109          745        54400 SH  Call Defined   8           0        54400            0
KB HOME                        OPT  48666K109        -1526      -111600 SH  Put  Defined   8           0      -111600            0
KB HOME                        COM  48666K109         3123       228315 SH       Sole      9      228315            0            0
KB HOME                        OPT  48666K109            0            0 SH  Put  Defined   9           0            0            0
KBR INC                        COM  48242W106           83         4495 SH       Sole      8        4495            0            0
KBR INC                        OPT  48242W106          983        53300 SH  Call Defined   8           0        53300            0
KBR INC                        OPT  48242W106         -370       -20100 SH  Put  Defined   8           0       -20100            0
KBR INC                        COM  48242W106         4543       246370 SH       Defined  31      246370            0            0
KBR INC                        COM  48242W106           46         2492 SH       Defined  32        2492            0            0
KBW INC                        COM  482423100           47         1642 SH       Sole      8        1642            0            0
KEARNY FINL CORP               COM  487169104            0           25 SH       Sole      8          25            0            0
KEITHLEY INSTRS INC            COM  487584104            6         1456 SH       Sole      8        1456            0            0
KELLOGG CO                     COM  487836108        29758       639001 SH       Sole      8      639001            0            0
KELLOGG CO                     OPT  487836108         9785       210100 SH  Call Defined   8           0       210100            0
KELLOGG CO                     OPT  487836108        -1988       -42700 SH  Put  Defined   8           0       -42700            0
KELLOGG CO                     COM  487836108           91         1950 SH       Sole      9        1950            0            0
KELLOGG CO                     COM  487836108         1086        23329 SH       Defined  32       23329            0            0
KELLY SVCS INC                 COM  488152208            5          430 SH       Sole      8         430            0            0
KELLY SVCS INC                 COM  488152208           22         1998 SH       Defined  32        1998            0            0
KENDLE INTERNATIONAL INC       BOND 48880LAA5         5152         6974 PRN      Sole      1     6974000            0            0
KENDLE INTERNATIONAL INC       COM  48880L107          238        19449 SH       Sole      8       19449            0            0
KENDLE INTERNATIONAL INC       COM  48880L107          184        15043 SH       Sole      9       15043            0            0
KENEXA CORP                    COM  488879107            2          173 SH       Sole      8         173            0            0
KENEXA CORP                    COM  488879107          185        15981 SH       Defined  31       15981            0            0
KENNAMETAL INC                 COM  489170100           82         4261 SH       Sole      8        4261            0            0
KENNAMETAL INC                 COM  489170100            6          313 SH       Sole      9         313            0            0
KENNAMETAL INC                 COM  489170100           14          754 SH       Defined  32         754            0            0
KENSEY NASH CORP               COM  490057106           15          590 SH       Sole      8         590            0            0
KENTUCKY FIRST FED BANCORP     COM  491292108            0            4 SH       Sole      8           4            0            0
KERYX BIOPHARMACEUTICALS INC   COM  492515101           10        11172 SH       Sole      9       11172            0            0
KERYX BIOPHARMACEUTICALS INC   COM  492515101           16        17334 SH       Defined  31       17334            0            0
KEY ENERGY SVCS INC            COM  492914106          670       116283 SH       Sole      8      116283            0            0
KEY ENERGY SVCS INC            COM  492914106         2129       369611 SH       Defined  31      369611            0            0
KEY ENERGY SVCS INC            COM  492914106           14         2492 SH       Defined  32        2492            0            0
KEY TECHNOLOGY INC             COM  493143101          284        28758 SH       Sole      8       28758            0            0
KEYCORP NEW                    COM  493267108            0           38 SH       Sole      1          38            0            0
KEYCORP NEW                    COM  493267108         5176       987764 SH       Sole      8      987764            0            0
KEYCORP NEW                    OPT  493267108          302        57600 SH  Call Defined   8           0        57600            0
KEYCORP NEW                    OPT  493267108        -2247      -429000 SH  Put  Defined   8           0      -429000            0
KEYCORP NEW                    COM  493267108           99        18850 SH       Sole      9       18850            0            0
KEYCORP NEW                    COM  493267108          224        42678 SH       Defined  32       42678            0            0
KEYNOTE SYS INC                COM  493308100           47         6146 SH       Sole      8        6146            0            0
KEYNOTE SYS INC                COM  493308100            8         1028 SH       Defined  31        1028            0            0
KFORCE INC                     COM  493732101           17         2100 SH       Sole      8        2100            0            0
KFORCE INC                     COM  493732101          235        28367 SH       Defined  31       28367            0            0
KHD HUMBOLDT WEDAG INTL LTD    COM  482462108         1124       134800 SH       Defined  31      134800            0            0
KILROY RLTY CORP               COM  49427F108          101         4896 SH       Sole      8        4896            0            0
KILROY RLTY CORP               COM  49427F108           88         4301 SH       Sole      9        4301            0            0
KIMBERLY CLARK CORP            COM  494368103        34343       655015 SH       Sole      8      655015            0            0
KIMBERLY CLARK CORP            OPT  494368103         4258        81200 SH  Call Defined   8           0        81200            0
KIMBERLY CLARK CORP            OPT  494368103        -6600      -125900 SH  Put  Defined   8           0      -125900            0
KIMBERLY CLARK CORP            COM  494368103         1617        30836 SH       Sole      9       30836            0            0
KIMBERLY CLARK CORP            COM  494368103        68483      1306180 SH       Defined  31     1306180            0            0
KIMBERLY CLARK CORP            COM  494368103         1842        35129 SH       Defined  32       35129            0            0
KIMCO REALTY CORP              COM  49446R109         2230       221858 SH       Sole      8      221858            0            0
KIMCO REALTY CORP              OPT  49446R109          537        53400 SH  Call Defined   8           0        53400            0
KIMCO REALTY CORP              OPT  49446R109         -656       -65300 SH  Put  Defined   8           0       -65300            0
KIMCO REALTY CORP              COM  49446R109          411        40894 SH       Sole      9       40894            0            0
KIMCO REALTY CORP              COM  49446R109          129        12849 SH       Defined  32       12849            0            0
KINDER MORGAN ENERGY PARTNER   COM  494550106          493         9645 SH       Sole      8        9645            0            0
KINDER MORGAN ENERGY PARTNER   OPT  494550106         3707        72500 SH  Call Defined   8           0        72500            0
KINDER MORGAN ENERGY PARTNER   OPT  494550106       -15673      -306600 SH  Put  Defined   8           0      -306600            0
KINDER MORGAN ENERGY PARTNER   COM  494550106           98         1910 SH       Sole      9        1910            0            0
KINDER MORGAN ENERGY PARTNER   COM  494550106          106         2069 SH       Defined  32        2069            0            0
KINDER MORGAN MANAGEMENT LLC   COM  49455U100            4           97 SH       Sole      8          97            0            0
KINDER MORGAN MANAGEMENT LLC   COM  49455U100           12          270 SH       Sole      9         270            0            0
KINDRED HEALTHCARE INC         COM  494580103          567        45800 SH       Defined  31       45800            0            0
KINDRED HEALTHCARE INC         COM  494580103           17         1389 SH       Defined  32        1389            0            0
KINETIC CONCEPTS INC           COM  49460W208          878        32242 SH       Sole      8       32242            0            0
KINETIC CONCEPTS INC           OPT  49460W208          728        26700 SH  Call Defined   8           0        26700            0
KINETIC CONCEPTS INC           OPT  49460W208         -637       -23400 SH  Put  Defined   8           0       -23400            0
KINETIC CONCEPTS INC           COM  49460W208        12566       461136 SH       Defined  31      461136            0            0
KINETIC CONCEPTS INC           COM  49460W208           31         1150 SH       Defined  32        1150            0            0
KING PHARMACEUTICALS INC       COM  495582108         3415       354650 SH       Sole      8      354650            0            0
KING PHARMACEUTICALS INC       OPT  495582108          728        75500 SH  Call Defined   8           0        75500            0
KING PHARMACEUTICALS INC       OPT  495582108         -422       -43900 SH  Put  Defined   8           0       -43900            0
KING PHARMACEUTICALS INC       COM  495582108          404        41993 SH       Sole      9       41993            0            0
KING PHARMACEUTICALS INC       COM  495582108         6122       635700 SH       Defined  31      635700            0            0
KING PHARMACEUTICALS INC       COM  495582108           84         8673 SH       Defined  32        8673            0            0
KINGSWAY FINL SVCS INC         COM  496904103            1          177 SH       Sole      8         177            0            0
KINGSWAY FINL SVCS INC         COM  496904103           16         5500 SH       Defined  31        5500            0            0
KINROSS GOLD CORP              COM  496902404          456        25121 SH       Sole      8       25121            0            0
KINROSS GOLD CORP              OPT  496902404         5161       284300 SH  Call Defined   8           0       284300            0
KINROSS GOLD CORP              OPT  496902404        -3350      -184600 SH  Put  Defined   8           0      -184600            0
KINROSS GOLD CORP              COM  496902404           53         2901 SH       Sole      9        2901            0            0
KIRBY CORP                     COM  497266106          112         3522 SH       Sole      8        3522            0            0
KIRBY CORP                     COM  497266106           26          824 SH       Defined  32         824            0            0
KIRKLANDS INC                  COM  497498105          257        21397 SH       Sole      8       21397            0            0
KIRKLANDS INC                  COM  497498105         1248       103915 SH       Defined  31      103915            0            0
KITE RLTY GROUP TR             COM  49803T102           38        12903 SH       Sole      8       12903            0            0
KITE RLTY GROUP TR             COM  49803T102           71        24326 SH       Sole      9       24326            0            0
KITE RLTY GROUP TR             COM  49803T102           69        23500 SH       Defined  31       23500            0            0
KKR FINANCIAL HLDGS LLC        BOND 48248AAB4         1531         3100 PRN      Sole      8     3100000            0            0
KKR FINANCIAL HLDGS LLC        COM  48248A306            5         5541 SH       Sole      8        5541            0            0
KKR FINANCIAL HLDGS LLC        COM  48248A306          174       186581 SH       Defined  31      186581            0            0
KLA-TENCOR CORP                COM  482480100         2206        87367 SH       Sole      8       87367            0            0
KLA-TENCOR CORP                OPT  482480100         1705        67500 SH  Call Defined   8           0        67500            0
KLA-TENCOR CORP                OPT  482480100        -1499       -59400 SH  Put  Defined   8           0       -59400            0
KLA-TENCOR CORP                COM  482480100           40         1591 SH       Sole      9        1591            0            0
KLA-TENCOR CORP                COM  482480100          149         5904 SH       Defined  32        5904            0            0
KNIGHT CAPITAL GROUP INC       COM  499005106            7          404 SH       Sole      8         404            0            0
KNIGHT CAPITAL GROUP INC       OPT  499005106          623        36500 SH  Call Defined   8           0        36500            0
KNIGHT CAPITAL GROUP INC       OPT  499005106         -344       -20200 SH  Put  Defined   8           0       -20200            0
KNIGHT CAPITAL GROUP INC       COM  499005106          301        17656 SH       Defined  31       17656            0            0
KNIGHT CAPITAL GROUP INC       COM  499005106            9          538 SH       Defined  32         538            0            0
KNIGHT TRANSN INC              COM  499064103           37         2250 SH       Sole      8        2250            0            0
KNIGHT TRANSN INC              OPT  499064103          285        17200 SH  Call Defined   8           0        17200            0
KNIGHT TRANSN INC              OPT  499064103         -342       -20700 SH  Put  Defined   8           0       -20700            0
KNIGHT TRANSN INC              COM  499064103          855        51649 SH       Defined  31       51649            0            0
KNOLL INC                      COM  498904200          194        25635 SH       Sole      8       25635            0            0
KNOLL INC                      COM  498904200          532        70139 SH       Defined  31       70139            0            0
KNOLOGY INC                    COM  499183804            1           78 SH       Sole      8          78            0            0
KNOLOGY INC                    COM  499183804          566        65563 SH       Defined  31       65563            0            0
KNOT INC                       COM  499184109            5          643 SH       Sole      8         643            0            0
KNOT INC                       COM  499184109           34         4255 SH       Defined  31        4255            0            0
KOHLBERG CAPITAL CORP          COM  500233101            1          213 SH       Sole      8         213            0            0
KOHLBERG CAPITAL CORP          COM  500233101           28         4400 SH       Defined  31        4400            0            0
KOHLS CORP                     COM  500255104        11018       257726 SH       Sole      8      257726            0            0
KOHLS CORP                     OPT  500255104        50578      1183100 SH  Call Defined   8           0      1183100            0
KOHLS CORP                     OPT  500255104       -18472      -432100 SH  Put  Defined   8           0      -432100            0
KOHLS CORP                     COM  500255104           92         2155 SH       Sole      9        2155            0            0
KOHLS CORP                     COM  500255104         1087        25419 SH       Defined  32       25419            0            0
KOHLS CORP                     COM  500255104         4275       100000 SH       Sole     34      100000            0            0
KONGZHONG CORP                 OPT  50047P104          243        22600 SH  Call Defined   8           0        22600            0
KONGZHONG CORP                 OPT  50047P104         -162       -15100 SH  Put  Defined   8           0       -15100            0
KONINKLIJKE PHILIPS ELECTRS    COM  500472303         6216       337438 SH       Defined  31      337438            0            0
KOPIN CORP                     COM  500600101           13         3551 SH       Sole      8        3551            0            0
KOPPERS HOLDINGS INC           COM  50060P106           10          373 SH       Sole      8         373            0            0
KOREA ELECTRIC PWR             ADR  500631106            7          629 SH       Sole      9         629            0            0
KORN FERRY INTL                COM  500643200            0           27 SH       Sole      8          27            0            0
KORN FERRY INTL                COM  500643200            9          860 SH       Defined  32         860            0            0
KORN FERRY INTL                COM  500643200         3192       300000 SH       Sole     34      300000            0            0
KRAFT FOODS INC                COM  50075N104        19630       774651 SH       Sole      8      774651            0            0
KRAFT FOODS INC                OPT  50075N104        22908       904000 SH  Call Defined   8           0       904000            0
KRAFT FOODS INC                OPT  50075N104        -9543      -376600 SH  Put  Defined   8           0      -376600            0
KRAFT FOODS INC                COM  50075N104         4580       180756 SH       Sole      9      180756            0            0
KRAFT FOODS INC                COM  50075N104         6787       267839 SH       Defined  31      267839            0            0
KRAFT FOODS INC                COM  50075N104         1569        61918 SH       Defined  32       61918            0            0
KRISPY KREME DOUGHNUTS INC     COM  501014104           13         4238 SH       Sole      8        4238            0            0
KRISPY KREME DOUGHNUTS INC     OPT  501014104            3          900 SH  Call Defined   8           0          900            0
KRISPY KREME DOUGHNUTS INC     OPT  501014104           -4        -1600 SH  Put  Defined   8           0        -1600            0
KROGER CO                      COM  501044101         7864       356651 SH       Sole      8      356651            0            0
KROGER CO                      OPT  501044101         9182       416400 SH  Call Defined   8           0       416400            0
KROGER CO                      OPT  501044101        -2754      -124900 SH  Put  Defined   8           0      -124900            0
KROGER CO                      COM  501044101          327        14812 SH       Sole      9       14812            0            0
KROGER CO                      COM  501044101          548        24847 SH       Defined  31       24847            0            0
KROGER CO                      COM  501044101         1316        59691 SH       Defined  32       59691            0            0
KROGER CO                      COM  501044101         2205       100000 SH       Sole     34      100000            0            0
K-SWISS INC                    COM  482686102            4          505 SH       Sole      8         505            0            0
K-SWISS INC                    COM  482686102          227        26676 SH       Defined  31       26676            0            0
KT CORP                        COM  48268K101         2939       204654 SH       Defined  31      204654            0            0
KUBOTA CORP                    ADR  501173207          270         6587 SH       Sole      9        6587            0            0
KUBOTA CORP                    COM  501173207         1535        37500 SH       Defined  31       37500            0            0
KULICKE & SOFFA INDS INC       COM  501242101            6         1674 SH       Sole      8        1674            0            0
KULICKE & SOFFA INDS INC       OPT  501242101           43        12500 SH  Call Defined   8           0        12500            0
KULICKE & SOFFA INDS INC       OPT  501242101           -9        -2900 SH  Put  Defined   8           0        -2900            0
KULICKE & SOFFA INDS INC       COM  501242101          242        71108 SH       Defined  31       71108            0            0
KVH INDS INC                   COM  482738101            1          200 SH       Sole      8         200            0            0
KYOCERA CORP                   COM  501556203           36          483 SH       Sole      8         483            0            0
L-1 IDENTITY SOLUTIONS INC     COM  50212A106           16         2049 SH       Sole      8        2049            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104         5809        83732 SH       Sole      8       83732            0            0
L-3 COMMUNICATIONS HLDGS INC   OPT  502424104         5058        72900 SH  Call Defined   8           0        72900            0
L-3 COMMUNICATIONS HLDGS INC   OPT  502424104        -3656       -52700 SH  Put  Defined   8           0       -52700            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104        15183       218839 SH       Sole      9      218839            0            0
L-3 COMMUNICATIONS HLDGS INC   OPT  502424104       -10785      -155453 SH  Put  Defined   9           0      -155453            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104        10361       149336 SH       Defined  31      149336            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104          304         4385 SH       Defined  32        4385            0            0
LA BARGE INC                   COM  502470107            1           75 SH       Sole      8          75            0            0
LA JOLLA PHARMACEUTICAL CO     COM  503459307           44       227992 SH       Defined  31      227992            0            0
LA Z BOY INC                   COM  505336107           35         7406 SH       Sole      8        7406            0            0
LA Z BOY INC                   COM  505336107          434        92000 SH       Defined  31       92000            0            0
LABOPHARM INC                  COM  504905100            0          100 SH       Defined  31         100            0            0
LABORATORY CORP AMER HLDGS     COM  50540R409         4284        63195 SH       Sole      8       63195            0            0
LABORATORY CORP AMER HLDGS     OPT  50540R409         2136        31500 SH  Call Defined   8           0        31500            0
LABORATORY CORP AMER HLDGS     OPT  50540R409        -2833       -41800 SH  Put  Defined   8           0       -41800            0
LABORATORY CORP AMER HLDGS     COM  50540R409          377         5566 SH       Sole      9        5566            0            0
LABORATORY CORP AMER HLDGS     COM  50540R409          637         9399 SH       Defined  32        9399            0            0
LABRANCHE & CO INC             COM  505447102           10         2248 SH       Sole      8        2248            0            0
LABRANCHE & CO INC             COM  505447102           24         5500 SH       Defined  31        5500            0            0
LACLEDE GROUP INC              COM  505597104           45         1343 SH       Sole      8        1343            0            0
LACLEDE GROUP INC              COM  505597104         4046       122114 SH       Defined  31      122114            0            0
LACLEDE GROUP INC              COM  505597104            9          273 SH       Defined  32         273            0            0
LADENBURG THALMAN FIN SVCS I   COM  50575Q102          113       209600 SH       Sole      8      209600            0            0
LAKES ENTMNT INC               COM  51206P109            0           50 SH       Sole      8          50            0            0
LAM RESEARCH CORP              COM  512807108         1113        42817 SH       Sole      8       42817            0            0
LAM RESEARCH CORP              OPT  512807108         5216       200600 SH  Call Defined   8           0       200600            0
LAM RESEARCH CORP              OPT  512807108        -2665      -102500 SH  Put  Defined   8           0      -102500            0
LAM RESEARCH CORP              COM  512807108          174         6677 SH       Sole      9        6677            0            0
LAM RESEARCH CORP              COM  512807108          184         7074 SH       Defined  32        7074            0            0
LAMAR ADVERTISING CO           COM  512815101          254        16621 SH       Sole      8       16621            0            0
LAMAR ADVERTISING CO           OPT  512815101         1387        90800 SH  Call Defined   8           0        90800            0
LAMAR ADVERTISING CO           OPT  512815101         -728       -47700 SH  Put  Defined   8           0       -47700            0
LAMAR ADVERTISING CO           COM  512815101           14          911 SH       Defined  32         911            0            0
LAN AIRLINES S A               OPT  501723100          361        30000 SH  Call Defined   8           0        30000            0
LAN AIRLINES S A               COM  501723100         2270       188700 SH       Defined  31      188700            0            0
LANCASTER COLONY CORP          COM  513847103           10          228 SH       Sole      8         228            0            0
LANCASTER COLONY CORP          COM  513847103            9          208 SH       Defined  32         208            0            0
LANCE INC                      COM  514606102           49         2100 SH       Sole      8        2100            0            0
LANCE INC                      COM  514606102         1000        43220 SH       Defined  31       43220            0            0
LANDAUER INC                   COM  51476K103           19          308 SH       Sole      8         308            0            0
LANDEC CORP                    COM  514766104            1          198 SH       Sole      8         198            0            0
LANDEC CORP                    COM  514766104           28         4085 SH       Defined  31        4085            0            0
LANDRYS RESTAURANTS INC        COM  51508L103          134        15525 SH       Sole      8       15525            0            0
LANDRYS RESTAURANTS INC        OPT  51508L103           23         2600 SH  Call Defined   8           0         2600            0
LANDRYS RESTAURANTS INC        OPT  51508L103         -242       -28200 SH  Put  Defined   8           0       -28200            0
LANDSTAR SYS INC               COM  515098101          507        14089 SH       Sole      8       14089            0            0
LANDSTAR SYS INC               OPT  515098101          429        11900 SH  Call Defined   8           0        11900            0
LANDSTAR SYS INC               OPT  515098101         -705       -19600 SH  Put  Defined   8           0       -19600            0
LANDSTAR SYS INC               COM  515098101           11          298 SH       Defined  31         298            0            0
LANDSTAR SYS INC               COM  515098101          109         3024 SH       Defined  32        3024            0            0
LANNET INC                     COM  516012101            1           76 SH       Sole      8          76            0            0
LAS VEGAS SANDS CORP           COM  517834107         1538       195625 SH       Sole      8      195625            0            0
LAS VEGAS SANDS CORP           OPT  517834107         2825       359400 SH  Call Defined   8           0       359400            0
LAS VEGAS SANDS CORP           OPT  517834107        -2891      -367900 SH  Put  Defined   8           0      -367900            0
LAS VEGAS SANDS CORP           COM  517834107          127        16162 SH       Defined  32       16162            0            0
LASALLE HOTEL PPTYS            COM  517942108           23         1898 SH       Sole      8        1898            0            0
LASALLE HOTEL PPTYS            COM  517942108           80         6517 SH       Sole      9        6517            0            0
LASERCARD CORP                 OPT  51807U101          119        35800 SH  Call Defined   8           0        35800            0
LASERCARD CORP                 OPT  51807U###          -##        -#### SH  Put  Defined   8           0        -3200            0
LATTICE SEMICONDUCTOR CORP     COM  518415104            0           73 SH       Sole      8          73            0            0
LAUDER ESTEE COS INC           COM  518439104         2028        62071 SH       Sole      8       62071            0            0
LAUDER ESTEE COS INC           OPT  518439104          755        23100 SH  Call Defined   8           0        23100            0
LAUDER ESTEE COS INC           OPT  518439104        -2695       -82500 SH  Put  Defined   8           0       -82500            0
LAUDER ESTEE COS INC           COM  518439104          148         4520 SH       Sole      9        4520            0            0
LAUDER ESTEE COS INC           COM  518439104          235         7187 SH       Defined  32        7187            0            0
LAWSON PRODS INC               COM  520776105            4          251 SH       Sole      8         251            0            0
LAWSON SOFTWARE INC NEW        COM  52078P102            5          978 SH       Sole      8         978            0            0
LAWSON SOFTWARE INC NEW        OPT  52078P102           11         1900 SH  Call Defined   8           0         1900            0
LAWSON SOFTWARE INC NEW        OPT  52078P###          -##        -#### SH  Put  Defined   8           0        -2400            0
LAWSON SOFTWARE INC NEW        COM  52078P102           36         6357 SH       Defined  31        6357            0            0
LAYNE CHRISTENSEN CO           COM  521050104           14          700 SH       Sole      8         700            0            0
LAZARD GLB TTL RET&INCM FD I   UNIT 52106W103            8          627 SH       Sole      8         627            0            0
LAZARD LTD                     COM  G54050102           65         2400 SH       Sole      8        2400            0            0
LAZARD LTD                     COM  G54050102           94         3500 SH       Sole      9        3500            0            0
LAZARD WORLD DIVID & INCOME    UNIT 521076109            1           99 SH       Sole      8          99            0            0
LCA-VISION INC                 COM  501803308            1          344 SH       Sole      8         344            0            0
LCA-VISION INC                 OPT  501803308           47        11100 SH  Call Defined   8           0        11100            0
LCA-VISION INC                 OPT  501803308          -26        -6300 SH  Put  Defined   8           0        -6300            0
LDK SOLAR CO LTD               OPT  50183L107         2278       201900 SH  Call Defined   8           0       201900            0
LDK SOLAR CO LTD               OPT  50183L107        -8941      -792700 SH  Put  Defined   8           0      -792700            0
LEAP WIRELESS INTL INC         COM  521863308           94         2865 SH       Sole      8        2865            0            0
LEAP WIRELESS INTL INC         OPT  521863308         4647       141100 SH  Call Defined   8           0       141100            0
LEAP WIRELESS INTL INC         OPT  521863308        -1383       -42000 SH  Put  Defined   8           0       -42000            0
LEAP WIRELESS INTL INC         COM  521863308           79         2391 SH       Defined  32        2391            0            0
LEAPFROG ENTERPRISES INC       COM  52186N106            1          376 SH       Sole      8         376            0            0
LEAPFROG ENTERPRISES INC       COM  52186N106          114        49772 SH       Defined  31       49772            0            0
LEAR CORP                      COM  521865105           28        56700 SH       Sole      8       56700            0            0
LEAR CORP                      OPT  521865105           12        23300 SH  Call Defined   8           0        23300            0
LEAR CORP                      OPT  521865105           -4        -9200 SH  Put  Defined   8           0        -9200            0
LEARNING TREE INTL INC         COM  522015106            7          661 SH       Sole      8         661            0            0
LEARNING TREE INTL INC         COM  522015106           23         2185 SH       Defined  31        2185            0            0
LECG CORP                      COM  523234102          433       132800 SH       Sole      8      132800            0            0
LEE ENTERPRISES INC            COM  523768109           47        88995 SH       Sole      8       88995            0            0
LEGACY RESERVES LP             COM  524707304           23         1790 SH       Sole      9        1790            0            0
LEGG MASON INC                 COM  524901105         1792        73487 SH       Sole      8       73487            0            0
LEGG MASON INC                 OPT  524901105         5637       231200 SH  Call Defined   8           0       231200            0
LEGG MASON INC                 OPT  524901105        -3661      -150200 SH  Put  Defined   8           0      -150200            0
LEGG MASON INC                 COM  524901105         1852        75964 SH       Sole      9       75964            0            0
LEGG MASON INC                 COM  524901105         3696       151600 SH       Defined  31      151600            0            0
LEGG MASON INC                 COM  524901105          127         5189 SH       Defined  32        5189            0            0
LEGGETT & PLATT INC            COM  524660107         1369        89881 SH       Sole      8       89881            0            0
LEGGETT & PLATT INC            OPT  524660107          453        29700 SH  Call Defined   8           0        29700            0
LEGGETT & PLATT INC            OPT  524660107         -176       -11600 SH  Put  Defined   8           0       -11600            0
LEGGETT & PLATT INC            COM  524660107          560        36757 SH       Sole      9       36757            0            0
LEGGETT & PLATT INC            COM  524660107         2192       143950 SH       Defined  31      143950            0            0
LENDER PROCESSING SVCS INC     COM  52602E102          246         8855 SH       Sole      8        8855            0            0
LENDER PROCESSING SVCS INC     COM  52602E102          816        29400 SH       Defined  31       29400            0            0
LENDER PROCESSING SVCS INC     COM  52602E102          140         5047 SH       Defined  32        5047            0            0
LENNAR CORP                    COM  526057104          533        55000 SH       Sole      1       55000            0            0
LENNAR CORP                    COM  526057104         3295       340045 SH       Sole      8      340045            0            0
LENNAR CORP                    OPT  526057104         3728       384700 SH  Call Defined   8           0       384700            0
LENNAR CORP                    OPT  526057104        -6215      -641400 SH  Put  Defined   8           0      -641400            0
LENNAR CORP                    COM  526057104          300        30999 SH       Sole      9       30999            0            0
LENNAR CORP                    COM  526057104          703        72500 SH       Defined  31       72500            0            0
LENNAR CORP                    COM  526057302          881       115900 SH       Defined  31      115900            0            0
LENNOX INTL INC                COM  526107107          534        16619 SH       Sole      8       16619            0            0
LENNOX INTL INC                COM  526107107           98         3064 SH       Defined  32        3064            0            0
LEUCADIA NATL CORP             COM  527288104        15028       712555 SH       Sole      1      712555            0            0
LEUCADIA NATL CORP             COM  527288104         3251       154164 SH       Sole      8      154164            0            0
LEUCADIA NATL CORP             OPT  527288104         1878        89000 SH  Call Defined   8           0        89000            0
LEUCADIA NATL CORP             OPT  527288104        -6379      -302500 SH  Put  Defined   8           0      -302500            0
LEUCADIA NATL CORP             COM  527288104          219        10364 SH       Sole      9       10364            0            0
LEUCADIA NATL CORP             COM  527288104          193         9131 SH       Defined  32        9131            0            0
LEVEL 3 COMMUNICATIONS INC     BOND 52729NAS9         2934         2934 PRN      Sole      8     2934000            0            0
LEVEL 3 COMMUNICATIONS INC     BOND 52729NBA7          267          284 PRN      Sole      8      284000            0            0
LEVEL 3 COMMUNICATIONS INC     BOND 52729NBE9         6273         6543 PRN      Sole      8     6543000            0            0
LEVEL 3 COMMUNICATIONS INC     BOND 52729NBF6         1597         1959 PRN      Sole      8     1959000            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100          108        71522 SH       Sole      8       71522            0            0
LEVEL 3 COMMUNICATIONS INC     OPT  52729N100           73        48300 SH  Call Defined   8           0        48300            0
LEVEL 3 COMMUNICATIONS INC     OPT  52729N100          -53       -35200 SH  Put  Defined   8           0       -35200            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100            2         1226 SH       Sole      9        1226            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100          688       455876 SH       Defined  31      455876            0            0
LEXICON PHARMACEUTICALS INC    COM  528872104            2         1331 SH       Sole      8        1331            0            0
LEXINGTON REALTY TRUST         COM  529043101           16         4764 SH       Sole      8        4764            0            0
LEXMARK INTL NEW               COM  529771107          662        41777 SH       Sole      8       41777            0            0
LEXMARK INTL NEW               OPT  529771107         3797       239500 SH  Call Defined   8           0       239500            0
LEXMARK INTL NEW               OPT  529771107         -271       -17100 SH  Put  Defined   8           0       -17100            0
LEXMARK INTL NEW               COM  529771107          236        14896 SH       Sole      9       14896            0            0
LEXMARK INTL NEW               COM  529771107           62         3882 SH       Defined  32        3882            0            0
LG DISPLAY CO LTD              COM  50186V102         6402       512600 SH       Defined  31      512600            0            0
LHC GROUP INC                  COM  50187A107           16          713 SH       Sole      8         713            0            0
LHC GROUP INC                  COM  50187A107          497        22374 SH       Defined  31       22374            0            0
LIBERTY GLOBAL INC             COM  530555101         4125       259586 SH       Sole      8      259586            0            0
LIBERTY GLOBAL INC             OPT  530555101         3172       199600 SH  Call Defined   8           0       199600            0
LIBERTY GLOBAL INC             OPT  530555101         -630       -39700 SH  Put  Defined   8           0       -39700            0
LIBERTY GLOBAL INC             COM  530555101          278        17500 SH       Sole      9       17500            0            0
LIBERTY GLOBAL INC             COM  530555101         7962       501067 SH       Defined  31      501067            0            0
LIBERTY GLOBAL INC             COM  530555309           88         5588 SH       Defined  31        5588            0            0
LIBERTY GLOBAL INC             COM  530555101           49         3053 SH       Defined  32        3053            0            0
LIBERTY MEDIA CORP             BOND 530715AN1          312          701 PRN      Sole      1      701000            0            0
LIBERTY MEDIA CORP             BOND 530715AL5          341          946 PRN      Sole      8      946000            0            0
LIBERTY MEDIA CORP             BOND 530715AN1         2787         6264 PRN      Sole      8     6264000            0            0
LIBERTY MEDIA CORP             BOND 530715AR2         5850        15000 PRN      Sole      9    15000000            0            0
LIBERTY MEDIA CORP NEW         BOND 530718AF2         1574         1854 PRN      Sole      8     1854000            0            0
LIBERTY MEDIA CORP NEW         COM  53071M104           93        18620 SH       Sole      8       18620            0            0
LIBERTY MEDIA CORP NEW         COM  53071M302          229        16906 SH       Sole      8       16906            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500        14635       548126 SH       Sole      8      548126            0            0
LIBERTY MEDIA CORP NEW         OPT  53071M104           38         7400 SH  Call Defined   8           0         7400            0
LIBERTY MEDIA CORP NEW         OPT  53071M###          -##        -#### SH  Put  Defined   8           0        -7000            0
LIBERTY MEDIA CORP NEW         OPT  53071M302          224        16500 SH  Call Defined   8           0        16500            0
LIBERTY MEDIA CORP NEW         OPT  53071M302         -168       -12400 SH  Put  Defined   8           0       -12400            0
LIBERTY MEDIA CORP NEW         OPT  53071M500         3421       128100 SH  Call Defined   8           0       128100            0
LIBERTY MEDIA CORP NEW         OPT  53071M500         -443       -16600 SH  Put  Defined   8           0       -16600            0
LIBERTY MEDIA CORP NEW         COM  53071M104           72        14409 SH       Defined  31       14409            0            0
LIBERTY MEDIA CORP NEW         COM  53071M302           60         4454 SH       Defined  31        4454            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500         2346        87871 SH       Defined  31       87871            0            0
LIBERTY MEDIA CORP NEW         COM  53071M104           54        10869 SH       Defined  32       10869            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500           33         1250 SH       Defined  32        1250            0            0
LIBERTY PPTY TR                COM  531172104           94         4071 SH       Sole      8        4071            0            0
LIBERTY PPTY TR                OPT  531172104           35         1500 SH  Call Defined   8           0         1500            0
LIBERTY PPTY TR                OPT  531172104          -55        -2400 SH  Put  Defined   8           0        -2400            0
LIBERTY PPTY TR                COM  531172104          382        16590 SH       Sole      9       16590            0            0
LIBERTY PPTY TR                COM  531172104           12          523 SH       Defined  32         523            0            0
LIFE PARTNERS HOLDINGS INC     COM  53215T106            1           53 SH       Sole      8          53            0            0
LIFE TECHNOLOGIES CORP         COM  53217V109         4073        97625 SH       Sole      8       97625            0            0
LIFE TECHNOLOGIES CORP         OPT  53217V109         2629        63000 SH  Call Defined   8           0        63000            0
LIFE TECHNOLOGIES CORP         OPT  53217V109        -2891       -69300 SH  Put  Defined   8           0       -69300            0
LIFE TECHNOLOGIES CORP         COM  53217V109          752        18029 SH       Sole      9       18029            0            0
LIFE TECHNOLOGIES CORP         COM  53217V109          563        13505 SH       Defined  32       13505            0            0
LIFE TECHNOLOGIES CORP         COM  53217V109         6779       162491 SH       Sole     34      162491            0            0
LIFE TIME FITNESS INC          COM  53217R207         3270       163391 SH       Sole      8      163391            0            0
LIFE TIME FITNESS INC          OPT  53217R207          457        22800 SH  Call Defined   8           0        22800            0
LIFE TIME FITNESS INC          OPT  53217R207        -3349      -167400 SH  Put  Defined   8           0      -167400            0
LIFEPOINT HOSPITALS INC        COM  53219L109           92         3520 SH       Sole      8        3520            0            0
LIFEPOINT HOSPITALS INC        OPT  53219L109         1478        56300 SH  Call Defined   8           0        56300            0
LIFEPOINT HOSPITALS INC        OPT  53219L109         -716       -27300 SH  Put  Defined   8           0       -27300            0
LIFEPOINT HOSPITALS INC        COM  53219L109          165         6300 SH       Sole      9        6300            0            0
LIFETIME BRANDS INC            COM  53222Q103            0          100 SH       Sole      8         100            0            0
LIFEWAY FOODS INC              COM  531914109            0           35 SH       Sole      8          35            0            0
LIGAND PHARMACEUTICALS INC     COM  53220K207            5         1813 SH       Sole      8        1813            0            0
LIGAND PHARMACEUTICALS INC     COM  53220K207          501       175246 SH       Sole      9      175246            0            0
LIHIR GOLD LTD                 COM  532349107           47         2000 SH       Sole      8        2000            0            0
LIHIR GOLD LTD                 COM  532349107        29379      1259263 SH       Sole      9     1259263            0            0
LILLY ELI & CO                 COM  532457108        38346      1106967 SH       Sole      8     1106967            0            0
LILLY ELI & CO                 OPT  532457108        14490       418300 SH  Call Defined   8           0       418300            0
LILLY ELI & CO                 OPT  532457108       -43234     -1248100 SH  Put  Defined   8           0     -1248100            0
LILLY ELI & CO                 COM  532457108         5549       160193 SH       Sole      9      160193            0            0
LILLY ELI & CO                 OPT  532457108            0            0 SH  Call Defined   9           0            0            0
LILLY ELI & CO                 COM  532457108        16457       475099 SH       Defined  31      475099            0            0
LILLY ELI & CO                 COM  532457108         2245        64813 SH       Defined  32       64813            0            0
LIMELIGHT NETWORKS INC         COM  53261M104            1          257 SH       Sole      8         257            0            0
LIMELIGHT NETWORKS INC         COM  53261M104          128        29020 SH       Defined  31       29020            0            0
LIMITED BRANDS INC             COM  532716107         3077       257072 SH       Sole      8      257072            0            0
LIMITED BRANDS INC             OPT  532716107          500        41700 SH  Call Defined   8           0        41700            0
LIMITED BRANDS INC             OPT  532716107        -2204      -184200 SH  Put  Defined   8           0      -184200            0
LIMITED BRANDS INC             COM  532716107           23         1914 SH       Sole      9        1914            0            0
LIMITED BRANDS INC             COM  532716107          222        18581 SH       Defined  32       18581            0            0
LIN TV CORP                    COM  532774106            2         1400 SH       Sole      8        1400            0            0
LINCARE HLDGS INC              COM  532791100          385        16363 SH       Sole      8       16363            0            0
LINCARE HLDGS INC              OPT  532791100         1652        70200 SH  Call Defined   8           0        70200            0
LINCARE HLDGS INC              OPT  532791100         -929       -39500 SH  Put  Defined   8           0       -39500            0
LINCARE HLDGS INC              COM  532791100         1756        74642 SH       Defined  31       74642            0            0
LINCARE HLDGS INC              COM  532791100           81         3443 SH       Defined  32        3443            0            0
LINCOLN EDL SVCS CORP          COM  533535100            2           74 SH       Sole      8          74            0            0
LINCOLN EDL SVCS CORP          COM  533535100          458        21904 SH       Defined  31       21904            0            0
LINCOLN ELEC HLDGS INC         COM  533900106           61         1700 SH       Sole      8        1700            0            0
LINCOLN ELEC HLDGS INC         COM  533900106           68         1900 SH       Defined  31        1900            0            0
LINCOLN ELEC HLDGS INC         COM  533900106           28          788 SH       Defined  32         788            0            0
LINCOLN NATL CORP IND          COM  534187109         3505       203658 SH       Sole      8      203658            0            0
LINCOLN NATL CORP IND          OPT  534187109        10865       631300 SH  Call Defined   8           0       631300            0
LINCOLN NATL CORP IND          OPT  534187109        -8575      -498300 SH  Put  Defined   8           0      -498300            0
LINCOLN NATL CORP IND          COM  534187109          675        39212 SH       Sole      9       39212            0            0
LINCOLN NATL CORP IND          COM  534187109         5455       316966 SH       Defined  31      316966            0            0
LINCOLN NATL CORP IND          COM  534187109          387        22465 SH       Defined  32       22465            0            0
LINDSAY CORP                   COM  535555106           94         2832 SH       Sole      8        2832            0            0
LINDSAY CORP                   OPT  535555106          365        11000 SH  Call Defined   8           0        11000            0
LINDSAY CORP                   OPT  535555106        -4637      -140100 SH  Put  Defined   8           0      -140100            0
LINDSAY CORP                   COM  535555106         4965       150000 SH       Sole     34      150000            0            0
LINEAR TECHNOLOGY CORP         BOND 535678AC0          255          308 PRN      Sole      1      308000            0            0
LINEAR TECHNOLOGY CORP         COM  535678106         7973       341466 SH       Sole      8      341466            0            0
LINEAR TECHNOLOGY CORP         OPT  535678106         3713       159000 SH  Call Defined   8           0       159000            0
LINEAR TECHNOLOGY CORP         OPT  535678106       -11672      -499900 SH  Put  Defined   8           0      -499900            0
LINEAR TECHNOLOGY CORP         COM  535678106           93         3978 SH       Sole      9        3978            0            0
LINEAR TECHNOLOGY CORP         COM  535678106        17052       730289 SH       Defined  31      730289            0            0
LINEAR TECHNOLOGY CORP         COM  535678106          432        18522 SH       Defined  32       18522            0            0
LINEAR TECHNOLOGY CORP         COM  535678106         7005       300000 SH       Sole     34      300000            0            0
LINN ENERGY LLC                COM  536020100           55         2800 SH       Sole      8        2800            0            0
LINN ENERGY LLC                OPT  536020100         1490        76100 SH  Call Defined   8           0        76100            0
LINN ENERGY LLC                OPT  536020100        -1287       -65800 SH  Put  Defined   8           0       -65800            0
LINN ENERGY LLC                COM  536020100           28         1422 SH       Defined  32        1422            0            0
LIONBRIDGE TECHNOLOGIES INC    COM  536252109            1          432 SH       Sole      8         432            0            0
LIONS GATE ENTMNT CORP         BOND 535919AF1           18           23 PRN      Sole      8       23000            0            0
LIONS GATE ENTMNT CORP         BOND 535919AG9         2102         2748 PRN      Sole      8     2748000            0            0
LIONS GATE ENTMNT CORP         COM  535919203           16         2900 SH       Sole      8        2900            0            0
LIONS GATE ENTMNT CORP         OPT  535919203          225        40100 SH  Call Defined   8           0        40100            0
LIONS GATE ENTMNT CORP         OPT  535919203          -23        -4200 SH  Put  Defined   8           0        -4200            0
LIQUIDITY SERVICES INC         COM  53635B107            1          111 SH       Sole      8         111            0            0
LITHIA MTRS INC                COM  536797103           26         2909 SH       Sole      8        2909            0            0
LITTELFUSE INC                 COM  537008104           16          780 SH       Sole      8         780            0            0
LIVE NATION INC                COM  538034109          567       116649 SH       Sole      8      116649            0            0
LIVE NATION INC                OPT  538034109           58        11800 SH  Call Defined   8           0        11800            0
LIVE NATION INC                OPT  538034109          -50       -10400 SH  Put  Defined   8           0       -10400            0
LIVE NATION INC                COM  538034109          114        23512 SH       Defined  31       23512            0            0
LIVEPERSON INC                 COM  538146101            2          509 SH       Sole      8         509            0            0
LIZ CLAIBORNE INC              COM  539320101           90        31352 SH       Sole      8       31352            0            0
LIZ CLAIBORNE INC              OPT  539320101           40        13800 SH  Call Defined   8           0        13800            0
LIZ CLAIBORNE INC              OPT  539320101          -38       -13300 SH  Put  Defined   8           0       -13300            0
LIZ CLAIBORNE INC              COM  539320101           37        12956 SH       Sole      9       12956            0            0
LIZ CLAIBORNE INC              COM  539320101          165        57412 SH       Defined  31       57412            0            0
LKQ CORP                       COM  501889208          129         7853 SH       Sole      8        7853            0            0
LKQ CORP                       OPT  501889208            7          400 SH  Call Defined   8           0          400            0
LKQ CORP                       OPT  501889208           -4         -300 SH  Put  Defined   8           0         -300            0
LKQ CORP                       COM  501889208         1309        79585 SH       Defined  31       79585            0            0
LKQ CORP                       COM  501889208          122         7404 SH       Defined  32        7404            0            0
LLOYDS BANKING GROUP PLC       COM  539439109          570       119586 SH       Defined  31      119586            0            0
LMI AEROSPACE INC              COM  502079106            2          232 SH       Sole      8         232            0            0
LMI AEROSPACE INC              COM  502079106          205        20214 SH       Defined  31       20214            0            0
LOCKHEED MARTIN CORP           COM  539830109        17782       220478 SH       Sole      8      220478            0            0
LOCKHEED MARTIN CORP           OPT  539830109        13372       165800 SH  Call Defined   8           0       165800            0
LOCKHEED MARTIN CORP           OPT  539830109       -12952      -160600 SH  Put  Defined   8           0      -160600            0
LOCKHEED MARTIN CORP           COM  539830109         1150        14261 SH       Sole      9       14261            0            0
LOCKHEED MARTIN CORP           COM  539830109         1742        21600 SH       Defined  31       21600            0            0
LOCKHEED MARTIN CORP           COM  539830109         2371        29402 SH       Defined  32       29402            0            0
LODGENET INTERACTIVE CORP      COM  540211109            2          604 SH       Sole      8         604            0            0
LODGENET INTERACTIVE CORP      COM  540211109          143        41953 SH       Defined  31       41953            0            0
LODGIAN INC                    COM  54021P403           39        29800 SH       Sole      8       29800            0            0
LOEWS CORP                     COM  540424108         5897       215245 SH       Sole      8      215245            0            0
LOEWS CORP                     OPT  540424108          132         4800 SH  Call Defined   8           0         4800            0
LOEWS CORP                     OPT  540424108         -213        -7800 SH  Put  Defined   8           0        -7800            0
LOEWS CORP                     COM  540424108           70         2553 SH       Sole      9        2553            0            0
LOEWS CORP                     COM  540424108          684        24973 SH       Defined  31       24973            0            0
LOEWS CORP                     COM  540424108          466        17005 SH       Defined  32       17005            0            0
LOGILITY INC                   COM  54140Y103            0            9 SH       Sole      8           9            0            0
LOGITECH INTL S A              COM  H50430232           96         6842 SH       Sole      8        6842            0            0
LOGITECH INTL S A              COM  H50430232          231        16441 SH       Sole      9       16441            0            0
LO-JACK CORP                   COM  539451104           28         6766 SH       Sole      8        6766            0            0
LO-JACK CORP                   OPT  539451104            8         1900 SH  Call Defined   8           0         1900            0
LO-JACK CORP                   OPT  539451104          -18        -4500 SH  Put  Defined   8           0        -4500            0
LOOPNET INC                    COM  543524300           45         5829 SH       Sole      8        5829            0            0
LOOPNET INC                    COM  543524300          132        16970 SH       Defined  31       16970            0            0
LORAL SPACE & COMMUNICATNS I   COM  543881106          121         4682 SH       Sole      8        4682            0            0
LORAL SPACE & COMMUNICATNS I   COM  543881106          221         8600 SH       Defined  31        8600            0            0
LORILLARD INC                  COM  544147101         8607       126998 SH       Sole      8      126998            0            0
LORILLARD INC                  OPT  544147101         5259        77600 SH  Call Defined   8           0        77600            0
LORILLARD INC                  OPT  544147101       -12096      -178500 SH  Put  Defined   8           0      -178500            0
LORILLARD INC                  COM  544147101           81         1188 SH       Sole      9        1188            0            0
LORILLARD INC                  COM  544147101        77170      1138700 SH       Defined  31     1138700            0            0
LORILLARD INC                  COM  544147101       135184      1994754 SH       Defined  32     1994754            0            0
LOUISIANA PAC CORP             COM  546347105            1          200 SH       Sole      8         200            0            0
LOUISIANA PAC CORP             OPT  546347105          430       125700 SH  Call Defined   8           0       125700            0
LOUISIANA PAC CORP             OPT  546347105          -34       -10100 SH  Put  Defined   8           0       -10100            0
LOUISIANA PAC CORP             COM  546347105          572       167360 SH       Defined  31      167360            0            0
LOWES COS INC                  COM  548661107        17923       923343 SH       Sole      8      923343            0            0
LOWES COS INC                  OPT  548661107        18122       933600 SH  Call Defined   8           0       933600            0
LOWES COS INC                  OPT  548661107       -13142      -677100 SH  Put  Defined   8           0      -677100            0
LOWES COS INC                  COM  548661107         3016       155407 SH       Sole      9      155407            0            0
LOWES COS INC                  COM  548661107         1541        79376 SH       Defined  32       79376            0            0
LSB INDS INC                   COM  502160104            2          133 SH       Sole      8         133            0            0
LSI CORPORATION                BOND 502161AJ1          196          200 PRN      Sole      8      200000            0            0
LSI CORPORATION                COM  502161102         2548       558721 SH       Sole      8      558721            0            0
LSI CORPORATION                OPT  502161102          337        73800 SH  Call Defined   8           0        73800            0
LSI CORPORATION                OPT  502161102         -161       -35500 SH  Put  Defined   8           0       -35500            0
LSI CORPORATION                COM  502161102           62        13605 SH       Sole      9       13605            0            0
LSI CORPORATION                COM  502161102           90        19804 SH       Defined  32       19804            0            0
LSI INDS INC                   COM  50216C108           52         9600 SH       Defined  31        9600            0            0
LTC PPTYS INC                  COM  502175102           29         1403 SH       Sole      8        1403            0            0
LTC PPTYS INC                  COM  502175508            3           63 SH       Sole      8          63            0            0
LTX-CREDENCE CORP              COM  502403108          956      1991100 SH       Sole      8     1991100            0            0
LUBRIZOL CORP                  COM  549271104          309         6539 SH       Sole      8        6539            0            0
LUBRIZOL CORP                  COM  549271104          175         3700 SH       Defined  32        3700            0            0
LUFKIN INDS INC                COM  549764108          375         8910 SH       Sole      8        8910            0            0
LUFKIN INDS INC                OPT  549764108          539        12800 SH  Call Defined   8           0        12800            0
LUFKIN INDS INC                OPT  549764108         -588       -14000 SH  Put  Defined   8           0       -14000            0
LUFKIN INDS INC                COM  549764108          114         2721 SH       Defined  31        2721            0            0
LULULEMON ATHLETICA INC        COM  550021109          225        17246 SH       Sole      8       17246            0            0
LULULEMON ATHLETICA INC        OPT  550021109          283        21700 SH  Call Defined   8           0        21700            0
LULULEMON ATHLETICA INC        OPT  550021109         -428       -32900 SH  Put  Defined   8           0       -32900            0
LULULEMON ATHLETICA INC        COM  550021109          158        12113 SH       Defined  31       12113            0            0
LUMBER LIQUIDATORS INC         COM  55003Q103            3          181 SH       Sole      8         181            0            0
LUMINEX CORP DEL               COM  55027E102           12          674 SH       Sole      8         674            0            0
LUXOTTICA GROUP S P A          COM  55068R202          114         5500 SH       Defined  31        5500            0            0
LYDALL INC DEL                 COM  550819106           41        11836 SH       Sole      8       11836            0            0
M & F WORLDWIDE CORP           COM  552541104           25         1248 SH       Sole      8        1248            0            0
M & T BK CORP                  COM  55261F104         2496        49001 SH       Sole      8       49001            0            0
M & T BK CORP                  OPT  55261F104        10385       203900 SH  Call Defined   8           0       203900            0
M & T BK CORP                  OPT  55261F104        -4751       -93300 SH  Put  Defined   8           0       -93300            0
M & T BK CORP                  COM  55261F104          251         4928 SH       Sole      9        4928            0            0
M & T BK CORP                  COM  55261F104          194         3818 SH       Defined  32        3818            0            0
M D C HLDGS INC                COM  552676108         4376       145318 SH       Sole      8      145318            0            0
M D C HLDGS INC                OPT  552676108         1657        55000 SH  Call Defined   8           0        55000            0
M D C HLDGS INC                OPT  552676108        -3932      -130600 SH  Put  Defined   8           0      -130600            0
M D C HLDGS INC                COM  552676108           32         1066 SH       Defined  31        1066            0            0
M/I HOMES INC                  COM  55305B101         1151       117619 SH       Sole      8      117619            0            0
M/I HOMES INC                  COM  55305B101           16         1600 SH       Defined  31        1600            0            0
MACATAWA BK CORP               COM  554225102            0          100 SH       Sole      8         100            0            0
MACERICH CO                    COM  554382101           93         5313 SH       Sole      8        5313            0            0
MACERICH CO                    COM  554382101          210        11934 SH       Sole      9       11934            0            0
MAC-GRAY CORP                  COM  554153106            0           13 SH       Sole      8          13            0            0
MACK CALI RLTY CORP            COM  554489104          204         8932 SH       Sole      8        8932            0            0
MACK CALI RLTY CORP            OPT  554489104         -296       -13000 SH  Put  Defined   8           0       -13000            0
MACK CALI RLTY CORP            COM  554489104          318        13958 SH       Sole      9       13958            0            0
MACK CALI RLTY CORP            COM  554489104         2620       114934 SH       Defined  31      114934            0            0
MACK CALI RLTY CORP            COM  554489104            9          383 SH       Defined  32         383            0            0
MACQUARIE FT TR GB INF UT DI   UNIT 55607W100           10          952 SH       Sole      8         952            0            0
MACQUARIE GLBL INFRA TOTL RE   UNIT 55608D101            4          345 SH       Sole      8         345            0            0
MACQUARIE INFRASTR CO LLC      COM  55608B105           48        11701 SH       Defined  31       11701            0            0
MACROVISION SOLUTIONS CORP     COM  55611C108         7258       332766 SH       Sole      8      332766            0            0
MACROVISION SOLUTIONS CORP     OPT  55611C108          999        45800 SH  Call Defined   8           0        45800            0
MACROVISION SOLUTIONS CORP     OPT  55611C108         -311       -14300 SH  Put  Defined   8           0       -14300            0
MACROVISION SOLUTIONS CORP     COM  55611C108           81         3697 SH       Defined  32        3697            0            0
MACYS INC                      COM  55616P104         2548       216648 SH       Sole      8      216648            0            0
MACYS INC                      OPT  55616P104        55342      4705900 SH  Call Defined   8           0      4705900            0
MACYS INC                      OPT  55616P104       -10580      -899700 SH  Put  Defined   8           0      -899700            0
MACYS INC                      COM  55616P104           35         2973 SH       Sole      9        2973            0            0
MACYS INC                      COM  55616P104         8295       705367 SH       Defined  31      705367            0            0
MACYS INC                      COM  55616P104           81         6869 SH       Defined  32        6869            0            0
MACYS INC                      COM  55616P104         4704       400000 SH       Sole     34      400000            0            0
MADDEN STEVEN LTD              COM  556269108           11          450 SH       Sole      8         450            0            0
MADDEN STEVEN LTD              COM  556269108          769        30400 SH       Defined  31       30400            0            0
MADECO SA                      COM  556304202            1          107 SH       Sole      8         107            0            0
MAG SILVER CORP                COM  55903Q104          291        63450 SH       Sole      9       63450            0            0
MAGELLAN HEALTH SVCS INC       COM  559079207           44         1347 SH       Sole      8        1347            0            0
MAGELLAN HEALTH SVCS INC       OPT  559079207          375        11400 SH  Call Defined   8           0        11400            0
MAGELLAN HEALTH SVCS INC       COM  559079207           13          388 SH       Defined  32         388            0            0
MAGELLAN MIDSTREAM HLDGS LP    COM  55907R108         5142       244412 SH       Sole      8      244412            0            0
MAGELLAN MIDSTREAM HLDGS LP    OPT  55907R108          255        12100 SH  Call Defined   8           0        12100            0
MAGELLAN MIDSTREAM HLDGS LP    OPT  55907R108         -378       -18000 SH  Put  Defined   8           0       -18000            0
MAGELLAN MIDSTREAM HLDGS LP    COM  55907R108         9508       451900 SH       Sole      9      451900            0            0
MAGELLAN MIDSTREAM PRTNRS LP   OPT  559080106         -288        -8303 SH  Put  Defined   9           0        -8303            0
MAGMA DESIGN AUTOMATION        COM  559181102          414       287771 SH       Sole      8      287771            0            0
MAGMA DESIGN AUTOMATION        OPT  559181102            5         3000 SH  Call Defined   8           0         3000            0
MAGMA DESIGN AUTOMATION        OPT  559181102           -7        -5500 SH  Put  Defined   8           0        -5500            0
MAGNA INTL INC                 COM  559222401          347         8220 SH       Sole      8        8220            0            0
MAGNA INTL INC                 OPT  559222401           55         1300 SH  Call Defined   8           0         1300            0
MAGNA INTL INC                 OPT  559222401         -312        -7400 SH  Put  Defined   8           0        -7400            0
MAGNA INTL INC                 COM  559222401          283         6700 SH       Sole      9        6700            0            0
MAGNA INTL INC                 COM  559222401        20515       485666 SH       Defined  31      485666            0            0
MAGNETEK INC                   COM  559424106            3         2004 SH       Sole      8        2004            0            0
MAGUIRE PPTYS INC              COM  559775101           55        64992 SH       Sole      8       64992            0            0
MAGUIRE PPTYS INC              OPT  559775101            1          100 SH  Call Defined   8           0          100            0
MAGYAR TELEKOM TELECOMMUNS P   ADR  559776109           24         1628 SH       Sole      9        1628            0            0
MAIDENFORM BRANDS INC          COM  560305104           69         6016 SH       Sole      8        6016            0            0
MAIN STREET CAPITAL CORP       COM  56035L104            0           34 SH       Sole      8          34            0            0
MAINSOURCE FINANCIAL GP INC    COM  56062Y102            3          400 SH       Sole      8         400            0            0
MAKO SURGICAL CORP             COM  560879108            2          197 SH       Sole      8         197            0            0
MANAGED HIGH YIELD PLUS FD I   COM  561911108            1          485 SH       Sole      8         485            0            0
MANHATTAN ASSOCS INC           COM  562750109           19         1032 SH       Sole      8        1032            0            0
MANHATTAN ASSOCS INC           OPT  562750109           64         3500 SH  Call Defined   8           0         3500            0
MANITOWOC INC                  COM  563571108          680       129219 SH       Sole      8      129219            0            0
MANITOWOC INC                  OPT  563571108          705       134000 SH  Call Defined   8           0       134000            0
MANITOWOC INC                  OPT  563571108         -469       -89200 SH  Put  Defined   8           0       -89200            0
MANITOWOC INC                  COM  563571108          375        71331 SH       Sole      9       71331            0            0
MANITOWOC INC                  COM  563571108           21         3978 SH       Defined  32        3978            0            0
MANNATECH INC                  COM  563771104            1          243 SH       Sole      8         243            0            0
MANNKIND CORP                  COM  56400P201          103        12399 SH       Sole      8       12399            0            0
MANNKIND CORP                  OPT  56400P201          838       100800 SH  Call Defined   8           0       100800            0
MANNKIND CORP                  OPT  56400P201         -211       -25500 SH  Put  Defined   8           0       -25500            0
MANPOWER INC                   COM  56418H100          347         8200 SH       Sole      8        8200            0            0
MANPOWER INC                   OPT  56418H100          576        13600 SH  Call Defined   8           0        13600            0
MANPOWER INC                   OPT  56418H100         -321        -7600 SH  Put  Defined   8           0        -7600            0
MANPOWER INC                   COM  56418H100         4013        94783 SH       Defined  31       94783            0            0
MANPOWER INC                   COM  56418H100           77         1815 SH       Defined  32        1815            0            0
MANTECH INTL CORP              COM  564563104           23          523 SH       Sole      8         523            0            0
MANTECH INTL CORP              OPT  564563104          216         5000 SH  Call Defined   8           0         5000            0
MANTECH INTL CORP              OPT  564563104         -322        -7500 SH  Put  Defined   8           0        -7500            0
MANTECH INTL CORP              COM  564563104         1280        29744 SH       Defined  31       29744            0            0
MANULIFE FINL CORP             COM  56501R106          275        15877 SH       Sole      8       15877            0            0
MANULIFE FINL CORP             COM  56501R106         1298        74828 SH       Sole      9       74828            0            0
MANULIFE FINL CORP             COM  56501R106         2641       152200 SH       Defined  31      152200            0            0
MAP PHARMACEUTICALS INC        COM  56509R108            1           55 SH       Sole      8          55            0            0
MARATHON OIL CORP              COM  565849106            6          200 SH       Sole      1         200            0            0
MARATHON OIL CORP              COM  565849106        13246       439624 SH       Sole      8      439624            0            0
MARATHON OIL CORP              OPT  565849106        22056       732000 SH  Call Defined   8           0       732000            0
MARATHON OIL CORP              OPT  565849106       -13184      -437600 SH  Put  Defined   8           0      -437600            0
MARATHON OIL CORP              COM  565849106         4483       148778 SH       Sole      9      148778            0            0
MARATHON OIL CORP              COM  565849106        32301      1072038 SH       Defined  31     1072038            0            0
MARATHON OIL CORP              COM  565849106          979        32491 SH       Defined  32       32491            0            0
MARCHEX INC                    COM  56624R108            0           80 SH       Sole      8          80            0            0
MARCHEX INC                    COM  56624R108            8         2437 SH       Defined  31        2437            0            0
MARCUS CORP                    COM  566330106           13         1277 SH       Sole      8        1277            0            0
MARINE PRODS CORP              COM  568427108            1          200 SH       Sole      8         200            0            0
MARINEMAX INC                  COM  567908108          107        31217 SH       Sole      8       31217            0            0
MARINER ENERGY INC             COM  56845T305           84         7126 SH       Sole      8        7126            0            0
MARINER ENERGY INC             OPT  56845T305           39         3300 SH  Call Defined   8           0         3300            0
MARINER ENERGY INC             OPT  56845T305           -4         -400 SH  Put  Defined   8           0         -400            0
MARINER ENERGY INC             COM  56845T305           34         2926 SH       Sole      9        2926            0            0
MARINER ENERGY INC             COM  56845T305           63         5351 SH       Defined  32        5351            0            0
MARKEL CORP                    COM  570535104           69          245 SH       Sole      8         245            0            0
MARKET VECTORS ETF TR          OPT  57060U100        45598      1205800 SH  Call Defined   8           0      1205800            0
MARKET VECTORS ETF TR          OPT  57060U100       -13571      -358900 SH  Put  Defined   8           0      -358900            0
MARKET VECTORS ETF TR          OPT  57060U308          784        18600 SH  Call Defined   8           0        18600            0
MARKET VECTORS ETF TR          OPT  57060U308         -400        -9500 SH  Put  Defined   8           0        -9500            0
MARKET VECTORS ETF TR          OPT  57060U506          560        26800 SH  Call Defined   8           0        26800            0
MARKET VECTORS ETF TR          OPT  57060U506        -1196       -57300 SH  Put  Defined   8           0       -57300            0
MARKET VECTORS ETF TR          OPT  57060U605         2178        63200 SH  Call Defined   8           0        63200            0
MARKET VECTORS ETF TR          OPT  57060U605        -1632       -47400 SH  Put  Defined   8           0       -47400            0
MARKET VECTORS ETF TR          OPT  57060U837          752        32500 SH  Call Defined   8           0        32500            0
MARKET VECTORS ETF TR          OPT  57060U837         -964       -41700 SH  Put  Defined   8           0       -41700            0
MARKET VECTORS ETF TR          UNIT 57060U100          326         8609 SH       Sole      8        8609            0            0
MARKET VECTORS ETF TR          UNIT 57060U506          474        22693 SH       Sole      8       22693            0            0
MARKET VECTORS ETF TR          UNIT 57060U605           42         1217 SH       Sole      8        1217            0            0
MARKET VECTORS ETF TR          UNIT 57060U837            1           39 SH       Sole      8          39            0            0
MARKET VECTORS ETF TR          UNIT 57060U605         1034        30000 SH       Sole      9       30000            0            0
MARKET VECTORS ETF TR          UNIT 57060U837         1882        81382 SH       Sole      9       81382            0            0
MARKETAXESS HLDGS INC          COM  57060D108           75         7843 SH       Sole      8        7843            0            0
MARKETAXESS HLDGS INC          COM  57060D108          116        12200 SH       Defined  31       12200            0            0
MARKWEST ENERGY PARTNERS L P   COM  570759100           18         1007 SH       Sole      8        1007            0            0
MARRIOTT INTL INC NEW          COM  571903202         3355       152008 SH       Sole      8      152008            0            0
MARRIOTT INTL INC NEW          OPT  571903202         6999       317100 SH  Call Defined   8           0       317100            0
MARRIOTT INTL INC NEW          OPT  571903202        -5802      -262900 SH  Put  Defined   8           0      -262900            0
MARRIOTT INTL INC NEW          COM  571903202         2979       135000 SH       Sole      9      135000            0            0
MARRIOTT INTL INC NEW          OPT  571903202         -350       -15902 SH  Put  Defined   9           0       -15902            0
MARRIOTT INTL INC NEW          COM  571903202          971        44013 SH       Defined  31       44013            0            0
MARRIOTT INTL INC NEW          COM  571903202          191         8634 SH       Defined  32        8634            0            0
MARSH & MCLENNAN COS INC       COM  571748102         6431       319484 SH       Sole      8      319484            0            0
MARSH & MCLENNAN COS INC       OPT  571748102         1186        58900 SH  Call Defined   8           0        58900            0
MARSH & MCLENNAN COS INC       OPT  571748102        -1354       -67300 SH  Put  Defined   8           0       -67300            0
MARSH & MCLENNAN COS INC       COM  571748102          789        39176 SH       Sole      9       39176            0            0
MARSH & MCLENNAN COS INC       COM  571748102          422        20947 SH       Defined  32       20947            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103         2190       456208 SH       Sole      8      456208            0            0
MARSHALL & ILSLEY CORP NEW     OPT  571837103          324        67400 SH  Call Defined   8           0        67400            0
MARSHALL & ILSLEY CORP NEW     OPT  571837103         -170       -35600 SH  Put  Defined   8           0       -35600            0
MARSHALL & ILSLEY CORP NEW     COM  571837103          124        25851 SH       Sole      9       25851            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103          107        22215 SH       Defined  32       22215            0            0
MARSHALL EDWARDS INC           COM  572322303           62       120100 SH       Sole      8      120100            0            0
MARTEK BIOSCIENCES CORP        COM  572901106          220        10418 SH       Sole      8       10418            0            0
MARTEK BIOSCIENCES CORP        OPT  572901106          225        10600 SH  Call Defined   8           0        10600            0
MARTEK BIOSCIENCES CORP        OPT  572901106         -241       -11400 SH  Put  Defined   8           0       -11400            0
MARTEK BIOSCIENCES CORP        COM  572901106         1171        55377 SH       Defined  31       55377            0            0
MARTEN TRANS LTD               COM  573075108            7          319 SH       Sole      8         319            0            0
MARTEN TRANS LTD               COM  573075108          853        41100 SH       Defined  31       41100            0            0
MARTHA STEWART LIVING OMNIME   COM  573083102            2          360 SH       Sole      8         360            0            0
MARTHA STEWART LIVING OMNIME   OPT  573083102           -1         -600 SH  Put  Defined   8           0         -600            0
MARTHA STEWART LIVING OMNIME   COM  573083102          260        84895 SH       Defined  31       84895            0            0
MARTIN MARIETTA MATLS INC      COM  573284106         8359       105979 SH       Sole      8      105979            0            0
MARTIN MARIETTA MATLS INC      OPT  573284106         7967       101000 SH  Call Defined   8           0       101000            0
MARTIN MARIETTA MATLS INC      OPT  573284106       -15657      -198500 SH  Put  Defined   8           0      -198500            0
MARTIN MARIETTA MATLS INC      COM  573284106           71          903 SH       Defined  32         903            0            0
MARVEL ENTERTAINMENT INC       COM  57383T103         2166        60846 SH       Sole      8       60846            0            0
MARVEL ENTERTAINMENT INC       OPT  57383T103         1285        36100 SH  Call Defined   8           0        36100            0
MARVEL ENTERTAINMENT INC       OPT  57383T103        -1053       -29600 SH  Put  Defined   8           0       -29600            0
MARVEL ENTERTAINMENT INC       COM  57383T103         1244        34967 SH       Defined  31       34967            0            0
MARVEL ENTERTAINMENT INC       COM  57383T103           92         2577 SH       Defined  32        2577            0            0
MARVELL TECHNOLOGY GROUP LTD   COM  G5876H105         1123        96466 SH       Sole      8       96466            0            0
MASCO CORP                     COM  574599106         1766       184385 SH       Sole      8      184385            0            0
MASCO CORP                     OPT  574599106         1089       113600 SH  Call Defined   8           0       113600            0
MASCO CORP                     OPT  574599106         -514       -53700 SH  Put  Defined   8           0       -53700            0
MASCO CORP                     COM  574599106           77         8074 SH       Sole      9        8074            0            0
MASCO CORP                     COM  574599106          285        29766 SH       Defined  32       29766            0            0
MASIMO CORP                    COM  574795100           12          488 SH       Sole      8         488            0            0
MASIMO CORP                    COM  574795100            1           60 SH       Defined  31          60            0            0
MASSEY ENERGY CORP             COM  576206106        11994       613820 SH       Sole      8      613820            0            0
MASSEY ENERGY CORP             OPT  576206106         7140       365400 SH  Call Defined   8           0       365400            0
MASSEY ENERGY CORP             OPT  576206106       -33991     -1739600 SH  Put  Defined   8           0     -1739600            0
MASSEY ENERGY CORP             COM  576206106          507        25960 SH       Sole      9       25960            0            0
MASSEY ENERGY CORP             OPT  576206106            0            0 SH  Put  Defined   9           0            0            0
MASSEY ENERGY CORP             COM  576206106            8          428 SH       Defined  32         428            0            0
MASTEC INC                     COM  576323109           45         3840 SH       Sole      8        3840            0            0
MASTEC INC                     OPT  576323109          395        33700 SH  Call Defined   8           0        33700            0
MASTEC INC                     OPT  576323109          -56        -4800 SH  Put  Defined   8           0        -4800            0
MASTEC INC                     COM  576323109          769        65600 SH       Defined  31       65600            0            0
MASTERCARD INC                 COM  57636Q104            8           50 SH       Sole      8          50            0            0
MASTERCARD INC                 OPT  57636Q104         4116        24600 SH  Call Defined   8           0        24600            0
MASTERCARD INC                 OPT  57636Q104        -4099       -24500 SH  Put  Defined   8           0       -24500            0
MASTERCARD INC                 COM  57636Q104          512         3063 SH       Sole      9        3063            0            0
MATRIX SVC CO                  COM  576853105          158        13782 SH       Sole      8       13782            0            0
MATRIX SVC CO                  OPT  576853105           46         4000 SH  Call Defined   8           0         4000            0
MATRIX SVC CO                  OPT  576853105          -41        -3600 SH  Put  Defined   8           0        -3600            0
MATRIXX INITIATIVES INC        COM  57685L105            3          548 SH       Sole      8         548            0            0
MATRIXX INITIATIVES INC        OPT  57685L105          279        49900 SH  Call Defined   8           0        49900            0
MATRIXX INITIATIVES INC        OPT  57685L105          -91       -16400 SH  Put  Defined   8           0       -16400            0
MATTEL INC                     COM  577081102         3434       213956 SH       Sole      8      213956            0            0
MATTEL INC                     OPT  577081102         1296        80700 SH  Call Defined   8           0        80700            0
MATTEL INC                     OPT  577081102        -1720      -107200 SH  Put  Defined   8           0      -107200            0
MATTEL INC                     COM  577081102          681        42423 SH       Sole      9       42423            0            0
MATTEL INC                     COM  577081102          318        19800 SH       Defined  32       19800            0            0
MATTHEWS INTL CORP             COM  577128101            7          230 SH       Sole      8         230            0            0
MATTHEWS INTL CORP             COM  577128101          535        17200 SH       Defined  31       17200            0            0
MATTSON TECHNOLOGY INC         COM  577223100          309       262135 SH       Sole      8      262135            0            0
MAUI LD & PINEAPPLE INC        COM  577345101           62         8030 SH       Sole      8        8030            0            0
MAX CAPITAL GROUP LTD          COM  G6052F103         1787        96784 SH       Sole      8       96784            0            0
MAXIM INTEGRATED PRODS INC     COM  57772K101          132         8426 SH       Sole      8        8426            0            0
MAXIM INTEGRATED PRODS INC     OPT  57772K101         6994       445700 SH  Call Defined   8           0       445700            0
MAXIM INTEGRATED PRODS INC     OPT  57772K101        -1575      -100400 SH  Put  Defined   8           0      -100400            0
MAXIM INTEGRATED PRODS INC     COM  57772K101          210        13400 SH       Sole      9       13400            0            0
MAXIM INTEGRATED PRODS INC     COM  57772K101          256        16332 SH       Defined  32       16332            0            0
MAXIMUS INC                    COM  577933104          543        13164 SH       Sole      8       13164            0            0
MAXTOR CORP                    BOND 577729AE6            0            0 PRN      Sole      1         191            0            0
MAXWELL TECHNOLOGIES INC       COM  577767106           18         1270 SH       Sole      8        1270            0            0
MAXWELL TECHNOLOGIES INC       COM  577767106           20         1435 SH       Sole      9        1435            0            0
MAXYGEN INC                    COM  577776107            3          466 SH       Sole      8         466            0            0
MAXYGEN INC                    COM  577776107         1272       189244 SH       Defined  31      189244            0            0
MB FINANCIAL INC NEW           COM  55264U108          361        35425 SH       Sole      8       35425            0            0
MBIA CAP CLAYMORE MNG DUR IN   COM  55266X100         1329       120820 SH       Defined  32      120820            0            0
MBIA INC                       COM  55262C100          539       124557 SH       Sole      8      124557            0            0
MBIA INC                       OPT  55262C100         3288       759300 SH  Call Defined   8           0       759300            0
MBIA INC                       OPT  55262C100         -194       -44900 SH  Put  Defined   8           0       -44900            0
MBIA INC                       COM  55262C100           51        11810 SH       Sole      9       11810            0            0
MBIA INC                       COM  55262C100           23         5205 SH       Defined  32        5205            0            0
MCAFEE INC                     COM  579064106         6339       150241 SH       Sole      8      150241            0            0
MCAFEE INC                     OPT  579064106         4760       112800 SH  Call Defined   8           0       112800            0
MCAFEE INC                     OPT  579064106        -2366       -56100 SH  Put  Defined   8           0       -56100            0
MCAFEE INC                     COM  579064106           46         1089 SH       Sole      9        1089            0            0
MCAFEE INC                     COM  579064106          561        13295 SH       Defined  32       13295            0            0
MCCLATCHY CO                   COM  579489105           64       128887 SH       Sole      8      128887            0            0
MCCORMICK & CO INC             COM  579780206         2181        67056 SH       Sole      8       67056            0            0
MCCORMICK & CO INC             OPT  579780206         1009        31000 SH  Call Defined   8           0        31000            0
MCCORMICK & CO INC             COM  579780206          267         8219 SH       Sole      9        8219            0            0
MCCORMICK & CO INC             COM  579780206          248         7633 SH       Defined  32        7633            0            0
MCCORMICK & SCHMICKS SEAFD R   COM  579793100            0            9 SH       Sole      8           9            0            0
MCCORMICK & SCHMICKS SEAFD R   COM  579793100           53         7000 SH       Defined  31        7000            0            0
MCDERMOTT INTL INC             COM  580037109          101         4967 SH       Sole      8        4967            0            0
MCDERMOTT INTL INC             OPT  580037109        13704       674700 SH  Call Defined   8           0       674700            0
MCDERMOTT INTL INC             OPT  580037109        -1019       -50200 SH  Put  Defined   8           0       -50200            0
MCDERMOTT INTL INC             COM  580037109           57         2799 SH       Sole      9        2799            0            0
MCDERMOTT INTL INC             COM  580037109         6997       344523 SH       Defined  31      344523            0            0
MCDERMOTT INTL INC             COM  580037109          275        13535 SH       Defined  32       13535            0            0
MCDONALDS CORP                 COM  580135101        56519       983105 SH       Sole      8      983105            0            0
MCDONALDS CORP                 OPT  580135101        33172       577000 SH  Call Defined   8           0       577000            0
MCDONALDS CORP                 OPT  580135101       -58944     -1025300 SH  Put  Defined   8           0     -1025300            0
MCDONALDS CORP                 COM  580135101         4253        73970 SH       Sole      9       73970            0            0
MCDONALDS CORP                 COM  580135101        82137      1428719 SH       Defined  31     1428719            0            0
MCDONALDS CORP                 COM  580135101         5538        96335 SH       Defined  32       96335            0            0
MCG CAPITAL CORP               COM  58047P107          142        58421 SH       Defined  31       58421            0            0
MCGRATH RENTCORP               COM  580589109           87         4548 SH       Sole      8        4548            0            0
MCGRAW HILL COS INC            COM  580645109         5447       180913 SH       Sole      8      180913            0            0
MCGRAW HILL COS INC            OPT  580645109         4165       138300 SH  Call Defined   8           0       138300            0
MCGRAW HILL COS INC            OPT  580645109        -1517       -50400 SH  Put  Defined   8           0       -50400            0
MCGRAW HILL COS INC            COM  580645109         1096        36410 SH       Sole      9       36410            0            0
MCGRAW HILL COS INC            COM  580645109         2219        73709 SH       Defined  31       73709            0            0
MCGRAW HILL COS INC            COM  580645109          595        19755 SH       Defined  32       19755            0            0
MCKESSON CORP                  COM  58155Q103        14920       339097 SH       Sole      8      339097            0            0
MCKESSON CORP                  OPT  58155Q103         2772        63000 SH  Call Defined   8           0        63000            0
MCKESSON CORP                  OPT  58155Q103        -1628       -37000 SH  Put  Defined   8           0       -37000            0
MCKESSON CORP                  COM  58155Q103          994        22583 SH       Sole      9       22583            0            0
MCKESSON CORP                  COM  58155Q103          877        19943 SH       Defined  32       19943            0            0
MCMORAN EXPLORATION CO         COM  582411104          334        56026 SH       Sole      8       56026            0            0
MCMORAN EXPLORATION CO         COM  582411500           13          252 SH       Sole      8         252            0            0
MCMORAN EXPLORATION CO         OPT  582411104          419        70200 SH  Call Defined   8           0        70200            0
MCMORAN EXPLORATION CO         OPT  582411104         -702      -117900 SH  Put  Defined   8           0      -117900            0
MCMORAN EXPLORATION CO         COM  582411104          943       158189 SH       Defined  31      158189            0            0
MDS INC                        COM  55269P302          899       168300 SH       Defined  31      168300            0            0
MDU RES GROUP INC              COM  552690109           91         4793 SH       Sole      8        4793            0            0
MDU RES GROUP INC              COM  552690109           30         1579 SH       Defined  32        1579            0            0
MEAD JOHNSON NUTRITION CO      COM  582839106          331        10429 SH       Sole      8       10429            0            0
MEAD JOHNSON NUTRITION CO      COM  582839106           42         1333 SH       Defined  32        1333            0            0
MEADOWBROOK INS GROUP INC      COM  58319P108         1254       192066 SH       Defined  31      192066            0            0
MEADWESTVACO CORP              COM  583334107         1465        89268 SH       Sole      8       89268            0            0
MEADWESTVACO CORP              COM  583334107          358        21828 SH       Sole      9       21828            0            0
MEADWESTVACO CORP              COM  583334107          117         7101 SH       Defined  32        7101            0            0
MECHEL OAO                     COM  583840103            6          754 SH       Sole      8         754            0            0
MECHEL OAO                     COM  583840103        12884      1542975 SH       Defined  31     1542975            0            0
MEDALLION FINL CORP            COM  583928106           14         1817 SH       Sole      8        1817            0            0
MEDALLION FINL CORP            OPT  583928106           26         3300 SH  Call Defined   8           0         3300            0
MEDALLION FINL CORP            OPT  583928106           -9        -1200 SH  Put  Defined   8           0        -1200            0
MEDALLION FINL CORP            COM  583928106           54         7100 SH       Defined  31        7100            0            0
MEDAREX INC                    COM  583916101         1078       129050 SH       Sole      8      129050            0            0
MEDAREX INC                    OPT  583916101         3645       436500 SH  Call Defined   8           0       436500            0
MEDAREX INC                    OPT  583916101         -789       -94600 SH  Put  Defined   8           0       -94600            0
MEDAREX INC                    COM  583916101          203        24313 SH       Defined  31       24313            0            0
MEDASSETS INC                  COM  584045108           14          724 SH       Sole      8         724            0            0
MEDASSETS INC                  OPT  584045108         3112       160000 SH  Call Defined   8           0       160000            0
MEDCATH CORP                   COM  58404W109          173        14672 SH       Sole      8       14672            0            0
MEDCATH CORP                   COM  58404W109          208        17666 SH       Defined  31       17666            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102        16226       355757 SH       Sole      8      355757            0            0
MEDCO HEALTH SOLUTIONS INC     OPT  58405U102        11047       242200 SH  Call Defined   8           0       242200            0
MEDCO HEALTH SOLUTIONS INC     OPT  58405U102        -5482      -120200 SH  Put  Defined   8           0      -120200            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          578        12672 SH       Sole      9       12672            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102         1987        43568 SH       Defined  32       43568            0            0
MEDIA GEN INC                  COM  584404107           84        39600 SH       Sole      8       39600            0            0
MEDIACOM COMMUNICATIONS CORP   COM  58446K105            1          104 SH       Sole      8         104            0            0
MEDICAL ACTION INDS INC        COM  58449L100            1           83 SH       Sole      8          83            0            0
MEDICAL PPTYS TRUST INC        COM  58463J304           16         2668 SH       Sole      8        2668            0            0
MEDICAL PPTYS TRUST INC        COM  58463J304          669       110199 SH       Defined  31      110199            0            0
MEDICINES CO                   COM  584688105           10         1181 SH       Sole      8        1181            0            0
MEDICINES CO                   OPT  584688105         4694       559400 SH  Call Defined   8           0       559400            0
MEDICINES CO                   OPT  584688105         -136       -16300 SH  Put  Defined   8           0       -16300            0
MEDICINES CO                   COM  584688105          910       108427 SH       Defined  31      108427            0            0
MEDICIS PHARMACEUTICAL CORP    COM  584690309           87         5357 SH       Sole      8        5357            0            0
MEDICIS PHARMACEUTICAL CORP    OPT  584690309          397        24300 SH  Call Defined   8           0        24300            0
MEDICIS PHARMACEUTICAL CORP    OPT  584690309         -566       -34700 SH  Put  Defined   8           0       -34700            0
MEDIFAST INC                   COM  58470H101            2          196 SH       Sole      8         196            0            0
MEDIS TECHNOLOGIES LTD         COM  58500P107           85       169101 SH       Sole      8      169101            0            0
MEDIS TECHNOLOGIES LTD         OPT  58500P107            1         1200 SH  Call Defined   8           0         1200            0
MEDIS TECHNOLOGIES LTD         COM  58500P107            7        13764 SH       Sole      9       13764            0            0
MEDIVATION INC                 COM  58501N101           46         2059 SH       Sole      8        2059            0            0
MEDIVATION INC                 OPT  58501N101          178         7900 SH  Call Defined   8           0         7900            0
MEDIVATION INC                 OPT  58501N101        -1266       -56500 SH  Put  Defined   8           0       -56500            0
MEDNAX INC                     COM  58502B106          110         2619 SH       Sole      8        2619            0            0
MEDNAX INC                     COM  58502B106          244         5800 SH       Sole      9        5800            0            0
MEDNAX INC                     COM  58502B106         4015        95300 SH       Defined  31       95300            0            0
MEDNAX INC                     COM  58502B106           33          781 SH       Defined  32         781            0            0
MEDQUIST INC                   COM  584949101            1          100 SH       Sole      8         100            0            0
MEDTRONIC INC                  COM  585055106        35272      1010973 SH       Sole      8     1010973            0            0
MEDTRONIC INC                  OPT  585055106        78876      2260700 SH  Call Defined   8           0      2260700            0
MEDTRONIC INC                  OPT  585055106       -27918      -800200 SH  Put  Defined   8           0      -800200            0
MEDTRONIC INC                  COM  585055106          530        15203 SH       Sole      9       15203            0            0
MEDTRONIC INC                  COM  585055106         3355        96148 SH       Defined  32       96148            0            0
MELCO CROWN ENTMT LTD          COM  585464100           92        20507 SH       Sole      8       20507            0            0
MELCO CROWN ENTMT LTD          OPT  585464100          218        48300 SH  Call Defined   8           0        48300            0
MELCO CROWN ENTMT LTD          OPT  585464100         -198       -44000 SH  Put  Defined   8           0       -44000            0
MELLANOX TECHNOLOGIES LTD      COM  M51363113            1          100 SH       Sole      8         100            0            0
MEMC ELECTR MATLS INC          COM  552715104          255        14300 SH       Sole      1       14300            0            0
MEMC ELECTR MATLS INC          COM  552715104         5239       294180 SH       Sole      8      294180            0            0
MEMC ELECTR MATLS INC          OPT  552715104        35934      2017600 SH  Call Defined   8           0      2017600            0
MEMC ELECTR MATLS INC          OPT  552715104       -14903      -836800 SH  Put  Defined   8           0      -836800            0
MEMC ELECTR MATLS INC          COM  552715104          748        41986 SH       Sole      9       41986            0            0
MEMC ELECTR MATLS INC          COM  552715104          361        20258 SH       Defined  32       20258            0            0
MEMSIC INC                     COM  586264103            0           10 SH       Sole      8          10            0            0
MENS WEARHOUSE INC             COM  587118100          854        44504 SH       Sole      8       44504            0            0
MENS WEARHOUSE INC             OPT  587118100           52         2700 SH  Call Defined   8           0         2700            0
MENS WEARHOUSE INC             OPT  587118100        -1896       -98900 SH  Put  Defined   8           0       -98900            0
MENS WEARHOUSE INC             COM  587118100           18          924 SH       Defined  31         924            0            0
MENTOR GRAPHICS CORP           COM  587200106           49         8940 SH       Sole      8        8940            0            0
MENTOR GRAPHICS CORP           OPT  587200106           61        11000 SH  Call Defined   8           0        11000            0
MENTOR GRAPHICS CORP           OPT  587200106          -16        -3100 SH  Put  Defined   8           0        -3100            0
MERCADOLIBRE INC               COM  58733R102            5          197 SH       Sole      8         197            0            0
MERCADOLIBRE INC               OPT  58733R102         3213       119500 SH  Call Defined   8           0       119500            0
MERCADOLIBRE INC               OPT  58733R102        -1572       -58500 SH  Put  Defined   8           0       -58500            0
MERCER INTL INC                COM  588056101          104       183000 SH       Sole      8      183000            0            0
MERCK & CO INC                 COM  589331107        43777      1565700 SH       Sole      8     1565700            0            0
MERCK & CO INC                 OPT  589331107        39684      1419300 SH  Call Defined   8           0      1419300            0
MERCK & CO INC                 OPT  589331107       -31010     -1109100 SH  Put  Defined   8           0     -1109100            0
MERCK & CO INC                 COM  589331107        11315       404680 SH       Sole      9      404680            0            0
MERCK & CO INC                 OPT  589331107            0            0 SH  Call Defined   9           0            0            0
MERCK & CO INC                 OPT  589331107         -899       -32165 SH  Put  Defined   9           0       -32165            0
MERCK & CO INC                 COM  589331107         2782        99484 SH       Defined  32       99484            0            0
MERCURY COMPUTER SYS           COM  589378108           13         1357 SH       Sole      8        1357            0            0
MERCURY COMPUTER SYS           COM  589378108          279        30200 SH       Defined  31       30200            0            0
MERCURY GENL CORP NEW          COM  589400100           25          733 SH       Sole      8         733            0            0
MERCURY GENL CORP NEW          COM  589400100          105         3142 SH       Sole      9        3142            0            0
MERCURY GENL CORP NEW          COM  589400100           18          547 SH       Defined  32         547            0            0
MEREDITH CORP                  COM  589433101          697        27263 SH       Sole      8       27263            0            0
MEREDITH CORP                  COM  589433101            7          255 SH       Sole      9         255            0            0
MERGE HEALTHCARE INC           COM  589499102            1          196 SH       Sole      8         196            0            0
MERIDIAN BIOSCIENCE INC        COM  589584101           21          912 SH       Sole      8         912            0            0
MERIDIAN BIOSCIENCE INC        OPT  589584101          913        40400 SH  Call Defined   8           0        40400            0
MERIDIAN BIOSCIENCE INC        OPT  589584101         -214        -9500 SH  Put  Defined   8           0        -9500            0
MERIDIAN RESOURCE CORP         COM  58977Q109           52       147863 SH       Sole      8      147863            0            0
MERIDIAN RESOURCE CORP         COM  58977Q109           13        35900 SH       Defined  31       35900            0            0
MERIT MED SYS INC              COM  589889104           54         3293 SH       Sole      8        3293            0            0
MERIT MED SYS INC              OPT  589889104         -229       -14100 SH  Put  Defined   8           0       -14100            0
MERITAGE HOMES CORP            COM  59001A102           10          536 SH       Sole      8         536            0            0
MERITAGE HOMES CORP            OPT  59001A102          928        49200 SH  Call Defined   8           0        49200            0
MERITAGE HOMES CORP            OPT  59001A102         -567       -30100 SH  Put  Defined   8           0       -30100            0
MERITAGE HOMES CORP            COM  59001A102         1450        76900 SH       Defined  31       76900            0            0
MESA LABS INC                  COM  59064R109          124         6326 SH       Sole      8        6326            0            0
MESA RTY TR                    COM  590660106            7          256 SH       Sole      8         256            0            0
MESABI TR                      COM  590672101          783        70500 SH       Defined  31       70500            0            0
MET PRO CORP                   COM  590876306            1           87 SH       Sole      8          87            0            0
METABOLIX INC                  COM  591018809            1          149 SH       Sole      8         149            0            0
METALICO INC                   COM  591176102           15         3226 SH       Sole      8        3226            0            0
METALICO INC                   OPT  591176102           67        14200 SH  Call Defined   8           0        14200            0
METALICO INC                   OPT  591176102          -44        -9600 SH  Put  Defined   8           0        -9600            0
METAVANTE TECHNOLOGIES INC     COM  591407101         4195       162213 SH       Sole      8      162213            0            0
METAVANTE TECHNOLOGIES INC     OPT  591407101           50         1900 SH  Call Defined   8           0         1900            0
METAVANTE TECHNOLOGIES INC     OPT  591407101          -25        -1000 SH  Put  Defined   8           0        -1000            0
METAVANTE TECHNOLOGIES INC     COM  591407101        10140       392100 SH       Sole      9      392100            0            0
METAVANTE TECHNOLOGIES INC     COM  591407101          122         4731 SH       Defined  32        4731            0            0
METHANEX CORP                  COM  59151K108          174        14224 SH       Sole      8       14224            0            0
METHANEX CORP                  OPT  59151K108           19         1500 SH  Call Defined   8           0         1500            0
METHANEX CORP                  OPT  59151K108         -206       -16900 SH  Put  Defined   8           0       -16900            0
METHANEX CORP                  COM  59151K108          152        12400 SH       Sole      9       12400            0            0
METHANEX CORP                  COM  59151K108         2217       181096 SH       Defined  31      181096            0            0
METHODE ELECTRS INC            COM  591520200           17         2410 SH       Sole      8        2410            0            0
METLIFE INC                    COM  59156R108        13750       458181 SH       Sole      8      458181            0            0
METLIFE INC                    OPT  59156R108        21884       729200 SH  Call Defined   8           0       729200            0
METLIFE INC                    OPT  59156R108        -5281      -176000 SH  Put  Defined   8           0      -176000            0
METLIFE INC                    COM  59156R108          359        11979 SH       Sole      9       11979            0            0
METLIFE INC                    COM  59156R108          974        32454 SH       Defined  32       32454            0            0
METRO BANCORP INC PA           COM  59161R101            0            8 SH       Sole      8           8            0            0
METROPCS COMMUNICATIONS INC    COM  591708102         3354       251986 SH       Sole      8      251986            0            0
METROPCS COMMUNICATIONS INC    OPT  591708102          534        40100 SH  Call Defined   8           0        40100            0
METROPCS COMMUNICATIONS INC    OPT  591708102         -143       -10800 SH  Put  Defined   8           0       -10800            0
METROPCS COMMUNICATIONS INC    COM  591708102          545        40969 SH       Defined  31       40969            0            0
METROPCS COMMUNICATIONS INC    COM  591708102          192        14417 SH       Defined  32       14417            0            0
METROPOLITAN HEALTH NETWORKS   COM  592142103            1          303 SH       Sole      8         303            0            0
METTLER TOLEDO INTERNATIONAL   COM  592688105          105         1357 SH       Sole      8        1357            0            0
METTLER TOLEDO INTERNATIONAL   COM  592688105          164         2129 SH       Defined  32        2129            0            0
MF GLOBAL LTD                  COM  G60642108           83        14059 SH       Sole      8       14059            0            0
MF GLOBAL LTD                  COM  G60642108           24         4114 SH       Sole      9        4114            0            0
MFA FINANCIAL INC              COM  55272X102          113        16400 SH       Sole      8       16400            0            0
MFA FINANCIAL INC              COM  55272X102        15683      2266353 SH       Defined  31     2266353            0            0
MFS GOVT MKTS INCOME TR        COM  552939100            3          463 SH       Sole      8         463            0            0
MFS INTERMARKET INCOME TRUST   UNIT 59318R103            2          301 SH       Sole      8         301            0            0
MFS MULTIMARKET INCOME TR      UNIT 552737108            1           97 SH       Sole      8          97            0            0
MFS MUN INCOME TR              COM  552738106            1          202 SH       Sole      8         202            0            0
MGIC INVT CORP WIS             COM  552848103          181        41200 SH       Sole      8       41200            0            0
MGIC INVT CORP WIS             OPT  552848103          396        90000 SH  Call Defined   8           0        90000            0
MGIC INVT CORP WIS             OPT  552848103         -178       -40600 SH  Put  Defined   8           0       -40600            0
MGIC INVT CORP WIS             OPT  552848103            1           35 SH  Call Defined   9           0           35            0
MGIC INVT CORP WIS             COM  552848103          748       170103 SH       Defined  31      170103            0            0
MGM MIRAGE                     COM  552953101          774       121191 SH       Sole      8      121191            0            0
MGM MIRAGE                     OPT  552953101         2034       318300 SH  Call Defined   8           0       318300            0
MGM MIRAGE                     OPT  552953101       -21435     -3354600 SH  Put  Defined   8           0     -3354600            0
MGM MIRAGE                     COM  552953101         1750       273795 SH       Sole      9      273795            0            0
MGM MIRAGE                     OPT  552953101          -63        -9990 SH  Put  Defined   9           0        -9990            0
MGM MIRAGE                     COM  552953101           74        11625 SH       Defined  32       11625            0            0
MI DEVS INC                    COM  55304X104          801       105520 SH       Defined  31      105520            0            0
MICREL INC                     COM  594793101            6          810 SH       Sole      8         810            0            0
MICREL INC                     OPT  594793101           15         2000 SH  Call Defined   8           0         2000            0
MICREL INC                     OPT  594793101          -10        -1500 SH  Put  Defined   8           0        -1500            0
MICREL INC                     COM  594793101           53         7222 SH       Defined  31        7222            0            0
MICROCHIP TECHNOLOGY INC       BOND 595017AB0         4179         5553 PRN      Sole      8     5553000            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104         2122        94089 SH       Sole      8       94089            0            0
MICROCHIP TECHNOLOGY INC       OPT  595017104         3464       153600 SH  Call Defined   8           0       153600            0
MICROCHIP TECHNOLOGY INC       OPT  595017104         -847       -37600 SH  Put  Defined   8           0       -37600            0
MICROCHIP TECHNOLOGY INC       COM  595017104           29         1288 SH       Sole      9        1288            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104          856        37961 SH       Defined  31       37961            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104          344        15241 SH       Defined  32       15241            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104         4510       200000 SH       Sole     34      200000            0            0
MICROMET INC                   COM  59509C105            2          429 SH       Sole      8         429            0            0
MICROMET INC                   COM  59509C105           81        16221 SH       Defined  31       16221            0            0
MICRON TECHNOLOGY INC          BOND 595112AH6        12947        21944 PRN      Sole      8    21944000            0            0
MICRON TECHNOLOGY INC          BOND 595112AJ2        11306         9726 PRN      Sole      8     9726000            0            0
MICRON TECHNOLOGY INC          COM  595112103         7589      1499894 SH       Sole      8     1499894            0            0
MICRON TECHNOLOGY INC          OPT  595112103         1801       355800 SH  Call Defined   8           0       355800            0
MICRON TECHNOLOGY INC          OPT  595112103        -1558      -308100 SH  Put  Defined   8           0      -308100            0
MICRON TECHNOLOGY INC          COM  595112103          279        55164 SH       Sole      9       55164            0            0
MICRON TECHNOLOGY INC          COM  595112103        33991      6717561 SH       Defined  31     6717561            0            0
MICRON TECHNOLOGY INC          COM  595112103          188        37057 SH       Defined  32       37057            0            0
MICRON TECHNOLOGY INC          COM  595112103         6325      1250000 SH       Sole     34     1250000            0            0
MICROS SYS INC                 COM  594901100         7779       307212 SH       Sole      8      307212            0            0
MICROS SYS INC                 OPT  594901100          112         4400 SH  Call Defined   8           0         4400            0
MICROS SYS INC                 OPT  594901100         -217        -8600 SH  Put  Defined   8           0        -8600            0
MICROS SYS INC                 COM  594901100          717        28305 SH       Defined  31       28305            0            0
MICROS SYS INC                 COM  594901100          108         4246 SH       Defined  32        4246            0            0
MICROSEMI CORP                 COM  595137100          175        12688 SH       Sole      8       12688            0            0
MICROSEMI CORP                 OPT  595137100            7          500 SH  Call Defined   8           0          500            0
MICROSEMI CORP                 OPT  595137100          -33        -2400 SH  Put  Defined   8           0        -2400            0
MICROSOFT CORP                 COM  594918104       109355      4600582 SH       Sole      8     4600582            0            0
MICROSOFT CORP                 OPT  594918104       225984      9507100 SH  Call Defined   8           0      9507100            0
MICROSOFT CORP                 OPT  594918104      -163877     -6894300 SH  Put  Defined   8           0     -6894300            0
MICROSOFT CORP                 COM  594918104        18229       766871 SH       Sole      9      766871            0            0
MICROSOFT CORP                 OPT  594918104         4672       196528 SH  Call Defined   9           0       196528            0
MICROSOFT CORP                 OPT  594918104       -26709     -1123674 SH  Put  Defined   9           0     -1123674            0
MICROSOFT CORP                 COM  594918104        21136       889171 SH       Defined  31      889171            0            0
MICROSOFT CORP                 COM  594918104        16923       711951 SH       Defined  32      711951            0            0
MICROSTRATEGY INC              COM  594972408            5          107 SH       Sole      8         107            0            0
MICROSTRATEGY INC              OPT  594972408         2431        48400 SH  Call Defined   8           0        48400            0
MICROSTRATEGY INC              OPT  594972408         -984       -19600 SH  Put  Defined   8           0       -19600            0
MICROSTRATEGY INC              COM  594972408          466         9283 SH       Defined  31        9283            0            0
MICROTUNE INC DEL              COM  59514P109            1          239 SH       Sole      8         239            0            0
MICROVISION INC DEL            COM  594960106            2          527 SH       Sole      8         527            0            0
MICRUS ENDOVASCULAR CORP       COM  59518V102            1          117 SH       Sole      8         117            0            0
MID-AMER APT CMNTYS INC        COM  59522J103           66         1797 SH       Sole      8        1797            0            0
MID-AMER APT CMNTYS INC        COM  59522J103          106         2898 SH       Sole      9        2898            0            0
MIDAS GROUP INC                COM  595626102           10          943 SH       Sole      8         943            0            0
MIDAS GROUP INC                COM  595626102          359        34300 SH       Defined  31       34300            0            0
MIDCAP SPDR TR                 OPT  595635103        19988       190000 SH  Call Defined   8           0       190000            0
MIDCAP SPDR TR                 OPT  595635103       -22281      -211800 SH  Put  Defined   8           0      -211800            0
MIDCAP SPDR TR                 UNIT 595635103         2104        20000 SH       Sole      9       20000            0            0
MIDDLEBROOK PHARMACEUTICAL I   COM  596087106           14        10273 SH       Sole      8       10273            0            0
MIDDLEBY CORP                  COM  596278101          203         4625 SH       Sole      8        4625            0            0
MIDDLEBY CORP                  OPT  596278101          585        13300 SH  Call Defined   8           0        13300            0
MIDDLEBY CORP                  OPT  596278101         -632       -14400 SH  Put  Defined   8           0       -14400            0
MIDDLEBY CORP                  COM  596278101          191         4358 SH       Defined  31        4358            0            0
MIDDLESEX WATER CO             COM  596680108            7          483 SH       Defined  31         483            0            0
MIDWEST BANC HOLDINGS INC      COM  598251106          101       134200 SH       Sole      8      134200            0            0
MILLER HERMAN INC              COM  600544100           86         5609 SH       Sole      8        5609            0            0
MILLER HERMAN INC              COM  600544100         1467        95650 SH       Defined  31       95650            0            0
MILLER INDS INC TENN           COM  600551204          165        18700 SH       Sole      8       18700            0            0
MILLICOM INTL CELLULAR S A     COM  L6388F110         1899        33755 SH       Sole      8       33755            0            0
MILLICOM INTL CELLULAR S A     GDR  L6388F110          242         4303 SH       Sole      9        4303            0            0
MILLIPORE CORP                 COM  601073109         2007        28585 SH       Sole      8       28585            0            0
MILLIPORE CORP                 OPT  601073109          857        12200 SH  Call Defined   8           0        12200            0
MILLIPORE CORP                 OPT  601073109         -533        -7600 SH  Put  Defined   8           0        -7600            0
MILLIPORE CORP                 COM  601073109          308         4392 SH       Sole      9        4392            0            0
MILLIPORE CORP                 COM  601073109          324         4619 SH       Defined  32        4619            0            0
MINE SAFETY APPLIANCES CO      COM  602720104          135         5587 SH       Sole      8        5587            0            0
MINE SAFETY APPLIANCES CO      OPT  602720104            3          100 SH  Call Defined   8           0          100            0
MINE SAFETY APPLIANCES CO      OPT  602720104          -48        -2000 SH  Put  Defined   8           0        -2000            0
MINE SAFETY APPLIANCES CO      COM  602720104           72         3000 SH       Defined  31        3000            0            0
MINEFINDERS LTD                COM  602900102           10         1509 SH       Sole      8        1509            0            0
MINEFINDERS LTD                OPT  602900102           86        12300 SH  Call Defined   8           0        12300            0
MINEFINDERS LTD                OPT  602900102         -105       -15300 SH  Put  Defined   8           0       -15300            0
MINEFINDERS LTD                COM  602900102           19         2700 SH       Defined  31        2700            0            0
MINERALS TECHNOLOGIES INC      COM  603158106           34          947 SH       Sole      8         947            0            0
MINERALS TECHNOLOGIES INC      COM  603158106         1273        35333 SH       Defined  31       35333            0            0
MINERALS TECHNOLOGIES INC      COM  603158106            8          214 SH       Defined  32         214            0            0
MIPS TECHNOLOGIES INC          COM  604567107           12         3949 SH       Sole      8        3949            0            0
MIPS TECHNOLOGIES INC          COM  604567107          187        62191 SH       Defined  31       62191            0            0
MIRANT CORP NEW                WARR 60467R118            2         1158 SH       Sole      1        1158            0            0
MIRANT CORP NEW                COM  60467R100           76         4853 SH       Sole      8        4853            0            0
MIRANT CORP NEW                OPT  60467R100         2410       153100 SH  Call Defined   8           0       153100            0
MIRANT CORP NEW                OPT  60467R100        -1026       -65200 SH  Put  Defined   8           0       -65200            0
MIRANT CORP NEW                COM  60467R100          214        13584 SH       Sole      9       13584            0            0
MIRANT CORP NEW                OPT  60467R100           98         6202 SH  Call Defined   9           0         6202            0
MIRANT CORP NEW                OPT  60467R100         -658       -41840 SH  Put  Defined   9           0       -41840            0
MIRANT CORP NEW                WARR 60467R118         1102       749530 SH       Sole      9      749530            0            0
MISSION WEST PPTYS INC         COM  605203108           11         1600 SH       Defined  31        1600            0            0
MITCHAM INDS INC               COM  606501104          256        49300 SH       Sole      8       49300            0            0
MITSUBISHI UFJ FINL GROUP IN   COM  606822104            5          881 SH       Sole      8         881            0            0
MITSUBISHI UFJ FINL GROUP IN   OPT  606822104           55         8900 SH  Call Defined   8           0         8900            0
MITSUBISHI UFJ FINL GROUP IN   OPT  606822104          -42        -7000 SH  Put  Defined   8           0        -7000            0
MITSUBISHI UFJ FINL GROUP IN   COM  606822104         3015       491098 SH       Defined  31      491098            0            0
MITSUI & CO LTD                COM  606827202           23          100 SH       Defined  31         100            0            0
MKS INSTRUMENT INC             COM  55306N104           14         1086 SH       Sole      8        1086            0            0
MOBILE MINI INC                COM  60740F105           53         3607 SH       Sole      8        3607            0            0
MOBILE MINI INC                OPT  60740F105           27         1800 SH  Call Defined   8           0         1800            0
MOBILE TELESYSTEMS OJSC        COM  607409109          759        20542 SH       Sole      8       20542            0            0
MOBILE TELESYSTEMS OJSC        OPT  607409109         2593        70200 SH  Call Defined   8           0        70200            0
MOBILE TELESYSTEMS OJSC        OPT  607409109        -2415       -65400 SH  Put  Defined   8           0       -65400            0
MOBILE TELESYSTEMS OJSC        ADR  607409109          210         5694 SH       Sole      9        5694            0            0
MOBILE TELESYSTEMS OJSC        COM  607409109         7585       205400 SH       Defined  31      205400            0            0
MODINE MFG CO                  COM  607828100            4          803 SH       Sole      8         803            0            0
MODINE MFG CO                  COM  607828100           25         5200 SH       Defined  31        5200            0            0
MODINE MFG CO                  COM  607828100           14         2895 SH       Defined  32        2895            0            0
MODUSLINK GLOBAL SOLUTIONS I   COM  60786L107            1          192 SH       Sole      8         192            0            0
MOHAWK INDS INC                COM  608190104          605        16966 SH       Sole      8       16966            0            0
MOHAWK INDS INC                OPT  608190104         1677        47000 SH  Call Defined   8           0        47000            0
MOHAWK INDS INC                OPT  608190104        -1784       -50000 SH  Put  Defined   8           0       -50000            0
MOHAWK INDS INC                COM  608190104         1144        32055 SH       Sole      9       32055            0            0
MOHAWK INDS INC                COM  608190104          896        25100 SH       Defined  31       25100            0            0
MOHAWK INDS INC                COM  608190104           34          942 SH       Defined  32         942            0            0
MOLECULAR INSIGHT PHARM INC    COM  60852M104            1          127 SH       Sole      8         127            0            0
MOLEX INC                      COM  608554101         1286        82674 SH       Sole      8       82674            0            0
MOLEX INC                      OPT  608554101          112         7200 SH  Call Defined   8           0         7200            0
MOLEX INC                      OPT  608554101          -88        -5700 SH  Put  Defined   8           0        -5700            0
MOLEX INC                      COM  608554101           56         3580 SH       Sole      9        3580            0            0
MOLEX INC                      COM  608554200          125         8660 SH       Defined  31        8660            0            0
MOLEX INC                      COM  608554101           98         6308 SH       Defined  32        6308            0            0
MOLINA HEALTHCARE INC          COM  60855R100           23          958 SH       Sole      8         958            0            0
MOLINA HEALTHCARE INC          COM  60855R100          144         6000 SH       Defined  31        6000            0            0
MOLINA HEALTHCARE INC          COM  60855R100           11          469 SH       Defined  32         469            0            0
MOLSON COORS BREWING CO        BOND 60871RAA8          596          558 PRN      Sole      8      558000            0            0
MOLSON COORS BREWING CO        COM  60871R209         8797       207815 SH       Sole      8      207815            0            0
MOLSON COORS BREWING CO        OPT  60871R209         1152        27200 SH  Call Defined   8           0        27200            0
MOLSON COORS BREWING CO        OPT  60871R209        -1494       -35300 SH  Put  Defined   8           0       -35300            0
MOLSON COORS BREWING CO        COM  60871R209        15703       370969 SH       Sole      9      370969            0            0
MOLSON COORS BREWING CO        COM  60871R209         2117        50022 SH       Defined  31       50022            0            0
MOLSON COORS BREWING CO        COM  60871R209          161         3808 SH       Defined  32        3808            0            0
MOMENTA PHARMACEUTICALS INC    COM  60877T100           15         1211 SH       Sole      8        1211            0            0
MOMENTA PHARMACEUTICALS INC    OPT  60877T100         1750       145400 SH  Call Defined   8           0       145400            0
MOMENTA PHARMACEUTICALS INC    OPT  60877T100         -785       -65300 SH  Put  Defined   8           0       -65300            0
MONARCH CASINO & RESORT INC    COM  609027107          123        16915 SH       Sole      8       16915            0            0
MONARCH CASINO & RESORT INC    OPT  609027107           98        13400 SH  Call Defined   8           0        13400            0
MONARCH CASINO & RESORT INC    OPT  609027107         -124       -17000 SH  Put  Defined   8           0       -17000            0
MONEYGRAM INTL INC             COM  60935Y109            1          532 SH       Sole      8         532            0            0
MONEYGRAM INTL INC             COM  60935Y109          479       269115 SH       Defined  31      269115            0            0
MONOLITHIC PWR SYS INC         COM  609839105           38         1689 SH       Sole      8        1689            0            0
MONOTYPE IMAGING HOLDINGS IN   COM  61022P100            1          100 SH       Sole      8         100            0            0
MONOTYPE IMAGING HOLDINGS IN   COM  61022P100          177        25962 SH       Defined  31       25962            0            0
MONRO MUFFLER BRAKE INC        COM  610236101        10878       423110 SH       Sole      8      423110            0            0
MONSANTO CO NEW                COM  61166W101        36978       497418 SH       Sole      8      497418            0            0
MONSANTO CO NEW                OPT  61166W101        37416       503300 SH  Call Defined   8           0       503300            0
MONSANTO CO NEW                OPT  61166W101       -46707      -628300 SH  Put  Defined   8           0      -628300            0
MONSANTO CO NEW                COM  61166W101         3562        47911 SH       Sole      9       47911            0            0
MONSANTO CO NEW                COM  61166W101         7300        98191 SH       Defined  31       98191            0            0
MONSANTO CO NEW                COM  61166W101         3455        46482 SH       Defined  32       46482            0            0
MONSTER WORLDWIDE INC          COM  611742107         1036        87763 SH       Sole      8       87763            0            0
MONSTER WORLDWIDE INC          OPT  611742107          454        38400 SH  Call Defined   8           0        38400            0
MONSTER WORLDWIDE INC          OPT  611742107         -770       -65200 SH  Put  Defined   8           0       -65200            0
MONSTER WORLDWIDE INC          COM  611742107          110         9304 SH       Sole      9        9304            0            0
MONSTER WORLDWIDE INC          COM  611742107           91         7741 SH       Defined  32        7741            0            0
MONTPELIER RE HOLDINGS LTD     COM  G62185106            1           40 SH       Sole      8          40            0            0
MOODYS CORP                    COM  615369105        34630      1314233 SH       Sole      8     1314233            0            0
MOODYS CORP                    OPT  615369105         7534       285900 SH  Call Defined   8           0       285900            0
MOODYS CORP                    OPT  615369105       -40146     -1523600 SH  Put  Defined   8           0     -1523600            0
MOODYS CORP                    COM  615369105           35         1346 SH       Sole      9        1346            0            0
MOODYS CORP                    COM  615369105         1395        52930 SH       Defined  31       52930            0            0
MOODYS CORP                    COM  615369105          424        16110 SH       Defined  32       16110            0            0
MOOG INC                       COM  615394202          174         6772 SH       Sole      8        6772            0            0
MOOG INC                       COM  615394202            9          333 SH       Defined  32         333            0            0
MORGAN STANLEY                 COM  617446448            2           60 SH       Sole      1          60            0            0
MORGAN STANLEY                 COM  617446448        33121      1161733 SH       Sole      8     1161733            0            0
MORGAN STANLEY                 OPT  617446448        75344      2642700 SH  Call Defined   8           0      2642700            0
MORGAN STANLEY                 OPT  617446448       -72931     -2558100 SH  Put  Defined   8           0     -2558100            0
MORGAN STANLEY                 UNIT 61745P445            3          465 SH       Sole      8         465            0            0
MORGAN STANLEY                 UNIT 61745P585            4          379 SH       Sole      8         379            0            0
MORGAN STANLEY                 UNIT 61745P734            3          323 SH       Sole      8         323            0            0
MORGAN STANLEY                 UNIT 61745P791            3          261 SH       Sole      8         261            0            0
MORGAN STANLEY                 COM  617446448         5173       181446 SH       Sole      9      181446            0            0
MORGAN STANLEY                 OPT  617446448            0            0 SH  Put  Defined   9           0            0            0
MORGAN STANLEY                 COM  617446448         1820        63821 SH       Defined  32       63821            0            0
MORGAN STANLEY EMER MKTS FD    UNIT 61744G107            2          163 SH       Sole      8         163            0            0
MORGANS HOTEL GROUP CO         COM  61748W108           46        12011 SH       Sole      8       12011            0            0
MORGANS HOTEL GROUP CO         OPT  61748W108          307        80000 SH  Call Defined   8           0        80000            0
MORNINGSTAR INC                COM  617700109           18          443 SH       Sole      8         443            0            0
MORNINGSTAR INC                OPT  617700109          277         6700 SH  Call Defined   8           0         6700            0
MORNINGSTAR INC                OPT  617700109         -226        -5500 SH  Put  Defined   8           0        -5500            0
MORNINGSTAR INC                COM  617700109           43         1033 SH       Defined  32        1033            0            0
MOSAIC CO                      COM  61945A107         2120        47847 SH       Sole      8       47847            0            0
MOSAIC CO                      OPT  61945A107        37487       846200 SH  Call Defined   8           0       846200            0
MOSAIC CO                      OPT  61945A107       -21986      -496300 SH  Put  Defined   8           0      -496300            0
MOSAIC CO                      COM  61945A107         1114        25150 SH       Sole      9       25150            0            0
MOSAIC CO                      COM  61945A107         1861        42000 SH       Defined  31       42000            0            0
MOSAIC CO                      COM  61945A107          435         9830 SH       Defined  32        9830            0            0
MOTOROLA INC                   COM  620076109        14246      2148691 SH       Sole      8     2148691            0            0
MOTOROLA INC                   OPT  620076109         6906      1041500 SH  Call Defined   8           0      1041500            0
MOTOROLA INC                   OPT  620076109        -6942     -1047100 SH  Put  Defined   8           0     -1047100            0
MOTOROLA INC                   COM  620076109          541        81623 SH       Sole      9       81623            0            0
MOTOROLA INC                   COM  620076109          647        97627 SH       Defined  32       97627            0            0
MOVADO GROUP INC               COM  624580106           26         2481 SH       Sole      8        2481            0            0
MOVADO GROUP INC               COM  624580106         1581       150000 SH       Defined  31      150000            0            0
MOVE INC COM                   COM  62458M108            3         1181 SH       Sole      8        1181            0            0
MOVE INC COM                   COM  62458M108          160        74054 SH       Defined  31       74054            0            0
MPS GROUP INC                  COM  553409103            3          409 SH       Sole      8         409            0            0
MSC INDL DIRECT INC            COM  553530106           59         1665 SH       Sole      8        1665            0            0
MSC INDL DIRECT INC            COM  553530106         2356        66400 SH       Defined  31       66400            0            0
MSC INDL DIRECT INC            COM  553530106           92         2592 SH       Defined  32        2592            0            0
MSC SOFTWARE CORP              COM  553531104          195        29300 SH       Sole      9       29300            0            0
MSC SOFTWARE CORP              COM  553531104          470        70524 SH       Defined  31       70524            0            0
MSCI INC                       COM  55354G100           56         2318 SH       Sole      8        2318            0            0
MSCI INC                       OPT  55354G100           59         2400 SH  Call Defined   8           0         2400            0
MSCI INC                       OPT  55354G###          -##        -#### SH  Put  Defined   8           0        -1500            0
MSCI INC                       COM  55354G100          171         6997 SH       Defined  32        6997            0            0
M-SYSTEMS FIN INC              BOND 55375VAB8            1            1 PRN      Sole      1         650            0            0
MTS SYS CORP                   COM  553777103           13          615 SH       Sole      8         615            0            0
MTS SYS CORP                   COM  553777103         2004        97030 SH       Defined  31       97030            0            0
MUELLER INDS INC               COM  624756102           36         1710 SH       Sole      8        1710            0            0
MUELLER INDS INC               COM  624756102           81         3884 SH       Defined  31        3884            0            0
MUELLER INDS INC               COM  624756102           19          919 SH       Defined  32         919            0            0
MUELLER WTR PRODS INC          COM  624758108           11         2956 SH       Defined  32        2956            0            0
MULTI COLOR CORP               COM  625383104            1           69 SH       Sole      8          69            0            0
MULTI COLOR CORP               COM  625383104          158        12905 SH       Defined  31       12905            0            0
MULTI FINELINE ELECTRONIX IN   COM  62541B101          263        12303 SH       Sole      8       12303            0            0
MULTI FINELINE ELECTRONIX IN   OPT  62541B101          277        12900 SH  Call Defined   8           0        12900            0
MULTI FINELINE ELECTRONIX IN   OPT  62541B101         -194        -9100 SH  Put  Defined   8           0        -9100            0
MULTIMEDIA GAMES INC           COM  625453105            7         1444 SH       Sole      8        1444            0            0
MURPHY OIL CORP                COM  626717102         7304       134461 SH       Sole      8      134461            0            0
MURPHY OIL CORP                OPT  626717102         5786       106500 SH  Call Defined   8           0       106500            0
MURPHY OIL CORP                OPT  626717102        -3194       -58800 SH  Put  Defined   8           0       -58800            0
MURPHY OIL CORP                COM  626717102          386         7108 SH       Sole      9        7108            0            0
MURPHY OIL CORP                COM  626717102          422         7769 SH       Defined  32        7769            0            0
MV OIL TR                      COM  553859109            3          200 SH       Sole      8         200            0            0
MV OIL TR                      COM  553859109           58         4000 SH       Defined  31        4000            0            0
MWI VETERINARY SUPPLY INC      COM  55402X105           16          467 SH       Sole      8         467            0            0
MYERS INDS INC                 COM  628464109           14         1687 SH       Sole      8        1687            0            0
MYERS INDS INC                 COM  628464109            2          200 SH       Defined  31         200            0            0
MYLAN INC                      COM  628530107         5110       391565 SH       Sole      8      391565            0            0
MYLAN INC                      COM  628530206            0            0 SH       Sole      8          10            0            0
MYLAN INC                      OPT  628530107        11213       859200 SH  Call Defined   8           0       859200            0
MYLAN INC                      OPT  628530107        -2852      -218600 SH  Put  Defined   8           0      -218600            0
MYLAN INC                      COM  628530107         6842       524279 SH       Sole      9      524279            0            0
MYLAN INC                      OPT  628530107            0            0 SH  Put  Defined   9           0            0            0
MYLAN INC                      COM  628530107          979        75000 SH       Sole     34       75000            0            0
MYR GROUP INC DEL              COM  55405W104            3          133 SH       Sole      8         133            0            0
MYR GROUP INC DEL              COM  55405W104         1197        59203 SH       Defined  31       59203            0            0
MYRIAD GENETICS INC            COM  62855J104        16679       467859 SH       Sole      8      467859            0            0
MYRIAD GENETICS INC            OPT  62855J104        14492       406500 SH  Call Defined   8           0       406500            0
MYRIAD GENETICS INC            OPT  62855J104       -14905      -418100 SH  Put  Defined   8           0      -418100            0
MYRIAD GENETICS INC            COM  62855J104          212         5956 SH       Sole      9        5956            0            0
MYRIAD GENETICS INC            COM  62855J104          180         5044 SH       Defined  32        5044            0            0
MYRIAD PHARMACEUTICALS INC     COM  62856H107           30         6539 SH       Sole      8        6539            0            0
MYRIAD PHARMACEUTICALS INC     COM  62856H107           13         2836 SH       Sole      9        2836            0            0
NABI BIOPHARMACEUTICALS        COM  629519109           16         6382 SH       Sole      8        6382            0            0
NABI BIOPHARMACEUTICALS        OPT  629519109           76        30900 SH  Call Defined   8           0        30900            0
NABI BIOPHARMACEUTICALS        OPT  629519109          -34       -14000 SH  Put  Defined   8           0       -14000            0
NABI BIOPHARMACEUTICALS        COM  629519109          247       101843 SH       Sole      9      101843            0            0
NABORS INDS INC                BOND 629568AP1            1            1 PRN      Sole      1         875            0            0
NABORS INDUSTRIES LTD          COM  G6359F103         2787       178864 SH       Sole      8      178864            0            0
NABORS INDUSTRIES LTD          COM  G6359F103          133         8547 SH       Sole      9        8547            0            0
NABORS INDUSTRIES LTD          COM  G6359F103         4674       300000 SH       Sole     34      300000            0            0
NACCO INDS INC                 COM  629579103           13          450 SH       Sole      8         450            0            0
NALCO HOLDING COMPANY          COM  62985Q101          271        16137 SH       Sole      8       16137            0            0
NALCO HOLDING COMPANY          OPT  62985Q101         2828       167900 SH  Call Defined   8           0       167900            0
NALCO HOLDING COMPANY          OPT  62985Q101         -144        -8600 SH  Put  Defined   8           0        -8600            0
NALCO HOLDING COMPANY          COM  62985Q101          390        23184 SH       Sole      9       23184            0            0
NALCO HOLDING COMPANY          COM  62985Q101           50         2951 SH       Defined  31        2951            0            0
NALCO HOLDING COMPANY          COM  62985Q101          142         8456 SH       Defined  32        8456            0            0
NAM TAI ELECTRS INC            COM  629865205            0           48 SH       Sole      8          48            0            0
NAM TAI ELECTRS INC            COM  629865205          439       103374 SH       Defined  31      103374            0            0
NANOSPHERE INC                 COM  63009F105            0           76 SH       Sole      8          76            0            0
NARA BANCORP INC               COM  63080P105            2          378 SH       Sole      8         378            0            0
NARA BANCORP INC               COM  63080P105            0           29 SH       Defined  31          29            0            0
NASDAQ OMX GROUP INC           BOND 631103AA6          226          275 PRN      Sole      8      275000            0            0
NASDAQ OMX GROUP INC           COM  631103108         1858        87192 SH       Sole      8       87192            0            0
NASDAQ OMX GROUP INC           OPT  631103108         3048       143000 SH  Call Defined   8           0       143000            0
NASDAQ OMX GROUP INC           OPT  631103108        -1777       -83400 SH  Put  Defined   8           0       -83400            0
NASDAQ OMX GROUP INC           COM  631103108           21          972 SH       Sole      9         972            0            0
NASDAQ OMX GROUP INC           COM  631103108          157         7371 SH       Defined  32        7371            0            0
NASH FINCH CO                  COM  631158102           21          766 SH       Sole      8         766            0            0
NASH FINCH CO                  COM  631158102           23          843 SH       Defined  31         843            0            0
NASH FINCH CO                  COM  631158102           12          433 SH       Defined  32         433            0            0
NATCO GROUP INC                COM  63227W203           30          901 SH       Sole      8         901            0            0
NATCO GROUP INC                COM  63227W203         7535       228900 SH       Sole      9      228900            0            0
NATCO GROUP INC                OPT  63227W203          297         9022 SH  Call Defined   9           0         9022            0
NATIONAL BANKSHARES INC VA     COM  634865109         1010        42025 SH       Sole      8       42025            0            0
NATIONAL BEVERAGE CORP         COM  635017106            0           42 SH       Sole      8          42            0            0
NATIONAL BEVERAGE CORP         COM  635017106          220        20500 SH       Defined  31       20500            0            0
NATIONAL BK GREECE S A         COM  633643408            0           76 SH       Defined  31          76            0            0
NATIONAL CINEMEDIA INC         COM  635309107           56         4057 SH       Sole      8        4057            0            0
NATIONAL CINEMEDIA INC         COM  635309107          110         7992 SH       Defined  31        7992            0            0
NATIONAL CITY CORP             BOND 635405AW3         2348         2390 PRN      Sole      8     2390000            0            0
NATIONAL COAL CORP             COM  632381208          194       163000 SH       Sole      8      163000            0            0
NATIONAL FINL PARTNERS CORP    COM  63607P208           24         3242 SH       Sole      8        3242            0            0
NATIONAL FINL PARTNERS CORP    COM  63607P208            9         1282 SH       Defined  32        1282            0            0
NATIONAL FUEL GAS CO N J       COM  636180101          270         7494 SH       Sole      8        7494            0            0
NATIONAL FUEL GAS CO N J       COM  636180101          198         5500 SH       Sole      9        5500            0            0
NATIONAL FUEL GAS CO N J       COM  636180101           28          781 SH       Defined  32         781            0            0
NATIONAL GRID PLC              COM  636274300         1204        26622 SH       Defined  31       26622            0            0
NATIONAL HEALTH INVS INC       COM  63633D104            0           10 SH       Sole      8          10            0            0
NATIONAL HEALTH INVS INC       COM  63633D104         1119        41877 SH       Defined  31       41877            0            0
NATIONAL HEALTHCARE CORP       COM  635906100            1           26 SH       Sole      8          26            0            0
NATIONAL INSTRS CORP           COM  636518102           30         1330 SH       Sole      8        1330            0            0
NATIONAL INSTRS CORP           COM  636518102           84         3742 SH       Defined  32        3742            0            0
NATIONAL INTERSTATE CORP       COM  63654U100            9          600 SH       Sole      8         600            0            0
NATIONAL INTERSTATE CORP       COM  63654U100           11          697 SH       Defined  31         697            0            0
NATIONAL OILWELL VARCO INC     COM  637071101         9581       293344 SH       Sole      8      293344            0            0
NATIONAL OILWELL VARCO INC     OPT  637071101         9024       276300 SH  Call Defined   8           0       276300            0
NATIONAL OILWELL VARCO INC     OPT  637071101        -4317      -132208 SH  Put  Defined   8           0      -132208            0
NATIONAL OILWELL VARCO INC     COM  637071101         2331        71359 SH       Sole      9       71359            0            0
NATIONAL OILWELL VARCO INC     COM  637071101        18263       559195 SH       Defined  31      559195            0            0
NATIONAL OILWELL VARCO INC     COM  637071101          492        15049 SH       Defined  32       15049            0            0
NATIONAL PENN BANCSHARES INC   COM  637138108          552       119697 SH       Sole      8      119697            0            0
NATIONAL PENN BANCSHARES INC   COM  637138108            1          200 SH       Sole      9         200            0            0
NATIONAL PENN BANCSHARES INC   COM  637138108            5         1018 SH       Defined  32        1018            0            0
NATIONAL PRESTO INDS INC       COM  637215104           25          324 SH       Sole      8         324            0            0
NATIONAL PRESTO INDS INC       COM  637215104          137         1800 SH       Defined  31        1800            0            0
NATIONAL RESEARCH CORP         COM  637372103            0           11 SH       Sole      8          11            0            0
NATIONAL RETAIL PROPERTIES I   COM  637417106           82         4733 SH       Sole      8        4733            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103         2490       198415 SH       Sole      8      198415            0            0
NATIONAL SEMICONDUCTOR CORP    OPT  637640103        11791       939500 SH  Call Defined   8           0       939500            0
NATIONAL SEMICONDUCTOR CORP    OPT  637640103        -1566      -124800 SH  Put  Defined   8           0      -124800            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103          148        11778 SH       Sole      9       11778            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103          245        19535 SH       Defined  32       19535            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620302            5           47 SH       Sole      1          47            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620104          236         9147 SH       Sole      8        9147            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620302            7           61 SH       Sole      8          61            0            0
NATIONWIDE HEALTH PPTYS INC    OPT  638620104          168         6500 SH  Call Defined   8           0         6500            0
NATIONWIDE HEALTH PPTYS INC    OPT  638620104         -190        -7400 SH  Put  Defined   8           0        -7400            0
NATIONWIDE HEALTH PPTYS INC    COM  638620104          271        10522 SH       Sole      9       10522            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620104          125         4866 SH       Defined  32        4866            0            0
NATURAL GAS SERVICES GROUP     COM  63886Q109            1          108 SH       Sole      8         108            0            0
NATURAL RESOURCE PARTNERS L    COM  63900P103            0            1 SH       Sole      8           1            0            0
NATUS MEDICAL INC DEL          COM  639050103            7          566 SH       Sole      8         566            0            0
NATUZZI S P A                  COM  63905A101            1          556 SH       Sole      8         556            0            0
NAUTILUS INC                   COM  63910B102           52        46033 SH       Sole      8       46033            0            0
NAUTILUS INC                   OPT  63910B102           13        10700 SH  Call Defined   8           0        10700            0
NAUTILUS INC                   OPT  63910B102           -1        -1200 SH  Put  Defined   8           0        -1200            0
NAVIGANT CONSULTING INC        COM  63935N107            7          579 SH       Sole      8         579            0            0
NAVIGANT CONSULTING INC        COM  63935N107            6          496 SH       Defined  31         496            0            0
NAVIGATORS GROUP INC           COM  638904102           27          608 SH       Sole      8         608            0            0
NAVIGATORS GROUP INC           COM  638904102           11          246 SH       Defined  32         246            0            0
NAVIOS MARITIME HOLDINGS INC   COM  Y62196103           73        17255 SH       Sole      8       17255            0            0
NAVISTAR INTL CORP             COM  638901306            2          166 SH       Sole      8         166            0            0
NAVISTAR INTL CORP NEW         COM  63934E108          286         6566 SH       Sole      8        6566            0            0
NAVISTAR INTL CORP NEW         OPT  63934E108           48         1100 SH  Call Defined   8           0         1100            0
NAVISTAR INTL CORP NEW         OPT  63934E108        -4368      -100200 SH  Put  Defined   8           0      -100200            0
NAVISTAR INTL CORP NEW         COM  63934E108           26          600 SH       Sole      9         600            0            0
NAVISTAR INTL CORP NEW         COM  63934E108          167         3827 SH       Defined  32        3827            0            0
NBT BANCORP INC                COM  628778102           34         1545 SH       Sole      8        1545            0            0
NBTY INC                       COM  628782104          189         6717 SH       Sole      8        6717            0            0
NBTY INC                       OPT  628782104         1277        45400 SH  Call Defined   8           0        45400            0
NBTY INC                       OPT  628782104         -174        -6200 SH  Put  Defined   8           0        -6200            0
NBTY INC                       COM  628782104           55         1957 SH       Defined  32        1957            0            0
NCI BUILDING SYS INC           COM  628852105            7         2650 SH       Sole      8        2650            0            0
NCI BUILDING SYS INC           OPT  628852105           77        28800 SH  Call Defined   8           0        28800            0
NCI BUILDING SYS INC           OPT  628852105          -51       -19400 SH  Put  Defined   8           0       -19400            0
NCI BUILDING SYS INC           COM  628852105            5         1743 SH       Defined  32        1743            0            0
NCI INC                        COM  62886K104           17          550 SH       Sole      8         550            0            0
NCR CORP NEW                   COM  62886E108          108         9148 SH       Sole      8        9148            0            0
NCR CORP NEW                   COM  62886E108           91         7700 SH       Sole      9        7700            0            0
NCR CORP NEW                   COM  62886E108          129        10914 SH       Defined  32       10914            0            0
NEENAH PAPER INC               COM  640079109            8          874 SH       Sole      8         874            0            0
NEENAH PAPER INC               COM  640079109          169        19200 SH       Sole      9       19200            0            0
NEKTAR THERAPEUTICS            COM  640268108           59         9182 SH       Sole      8        9182            0            0
NEKTAR THERAPEUTICS            OPT  640268108          172        26500 SH  Call Defined   8           0        26500            0
NEKTAR THERAPEUTICS            OPT  640268108            0         -100 SH  Put  Defined   8           0         -100            0
NELNET INC                     COM  64031N108           22         1644 SH       Sole      8        1644            0            0
NEOGEN CORP                    COM  640491106           17          594 SH       Sole      8         594            0            0
NESS TECHNOLOGIES INC          COM  64104X108          306        78277 SH       Defined  31       78277            0            0
NET 1 UEPS TECHNOLOGIES INC    COM  64107N206          754        55458 SH       Sole      8       55458            0            0
NET 1 UEPS TECHNOLOGIES INC    COM  64107N206          158        11653 SH       Defined  31       11653            0            0
NET SERVICOS DE COMUNICACAO    COM  64109T201          518        52961 SH       Defined  31       52961            0            0
NETAPP INC                     COM  64110D104        11892       603060 SH       Sole      8      603060            0            0
NETAPP INC                     OPT  64110D104        35993      1825200 SH  Call Defined   8           0      1825200            0
NETAPP INC                     OPT  64110D104       -17686      -896900 SH  Put  Defined   8           0      -896900            0
NETAPP INC                     COM  64110D104          409        20738 SH       Sole      9       20738            0            0
NETAPP INC                     COM  64110D104          567        28735 SH       Defined  32       28735            0            0
NETEASE COM INC                OPT  64110W102        18713       531900 SH  Call Defined   8           0       531900            0
NETEASE COM INC                OPT  64110W102        -3095       -88000 SH  Put  Defined   8           0       -88000            0
NETEASE COM INC                ADR  64110W102          176         5000 SH       Sole      9        5000            0            0
NETEASE COM INC                COM  64110W102        15320       435462 SH       Defined  31      435462            0            0
NETEZZA CORP                   COM  64111N101            3          359 SH       Sole      8         359            0            0
NETEZZA CORP                   COM  64111N101          329        39500 SH       Defined  31       39500            0            0
NETFLIX INC                    COM  64110L106         7633       184632 SH       Sole      8      184632            0            0
NETFLIX INC                    OPT  64110L106         6264       151500 SH  Call Defined   8           0       151500            0
NETFLIX INC                    OPT  64110L106        -6093      -147400 SH  Put  Defined   8           0      -147400            0
NETFLIX INC                    COM  64110L106          331         8000 SH       Sole      9        8000            0            0
NETFLIX INC                    COM  64110L106          646        15616 SH       Defined  31       15616            0            0
NETFLIX INC                    COM  64110L106           92         2231 SH       Defined  32        2231            0            0
NETGEAR INC                    COM  64111Q104           49         3387 SH       Sole      8        3387            0            0
NETGEAR INC                    OPT  64111Q104          220        15200 SH  Call Defined   8           0        15200            0
NETGEAR INC                    OPT  64111Q###          -##        -#### SH  Put  Defined   8           0        -5000            0
NETGEAR INC                    COM  64111Q104           74         5168 SH       Defined  31        5168            0            0
NETLOGIC MICROSYSTEMS INC      COM  64118B100           10          276 SH       Sole      8         276            0            0
NETLOGIC MICROSYSTEMS INC      OPT  64118B100         3304        90600 SH  Call Defined   8           0        90600            0
NETLOGIC MICROSYSTEMS INC      OPT  64118B100        -3073       -84300 SH  Put  Defined   8           0       -84300            0
NETSCOUT SYS INC               COM  64115T104            2          266 SH       Sole      8         266            0            0
NETSCOUT SYS INC               COM  64115T104          272        28989 SH       Defined  31       28989            0            0
NETSUITE INC                   COM  64118Q107            6          529 SH       Sole      8         529            0            0
NETWORK EQUIP TECHNOLOGIES     COM  641208103            8         1859 SH       Sole      8        1859            0            0
NEUBERGER BERMAN CA INT MUN    UNIT 64123C101           36         3000 SH       Sole      8        3000            0            0
NEUROCRINE BIOSCIENCES INC     COM  64125C109            4         1155 SH       Sole      8        1155            0            0
NEUROCRINE BIOSCIENCES INC     OPT  64125C109           32         9600 SH  Call Defined   8           0         9600            0
NEUROCRINE BIOSCIENCES INC     OPT  64125C###          -##        -#### SH  Put  Defined   8           0        -4800            0
NEUROGESX INC                  COM  641252101            0           78 SH       Sole      8          78            0            0
NEUSTAR INC                    COM  64126X201           41         1832 SH       Sole      8        1832            0            0
NEUSTAR INC                    OPT  64126X201          282        12700 SH  Call Defined   8           0        12700            0
NEUSTAR INC                    OPT  64126X201          -11         -500 SH  Put  Defined   8           0         -500            0
NEUSTAR INC                    COM  64126X201           85         3817 SH       Defined  32        3817            0            0
NEUTRAL TANDEM INC             COM  64128B108           72         2423 SH       Sole      8        2423            0            0
NEVSUN RES LTD                 COM  64156L101            2         1400 SH       Sole      8        1400            0            0
NEVSUN RES LTD                 COM  64156L101            4         3600 SH       Defined  31        3600            0            0
NEW AMER HIGH INCOME FD INC    UNIT 641876800            2          326 SH       Sole      8         326            0            0
NEW GOLD INC CDA               COM  644535106           10         3800 SH       Sole      8        3800            0            0
NEW GOLD INC CDA               COM  644535106         2053       768800 SH       Defined  31      768800            0            0
NEW JERSEY RES                 COM  646025106           99         2664 SH       Sole      8        2664            0            0
NEW JERSEY RES                 COM  646025106           80         2167 SH       Sole      9        2167            0            0
NEW JERSEY RES                 COM  646025106           20          528 SH       Defined  32         528            0            0
NEW ORIENTAL ED & TECH GRP I   OPT  647581107         8198       121700 SH  Call Defined   8           0       121700            0
NEW ORIENTAL ED & TECH GRP I   OPT  647581107        -6001       -89100 SH  Put  Defined   8           0       -89100            0
NEW YORK & CO INC              COM  649295102          485       157100 SH       Defined  31      157100            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103          204        19097 SH       Sole      8       19097            0            0
NEW YORK CMNTY BANCORP INC     OPT  649445103          296        27600 SH  Call Defined   8           0        27600            0
NEW YORK CMNTY BANCORP INC     OPT  649445103         -350       -32800 SH  Put  Defined   8           0       -32800            0
NEW YORK CMNTY BANCORP INC     COM  649445103           56         5202 SH       Sole      9        5202            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103           24         2216 SH       Defined  32        2216            0            0
NEW YORK TIMES CO              COM  650111107          396        71893 SH       Sole      8       71893            0            0
NEW YORK TIMES CO              OPT  650111107          136        24600 SH  Call Defined   8           0        24600            0
NEW YORK TIMES CO              OPT  650111107         -152       -27600 SH  Put  Defined   8           0       -27600            0
NEW YORK TIMES CO              COM  650111107            8         1422 SH       Sole      9        1422            0            0
NEW YORK TIMES CO              COM  650111107           47         8591 SH       Defined  32        8591            0            0
NEWALLIANCE BANCSHARES INC     COM  650203102            0            4 SH       Sole      8           4            0            0
NEWALLIANCE BANCSHARES INC     OPT  650203102          161        14000 SH  Call Defined   8           0        14000            0
NEWALLIANCE BANCSHARES INC     OPT  650203102          -51        -4500 SH  Put  Defined   8           0        -4500            0
NEWCASTLE INVT CORP            COM  65105M108           67       101000 SH       Sole      8      101000            0            0
NEWCASTLE INVT CORP            COM  65105M108          113       170600 SH       Defined  31      170600            0            0
NEWELL RUBBERMAID INC          COM  651229106         1671       160525 SH       Sole      8      160525            0            0
NEWELL RUBBERMAID INC          OPT  651229106          480        46100 SH  Call Defined   8           0        46100            0
NEWELL RUBBERMAID INC          OPT  651229106         -196       -18900 SH  Put  Defined   8           0       -18900            0
NEWELL RUBBERMAID INC          COM  651229106           24         2304 SH       Sole      9        2304            0            0
NEWELL RUBBERMAID INC          COM  651229106         3644       350088 SH       Defined  31      350088            0            0
NEWELL RUBBERMAID INC          COM  651229106            2          172 SH       Defined  32         172            0            0
NEWFIELD EXPL CO               COM  651290108         1020        31232 SH       Sole      8       31232            0            0
NEWFIELD EXPL CO               OPT  651290108         2140        65500 SH  Call Defined   8           0        65500            0
NEWFIELD EXPL CO               OPT  651290108        -3374      -103300 SH  Put  Defined   8           0      -103300            0
NEWFIELD EXPL CO               COM  651290108          580        17763 SH       Sole      9       17763            0            0
NEWFIELD EXPL CO               COM  651290108           33         1000 SH       Defined  32        1000            0            0
NEWMARKET CORP                 COM  651587107           35          516 SH       Sole      8         516            0            0
NEWMARKET CORP                 OPT  651587107          357         5300 SH  Call Defined   8           0         5300            0
NEWMARKET CORP                 OPT  651587107         -807       -12000 SH  Put  Defined   8           0       -12000            0
NEWMONT MINING CORP            BOND 651639AJ5         3121         2983 PRN      Sole      8     2983000            0            0
NEWMONT MINING CORP            BOND 651639AK2         5932         5261 PRN      Sole      8     5261000            0            0
NEWMONT MINING CORP            COM  651639106        20068       491005 SH       Sole      8      491005            0            0
NEWMONT MINING CORP            OPT  651639106        33686       824200 SH  Call Defined   8           0       824200            0
NEWMONT MINING CORP            OPT  651639106       -20757      -507900 SH  Put  Defined   8           0      -507900            0
NEWMONT MINING CORP            COM  651639106         3032        74190 SH       Sole      9       74190            0            0
NEWMONT MINING CORP            COM  651639106         1686        41263 SH       Defined  32       41263            0            0
NEWPORT CORP                   COM  651824104           12         2155 SH       Sole      8        2155            0            0
NEWS CORP                      COM  65248E104        23591      2589583 SH       Sole      8     2589583            0            0
NEWS CORP                      COM  65248E203            1           79 SH       Sole      8          79            0            0
NEWS CORP                      OPT  65248E104         4789       525600 SH  Call Defined   8           0       525600            0
NEWS CORP                      OPT  65248E###          -##        -#### SH  Put  Defined   8           0        -3700            0
NEWS CORP                      OPT  65248E203          678        64100 SH  Call Defined   8           0        64100            0
NEWS CORP                      OPT  65248E203         -183       -17400 SH  Put  Defined   8           0       -17400            0
NEWS CORP                      COM  65248E104         3544       388974 SH       Sole      9      388974            0            0
NEWS CORP                      GDR  65248E104            6          665 SH       Sole      9         665            0            0
NEWS CORP                      GDR  65248E203         1935       183064 SH       Sole      9      183064            0            0
NEWS CORP                      COM  65248E104          786        86225 SH       Defined  32       86225            0            0
NEWSTAR FINANCIAL INC          COM  65251F105            0           52 SH       Sole      8          52            0            0
NEXEN INC                      COM  65334H102            2          105 SH       Sole      8         105            0            0
NEXEN INC                      OPT  65334H102          936        43200 SH  Call Defined   8           0        43200            0
NEXEN INC                      OPT  65334H102         -545       -25200 SH  Put  Defined   8           0       -25200            0
NEXEN INC                      COM  65334H102          281        12957 SH       Sole      9       12957            0            0
NEXTEL COMMUNICATIONS INC      BOND 65332VAY9         3969         4009 PRN      Sole      8     4009000            0            0
NEXTWAVE WIRELESS INC          COM  65337Y102          128       263890 SH       Sole      8      263890            0            0
NEXTWAVE WIRELESS INC          COM  65337Y102           28        56836 SH       Defined  31       56836            0            0
NGP CAP RES CO                 COM  62912R107          201        34281 SH       Defined  31       34281            0            0
NIC INC                        COM  62914B100            3          386 SH       Sole      8         386            0            0
NIC INC                        COM  62914B100          118        17399 SH       Defined  31       17399            0            0
NICE SYS LTD                   COM  653656108           54         2362 SH       Sole      8        2362            0            0
NICE SYS LTD                   OPT  653656108          127         5500 SH  Call Defined   8           0         5500            0
NICE SYS LTD                   OPT  653656108          -48        -2100 SH  Put  Defined   8           0        -2100            0
NICE SYS LTD                   COM  653656108          156         6768 SH       Defined  31        6768            0            0
NICHOLAS-APPLEGATE CV & INC    UNIT 65370F101            2          237 SH       Sole      8         237            0            0
NICOR INC                      COM  654086107          797        23008 SH       Sole      8       23008            0            0
NICOR INC                      COM  654086107          215         6199 SH       Sole      9        6199            0            0
NICOR INC                      COM  654086107           77         2216 SH       Defined  32        2216            0            0
NIDEC CORP                     COM  654090109          203        13444 SH       Defined  31       13444            0            0
NIGHTHAWK RADIOLOGY HLDGS IN   COM  65411N105            6         1500 SH       Sole      8        1500            0            0
NIGHTHAWK RADIOLOGY HLDGS IN   COM  65411N105          466       125973 SH       Defined  31      125973            0            0
NII HLDGS INC                  COM  62913F201          108         5645 SH       Sole      8        5645            0            0
NII HLDGS INC                  OPT  62913F201         2457       128800 SH  Call Defined   8           0       128800            0
NII HLDGS INC                  OPT  62913F201        -1342       -70400 SH  Put  Defined   8           0       -70400            0
NII HLDGS INC                  BOND 62913FAJ1         2306         3000 PRN      Sole      9     3000000            0            0
NII HLDGS INC                  COM  62913F201         1759        92265 SH       Defined  31       92265            0            0
NII HLDGS INC                  COM  62913F201           40         2098 SH       Defined  32        2098            0            0
NIKE INC                       COM  654106103           19          367 SH       Sole      1         367            0            0
NIKE INC                       COM  654106103        14444       278954 SH       Sole      8      278954            0            0
NIKE INC                       OPT  654106103        40441       781000 SH  Call Defined   8           0       781000            0
NIKE INC                       OPT  654106103       -25273      -488100 SH  Put  Defined   8           0      -488100            0
NIKE INC                       COM  654106103        10734       207309 SH       Sole      9      207309            0            0
NIKE INC                       COM  654106103         1370        26467 SH       Defined  32       26467            0            0
NIKE INC                       COM  654106103         3107        60000 SH       Sole     34       60000            0            0
NIPPON TELEG & TEL CORP        COM  654624105         4071       200026 SH       Defined  31      200026            0            0
NISOURCE INC                   COM  65473P105         1723       147791 SH       Sole      8      147791            0            0
NISOURCE INC                   OPT  65473P105          132        11300 SH  Call Defined   8           0        11300            0
NISOURCE INC                   OPT  65473P###          -##        -#### SH  Put  Defined   8           0        -1900            0
NISOURCE INC                   COM  65473P105          100         8577 SH       Sole      9        8577            0            0
NISOURCE INC                   COM  65473P105         4323       370764 SH       Defined  31      370764            0            0
NISOURCE INC                   COM  65473P105        34980      3000000 SH       Sole     59     3000000            0            0
NISSAN MOTORS                  COM  654744408          632        52285 SH       Defined  31       52285            0            0
NIVS INTELLIMEDIA TECH GP IN   COM  62914U108           44        14994 SH       Sole      8       14994            0            0
NL INDS INC                    COM  629156407            0           46 SH       Sole      8          46            0            0
NMT MED INC                    COM  629294109            5         2054 SH       Sole      8        2054            0            0
NMT MED INC                    OPT  629294109           16         6900 SH  Call Defined   8           0         6900            0
NN INC                         COM  629337106          147        87600 SH       Sole      8       87600            0            0
NOBEL LEARNING CMNTYS INC      COM  654889104           70         6146 SH       Sole      8        6146            0            0
NOBLE CORPORATION BAAR         COM  H5833N103        12719       420473 SH       Sole      1      420473            0            0
NOBLE CORPORATION BAAR         COM  H5833N103         3222       106505 SH       Sole      8      106505            0            0
NOBLE CORPORATION BAAR         COM  H5833N103          297         9826 SH       Sole      9        9826            0            0
NOBLE ENERGY INC               COM  655044105         8194       138950 SH       Sole      8      138950            0            0
NOBLE ENERGY INC               OPT  655044105         2194        37200 SH  Call Defined   8           0        37200            0
NOBLE ENERGY INC               OPT  655044105        -4051       -68700 SH  Put  Defined   8           0       -68700            0
NOBLE ENERGY INC               COM  655044105          118         1996 SH       Sole      9        1996            0            0
NOBLE ENERGY INC               COM  655044105          369         6257 SH       Defined  32        6257            0            0
NOKIA CORP                     ADR  654902204            4          292 SH       Sole      8         292            0            0
NOKIA CORP                     COM  654902204         3090       211935 SH       Sole      8      211935            0            0
NOKIA CORP                     OPT  654902204        19857      1361900 SH  Call Defined   8           0      1361900            0
NOKIA CORP                     OPT  654902204       -16785     -1151300 SH  Put  Defined   8           0     -1151300            0
NOKIA CORP                     ADR  654902204         1038        71160 SH       Sole      9       71160            0            0
NOMURA HLDGS INC               COM  65535H208         3364       399100 SH       Defined  31      399100            0            0
NORDIC AMERICAN TANKER SHIPP   COM  G65773106          480        15104 SH       Sole      8       15104            0            0
NORDIC AMERICAN TANKER SHIPP   COM  G65773106           39         1218 SH       Sole      9        1218            0            0
NORDSON CORP                   COM  655663102           47         1203 SH       Sole      8        1203            0            0
NORDSON CORP                   COM  655663102            8          209 SH       Defined  32         209            0            0
NORDSTROM INC                  COM  655664100         2447       123047 SH       Sole      8      123047            0            0
NORDSTROM INC                  OPT  655664100        18914       950900 SH  Call Defined   8           0       950900            0
NORDSTROM INC                  OPT  655664100       -15335      -771000 SH  Put  Defined   8           0      -771000            0
NORDSTROM INC                  COM  655664100           22         1127 SH       Sole      9        1127            0            0
NORDSTROM INC                  COM  655664100          254        12791 SH       Defined  32       12791            0            0
NORFOLK SOUTHERN CORP          COM  655844108        14035       372590 SH       Sole      8      372590            0            0
NORFOLK SOUTHERN CORP          OPT  655844108         9139       242600 SH  Call Defined   8           0       242600            0
NORFOLK SOUTHERN CORP          OPT  655844108       -22052      -585400 SH  Put  Defined   8           0      -585400            0
NORFOLK SOUTHERN CORP          COM  655844108          265         7039 SH       Sole      9        7039            0            0
NORFOLK SOUTHERN CORP          COM  655844108        17835       473461 SH       Defined  31      473461            0            0
NORFOLK SOUTHERN CORP          COM  655844108          642        17052 SH       Defined  32       17052            0            0
NORTH AMERN ENERGY PARTNERS    COM  656844107           21         3400 SH       Sole      8        3400            0            0
NORTH AMERN ENERGY PARTNERS    COM  656844107          495        81300 SH       Defined  31       81300            0            0
NORTH AMERN GALVANZNG & CTNG   COM  65686Y109            0           67 SH       Sole      8          67            0            0
NORTH AMERN PALLADIUM LTD      COM  656912102            2          717 SH       Sole      8         717            0            0
NORTH AMERN PALLADIUM LTD      OPT  656912102            0         -400 SH  Put  Defined   8           0         -400            0
NORTH EUROPEAN OIL RTY TR      COM  659310106          102         3101 SH       Defined  31        3101            0            0
NORTHEAST UTILS                COM  664397106         2117        94871 SH       Sole      8       94871            0            0
NORTHEAST UTILS                COM  664397106           72         3243 SH       Sole      9        3243            0            0
NORTHEAST UTILS                COM  664397106         2403       107709 SH       Defined  31      107709            0            0
NORTHERN DYNASTY MINERALS LT   COM  66510M204          360        51000 SH       Defined  31       51000            0            0
NORTHERN OIL & GAS INC NEV     COM  665531109            1          218 SH       Sole      8         218            0            0
NORTHERN TR CORP               COM  665859104         7211       134341 SH       Sole      8      134341            0            0
NORTHERN TR CORP               OPT  665859104         8042       149800 SH  Call Defined   8           0       149800            0
NORTHERN TR CORP               OPT  665859104        -9533      -177600 SH  Put  Defined   8           0      -177600            0
NORTHERN TR CORP               COM  665859104          918        17098 SH       Sole      9       17098            0            0
NORTHERN TR CORP               COM  665859104         8795       163848 SH       Defined  31      163848            0            0
NORTHERN TR CORP               COM  665859104         1147        21376 SH       Defined  32       21376            0            0
NORTHGATE MINERALS CORP        COM  666416102            6         2800 SH       Sole      8        2800            0            0
NORTHGATE MINERALS CORP        COM  666416102          629       293800 SH       Defined  31      293800            0            0
NORTHRIM BANCORP INC           COM  666762109          526        37800 SH       Sole      8       37800            0            0
NORTHROP GRUMMAN CORP          COM  666807102        10185       222974 SH       Sole      8      222974            0            0
NORTHROP GRUMMAN CORP          OPT  666807102         3303        72300 SH  Call Defined   8           0        72300            0
NORTHROP GRUMMAN CORP          OPT  666807102        -5326      -116600 SH  Put  Defined   8           0      -116600            0
NORTHROP GRUMMAN CORP          COM  666807102          541        11845 SH       Sole      9       11845            0            0
NORTHROP GRUMMAN CORP          COM  666807102        10546       230861 SH       Defined  31      230861            0            0
NORTHROP GRUMMAN CORP          COM  666807102          758        16594 SH       Defined  32       16594            0            0
NORTHSTAR NEUROSCIENCE INC     COM  66704V101         7020      3492494 SH       Sole      1     3492494            0            0
NORTHSTAR NEUROSCIENCE INC     COM  66704V101            4         1800 SH       Sole      8        1800            0            0
NORTHWEST BANCORP INC PA       COM  667328108            2          100 SH       Defined  31         100            0            0
NORTHWEST NAT GAS CO           COM  667655104           70         1587 SH       Sole      8        1587            0            0
NORTHWEST NAT GAS CO           COM  667655104            9          213 SH       Defined  32         213            0            0
NORTHWESTERN CORP              COM  668074305            2          100 SH       Sole      8         100            0            0
NORTHWESTERN CORP              COM  668074305          351        15400 SH       Sole      9       15400            0            0
NORTHWESTERN CORP              COM  668074305          859        37754 SH       Defined  31       37754            0            0
NORTHWESTERN CORP              COM  668074305           10          460 SH       Defined  32         460            0            0
NOVA CHEMICALS CORP            COM  66977W109          235        39567 SH       Sole      8       39567            0            0
NOVA CHEMICALS CORP            OPT  66977W109          120        20100 SH  Call Defined   8           0        20100            0
NOVA CHEMICALS CORP            OPT  66977W109         -310       -52300 SH  Put  Defined   8           0       -52300            0
NOVA CHEMICALS CORP            COM  66977W109         2826       476500 SH       Sole      9      476500            0            0
NOVA CHEMICALS CORP            OPT  66977W109            0            0 SH  Put  Defined   9           0            0            0
NOVA CHEMICALS CORP            COM  66977W109           80        13472 SH       Defined  31       13472            0            0
NOVAMED INC DEL                COM  66986W108            0           90 SH       Sole      8          90            0            0
NOVAMED INC DEL                COM  66986W108          446       112800 SH       Sole      9      112800            0            0
NOVARTIS A G                   ADR  66987V109          220         5383 SH       Sole      8        5383            0            0
NOVARTIS A G                   OPT  66987V109         1183        29000 SH  Call Defined   8           0        29000            0
NOVARTIS A G                   OPT  66987V109         -856       -21000 SH  Put  Defined   8           0       -21000            0
NOVARTIS A G                   COM  66987V109         7535       184738 SH       Defined  31      184738            0            0
NOVATEL WIRELESS INC           COM  66987M604           24         2648 SH       Sole      8        2648            0            0
NOVATEL WIRELESS INC           OPT  66987M604          628        69600 SH  Call Defined   8           0        69600            0
NOVATEL WIRELESS INC           OPT  66987M###          -##        -#### SH  Put  Defined   8           0        -6700            0
NOVAVAX INC                    COM  670002104            4         1081 SH       Sole      8        1081            0            0
NOVELL INC                     COM  670006105          916       202110 SH       Sole      8      202110            0            0
NOVELL INC                     OPT  670006105           48        10400 SH  Call Defined   8           0        10400            0
NOVELL INC                     OPT  670006105          -26        -5800 SH  Put  Defined   8           0        -5800            0
NOVELL INC                     COM  670006105          133        29434 SH       Sole      9       29434            0            0
NOVELL INC                     COM  670006105         4550      1004326 SH       Defined  31     1004326            0            0
NOVELL INC                     COM  670006105           85        18812 SH       Defined  32       18812            0            0
NOVELLUS SYS INC               COM  670008101         1302        77976 SH       Sole      8       77976            0            0
NOVELLUS SYS INC               OPT  670008101         7794       466700 SH  Call Defined   8           0       466700            0
NOVELLUS SYS INC               OPT  670008101         -728       -43600 SH  Put  Defined   8           0       -43600            0
NOVELLUS SYS INC               COM  670008101          294        17587 SH       Sole      9       17587            0            0
NOVELLUS SYS INC               COM  670008101         3137       187853 SH       Defined  31      187853            0            0
NOVELLUS SYS INC               COM  670008101          102         6101 SH       Defined  32        6101            0            0
NOVEN PHARMACEUTICALS INC      COM  670009109           53         3730 SH       Sole      8        3730            0            0
NOVEN PHARMACEUTICALS INC      OPT  670009109          143        10000 SH  Call Defined   8           0        10000            0
NOVEN PHARMACEUTICALS INC      COM  670009109            1           82 SH       Defined  31          82            0            0
NOVO-NORDISK A S               ADR  670100205           93         1715 SH       Sole      8        1715            0            0
NOVO-NORDISK A S               COM  670100205         4526        83111 SH       Sole      8       83111            0            0
NOVO-NORDISK A S               OPT  670100205           33          600 SH  Call Defined   8           0          600            0
NOVO-NORDISK A S               OPT  670100205          -92        -1700 SH  Put  Defined   8           0        -1700            0
NOVO-NORDISK A S               COM  670100205          479         8800 SH       Defined  31        8800            0            0
NPS PHARMACEUTICALS INC        COM  62936P103            5         1067 SH       Sole      8        1067            0            0
NPS PHARMACEUTICALS INC        OPT  62936P103            2          400 SH  Call Defined   8           0          400            0
NPS PHARMACEUTICALS INC        OPT  62936P103           -1         -400 SH  Put  Defined   8           0         -400            0
NPS PHARMACEUTICALS INC        COM  62936P103          261        56072 SH       Defined  31       56072            0            0
NRG ENERGY INC                 COM  629377508        34657      1335000 SH       Sole      1     1335000            0            0
NRG ENERGY INC                 COM  629377508          232         8943 SH       Sole      8        8943            0            0
NRG ENERGY INC                 OPT  629377508         1750        67400 SH  Call Defined   8           0        67400            0
NRG ENERGY INC                 OPT  629377508         -490       -18900 SH  Put  Defined   8           0       -18900            0
NRG ENERGY INC                 COM  629377508         5664       218200 SH       Sole      9      218200            0            0
NRG ENERGY INC                 OPT  629377508         -217        -8393 SH  Put  Defined   9           0        -8393            0
NSTAR                          COM  67019E107           97         3008 SH       Sole      8        3008            0            0
NSTAR                          COM  67019E107          421        13110 SH       Sole      9       13110            0            0
NSTAR                          COM  67019E107           39         1223 SH       Defined  32        1223            0            0
NTELOS HLDGS CORP              COM  67020Q107           49         2681 SH       Sole      8        2681            0            0
NTELOS HLDGS CORP              COM  67020Q107          330        17937 SH       Defined  31       17937            0            0
NTT DOCOMO INC                 COM  62942M201         1069        73500 SH       Defined  31       73500            0            0
NU HORIZONS ELECTRS CORP       COM  669908105            0          100 SH       Sole      8         100            0            0
NU SKIN ENTERPRISES INC        COM  67018T105           13          843 SH       Sole      8         843            0            0
NU SKIN ENTERPRISES INC        COM  67018T105          937        61273 SH       Defined  31       61273            0            0
NU SKIN ENTERPRISES INC        COM  67018T105           17         1109 SH       Defined  32        1109            0            0
NUANCE COMMUNICATIONS INC      COM  67020Y100          253        20940 SH       Sole      8       20940            0            0
NUANCE COMMUNICATIONS INC      OPT  67020Y100         1381       114100 SH  Call Defined   8           0       114100            0
NUANCE COMMUNICATIONS INC      OPT  67020Y100         -487       -40300 SH  Put  Defined   8           0       -40300            0
NUANCE COMMUNICATIONS INC      COM  67020Y100          126        10431 SH       Defined  32       10431            0            0
NUCOR CORP                     COM  670346105        11365       255798 SH       Sole      8      255798            0            0
NUCOR CORP                     OPT  670346105        22047       496200 SH  Call Defined   8           0       496200            0
NUCOR CORP                     OPT  670346105       -22268      -501200 SH  Put  Defined   8           0      -501200            0
NUCOR CORP                     COM  670346105          614        13810 SH       Sole      9       13810            0            0
NUCOR CORP                     COM  670346105          533        12000 SH       Defined  31       12000            0            0
NUCOR CORP                     COM  670346105          510        11477 SH       Defined  32       11477            0            0
NUSTAR ENERGY LP               COM  67058H102           16          300 SH       Sole      8         300            0            0
NUSTAR ENERGY LP               COM  67058H102           28          513 SH       Defined  32         513            0            0
NUTRACEUTICAL INTL CORP        COM  67060Y101            0            3 SH       Sole      8           3            0            0
NUTRI SYS INC NEW              COM  67069D108          833        57458 SH       Sole      8       57458            0            0
NUTRI SYS INC NEW              OPT  67069D108         1553       107100 SH  Call Defined   8           0       107100            0
NUTRI SYS INC NEW              OPT  67069D108        -1845      -127300 SH  Put  Defined   8           0      -127300            0
NUTRI SYS INC NEW              COM  67069D108            1          100 SH       Defined  31         100            0            0
NUVASIVE INC                   COM  670704105           61         1377 SH       Sole      8        1377            0            0
NUVEEN CALIF PERFORM PLUS MU   UNIT 67062Q106            2          190 SH       Sole      8         190            0            0
NUVEEN CONN PREM INCOME MUN    UNIT 67060D107            5          408 SH       Sole      8         408            0            0
NUVEEN DIVERSIFIED DIV INCM    COM  6706EP105          102        14200 SH       Defined  32       14200            0            0
NUVEEN FLA INVT QUALITY MUN    UNIT 670970102            3          262 SH       Sole      8         262            0            0
NUVEEN FLA INVT QUALITY MUN    COM  670970102         1496       129000 SH       Defined  32      129000            0            0
NUVEEN INSD FLA PREM INCOME    UNIT 67101V108            6          461 SH       Sole      8         461            0            0
NUVEEN INSD PREM INCOME MUN    UNIT 6706D8104            2          141 SH       Sole      8         141            0            0
NUVEEN MASS PREM INCOME MUN    UNIT 67061E104            9          714 SH       Sole      8         714            0            0
NUVEEN MUN INCOME FD INC       UNIT 67062J102            5          487 SH       Sole      8         487            0            0
NUVEEN NY MUN VALUE FD         UNIT 67062M105            3          377 SH       Sole      8         377            0            0
NUVEEN NY SELECT QUALITY MUN   UNIT 670976109            3          247 SH       Sole      8         247            0            0
NUVEEN PA INVT QUALITY MUN F   UNIT 670972108            2          175 SH       Sole      8         175            0            0
NUVEEN PERFORMANCE PLUS MUN    UNIT 67062P108            3          212 SH       Sole      8         212            0            0
NUVEEN QUALITY INCOME MUN FD   UNIT 670977107            5          366 SH       Sole      8         366            0            0
NUVEEN SELECT QUALITY MUN FD   UNIT 670973106            4          286 SH       Sole      8         286            0            0
NUVEEN VA PREM INCOME MUN FD   UNIT 67064R102            6          426 SH       Sole      8         426            0            0
NV ENERGY INC                  COM  67073Y106         4223       391400 SH       Sole      8      391400            0            0
NV ENERGY INC                  COM  67073Y106         2477       229603 SH       Defined  31      229603            0            0
NV ENERGY INC                  COM  67073Y106           74         6846 SH       Defined  32        6846            0            0
NVE CORP                       COM  629445206            2           33 SH       Sole      8          33            0            0
NVIDIA CORP                    COM  67066G104        25521      2260474 SH       Sole      8     2260474            0            0
NVIDIA CORP                    OPT  67066G104        24805      2197000 SH  Call Defined   8           0      2197000            0
NVIDIA CORP                    OPT  67066G104       -18282     -1619350 SH  Put  Defined   8           0     -1619350            0
NVIDIA CORP                    COM  67066G104           44         3928 SH       Sole      9        3928            0            0
NVIDIA CORP                    COM  67066G104          514        45517 SH       Defined  32       45517            0            0
NVR INC                        COM  62944T105           86          170 SH       Sole      8         170            0            0
NVR INC                        COM  62944T105        29576        58871 SH       Defined  31       58871            0            0
NVR INC                        COM  62944T105           58          115 SH       Defined  32         115            0            0
NXSTAGE MEDICAL INC            COM  67072V103            1          171 SH       Sole      8         171            0            0
NYSE EURONEXT                  COM  629491101         4873       178849 SH       Sole      8      178849            0            0
NYSE EURONEXT                  OPT  629491101        15691       575800 SH  Call Defined   8           0       575800            0
NYSE EURONEXT                  OPT  629491101       -16786      -616000 SH  Put  Defined   8           0      -616000            0
NYSE EURONEXT                  COM  629491101          398        14597 SH       Sole      9       14597            0            0
NYSE EURONEXT                  COM  629491101          373        13684 SH       Defined  32       13684            0            0
O CHARLEYS INC                 COM  670823103           28         2979 SH       Sole      8        2979            0            0
O REILLY AUTOMOTIVE INC        COM  686091109         2636        69234 SH       Sole      8       69234            0            0
O REILLY AUTOMOTIVE INC        OPT  686091109         1387        36400 SH  Call Defined   8           0        36400            0
O REILLY AUTOMOTIVE INC        OPT  686091109         -251        -6600 SH  Put  Defined   8           0        -6600            0
O REILLY AUTOMOTIVE INC        COM  686091109          368         9655 SH       Sole      9        9655            0            0
O REILLY AUTOMOTIVE INC        COM  686091109          184         4822 SH       Defined  32        4822            0            0
OBAGI MEDICAL PRODUCTS INC     COM  67423R108            3          429 SH       Sole      8         429            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105        35494       539333 SH       Sole      8      539333            0            0
OCCIDENTAL PETE CORP DEL       OPT  674599105        26272       399200 SH  Call Defined   8           0       399200            0
OCCIDENTAL PETE CORP DEL       OPT  674599105       -23033      -350000 SH  Put  Defined   8           0      -350000            0
OCCIDENTAL PETE CORP DEL       COM  674599105         9105       138355 SH       Sole      9      138355            0            0
OCCIDENTAL PETE CORP DEL       OPT  674599105          241         3660 SH  Call Defined   9           0         3660            0
OCCIDENTAL PETE CORP DEL       COM  674599105         1959        29771 SH       Defined  32       29771            0            0
OCEAN PWR TECHNOLOGIES INC     COM  674870308            1          200 SH       Sole      8         200            0            0
OCEANEERING INTL INC           COM  675232102           59         1296 SH       Sole      8        1296            0            0
OCEANEERING INTL INC           OPT  675232102         2577        57000 SH  Call Defined   8           0        57000            0
OCEANEERING INTL INC           OPT  675232102         -723       -16000 SH  Put  Defined   8           0       -16000            0
OCEANEERING INTL INC           COM  675232102          389         8600 SH       Defined  31        8600            0            0
OCEANEERING INTL INC           COM  675232102          140         3106 SH       Defined  32        3106            0            0
OCH ZIFF CAP MGMT GROUP        COM  67551U105            8          853 SH       Sole      8         853            0            0
OCH ZIFF CAP MGMT GROUP        COM  67551U105           45         5003 SH       Defined  32        5003            0            0
OCLARO INC                     COM  67555N107          610       957900 SH       Sole      8      957900            0            0
OCWEN FINL CORP                COM  675746309            1           68 SH       Sole      8          68            0            0
OCWEN FINL CORP                COM  675746309          389        30000 SH       Defined  31       30000            0            0
ODYSSEY HEALTHCARE INC         COM  67611V101           23         2220 SH       Sole      8        2220            0            0
ODYSSEY HEALTHCARE INC         COM  67611V101          346        33667 SH       Defined  31       33667            0            0
ODYSSEY MARINE EXPLORATION I   COM  676118102            7         4599 SH       Sole      8        4599            0            0
ODYSSEY RE HLDGS CORP          COM  67612W108         1168        29220 SH       Sole      8       29220            0            0
ODYSSEY RE HLDGS CORP          COM  67612W108          360         9000 SH       Sole      9        9000            0            0
ODYSSEY RE HLDGS CORP          COM  67612W108         6292       157389 SH       Defined  31      157389            0            0
ODYSSEY RE HLDGS CORP          COM  67612W108           40         1010 SH       Defined  32        1010            0            0
OFFICE DEPOT INC               COM  676220106          642       140875 SH       Sole      8      140875            0            0
OFFICE DEPOT INC               OPT  676220106         1223       268100 SH  Call Defined   8           0       268100            0
OFFICE DEPOT INC               OPT  676220106         -418       -91800 SH  Put  Defined   8           0       -91800            0
OFFICE DEPOT INC               COM  676220106          210        46042 SH       Sole      9       46042            0            0
OFFICE DEPOT INC               COM  676220106          322        70617 SH       Defined  31       70617            0            0
OFFICE DEPOT INC               COM  676220106           19         4152 SH       Defined  32        4152            0            0
OFFICEMAX INC DEL              COM  67622P101           33         5230 SH       Sole      8        5230            0            0
OFFICEMAX INC DEL              OPT  67622P101         2688       427900 SH  Call Defined   8           0       427900            0
OFFICEMAX INC DEL              OPT  67622P101         -169       -27000 SH  Put  Defined   8           0       -27000            0
OFFICEMAX INC DEL              COM  67622P101           35         5570 SH       Sole      9        5570            0            0
OFFICEMAX INC DEL              COM  67622P101           29         4613 SH       Defined  32        4613            0            0
OGE ENERGY CORP                COM  670837103           73         2594 SH       Sole      8        2594            0            0
OGE ENERGY CORP                COM  670837103          503        17762 SH       Sole      9       17762            0            0
OGE ENERGY CORP                COM  670837103         1034        36504 SH       Defined  31       36504            0            0
OIL STS INTL INC               COM  678026105           96         3946 SH       Sole      8        3946            0            0
OIL STS INTL INC               OPT  678026105          383        15800 SH  Call Defined   8           0        15800            0
OIL STS INTL INC               OPT  678026105         -266       -11000 SH  Put  Defined   8           0       -11000            0
OIL STS INTL INC               COM  678026105           42         1744 SH       Sole      9        1744            0            0
OIL SVC HOLDRS TR              OPT  678002106       136518      1397600 SH  Call Defined   8           0      1397600            0
OIL SVC HOLDRS TR              OPT  678002106      -119511     -1223500 SH  Put  Defined   8           0     -1223500            0
OIL SVC HOLDRS TR              UNIT 678002106            5           50 SH       Sole      9          50            0            0
OILSANDS QUEST INC             COM  678046103           31        32088 SH       Sole      8       32088            0            0
OILSANDS QUEST INC             OPT  678046103            3         2800 SH  Call Defined   8           0         2800            0
OILSANDS QUEST INC             OPT  678046103           -1        -2000 SH  Put  Defined   8           0        -2000            0
OLD DOMINION FGHT LINES INC    COM  679580100          156         4634 SH       Sole      8        4634            0            0
OLD DOMINION FGHT LINES INC    OPT  679580100         -805       -24000 SH  Put  Defined   8           0       -24000            0
OLD NATL BANCORP IND           COM  680033107          408        41531 SH       Sole      8       41531            0            0
OLD NATL BANCORP IND           COM  680033107            8          817 SH       Defined  32         817            0            0
OLD POINT FINL CORP            COM  680194107          207        11200 SH       Sole      8       11200            0            0
OLD REP INTL CORP              COM  680223104           63         6356 SH       Sole      8        6356            0            0
OLD REP INTL CORP              COM  680223104          548        55604 SH       Defined  31       55604            0            0
OLD REP INTL CORP              COM  680223104           18         1783 SH       Defined  32        1783            0            0
OLD SECOND BANCORP INC ILL     COM  680277100           82        13900 SH       Sole      8       13900            0            0
OLIN CORP                      COM  680665205           26         2215 SH       Sole      8        2215            0            0
OLIN CORP                      OPT  680665205          514        43200 SH  Call Defined   8           0        43200            0
OLIN CORP                      OPT  680665205         -416       -35000 SH  Put  Defined   8           0       -35000            0
OLIN CORP                      COM  680665205           14         1218 SH       Defined  32        1218            0            0
OLYMPIC STEEL INC              COM  68162K106           17          680 SH       Sole      8         680            0            0
OLYMPIC STEEL INC              COM  68162K106           34         1398 SH       Defined  31        1398            0            0
OM GROUP INC                   COM  670872100           94         3240 SH       Sole      8        3240            0            0
OM GROUP INC                   COM  670872100          574        19783 SH       Defined  31       19783            0            0
OM GROUP INC                   COM  670872100            9          327 SH       Defined  32         327            0            0
OMEGA FLEX INC                 COM  682095104            0           22 SH       Sole      8          22            0            0
OMEGA HEALTHCARE INVS INC      COM  681936100            3          175 SH       Sole      8         175            0            0
OMEGA PROTEIN CORP             COM  68210P107            6         1400 SH       Sole      8        1400            0            0
OMEGA PROTEIN CORP             COM  68210P107          248        61200 SH       Defined  31       61200            0            0
OMNICARE INC                   COM  681904108           91         3529 SH       Sole      8        3529            0            0
OMNICARE INC                   OPT  681904108         2216        86000 SH  Call Defined   8           0        86000            0
OMNICARE INC                   OPT  681904108         -741       -28800 SH  Put  Defined   8           0       -28800            0
OMNICARE INC                   OPT  681904108          -35        -1361 SH  Put  Defined   9           0        -1361            0
OMNICARE INC                   COM  681904108           98         3809 SH       Defined  32        3809            0            0
OMNICELL INC                   COM  68213N109           15         1403 SH       Sole      8        1403            0            0
OMNICOM GROUP INC              BOND 681919AT3        19250        20000 PRN      Sole      8    20000000            0            0
OMNICOM GROUP INC              BOND 681919AV8         1331         1333 PRN      Sole      8     1333000            0            0
OMNICOM GROUP INC              COM  681919106         6808       215605 SH       Sole      8      215605            0            0
OMNICOM GROUP INC              OPT  681919106         1131        35800 SH  Call Defined   8           0        35800            0
OMNICOM GROUP INC              OPT  681919106       -15802      -500400 SH  Put  Defined   8           0      -500400            0
OMNICOM GROUP INC              COM  681919106           69         2198 SH       Sole      9        2198            0            0
OMNICOM GROUP INC              COM  681919106          642        20344 SH       Defined  32       20344            0            0
OMNITURE INC                   COM  68212S109           98         7810 SH       Sole      8        7810            0            0
OMNITURE INC                   OPT  68212S109          571        45400 SH  Call Defined   8           0        45400            0
OMNITURE INC                   OPT  68212S109           -5         -400 SH  Put  Defined   8           0         -400            0
OMNITURE INC                   COM  68212S109         1453       115686 SH       Defined  31      115686            0            0
OMNIVISION TECHNOLOGIES INC    COM  682128103          236        22687 SH       Sole      8       22687            0            0
OMNIVISION TECHNOLOGIES INC    OPT  682128103          875        84200 SH  Call Defined   8           0        84200            0
OMNIVISION TECHNOLOGIES INC    OPT  682128103         -562       -54100 SH  Put  Defined   8           0       -54100            0
OMNOVA SOLUTIONS INC           COM  682129101            3          842 SH       Sole      8         842            0            0
OMNOVA SOLUTIONS INC           COM  682129101          606       185870 SH       Defined  31      185870            0            0
ON ASSIGNMENT INC              COM  682159108            8         2165 SH       Sole      8        2165            0            0
ON ASSIGNMENT INC              COM  682159108          151        38521 SH       Defined  31       38521            0            0
ON SEMICONDUCTOR CORP          BOND 682189AE5            4            4 PRN      Sole      8        4000            0            0
ON SEMICONDUCTOR CORP          BOND 682189AG0         1067         1196 PRN      Sole      8     1196000            0            0
ON SEMICONDUCTOR CORP          COM  682189105          126        18434 SH       Sole      8       18434            0            0
ON SEMICONDUCTOR CORP          OPT  682189105          875       127500 SH  Call Defined   8           0       127500            0
ON SEMICONDUCTOR CORP          OPT  682189105         -689      -100500 SH  Put  Defined   8           0      -100500            0
ON SEMICONDUCTOR CORP          COM  682189105          152        22200 SH       Defined  32       22200            0            0
ONCOGENEX PHARMACEUTICALS IN   COM  68230A106            1           30 SH       Sole      8          30            0            0
ONCOGENEX PHARMACEUTICALS IN   COM  68230A106           18          800 SH       Defined  31         800            0            0
ONE LIBERTY PPTYS INC          COM  682406103           39         6800 SH       Sole      8        6800            0            0
ONEBEACON INSURANCE GROUP LT   COM  G67742109            9          772 SH       Sole      8         772            0            0
ONEOK INC NEW                  COM  682680103            2           67 SH       Sole      1          67            0            0
ONEOK INC NEW                  COM  682680103           81         2738 SH       Sole      8        2738            0            0
ONEOK INC NEW                  OPT  682680103         1080        36600 SH  Call Defined   8           0        36600            0
ONEOK INC NEW                  OPT  682680103         -256        -8700 SH  Put  Defined   8           0        -8700            0
ONEOK INC NEW                  COM  682680103           97         3297 SH       Sole      9        3297            0            0
ONEOK INC NEW                  COM  682680103          366        12403 SH       Defined  31       12403            0            0
ONEOK INC NEW                  COM  682680103           36         1215 SH       Defined  32        1215            0            0
ONEOK PARTNERS LP              COM  68268N103          220         4800 SH       Sole      8        4800            0            0
ONEOK PARTNERS LP              COM  68268N103           36          781 SH       Defined  32         781            0            0
ONLINE RES CORP                COM  68273G101           18         2816 SH       Sole      8        2816            0            0
ONLINE RES CORP                COM  68273G101          251        40300 SH       Defined  31       40300            0            0
ONYX PHARMACEUTICALS INC       COM  683399109         1080        38226 SH       Sole      8       38226            0            0
ONYX PHARMACEUTICALS INC       OPT  683399109         7727       273400 SH  Call Defined   8           0       273400            0
ONYX PHARMACEUTICALS INC       OPT  683399109        -1509       -53400 SH  Put  Defined   8           0       -53400            0
ONYX PHARMACEUTICALS INC       OPT  683399109            0            0 SH  Call Defined   9           0            0            0
ONYX PHARMACEUTICALS INC       COM  683399109            1           44 SH       Defined  31          44            0            0
OPEN JT STK CO-VIMPEL COMMUN   COM  68370R109          999        84906 SH       Sole      8       84906            0            0
OPEN JT STK CO-VIMPEL COMMUN   OPT  68370R109         1303       110700 SH  Call Defined   8           0       110700            0
OPEN JT STK CO-VIMPEL COMMUN   OPT  68370R109        -2469      -209800 SH  Put  Defined   8           0      -209800            0
OPEN JT STK CO-VIMPEL COMMUN   ADR  68370R109          105         8948 SH       Sole      9        8948            0            0
OPEN JT STK CO-VIMPEL COMMUN   COM  68370R109         3696       314008 SH       Defined  31      314008            0            0
OPEN TEXT CORP                 COM  683715106          832        22837 SH       Sole      8       22837            0            0
OPEN TEXT CORP                 OPT  683715106          237         6500 SH  Call Defined   8           0         6500            0
OPEN TEXT CORP                 OPT  683715106        -1398       -38400 SH  Put  Defined   8           0       -38400            0
OPEN TEXT CORP                 COM  683715106            7          200 SH       Sole      9         200            0            0
OPENTABLE INC                  COM  68372A104            1           21 SH       Sole      8          21            0            0
OPENTV CORP                    COM  G67543101            0          249 SH       Sole      8         249            0            0
OPENWAVE SYS INC               COM  683718308            7         3186 SH       Sole      8        3186            0            0
OPENWAVE SYS INC               OPT  683718308            4         1700 SH  Call Defined   8           0         1700            0
OPENWAVE SYS INC               OPT  683718308           -2        -1000 SH  Put  Defined   8           0        -1000            0
OPKO HEALTH INC                COM  68375N103            1          286 SH       Sole      8         286            0            0
OPLINK COMMUNICATIONS INC      COM  68375Q403            1          115 SH       Sole      8         115            0            0
OPNET TECHNOLOGIES INC         COM  683757108            4          397 SH       Sole      8         397            0            0
OPNEXT INC                     COM  68375V105            0           34 SH       Sole      8          34            0            0
OPNEXT INC                     COM  68375V105           56        26232 SH       Defined  31       26232            0            0
OPPENHEIMER HLDGS INC          COM  683797104         1639        77400 SH       Defined  31       77400            0            0
OPTIMER PHARMACEUTICALS INC    COM  68401H104            8          522 SH       Sole      8         522            0            0
OPTIONSXPRESS HLDGS INC        COM  684010101          913        58772 SH       Sole      8       58772            0            0
OPTIONSXPRESS HLDGS INC        OPT  684010101          136         8700 SH  Call Defined   8           0         8700            0
OPTIONSXPRESS HLDGS INC        OPT  684010101        -1403       -90400 SH  Put  Defined   8           0       -90400            0
OPTIONSXPRESS HLDGS INC        COM  684010101           84         5422 SH       Defined  31        5422            0            0
ORACLE CORP                    COM  68389X105        54333      2536581 SH       Sole      8     2536581            0            0
ORACLE CORP                    OPT  68389X105        31454      1468400 SH  Call Defined   8           0      1468400            0
ORACLE CORP                    OPT  68389X105       -35343     -1650000 SH  Put  Defined   8           0     -1650000            0
ORACLE CORP                    COM  68389X105         5535       258385 SH       Sole      9      258385            0            0
ORACLE CORP                    COM  68389X105        32059      1496696 SH       Defined  31     1496696            0            0
ORACLE CORP                    COM  68389X105         7000       326793 SH       Defined  32      326793            0            0
ORASURE TECHNOLOGIES INC       COM  68554V108            8         3416 SH       Sole      8        3416            0            0
ORASURE TECHNOLOGIES INC       OPT  68554V108            9         3500 SH  Call Defined   8           0         3500            0
ORASURE TECHNOLOGIES INC       OPT  68554V108            0         -200 SH  Put  Defined   8           0         -200            0
ORASURE TECHNOLOGIES INC       COM  68554V108            4         1775 SH       Defined  31        1775            0            0
ORBCOMM INC                    COM  68555P100          331       187900 SH       Sole      8      187900            0            0
ORBITAL SCIENCES CORP          BOND 685564AN6          804          880 PRN      Sole      8      880000            0            0
ORBITAL SCIENCES CORP          COM  685564106           74         4871 SH       Sole      8        4871            0            0
ORBITAL SCIENCES CORP          OPT  685564106          228        15000 SH  Call Defined   8           0        15000            0
ORBITAL SCIENCES CORP          OPT  685564106         -277       -18300 SH  Put  Defined   8           0       -18300            0
ORBITAL SCIENCES CORP          COM  685564106         2025       133500 SH       Defined  31      133500            0            0
ORBITZ WORLDWIDE INC           COM  68557K109            0          119 SH       Sole      8         119            0            0
ORBITZ WORLDWIDE INC           COM  68557K109          216       113900 SH       Defined  31      113900            0            0
ORCHIDS PAPER PRODS CO DEL     COM  68572N104            1           35 SH       Sole      8          35            0            0
OREXIGEN THERAPEUTICS INC      COM  686164104           66        12900 SH       Sole      8       12900            0            0
OREXIGEN THERAPEUTICS INC      OPT  686164104           98        19100 SH  Call Defined   8           0        19100            0
OREXIGEN THERAPEUTICS INC      OPT  686164104          -95       -18600 SH  Put  Defined   8           0       -18600            0
ORIENTAL FINL GROUP INC        COM  68618W100          144        14800 SH       Defined  31       14800            0            0
ORIENT-EXPRESS HOTELS LTD      COM  G67743107            9         1100 SH       Sole      8        1100            0            0
ORIENT-EXPRESS HOTELS LTD      COM  G67743107           43         5026 SH       Sole      9        5026            0            0
ORION ENERGY SYSTEMS INC       COM  686275108            0          100 SH       Sole      8         100            0            0
ORION MARINE GROUP INC         COM  68628V308            6          320 SH       Sole      8         320            0            0
ORION MARINE GROUP INC         COM  68628V308           55         2900 SH       Defined  31        2900            0            0
ORITANI FINL CORP              COM  686323106          105         7674 SH       Sole      8        7674            0            0
ORIX CORP                      COM  686330101         2041        69100 SH       Defined  31       69100            0            0
ORMAT TECHNOLOGIES INC         COM  686688102          882        21881 SH       Sole      8       21881            0            0
ORMAT TECHNOLOGIES INC         COM  686688102          137         3401 SH       Sole      9        3401            0            0
ORRSTOWN FINL SVCS INC         COM  687380105            1           18 SH       Sole      8          18            0            0
ORTHOFIX INTL N V              COM  N6748L102            3          130 SH       Sole      8         130            0            0
ORTHOVITA INC                  COM  68750U102            5          907 SH       Sole      8         907            0            0
ORTHOVITA INC                  COM  68750U102           78        15112 SH       Defined  31       15112            0            0
OSHKOSH CORP                   COM  688239201          315        21691 SH       Sole      8       21691            0            0
OSHKOSH CORP                   OPT  688239201          185        12700 SH  Call Defined   8           0        12700            0
OSHKOSH CORP                   OPT  688239201         -348       -24000 SH  Put  Defined   8           0       -24000            0
OSHKOSH CORP                   COM  688239201           53         3656 SH       Sole      9        3656            0            0
OSHKOSH CORP                   COM  688239201         4721       324700 SH       Defined  31      324700            0            0
OSHKOSH CORP                   COM  688239201           29         1973 SH       Defined  32        1973            0            0
OSI PHARMACEUTICALS INC        COM  671040103        11421       404560 SH       Sole      8      404560            0            0
OSI PHARMACEUTICALS INC        OPT  671040103         2948       104400 SH  Call Defined   8           0       104400            0
OSI PHARMACEUTICALS INC        OPT  671040103        -5245      -185800 SH  Put  Defined   8           0      -185800            0
OSI PHARMACEUTICALS INC        BOND 671040AF0        14055        12850 PRN      Sole      9    12850000            0            0
OSI PHARMACEUTICALS INC        COM  671040103           86         3061 SH       Defined  32        3061            0            0
OSI SYSTEMS INC                COM  671044105           53         2537 SH       Sole      8        2537            0            0
OSI SYSTEMS INC                OPT  671044105          286        13700 SH  Call Defined   8           0        13700            0
OSI SYSTEMS INC                OPT  671044105         -125        -6000 SH  Put  Defined   8           0        -6000            0
OSI SYSTEMS INC                COM  671044105          132         6341 SH       Defined  31        6341            0            0
OSIRIS THERAPEUTICS INC        COM  68827R108            2          129 SH       Sole      8         129            0            0
OSIRIS THERAPEUTICS INC        OPT  68827R108         1125        83900 SH  Call Defined   8           0        83900            0
OSIRIS THERAPEUTICS INC        OPT  68827R108        -1175       -87700 SH  Put  Defined   8           0       -87700            0
OSTEOTECH INC                  COM  688582105            5         1070 SH       Sole      8        1070            0            0
OTTER TAIL CORP                COM  689648103            8          371 SH       Sole      8         371            0            0
OTTER TAIL CORP                COM  689648103          189         8649 SH       Defined  31        8649            0            0
OTTER TAIL CORP                COM  689648103            8          347 SH       Defined  32         347            0            0
OUTDOOR CHANNEL HLDGS INC      COM  690027206            4          611 SH       Sole      8         611            0            0
OVERHILL FARMS INC             COM  690212105            1          117 SH       Sole      8         117            0            0
OVERSEAS SHIPHOLDING GROUP I   COM  690368105          150         4406 SH       Sole      8        4406            0            0
OVERSEAS SHIPHOLDING GROUP I   OPT  690368105         3595       105600 SH  Call Defined   8           0       105600            0
OVERSEAS SHIPHOLDING GROUP I   OPT  690368105        -1596       -46900 SH  Put  Defined   8           0       -46900            0
OVERSEAS SHIPHOLDING GROUP I   COM  690368105            9          277 SH       Defined  31         277            0            0
OVERSEAS SHIPHOLDING GROUP I   COM  690368105           24          710 SH       Defined  32         710            0            0
OVERSTOCK COM INC DEL          COM  690370101          156        13021 SH       Sole      8       13021            0            0
OVERSTOCK COM INC DEL          OPT  690370101          723        60400 SH  Call Defined   8           0        60400            0
OVERSTOCK COM INC DEL          OPT  690370101         -499       -41800 SH  Put  Defined   8           0       -41800            0
OVERSTOCK COM INC DEL          COM  690370101           31         2605 SH       Defined  31        2605            0            0
OWENS & MINOR INC NEW          COM  690732102           18          419 SH       Sole      8         419            0            0
OWENS & MINOR INC NEW          COM  690732102           21          471 SH       Defined  32         471            0            0
OWENS CORNING NEW              COM  690742101          406        31753 SH       Sole      8       31753            0            0
OWENS CORNING NEW              COM  690742127            1         1036 SH       Sole      8        1036            0            0
OWENS CORNING NEW              OPT  690742101          959        75000 SH  Call Defined   8           0        75000            0
OWENS CORNING NEW              OPT  690742101         -589       -46100 SH  Put  Defined   8           0       -46100            0
OWENS CORNING NEW              COM  690742101           46         3619 SH       Defined  32        3619            0            0
OWENS ILL INC                  COM  690768403         3030       108183 SH       Sole      8      108183            0            0
OWENS ILL INC                  OPT  690768403         7107       253700 SH  Call Defined   8           0       253700            0
OWENS ILL INC                  OPT  690768403        -6756      -241200 SH  Put  Defined   8           0      -241200            0
OWENS ILL INC                  COM  690768403          139         4973 SH       Sole      9        4973            0            0
OWENS ILL INC                  COM  690768403          414        14796 SH       Defined  32       14796            0            0
OXFORD INDS INC                COM  691497309          143        12263 SH       Sole      8       12263            0            0
OXFORD INDS INC                OPT  691497309           95         8100 SH  Call Defined   8           0         8100            0
OXFORD INDS INC                OPT  691497309          -86        -7400 SH  Put  Defined   8           0        -7400            0
OXIGENE INC                    COM  691828107            0          206 SH       Sole      8         206            0            0
OYO GEOSPACE CORP              COM  671074102            3          100 SH       Sole      8         100            0            0
P F CHANGS CHINA BISTRO INC    COM  69333Y108          215         6715 SH       Sole      8        6715            0            0
P F CHANGS CHINA BISTRO INC    OPT  69333Y108          616        19200 SH  Call Defined   8           0        19200            0
P F CHANGS CHINA BISTRO INC    OPT  69333Y108        -2709       -84500 SH  Put  Defined   8           0       -84500            0
P F CHANGS CHINA BISTRO INC    COM  69333Y108         1036        32316 SH       Defined  31       32316            0            0
P T TELEKOMUNIKASI INDONESIA   COM  715684106          123         4100 SH       Defined  31        4100            0            0
PACCAR INC                     COM  693718108         6180       190569 SH       Sole      8      190569            0            0
PACCAR INC                     OPT  693718108         6574       202700 SH  Call Defined   8           0       202700            0
PACCAR INC                     OPT  693718108        -2665       -82200 SH  Put  Defined   8           0       -82200            0
PACCAR INC                     COM  693718108           83         2564 SH       Sole      9        2564            0            0
PACCAR INC                     COM  693718108         1063        32791 SH       Defined  32       32791            0            0
PACER INTL INC TENN            COM  69373H106           29        13122 SH       Sole      8       13122            0            0
PACER INTL INC TENN            OPT  69373H106            6         2300 SH  Call Defined   8           0         2300            0
PACER INTL INC TENN            OPT  69373H106           -9        -4100 SH  Put  Defined   8           0        -4100            0
PACER INTL INC TENN            COM  69373H106          186        83617 SH       Defined  31       83617            0            0
PACIFIC CAP BANCORP NEW        COM  69404P101          233       109100 SH       Sole      8      109100            0            0
PACIFIC CAP BANCORP NEW        COM  69404P101            0           24 SH       Sole      9          24            0            0
PACIFIC CAP BANCORP NEW        COM  69404P101            3         1522 SH       Defined  32        1522            0            0
PACIFIC ETHANOL INC            COM  69423U107          103       263230 SH       Sole      8      263230            0            0
PACIFIC ETHANOL INC            COM  69423U107           18        45846 SH       Sole      9       45846            0            0
PACIFIC SUNWEAR CALIF INC      COM  694873100            0           77 SH       Sole      8          77            0            0
PACIFIC SUNWEAR CALIF INC      OPT  694873100            6         1600 SH  Call Defined   8           0         1600            0
PACIFIC SUNWEAR CALIF INC      OPT  694873100           -3        -1000 SH  Put  Defined   8           0        -1000            0
PACIFIC SUNWEAR CALIF INC      COM  694873100            2          555 SH       Defined  31         555            0            0
PACKAGING CORP AMER            COM  695156109          189        11654 SH       Sole      8       11654            0            0
PACKAGING CORP AMER            COM  695156109          166        10270 SH       Sole      9       10270            0            0
PACKAGING CORP AMER            COM  695156109           36         2200 SH       Defined  31        2200            0            0
PACKAGING CORP AMER            COM  695156109           31         1890 SH       Defined  32        1890            0            0
PACTIV CORP                    COM  695257105         1465        67541 SH       Sole      8       67541            0            0
PACTIV CORP                    OPT  695257105         1085        50000 SH  Call Defined   8           0        50000            0
PACTIV CORP                    COM  695257105          150         6930 SH       Sole      9        6930            0            0
PACTIV CORP                    COM  695257105        10352       477071 SH       Defined  31      477071            0            0
PACTIV CORP                    COM  695257105          231        10624 SH       Defined  32       10624            0            0
PACWEST BANCORP DEL            COM  695263103          514        39047 SH       Sole      8       39047            0            0
PAETEC HOLDING CORP            COM  695459107            3          940 SH       Sole      8         940            0            0
PAETEC HOLDING CORP            COM  695459107           90        33169 SH       Defined  31       33169            0            0
PAIN THERAPEUTICS INC          COM  69562K100          577       107460 SH       Sole      8      107460            0            0
PAIN THERAPEUTICS INC          OPT  69562K100           45         8300 SH  Call Defined   8           0         8300            0
PAIN THERAPEUTICS INC          OPT  69562K100          -76       -14200 SH  Put  Defined   8           0       -14200            0
PAIN THERAPEUTICS INC          COM  69562K100          496        92447 SH       Defined  31       92447            0            0
PALL CORP                      COM  696429307         1957        73691 SH       Sole      8       73691            0            0
PALL CORP                      OPT  696429307          240         9000 SH  Call Defined   8           0         9000            0
PALL CORP                      OPT  696429307          -37        -1400 SH  Put  Defined   8           0        -1400            0
PALL CORP                      COM  696429307          391        14736 SH       Sole      9       14736            0            0
PALL CORP                      COM  696429307          281        10590 SH       Defined  32       10590            0            0
PALM HARBOR HOMES              COM  696639103          126        58400 SH       Sole      8       58400            0            0
PALM INC NEW                   COM  696643105          582        35118 SH       Sole      8       35118            0            0
PALM INC NEW                   OPT  696643105        10386       626400 SH  Call Defined   8           0       626400            0
PALM INC NEW                   OPT  696643105        -9848      -594000 SH  Put  Defined   8           0      -594000            0
PALM INC NEW                   OPT  696643105          -34        -2072 SH  Put  Defined   9           0        -2072            0
PALM INC NEW                   COM  696643105        10849       654369 SH       Defined  31      654369            0            0
PALOMAR MED TECHNOLOGIES INC   COM  697529303          101         6867 SH       Sole      8        6867            0            0
PALOMAR MED TECHNOLOGIES INC   OPT  697529303          202        13700 SH  Call Defined   8           0        13700            0
PALOMAR MED TECHNOLOGIES INC   OPT  697529303          -92        -6300 SH  Put  Defined   8           0        -6300            0
PAN AMERICAN SILVER CORP       COM  697900108          746        40701 SH       Sole      8       40701            0            0
PAN AMERICAN SILVER CORP       OPT  697900108         2556       139400 SH  Call Defined   8           0       139400            0
PAN AMERICAN SILVER CORP       OPT  697900108        -2181      -119000 SH  Put  Defined   8           0      -119000            0
PAN AMERICAN SILVER CORP       COM  697900108            5          300 SH       Sole      9         300            0            0
PANASONIC CORP                 COM  69832A205         3883       290004 SH       Defined  31      290004            0            0
PANERA BREAD CO                COM  69840W108         2474        49620 SH       Sole      8       49620            0            0
PANERA BREAD CO                OPT  69840W108        15811       317100 SH  Call Defined   8           0       317100            0
PANERA BREAD CO                OPT  69840W108       -11233      -225300 SH  Put  Defined   8           0      -225300            0
PANERA BREAD CO                COM  69840W108           72         1453 SH       Defined  32        1453            0            0
PANERA BREAD CO                COM  69840W108         2493        50000 SH       Sole     34       50000            0            0
PANHANDLE OIL AND GAS INC      COM  698477106            8          407 SH       Sole      8         407            0            0
PANTRY INC                     COM  698657103          144         8666 SH       Sole      8        8666            0            0
PANTRY INC                     OPT  698657103          115         6900 SH  Call Defined   8           0         6900            0
PANTRY INC                     OPT  698657103         -134        -8100 SH  Put  Defined   8           0        -8100            0
PANTRY INC                     COM  698657103          633        38129 SH       Defined  31       38129            0            0
PAPA JOHNS INTL INC            COM  698813102          308        12439 SH       Sole      8       12439            0            0
PAPA JOHNS INTL INC            OPT  698813102           95         3800 SH  Call Defined   8           0         3800            0
PAPA JOHNS INTL INC            OPT  698813102         -706       -28500 SH  Put  Defined   8           0       -28500            0
PAPA JOHNS INTL INC            COM  698813102            1           34 SH       Defined  31          34            0            0
PAR PHARMACEUTICAL COS INC     COM  69888P106           31         2053 SH       Sole      8        2053            0            0
PAR PHARMACEUTICAL COS INC     OPT  69888P106          179        11800 SH  Call Defined   8           0        11800            0
PAR PHARMACEUTICAL COS INC     OPT  69888P###          -##        -#### SH  Put  Defined   8           0        -6600            0
PAR PHARMACEUTICAL COS INC     COM  69888P106           50         3301 SH       Defined  31        3301            0            0
PAR TECHNOLOGY CORP            COM  698884103            0           41 SH       Sole      8          41            0            0
PARAGON SHIPPING INC           COM  69913R309          178        48884 SH       Defined  31       48884            0            0
PARALLEL PETE CORP DEL         OPT  699157103           10         4700 SH  Call Defined   8           0         4700            0
PARALLEL PETE CORP DEL         OPT  699157103           -1         -900 SH  Put  Defined   8           0         -900            0
PARALLEL PETE CORP DEL         COM  699157103           97        50006 SH       Defined  31       50006            0            0
PARAMETRIC TECHNOLOGY CORP     COM  699173209           20         1684 SH       Sole      8        1684            0            0
PARAMETRIC TECHNOLOGY CORP     COM  699173209          191        16369 SH       Defined  31       16369            0            0
PARAMOUNT GOLD & SILVER CORP   COM  69924P102            1          400 SH       Sole      8         400            0            0
PAREXEL INTL CORP              COM  699462107           40         2794 SH       Sole      8        2794            0            0
PAREXEL INTL CORP              COM  699462107          503        34996 SH       Defined  31       34996            0            0
PARK ELECTROCHEMICAL CORP      COM  700416209            9          395 SH       Sole      8         395            0            0
PARK NATL CORP                 COM  700658107            7          125 SH       Sole      8         125            0            0
PARK NATL CORP                 COM  700658107            9          167 SH       Defined  32         167            0            0
PARK OHIO HLDGS CORP           COM  700666100          141        41200 SH       Sole      8       41200            0            0
PARKER DRILLING CO             BOND 701081AR2           43           57 PRN      Sole      8       57000            0            0
PARKER DRILLING CO             COM  701081101          131        30165 SH       Sole      8       30165            0            0
PARKER DRILLING CO             OPT  701081101            4          700 SH  Call Defined   8           0          700            0
PARKER DRILLING CO             OPT  701081101         -128       -29700 SH  Put  Defined   8           0       -29700            0
PARKER DRILLING CO             COM  701081101         1479       340838 SH       Sole      9      340838            0            0
PARKER HANNIFIN CORP           COM  701094104         4119        95888 SH       Sole      8       95888            0            0
PARKER HANNIFIN CORP           COM  701094104           49         1135 SH       Sole      9        1135            0            0
PARKER HANNIFIN CORP           COM  701094104          246         5715 SH       Defined  32        5715            0            0
PARKERVISION INC               COM  701354102            1          222 SH       Sole      8         222            0            0
PARKWAY PPTYS INC              COM  70159Q104           22         1695 SH       Sole      8        1695            0            0
PARKWAY PPTYS INC              COM  70159Q104          115         8867 SH       Sole      9        8867            0            0
PARTNER COMMUNICATIONS CO LT   COM  70211M109          572        33484 SH       Defined  31       33484            0            0
PARTNERRE LTD                  COM  G6852T105           95         1466 SH       Sole      8        1466            0            0
PARTNERRE LTD                  COM  G6852T105          390         6000 SH       Sole      9        6000            0            0
PATNI COMPUTER SYS             COM  703248203          175        16000 SH       Defined  31       16000            0            0
PATRIOT CAPITAL FUNDING INC    COM  70335Y104          213       124477 SH       Sole      8      124477            0            0
PATRIOT COAL CORP              COM  70336T104          189        29586 SH       Sole      8       29586            0            0
PATRIOT COAL CORP              OPT  70336T104          591        92500 SH  Call Defined   8           0        92500            0
PATRIOT COAL CORP              OPT  70336T104         -340       -53300 SH  Put  Defined   8           0       -53300            0
PATRIOT COAL CORP              COM  70336T104           38         6000 SH       Sole      9        6000            0            0
PATRIOT TRANSN HLDG INC        COM  70337B102            0            6 SH       Sole      8           6            0            0
PATTERSON COMPANIES INC        COM  703395103         1196        55093 SH       Sole      8       55093            0            0
PATTERSON COMPANIES INC        OPT  703395103         2448       112800 SH  Call Defined   8           0       112800            0
PATTERSON COMPANIES INC        OPT  703395103         -705       -32500 SH  Put  Defined   8           0       -32500            0
PATTERSON COMPANIES INC        COM  703395103          253        11640 SH       Sole      9       11640            0            0
PATTERSON COMPANIES INC        COM  703395103          190         8767 SH       Defined  32        8767            0            0
PATTERSON UTI ENERGY INC       COM  703481101            1           90 SH       Sole      1          90            0            0
PATTERSON UTI ENERGY INC       COM  703481101         5727       445367 SH       Sole      8      445367            0            0
PATTERSON UTI ENERGY INC       OPT  703481101          800        62200 SH  Call Defined   8           0        62200            0
PATTERSON UTI ENERGY INC       OPT  703481101         -799       -62200 SH  Put  Defined   8           0       -62200            0
PATTERSON UTI ENERGY INC       COM  703481101          162        12636 SH       Sole      9       12636            0            0
PATTERSON UTI ENERGY INC       COM  703481101          265        20578 SH       Defined  31       20578            0            0
PATTERSON UTI ENERGY INC       COM  703481101           29         2243 SH       Defined  32        2243            0            0
PAYCHEX INC                    COM  704326107         7048       279675 SH       Sole      8      279675            0            0
PAYCHEX INC                    OPT  704326107         7523       298500 SH  Call Defined   8           0       298500            0
PAYCHEX INC                    OPT  704326107        -6131      -243300 SH  Put  Defined   8           0      -243300            0
PAYCHEX INC                    COM  704326107           57         2269 SH       Sole      9        2269            0            0
PAYCHEX INC                    COM  704326107          719        28514 SH       Defined  32       28514            0            0
PC MALL INC                    COM  69323K100            0           20 SH       Sole      8          20            0            0
PCM FUND INC                   UNIT 69323T101            2          328 SH       Sole      8         328            0            0
PC-TEL INC                     COM  69325Q105            4          803 SH       Sole      8         803            0            0
PC-TEL INC                     COM  69325Q105           74        13900 SH       Defined  31       13900            0            0
PDL BIOPHARMA INC              COM  69329Y104           26         3278 SH       Sole      8        3278            0            0
PDL BIOPHARMA INC              OPT  69329Y104          291        36800 SH  Call Defined   8           0        36800            0
PDL BIOPHARMA INC              OPT  69329Y104          -84       -10700 SH  Put  Defined   8           0       -10700            0
PDL BIOPHARMA INC              COM  69329Y104         3678       465599 SH       Defined  31      465599            0            0
PDL BIOPHARMA INC              COM  69329Y104           48         6087 SH       Defined  32        6087            0            0
PEABODY ENERGY CORP            COM  704549104         8061       267276 SH       Sole      8      267276            0            0
PEABODY ENERGY CORP            OPT  704549104        12719       421700 SH  Call Defined   8           0       421700            0
PEABODY ENERGY CORP            OPT  704549104       -15532      -515000 SH  Put  Defined   8           0      -515000            0
PEABODY ENERGY CORP            COM  704549104         1490        49404 SH       Sole      9       49404            0            0
PEABODY ENERGY CORP            COM  704549104        25605       848972 SH       Defined  31      848972            0            0
PEABODY ENERGY CORP            COM  704549104          458        15196 SH       Defined  32       15196            0            0
PEAPACK-GLADSTONE FINL CORP    COM  704699107            0           10 SH       Sole      8          10            0            0
PEETS COFFEE & TEA INC         COM  705560100           17          660 SH       Sole      8         660            0            0
PEETS COFFEE & TEA INC         OPT  705560100         1134        45000 SH  Call Defined   8           0        45000            0
PEGASYSTEMS INC                COM  705573103            3          114 SH       Sole      8         114            0            0
PEGASYSTEMS INC                COM  705573103           42         1600 SH       Defined  31        1600            0            0
PENFORD CORP                   COM  707051108          135        23266 SH       Sole      8       23266            0            0
PENFORD CORP                   COM  707051108           47         8062 SH       Defined  31        8062            0            0
PENGROWTH ENERGY TR            COM  706902509          973       123127 SH       Sole      8      123127            0            0
PENGROWTH ENERGY TR            OPT  706902509          190        24000 SH  Call Defined   8           0        24000            0
PENGROWTH ENERGY TR            OPT  706902509         -443       -56200 SH  Put  Defined   8           0       -56200            0
PENGROWTH ENERGY TR            COM  706902509         1190       150681 SH       Defined  31      150681            0            0
PENN NATL GAMING INC           COM  707569109          800        27495 SH       Sole      8       27495            0            0
PENN NATL GAMING INC           OPT  707569109         6486       222800 SH  Call Defined   8           0       222800            0
PENN NATL GAMING INC           OPT  707569109        -6104      -209700 SH  Put  Defined   8           0      -209700            0
PENN NATL GAMING INC           COM  707569109          198         6800 SH       Sole      9        6800            0            0
PENN NATL GAMING INC           COM  707569109         1669        57323 SH       Defined  31       57323            0            0
PENN NATL GAMING INC           COM  707569109           14          478 SH       Defined  32         478            0            0
PENN VA CORP                   COM  707882106           48         2903 SH       Sole      8        2903            0            0
PENN VA CORP                   COM  707882106          444        27149 SH       Defined  31       27149            0            0
PENN VA RESOURCES PARTNERS L   COM  707884102            3          216 SH       Sole      8         216            0            0
PENN WEST ENERGY TR            COM  707885109          449        35260 SH       Sole      8       35260            0            0
PENN WEST ENERGY TR            OPT  707885109          412        32300 SH  Call Defined   8           0        32300            0
PENN WEST ENERGY TR            OPT  707885109         -735       -57800 SH  Put  Defined   8           0       -57800            0
PENN WEST ENERGY TR            COM  707885109           48         3751 SH       Sole      9        3751            0            0
PENN WEST ENERGY TR            COM  707885109        11024       865995 SH       Defined  31      865995            0            0
PENNANTPARK INVT CORP          COM  708062104           19         2700 SH       Sole      8        2700            0            0
PENNEY J C INC                 COM  708160106         8118       282755 SH       Sole      8      282755            0            0
PENNEY J C INC                 OPT  708160106         8309       289400 SH  Call Defined   8           0       289400            0
PENNEY J C INC                 OPT  708160106       -14633      -509700 SH  Put  Defined   8           0      -509700            0
PENNEY J C INC                 COM  708160106           45         1570 SH       Sole      9        1570            0            0
PENNEY J C INC                 COM  708160106          264         9199 SH       Defined  32        9199            0            0
PENNICHUCK CORP                COM  708254206            0            6 SH       Sole      8           6            0            0
PENNS WOODS BANCORP INC        COM  708430103            0           13 SH       Sole      8          13            0            0
PENNSYLVANIA RL ESTATE INVT    COM  709102107           12         2387 SH       Sole      8        2387            0            0
PENNSYLVANIA RL ESTATE INVT    COM  709102107           26         5133 SH       Sole      9        5133            0            0
PENSKE AUTOMOTIVE GRP INC      COM  70959W103           37         2257 SH       Sole      8        2257            0            0
PENSKE AUTOMOTIVE GRP INC      COM  70959W103         2679       160972 SH       Sole      9      160972            0            0
PENSON WORLDWIDE INC           COM  709600100            1           95 SH       Sole      8          95            0            0
PENSON WORLDWIDE INC           COM  709600100          210        23457 SH       Defined  31       23457            0            0
PENTAIR INC                    COM  709631105           94         3682 SH       Sole      8        3682            0            0
PENTAIR INC                    OPT  709631105          318        12400 SH  Call Defined   8           0        12400            0
PENTAIR INC                    OPT  709631105         -281       -11000 SH  Put  Defined   8           0       -11000            0
PENTAIR INC                    COM  709631105          347        13529 SH       Sole      9       13529            0            0
PENTAIR INC                    COM  709631105           58         2265 SH       Defined  32        2265            0            0
PENWEST PHARMACEUTICALS CO     COM  709754105            3         1044 SH       Sole      8        1044            0            0
PENWEST PHARMACEUTICALS CO     OPT  709754105           24         8200 SH  Call Defined   8           0         8200            0
PENWEST PHARMACEUTICALS CO     OPT  709754105           -2         -900 SH  Put  Defined   8           0         -900            0
PEOPLES UNITED FINANCIAL INC   COM  712704105         3275       217257 SH       Sole      8      217257            0            0
PEOPLES UNITED FINANCIAL INC   OPT  712704105          973        64500 SH  Call Defined   8           0        64500            0
PEOPLES UNITED FINANCIAL INC   OPT  712704105         -174       -11600 SH  Put  Defined   8           0       -11600            0
PEOPLES UNITED FINANCIAL INC   COM  712704105           68         4508 SH       Sole      9        4508            0            0
PEOPLES UNITED FINANCIAL INC   COM  712704105          182        12047 SH       Defined  32       12047            0            0
PEP BOYS MANNY MOE & JACK      COM  713278109           42         4149 SH       Sole      8        4149            0            0
PEP BOYS MANNY MOE & JACK      OPT  713278109          325        32000 SH  Call Defined   8           0        32000            0
PEP BOYS MANNY MOE & JACK      OPT  713278109          -38        -3800 SH  Put  Defined   8           0        -3800            0
PEPCO HOLDINGS INC             COM  713291102         1579       117475 SH       Sole      8      117475            0            0
PEPCO HOLDINGS INC             COM  713291102          416        30926 SH       Sole      9       30926            0            0
PEPCO HOLDINGS INC             OPT  713291102         -348       -25938 SH  Put  Defined   9           0       -25938            0
PEPCO HOLDINGS INC             COM  713291102        10118       752800 SH       Defined  31      752800            0            0
PEPSI BOTTLING GROUP INC       COM  713409100         3516       103899 SH       Sole      8      103899            0            0
PEPSI BOTTLING GROUP INC       OPT  713409100          200         5900 SH  Call Defined   8           0         5900            0
PEPSI BOTTLING GROUP INC       OPT  713409100         -558       -16500 SH  Put  Defined   8           0       -16500            0
PEPSI BOTTLING GROUP INC       COM  713409100         1335        39457 SH       Sole      9       39457            0            0
PEPSI BOTTLING GROUP INC       COM  713409100         1486        43900 SH       Defined  31       43900            0            0
PEPSI BOTTLING GROUP INC       COM  713409100          393        11606 SH       Defined  32       11606            0            0
PEPSIAMERICAS INC              COM  71343P200         1388        51768 SH       Sole      8       51768            0            0
PEPSIAMERICAS INC              COM  71343P200         1043        38900 SH       Sole      9       38900            0            0
PEPSIAMERICAS INC              COM  71343P200           23          869 SH       Defined  32         869            0            0
PEPSICO INC                    COM  713448108        73769      1342224 SH       Sole      8     1342224            0            0
PEPSICO INC                    OPT  713448108        33411       607900 SH  Call Defined   8           0       607900            0
PEPSICO INC                    OPT  713448108       -34020      -619000 SH  Put  Defined   8           0      -619000            0
PEPSICO INC                    COM  713448108        23340       424668 SH       Sole      9      424668            0            0
PEPSICO INC                    OPT  713448108           94         1704 SH  Call Defined   9           0         1704            0
PEPSICO INC                    OPT  713448108       -11838      -215396 SH  Put  Defined   9           0      -215396            0
PEPSICO INC                    COM  713448108         7506       136576 SH       Defined  31      136576            0            0
PEPSICO INC                    COM  713448108         7439       135353 SH       Defined  32      135353            0            0
PERDIGAO S A                   COM  71361V303         2743        71847 SH       Defined  31       71847            0            0
PERFECT WORLD CO LTD           OPT  71372U104         1007        35200 SH  Call Defined   8           0        35200            0
PERFECT WORLD CO LTD           OPT  71372U104         -237        -8300 SH  Put  Defined   8           0        -8300            0
PERFICIENT INC                 COM  71375U101           80        11418 SH       Sole      8       11418            0            0
PERFICIENT INC                 OPT  71375U101           24         3300 SH  Call Defined   8           0         3300            0
PERFICIENT INC                 COM  71375U101          470        67279 SH       Defined  31       67279            0            0
PERICOM SEMICONDUCTOR CORP     COM  713831105            6          666 SH       Sole      8         666            0            0
PERKINELMER INC                COM  714046109         1072        61590 SH       Sole      8       61590            0            0
PERKINELMER INC                COM  714046109          446        25622 SH       Sole      9       25622            0            0
PERKINELMER INC                COM  714046109          105         6052 SH       Defined  32        6052            0            0
PERMA-FIX ENVIRONMENTAL SVCS   COM  714157104            1          405 SH       Sole      8         405            0            0
PERMIAN BASIN RTY TR           COM  714236106           26         2400 SH       Sole      8        2400            0            0
PERMIAN BASIN RTY TR           OPT  714236106           19         1700 SH  Call Defined   8           0         1700            0
PERMIAN BASIN RTY TR           OPT  714236106         -144       -13300 SH  Put  Defined   8           0       -13300            0
PERMIAN BASIN RTY TR           COM  714236106         3337       307000 SH       Defined  31      307000            0            0
PEROT SYS CORP                 COM  714265105            3          192 SH       Sole      8         192            0            0
PEROT SYS CORP                 COM  714265105         1245        86901 SH       Defined  31       86901            0            0
PEROT SYS CORP                 COM  714265105           14          956 SH       Defined  32         956            0            0
PERRIGO CO                     COM  714290103           68         2436 SH       Sole      8        2436            0            0
PERRIGO CO                     OPT  714290103           89         3200 SH  Call Defined   8           0         3200            0
PERRIGO CO                     OPT  714290103          -16         -600 SH  Put  Defined   8           0         -600            0
PERRIGO CO                     COM  714290103          125         4489 SH       Defined  32        4489            0            0
PETMED EXPRESS INC             COM  716382106           16         1050 SH       Sole      8        1050            0            0
PETMED EXPRESS INC             OPT  716382106          152        10100 SH  Call Defined   8           0        10100            0
PETMED EXPRESS INC             OPT  716382106         -139        -9300 SH  Put  Defined   8           0        -9300            0
PETROBRAS ENERGIA PARTCPTNS    OPT  71646M102          297        50000 SH  Call Defined   8           0        50000            0
PETROBRAS ENERGIA PARTCPTNS    COM  71646M102          708       119200 SH       Defined  31      119200            0            0
PETRO-CDA                      COM  71644E102         1301        33869 SH       Sole      8       33869            0            0
PETRO-CDA                      OPT  71644E102          896        23300 SH  Call Defined   8           0        23300            0
PETRO-CDA                      OPT  71644E102        -2635       -68600 SH  Put  Defined   8           0       -68600            0
PETRO-CDA                      COM  71644E102         4000       104130 SH       Sole      9      104130            0            0
PETROCHINA CO LTD              COM  71646E100            6           53 SH       Sole      8          53            0            0
PETROCHINA CO LTD              OPT  71646E100         9513        86100 SH  Call Defined   8           0        86100            0
PETROCHINA CO LTD              OPT  71646E100       -11335      -102600 SH  Put  Defined   8           0      -102600            0
PETROCHINA CO LTD              ADR  71646E100        98869       894900 SH       Sole      9      894900            0            0
PETROCHINA CO LTD              OPT  71646E100       -17625      -159535 SH  Put  Defined   9           0      -159535            0
PETROCHINA CO LTD              COM  71646E100        23978       217038 SH       Defined  31      217038            0            0
PETROHAWK ENERGY CORP          COM  716495106         1769        79338 SH       Sole      8       79338            0            0
PETROHAWK ENERGY CORP          OPT  716495106         5658       253700 SH  Call Defined   8           0       253700            0
PETROHAWK ENERGY CORP          OPT  716495106        -1781       -79900 SH  Put  Defined   8           0       -79900            0
PETROHAWK ENERGY CORP          COM  716495106           26         1178 SH       Sole      9        1178            0            0
PETROHAWK ENERGY CORP          COM  716495106          325        14555 SH       Defined  32       14555            0            0
PETROLEO BRASILEIRO SA PETRO   ADR  71654V101           99         2975 SH       Sole      8        2975            0            0
PETROLEO BRASILEIRO SA PETRO   ADR  71654V408         1627        39709 SH       Sole      8       39709            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V408        41832      1020779 SH       Sole      8     1020779            0            0
PETROLEO BRASILEIRO SA PETRO   OPT  71654V408       129042      3148900 SH  Call Defined   8           0      3148900            0
PETROLEO BRASILEIRO SA PETRO   OPT  71654V408      -159125     -3883000 SH  Put  Defined   8           0     -3883000            0
PETROLEO BRASILEIRO SA PETRO   ADR  71654V408         5178       126358 SH       Sole      9      126358            0            0
PETROLEO BRASILEIRO SA PETRO   OPT  71654V408         5566       135811 SH  Call Defined   9           0       135811            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V101        24616       737900 SH       Defined  31      737900            0            0
PETROLEUM DEV CORP             COM  716578109           24         1537 SH       Sole      8        1537            0            0
PETROLEUM DEV CORP             COM  716578109          305        19445 SH       Defined  31       19445            0            0
PETROQUEST ENERGY INC          COM  716748108           54        14626 SH       Sole      8       14626            0            0
PETROQUEST ENERGY INC          OPT  716748108           94        25400 SH  Call Defined   8           0        25400            0
PETROQUEST ENERGY INC          OPT  716748108          -14        -4000 SH  Put  Defined   8           0        -4000            0
PETROQUEST ENERGY INC          COM  716748108           87        23646 SH       Defined  31       23646            0            0
PETSMART INC                   COM  716768106           66         3069 SH       Sole      8        3069            0            0
PETSMART INC                   OPT  716768106         1438        67000 SH  Call Defined   8           0        67000            0
PETSMART INC                   OPT  716768106         -534       -24900 SH  Put  Defined   8           0       -24900            0
PETSMART INC                   COM  716768106          155         7200 SH       Sole      9        7200            0            0
PETSMART INC                   COM  716768106         1089        50725 SH       Defined  31       50725            0            0
PETSMART INC                   COM  716768106          158         7371 SH       Defined  32        7371            0            0
PFIZER INC                     COM  717081103       120272      8018156 SH       Sole      8     8018156            0            0
PFIZER INC                     OPT  717081103        48488      3232500 SH  Call Defined   8           0      3232500            0
PFIZER INC                     OPT  717081103       -85998     -5733200 SH  Put  Defined   8           0     -5733200            0
PFIZER INC                     COM  717081103        46186      3079083 SH       Sole      9     3079083            0            0
PFIZER INC                     OPT  717081103          561        37365 SH  Call Defined   9           0        37365            0
PFIZER INC                     OPT  717081103        -2695      -179700 SH  Put  Defined   9           0      -179700            0
PFIZER INC                     COM  717081103        39280      2618687 SH       Defined  31     2618687            0            0
PFIZER INC                     COM  717081103         4422       294774 SH       Defined  32      294774            0            0
PG&E CORP                      COM  69331C108         7630       198500 SH       Sole      8      198500            0            0
PG&E CORP                      OPT  69331C108          823        21400 SH  Call Defined   8           0        21400            0
PG&E CORP                      OPT  69331C108         -849       -22100 SH  Put  Defined   8           0       -22100            0
PG&E CORP                      COM  69331C108          853        22199 SH       Sole      9       22199            0            0
PHARMACEUTICAL HLDRS TR        OPT  71712A206         1978        33000 SH  Call Defined   8           0        33000            0
PHARMACEUTICAL HLDRS TR        OPT  71712A206        -5327       -88900 SH  Put  Defined   8           0       -88900            0
PHARMACEUTICAL HLDRS TR        UNIT 71712A206         2080        34700 SH       Sole      9       34700            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101           68         2938 SH       Sole      8        2938            0            0
PHARMACEUTICAL PROD DEV INC    OPT  717124101          913        39300 SH  Call Defined   8           0        39300            0
PHARMACEUTICAL PROD DEV INC    OPT  717124101         -199        -8600 SH  Put  Defined   8           0        -8600            0
PHARMACEUTICAL PROD DEV INC    COM  717124101          391        16836 SH       Sole      9       16836            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101         4676       201376 SH       Defined  31      201376            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101          149         6430 SH       Defined  32        6430            0            0
PHARMASSET INC                 COM  71715N106            7          661 SH       Sole      8         661            0            0
PHARMERICA CORP                COM  71714F104           29         1458 SH       Sole      8        1458            0            0
PHARMERICA CORP                OPT  71714F104           63         3200 SH  Call Defined   8           0         3200            0
PHARMERICA CORP                OPT  71714F###          -##        -#### SH  Put  Defined   8           0        -2000            0
PHARMERICA CORP                COM  71714F104          265        13500 SH       Sole      9       13500            0            0
PHARMERICA CORP                COM  71714F104          661        33654 SH       Defined  31       33654            0            0
PHASE FORWARD INC              COM  71721R406           41         2741 SH       Sole      8        2741            0            0
PHASE FORWARD INC              COM  71721R406            9          579 SH       Defined  31         579            0            0
PHH CORP                       COM  693320202            6          347 SH       Sole      8         347            0            0
PHH CORP                       COM  693320202          405        22300 SH       Sole      9       22300            0            0
PHI INC                        COM  69336T205            3          152 SH       Sole      8         152            0            0
PHI INC                        COM  69336T205            0           29 SH       Defined  31          29            0            0
PHILIP MORRIS INTL INC         COM  718172109        47775      1095251 SH       Sole      8     1095251            0            0
PHILIP MORRIS INTL INC         OPT  718172109        13191       302400 SH  Call Defined   8           0       302400            0
PHILIP MORRIS INTL INC         OPT  718172109        -8196      -187900 SH  Put  Defined   8           0      -187900            0
PHILIP MORRIS INTL INC         COM  718172109        10189       233583 SH       Sole      9      233583            0            0
PHILIP MORRIS INTL INC         COM  718172109        91734      2103026 SH       Defined  32     2103026            0            0
PHILIPPINE LONG DISTANCE TEL   COM  718252604         2352        47300 SH       Defined  31       47300            0            0
PHILLIPS VAN HEUSEN CORP       COM  718592108           49         1725 SH       Sole      8        1725            0            0
PHILLIPS VAN HEUSEN CORP       OPT  718592108          302        10500 SH  Call Defined   8           0        10500            0
PHILLIPS VAN HEUSEN CORP       OPT  718592108         -189        -6600 SH  Put  Defined   8           0        -6600            0
PHILLIPS VAN HEUSEN CORP       COM  718592108           64         2217 SH       Defined  32        2217            0            0
PHOENIX COS INC NEW            COM  71902E109            0           91 SH       Sole      8          91            0            0
PHOENIX COS INC NEW            COM  71902E109          158        94372 SH       Defined  31       94372            0            0
PHOENIX TECHNOLOGY LTD         COM  719153108            4         1641 SH       Sole      8        1641            0            0
PHOENIX TECHNOLOGY LTD         COM  719153108          101        37222 SH       Defined  31       37222            0            0
PHOTOMEDEX INC                 COM  719358202          369       368925 SH       Sole      1      368925            0            0
PHOTRONICS INC                 COM  719405102            1          200 SH       Sole      8         200            0            0
PHOTRONICS INC                 OPT  719405102           18         4300 SH  Call Defined   8           0         4300            0
PHOTRONICS INC                 OPT  719405102          -18        -4600 SH  Put  Defined   8           0        -4600            0
PHOTRONICS INC                 COM  719405102            2          400 SH       Defined  31         400            0            0
PICO HLDGS INC                 COM  693366205           12          432 SH       Sole      8         432            0            0
PICO HLDGS INC                 COM  693366205          367        12781 SH       Sole      9       12781            0            0
PICO HLDGS INC                 COM  693366205         1025        35726 SH       Defined  31       35726            0            0
PIEDMONT NAT GAS INC           COM  720186105           80         3286 SH       Sole      8        3286            0            0
PIEDMONT NAT GAS INC           COM  720186105           14          591 SH       Defined  32         591            0            0
PIER 1 IMPORTS INC             COM  720279108            1          566 SH       Sole      8         566            0            0
PIER 1 IMPORTS INC             OPT  720279108            5         2100 SH  Call Defined   8           0         2100            0
PIKE ELEC CORP                 COM  721283109            5          388 SH       Sole      8         388            0            0
PIMCO CALIF MUN INCOME FD II   UNIT 72200M108          150        19100 SH       Sole      8       19100            0            0
PIMCO FLOATING RATE INCOME F   UNIT 72201H108            3          398 SH       Sole      8         398            0            0
PINNACLE ENTMT INC             COM  723456109           36         3926 SH       Sole      8        3926            0            0
PINNACLE ENTMT INC             OPT  723456109          429        46100 SH  Call Defined   8           0        46100            0
PINNACLE ENTMT INC             OPT  723456109          -19        -2100 SH  Put  Defined   8           0        -2100            0
PINNACLE ENTMT INC             COM  723456109         1635       176000 SH       Defined  31      176000            0            0
PINNACLE FINL PARTNERS INC     COM  72346Q104          615        46171 SH       Sole      8       46171            0            0
PINNACLE WEST CAP CORP         COM  723484101         1627        53963 SH       Sole      8       53963            0            0
PINNACLE WEST CAP CORP         COM  723484101          747        24781 SH       Sole      9       24781            0            0
PIONEER DRILLING CO            COM  723655106           50        10433 SH       Sole      8       10433            0            0
PIONEER DRILLING CO            OPT  723655106           22         4400 SH  Call Defined   8           0         4400            0
PIONEER DRILLING CO            OPT  723655106          -19        -4000 SH  Put  Defined   8           0        -4000            0
PIONEER NAT RES CO             BOND 723787AH0         5583         6408 PRN      Sole      8     6408000            0            0
PIONEER NAT RES CO             COM  723787107         4444       174271 SH       Sole      8      174271            0            0
PIONEER NAT RES CO             OPT  723787107         2257        88500 SH  Call Defined   8           0        88500            0
PIONEER NAT RES CO             OPT  723787107       -11199      -439200 SH  Put  Defined   8           0      -439200            0
PIONEER NAT RES CO             COM  723787107           96         3776 SH       Sole      9        3776            0            0
PIONEER NAT RES CO             COM  723787107          124         4869 SH       Defined  32        4869            0            0
PIPER JAFFRAY COS              COM  724078100          226         5183 SH       Sole      8        5183            0            0
PIPER JAFFRAY COS              OPT  724078100          450        10300 SH  Call Defined   8           0        10300            0
PIPER JAFFRAY COS              OPT  724078100         -462       -10600 SH  Put  Defined   8           0       -10600            0
PIPER JAFFRAY COS              COM  724078100          231         5300 SH       Sole      9        5300            0            0
PITNEY BOWES INC               COM  724479100         3835       174869 SH       Sole      8      174869            0            0
PITNEY BOWES INC               OPT  724479100          200         9100 SH  Call Defined   8           0         9100            0
PITNEY BOWES INC               OPT  724479100        -2714      -123800 SH  Put  Defined   8           0      -123800            0
PITNEY BOWES INC               COM  724479100          692        31537 SH       Sole      9       31537            0            0
PITNEY BOWES INC               COM  724479100          188         8593 SH       Defined  32        8593            0            0
PLACER DOME INC                BOND 725906AK7         2830         2014 PRN      Sole      8     2014000            0            0
PLAINS ALL AMERN PIPELINE L    COM  726503105            6          147 SH       Sole      8         147            0            0
PLAINS ALL AMERN PIPELINE L    COM  726503105         1892        44474 SH       Sole      9       44474            0            0
PLAINS ALL AMERN PIPELINE L    COM  726503105           79         1865 SH       Defined  32        1865            0            0
PLAINS EXPL& PRODTN CO         COM  726505100         3587       131098 SH       Sole      8      131098            0            0
PLAINS EXPL& PRODTN CO         OPT  726505100         4974       181798 SH  Call Defined   8           0       181798            0
PLAINS EXPL& PRODTN CO         OPT  726505100        -8041      -293900 SH  Put  Defined   8           0      -293900            0
PLAINS EXPL& PRODTN CO         COM  726505100          215         7862 SH       Sole      9        7862            0            0
PLAINS EXPL& PRODTN CO         COM  726505100          137         5002 SH       Defined  32        5002            0            0
PLANTRONICS INC NEW            COM  727493108            6          327 SH       Sole      8         327            0            0
PLANTRONICS INC NEW            COM  727493108          180         9500 SH       Defined  31        9500            0            0
PLANTRONICS INC NEW            COM  727493108           14          754 SH       Defined  32         754            0            0
PLATINUM UNDERWRITER HLDGS L   COM  G7127P100         2396        83821 SH       Sole      8       83821            0            0
PLAYBOY ENTERPRISES INC        COM  728117300            3         1062 SH       Sole      8        1062            0            0
PLAYBOY ENTERPRISES INC        COM  728117300           91        36300 SH       Defined  31       36300            0            0
PLEXUS CORP                    COM  729132100           21         1044 SH       Sole      8        1044            0            0
PLEXUS CORP                    OPT  729132100          422        20600 SH  Call Defined   8           0        20600            0
PLEXUS CORP                    OPT  729132100         -128        -6300 SH  Put  Defined   8           0        -6300            0
PLEXUS CORP                    COM  729132100            1           45 SH       Defined  31          45            0            0
PLUG POWER INC                 COM  72919P103          538       609816 SH       Sole      8      609816            0            0
PLUG POWER INC                 COM  72919P103           86        97428 SH       Sole      9       97428            0            0
PLUM CREEK TIMBER CO INC       COM  729251108          289         9700 SH       Sole      1        9700            0            0
PLUM CREEK TIMBER CO INC       COM  729251108         3014       101190 SH       Sole      8      101190            0            0
PLUM CREEK TIMBER CO INC       OPT  729251108         1385        46500 SH  Call Defined   8           0        46500            0
PLUM CREEK TIMBER CO INC       OPT  729251108         -601       -20200 SH  Put  Defined   8           0       -20200            0
PLUM CREEK TIMBER CO INC       COM  729251108          552        18521 SH       Sole      9       18521            0            0
PLUM CREEK TIMBER CO INC       COM  729251108        18540       622556 SH       Defined  31      622556            0            0
PLUM CREEK TIMBER CO INC       COM  729251108          248         8337 SH       Defined  32        8337            0            0
PLX TECHNOLOGY INC             COM  693417107            1          251 SH       Sole      8         251            0            0
PMA CAP CORP                   COM  693419202           30         6500 SH       Sole      8        6500            0            0
PMA CAP CORP                   COM  693419202           98        21600 SH       Defined  31       21600            0            0
PMC-SIERRA INC                 COM  69344F106         8439      1060234 SH       Sole      8     1060234            0            0
PMC-SIERRA INC                 OPT  69344F106          199        25000 SH  Call Defined   8           0        25000            0
PMC-SIERRA INC                 OPT  69344F106        -3464      -435300 SH  Put  Defined   8           0      -435300            0
PMFG INC                       COM  69345P103            1           97 SH       Sole      8          97            0            0
PMI GROUP INC                  COM  69344M101            1          536 SH       Sole      8         536            0            0
PMI GROUP INC                  OPT  69344M101           61        30400 SH  Call Defined   8           0        30400            0
PMI GROUP INC                  OPT  69344M101           -5        -2900 SH  Put  Defined   8           0        -2900            0
PNC FINL SVCS GROUP INC        COM  693475105            2           43 SH       Sole      1          43            0            0
PNC FINL SVCS GROUP INC        COM  693475105         9178       236476 SH       Sole      8      236476            0            0
PNC FINL SVCS GROUP INC        OPT  693475105         9064       233530 SH  Call Defined   8           0       233530            0
PNC FINL SVCS GROUP INC        OPT  693475105        -8086      -208362 SH  Put  Defined   8           0      -208362            0
PNC FINL SVCS GROUP INC        COM  693475105          409        10531 SH       Sole      9       10531            0            0
PNC FINL SVCS GROUP INC        COM  693475105         1830        47163 SH       Defined  31       47163            0            0
PNC FINL SVCS GROUP INC        COM  693475105          642        16550 SH       Defined  32       16550            0            0
PNM RES INC                    COM  69349H107          190        17717 SH       Sole      8       17717            0            0
PNM RES INC                    OPT  69349H107           34         3100 SH  Call Defined   8           0         3100            0
PNM RES INC                    OPT  69349H107         -309       -28900 SH  Put  Defined   8           0       -28900            0
PNM RES INC                    COM  69349H107           73         6800 SH       Defined  31        6800            0            0
POLARIS INDS INC               COM  731068102           47         1460 SH       Sole      8        1460            0            0
POLARIS INDS INC               OPT  731068102          331        10300 SH  Call Defined   8           0        10300            0
POLARIS INDS INC               OPT  731068102         -558       -17400 SH  Put  Defined   8           0       -17400            0
POLARIS INDS INC               COM  731068102          883        27500 SH       Sole      9       27500            0            0
POLARIS INDS INC               COM  731068102         3267       101700 SH       Defined  31      101700            0            0
POLARIS INDS INC               COM  731068102           14          443 SH       Defined  32         443            0            0
POLO RALPH LAUREN CORP         COM  731572103         1760        32864 SH       Sole      8       32864            0            0
POLO RALPH LAUREN CORP         OPT  731572103         1323        24700 SH  Call Defined   8           0        24700            0
POLO RALPH LAUREN CORP         OPT  731572103        -3844       -71800 SH  Put  Defined   8           0       -71800            0
POLO RALPH LAUREN CORP         COM  731572103          294         5499 SH       Sole      9        5499            0            0
POLYCOM INC                    COM  73172K104          437        21558 SH       Sole      8       21558            0            0
POLYCOM INC                    OPT  73172K104         1630        80400 SH  Call Defined   8           0        80400            0
POLYCOM INC                    OPT  73172K104         -997       -49200 SH  Put  Defined   8           0       -49200            0
POLYONE CORP                   COM  73179P106           15         5655 SH       Sole      8        5655            0            0
POLYPORE INTL INC              COM  73179V103            3          241 SH       Sole      8         241            0            0
PONIARD PHARMACEUTICALS INC    COM  732449301           89        14880 SH       Sole      8       14880            0            0
PONIARD PHARMACEUTICALS INC    OPT  732449301         -298       -50000 SH  Put  Defined   8           0       -50000            0
POOL CORPORATION               COM  73278L105          638        38519 SH       Sole      8       38519            0            0
POOL CORPORATION               OPT  73278L105          272        16400 SH  Call Defined   8           0        16400            0
POOL CORPORATION               OPT  73278L105        -1460       -88200 SH  Put  Defined   8           0       -88200            0
POOL CORPORATION               COM  73278L105            8          466 SH       Defined  32         466            0            0
POPULAR INC                    COM  733174106           17         7579 SH       Sole      8        7579            0            0
POPULAR INC                    OPT  733174106            4         1500 SH  Call Defined   8           0         1500            0
POPULAR INC                    OPT  733174106           -1         -500 SH  Put  Defined   8           0         -500            0
POPULAR INC                    COM  733174106            4         1830 SH       Defined  31        1830            0            0
PORTEC RAIL PRODS INC          COM  736212101            0           26 SH       Sole      8          26            0            0
PORTER BANCORP INC             COM  736233107          144         9500 SH       Sole      8        9500            0            0
PORTFOLIO RECOVERY ASSOCS IN   COM  73640Q105           14          350 SH       Sole      8         350            0            0
PORTLAND GEN ELEC CO           COM  736508847            6          300 SH       Sole      8         300            0            0
PORTLAND GEN ELEC CO           COM  736508847         2342       120212 SH       Defined  31      120212            0            0
POSCO                          COM  693483109          374         4524 SH       Sole      8        4524            0            0
POSCO                          OPT  693483109         1555        18800 SH  Call Defined   8           0        18800            0
POSCO                          OPT  693483109        -2017       -24400 SH  Put  Defined   8           0       -24400            0
POSCO                          COM  693483109        14393       174100 SH       Defined  31      174100            0            0
POST PPTYS INC                 COM  737464107           39         2894 SH       Sole      8        2894            0            0
POST PPTYS INC                 COM  737464107           61         4535 SH       Sole      9        4535            0            0
POTASH CORP SASK INC           COM  73755L107          338         3635 SH       Sole      1        3635            0            0
POTASH CORP SASK INC           COM  73755L107         4527        48650 SH       Sole      8       48650            0            0
POTASH CORP SASK INC           OPT  73755L107        60325       648300 SH  Call Defined   8           0       648300            0
POTASH CORP SASK INC           OPT  73755L107       -51279      -551100 SH  Put  Defined   8           0      -551100            0
POTASH CORP SASK INC           COM  73755L107         3341        35899 SH       Sole      9       35899            0            0
POTLATCH CORP NEW              COM  737630103            7          261 SH       Sole      8         261            0            0
POTLATCH CORP NEW              COM  737630103          291        11967 SH       Sole      9       11967            0            0
POTLATCH CORP NEW              COM  737630103           41         1684 SH       Defined  31        1684            0            0
POTLATCH CORP NEW              COM  737630103            9          360 SH       Defined  32         360            0            0
POWELL INDS INC                COM  739128106            2           60 SH       Sole      8          60            0            0
POWELL INDS INC                COM  739128106          174         4698 SH       Defined  31        4698            0            0
POWER INTEGRATIONS INC         COM  739276103          174         7304 SH       Sole      8        7304            0            0
POWER INTEGRATIONS INC         COM  739276103           26         1086 SH       Sole      9        1086            0            0
POWER-ONE INC                  COM  739308104            0          142 SH       Sole      8         142            0            0
POWERSECURE INTL INC           COM  73936N105            0           36 SH       Sole      8          36            0            0
POWERSHARES ETF TRUST          UNIT 73935X500           56         5600 SH       Sole      1        5600            0            0
POWERSHARES ETF TRUST          OPT  73935X500           99         9800 SH  Call Defined   8           0         9800            0
POWERSHARES ETF TRUST          OPT  73935X###          -##        -#### SH  Put  Defined   8           0        -2200            0
POWERSHARES ETF TRUST          UNIT 73935X500         3826       379562 SH       Sole      8      379562            0            0
POWERSHARES ETF TRUST          UNIT 73935X575           62         4235 SH       Sole      8        4235            0            0
POWERSHARES ETF TRUST          UNIT 73935X500           56         5600 SH       Sole      9        5600            0            0
POWERSHARES QQQ TRUST          UNIT 73935A104       239656      6587571 SH       Sole      8     6587571            0            0
POWERSHARES QQQ TRUST          UNIT 73935A104          166         4555 SH       Sole      9        4555            0            0
POWERSHS DB MULTI SECT COMM    OPT  73936B101           40         1600 SH  Call Defined   8           0         1600            0
POWERSHS DB MULTI SECT COMM    OPT  73936B###          -##        -#### SH  Put  Defined   8           0        -1700            0
POWERSHS DB MULTI SECT COMM    OPT  73936B309          269        11000 SH  Call Defined   8           0        11000            0
POWERSHS DB MULTI SECT COMM    OPT  73936B###          -##        -#### SH  Put  Defined   8           0        -3500            0
POWERSHS DB MULTI SECT COMM    OPT  73936B408         5246       206100 SH  Call Defined   8           0       206100            0
POWERSHS DB MULTI SECT COMM    OPT  73936B408        -4392      -172600 SH  Put  Defined   8           0      -172600            0
POWERSHS DB MULTI SECT COMM    OPT  73936B705          413        27400 SH  Call Defined   8           0        27400            0
POWERSHS DB MULTI SECT COMM    OPT  73936B705         -221       -14700 SH  Put  Defined   8           0       -14700            0
POWERSHS DB MULTI SECT COMM    UNIT 73936B408         7056       277268 SH       Sole      8      277268            0            0
POWERSHS DB MULTI SECT COMM    UNIT 73936B705            1           90 SH       Sole      8          90            0            0
POWERSHS DB MULTI SECT COMM    OPT  73936B408            1           22 SH  Call Defined   9           0           22            0
POWERSHS DB MULTI SECT COMM    UNIT 73936B408          536        21073 SH       Sole      9       21073            0            0
POWERSHS DB US DOLLAR INDEX    OPT  73936D107         1011        42300 SH  Call Defined   8           0        42300            0
POWERSHS DB US DOLLAR INDEX    OPT  73936D107         -630       -26400 SH  Put  Defined   8           0       -26400            0
POWERSHS DB US DOLLAR INDEX    UNIT 73936D107            1           40 SH       Sole      8          40            0            0
POWERWAVE TECHNOLOGIES INC     COM  739363109           15         9420 SH       Defined  31        9420            0            0
POZEN INC                      COM  73941U102           90        11768 SH       Sole      8       11768            0            0
POZEN INC                      OPT  73941U102           80        10300 SH  Call Defined   8           0        10300            0
POZEN INC                      OPT  73941U102         -188       -24600 SH  Put  Defined   8           0       -24600            0
PPG INDS INC                   COM  693506107         5146       117231 SH       Sole      8      117231            0            0
PPG INDS INC                   OPT  693506107         2718        61900 SH  Call Defined   8           0        61900            0
PPG INDS INC                   OPT  693506107        -4429      -100900 SH  Put  Defined   8           0      -100900            0
PPG INDS INC                   COM  693506107         1216        27705 SH       Sole      9       27705            0            0
PPG INDS INC                   COM  693506107         2099        47812 SH       Defined  31       47812            0            0
PPG INDS INC                   COM  693506107          312         7098 SH       Defined  32        7098            0            0
PPL CORP                       COM  69351T106         6557       198933 SH       Sole      8      198933            0            0
PPL CORP                       OPT  69351T106          211         6400 SH  Call Defined   8           0         6400            0
PPL CORP                       OPT  69351T106         -141        -4300 SH  Put  Defined   8           0        -4300            0
PPL CORP                       COM  69351T106         1796        54488 SH       Sole      9       54488            0            0
PPL CORP                       COM  69351T106         6757       205009 SH       Defined  31      205009            0            0
PPL CORP                       COM  69351T106          816        24757 SH       Defined  32       24757            0            0
PRAXAIR INC                    COM  74005P104          441         6200 SH       Sole      1        6200            0            0
PRAXAIR INC                    COM  74005P104        12321       173358 SH       Sole      8      173358            0            0
PRAXAIR INC                    OPT  74005P104         5643        79400 SH  Call Defined   8           0        79400            0
PRAXAIR INC                    OPT  74005P104        -4704       -66200 SH  Put  Defined   8           0       -66200            0
PRAXAIR INC                    COM  74005P104         1839        25871 SH       Sole      9       25871            0            0
PRAXAIR INC                    COM  74005P104         1897        26693 SH       Defined  32       26693            0            0
PRE PAID LEGAL SVCS INC        COM  740065107           16          362 SH       Sole      8         362            0            0
PRE PAID LEGAL SVCS INC        COM  740065107           74         1700 SH       Defined  31        1700            0            0
PRECISION CASTPARTS CORP       COM  740189105         7016        96071 SH       Sole      8       96071            0            0
PRECISION CASTPARTS CORP       OPT  740189105         9830       134600 SH  Call Defined   8           0       134600            0
PRECISION CASTPARTS CORP       OPT  740189105        -5557       -76100 SH  Put  Defined   8           0       -76100            0
PRECISION CASTPARTS CORP       COM  740189105          112         1540 SH       Sole      9        1540            0            0
PRECISION CASTPARTS CORP       COM  740189105         5031        68891 SH       Defined  31       68891            0            0
PRECISION CASTPARTS CORP       COM  740189105          880        12048 SH       Defined  32       12048            0            0
PRECISION DRILLING TR          COM  740215108          174        35653 SH       Sole      8       35653            0            0
PRECISION DRILLING TR          OPT  740215108           45         9200 SH  Call Defined   8           0         9200            0
PRECISION DRILLING TR          OPT  740215108         -165       -33900 SH  Put  Defined   8           0       -33900            0
PRECISION DRILLING TR          COM  740215108            2          357 SH       Sole      9         357            0            0
PRECISION DRILLING TR          COM  740215108         2090       428296 SH       Defined  31      428296            0            0
PREFORMED LINE PRODS CO        COM  740444104          102         2313 SH       Sole      8        2313            0            0
PREMIERE GLOBAL SVCS INC       COM  740585104            4          359 SH       Sole      8         359            0            0
PREMIERE GLOBAL SVCS INC       COM  740585104           52         4822 SH       Defined  31        4822            0            0
PRESIDENTIAL LIFE CORP         COM  740884101           23         3092 SH       Sole      8        3092            0            0
PRESIDENTIAL LIFE CORP         COM  740884101           96        12637 SH       Defined  31       12637            0            0
PRESSTEK INC                   COM  741113104          217       155889 SH       Sole      8      155889            0            0
PRESTIGE BRANDS HLDGS INC      COM  74112D101            1          113 SH       Sole      8         113            0            0
PRESTIGE BRANDS HLDGS INC      COM  74112D101         1878       305362 SH       Defined  31      305362            0            0
PRG-SCHULTZ INTERNATIONAL IN   COM  69357C503          227        84055 SH       Sole      8       84055            0            0
PRG-SCHULTZ INTERNATIONAL IN   COM  69357C503           91        33750 SH       Defined  31       33750            0            0
PRICE T ROWE GROUP INC         COM  74144T108         6650       159590 SH       Sole      8      159590            0            0
PRICE T ROWE GROUP INC         OPT  74144T108         5647       135500 SH  Call Defined   8           0       135500            0
PRICE T ROWE GROUP INC         OPT  74144T108       -10859      -260600 SH  Put  Defined   8           0      -260600            0
PRICE T ROWE GROUP INC         COM  74144T108          242         5810 SH       Sole      9        5810            0            0
PRICE T ROWE GROUP INC         COM  74144T108          930        22311 SH       Defined  32       22311            0            0
PRICELINE COM INC              COM  741503403         2242        20103 SH       Sole      8       20103            0            0
PRICELINE COM INC              OPT  741503403        30878       276800 SH  Call Defined   8           0       276800            0
PRICELINE COM INC              OPT  741503403       -18695      -167600 SH  Put  Defined   8           0      -167600            0
PRICELINE COM INC              COM  741503403          145         1300 SH       Sole      9        1300            0            0
PRICELINE COM INC              COM  741503403         7708        69098 SH       Defined  31       69098            0            0
PRICELINE COM INC              COM  741503403          245         2200 SH       Defined  32        2200            0            0
PRICESMART INC                 COM  741511109           25         1520 SH       Sole      8        1520            0            0
PRICESMART INC                 COM  741511109          448        26765 SH       Defined  31       26765            0            0
PRIDE INTL INC DEL             COM  74153Q102         6631       264590 SH       Sole      8      264590            0            0
PRIDE INTL INC DEL             OPT  74153Q102         2211        88200 SH  Call Defined   8           0        88200            0
PRIDE INTL INC DEL             OPT  74153Q102         -413       -16500 SH  Put  Defined   8           0       -16500            0
PRIDE INTL INC DEL             COM  74153Q102           19          771 SH       Sole      9         771            0            0
PRIDE INTL INC DEL             COM  74153Q102          135         5386 SH       Defined  32        5386            0            0
PRIMEDIA INC                   COM  74157K846           27        13488 SH       Sole      8       13488            0            0
PRIMEENERGY CORP               COM  74158E104            0            4 SH       Sole      8           4            0            0
PRIMORIS SVCS CORP             COM  74164F103            0           62 SH       Sole      8          62            0            0
PRIMUS GUARANTY LTD            COM  G72457107            9         3900 SH       Sole      8        3900            0            0
PRINCETON REVIEW INC           COM  742352107            1          110 SH       Sole      8         110            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102         3681       195381 SH       Sole      8      195381            0            0
PRINCIPAL FINANCIAL GROUP IN   OPT  74251V102         3021       160300 SH  Call Defined   8           0       160300            0
PRINCIPAL FINANCIAL GROUP IN   OPT  74251V102        -4985      -264600 SH  Put  Defined   8           0      -264600            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102          289        15362 SH       Sole      9       15362            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102         1368        72620 SH       Defined  31       72620            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102          565        29996 SH       Defined  32       29996            0            0
PRIVATEBANCORP INC             COM  742962103          819        36812 SH       Sole      8       36812            0            0
PROASSURANCE CORP              COM  74267C106           52         1119 SH       Sole      8        1119            0            0
PROASSURANCE CORP              COM  74267C106           12          256 SH       Defined  32         256            0            0
PROCTER & GAMBLE CO            COM  742718109         8799       172200 SH       Sole      1      172200            0            0
PROCTER & GAMBLE CO            COM  742718109        92285      1805959 SH       Sole      8     1805959            0            0
PROCTER & GAMBLE CO            OPT  742718109        64611      1264400 SH  Call Defined   8           0      1264400            0
PROCTER & GAMBLE CO            OPT  742718109       -95638     -1871600 SH  Put  Defined   8           0     -1871600            0
PROCTER & GAMBLE CO            COM  742718109        15044       294400 SH       Sole      9      294400            0            0
PROCTER & GAMBLE CO            OPT  742718109           17          330 SH  Call Defined   9           0          330            0
PROCTER & GAMBLE CO            OPT  742718109        -1262       -24698 SH  Put  Defined   9           0       -24698            0
PROCTER & GAMBLE CO            COM  742718109        34115       667613 SH       Defined  31      667613            0            0
PROCTER & GAMBLE CO            COM  742718109        10026       196194 SH       Defined  32      196194            0            0
PROCTER & GAMBLE CO            COM  742718109         6643       130000 SH       Sole     34      130000            0            0
PROGENICS PHARMACEUTICALS IN   COM  743187106           62        12032 SH       Sole      8       12032            0            0
PROGENICS PHARMACEUTICALS IN   OPT  743187106           51         9800 SH  Call Defined   8           0         9800            0
PROGENICS PHARMACEUTICALS IN   OPT  743187106          -32        -6400 SH  Put  Defined   8           0        -6400            0
PROGENICS PHARMACEUTICALS IN   COM  743187106          342        66362 SH       Defined  31       66362            0            0
PROGRESS ENERGY INC            COM  743263105         5790       153034 SH       Sole      8      153034            0            0
PROGRESS ENERGY INC            OPT  743263105        10899       288100 SH  Call Defined   8           0       288100            0
PROGRESS ENERGY INC            OPT  743263105        -1952       -51600 SH  Put  Defined   8           0       -51600            0
PROGRESS ENERGY INC            COM  743263105         6297       166449 SH       Sole      9      166449            0            0
PROGRESS ENERGY INC            COM  743263105          105         2774 SH       Defined  32        2774            0            0
PROGRESS SOFTWARE CORP         COM  743312100           40         1910 SH       Sole      8        1910            0            0
PROGRESSIVE CORP OHIO          COM  743315103         6728       445278 SH       Sole      8      445278            0            0
PROGRESSIVE CORP OHIO          OPT  743315103         1285        85000 SH  Call Defined   8           0        85000            0
PROGRESSIVE CORP OHIO          OPT  743315103         -308       -20400 SH  Put  Defined   8           0       -20400            0
PROGRESSIVE CORP OHIO          COM  743315103          199        13184 SH       Sole      9       13184            0            0
PROGRESSIVE CORP OHIO          COM  743315103          416        27536 SH       Defined  32       27536            0            0
PROLOGIS                       COM  743410102          161        20000 SH       Sole      1       20000            0            0
PROLOGIS                       BOND 743410AQ5         1439         1799 PRN      Sole      8     1799000            0            0
PROLOGIS                       BOND 743410AR3        34318        46298 PRN      Sole      8    46298000            0            0
PROLOGIS                       COM  743410102         2441       302822 SH       Sole      8      302822            0            0
PROLOGIS                       OPT  743410102          340        42100 SH  Call Defined   8           0        42100            0
PROLOGIS                       OPT  743410102         -348       -43300 SH  Put  Defined   8           0       -43300            0
PROLOGIS                       COM  743410102          423        52509 SH       Sole      9       52509            0            0
PROLOGIS                       COM  743410102         2614       324300 SH       Defined  31      324300            0            0
PROLOGIS                       COM  743410102          130        16121 SH       Defined  32       16121            0            0
PROS HOLDINGS INC              COM  74346Y103            1          144 SH       Sole      8         144            0            0
PROS HOLDINGS INC              COM  74346Y103          429        52800 SH       Defined  31       52800            0            0
PROSHARES TR                   OPT  74347R107        15230       582600 SH  Call Defined   8           0       582600            0
PROSHARES TR                   OPT  74347R107        -1774       -67900 SH  Put  Defined   8           0       -67900            0
PROSHARES TR                   OPT  74347R206         4176       109600 SH  Call Defined   8           0       109600            0
PROSHARES TR                   OPT  74347R206        -1737       -45600 SH  Put  Defined   8           0       -45600            0
PROSHARES TR                   OPT  74347R297        44571       875300 SH  Call Defined   8           0       875300            0
PROSHARES TR                   OPT  74347R297       -38902      -764000 SH  Put  Defined   8           0      -764000            0
PROSHARES TR                   OPT  74347R305         2185        76100 SH  Call Defined   8           0        76100            0
PROSHARES TR                   OPT  74347R305         -261        -9100 SH  Put  Defined   8           0        -9100            0
PROSHARES TR                   OPT  74347R321          607        49900 SH  Call Defined   8           0        49900            0
PROSHARES TR                   OPT  74347R321         -524       -43100 SH  Put  Defined   8           0       -43100            0
PROSHARES TR                   OPT  74347R354         1141        54200 SH  Call Defined   8           0        54200            0
PROSHARES TR                   OPT  74347R354         -944       -44900 SH  Put  Defined   8           0       -44900            0
PROSHARES TR                   OPT  74347R552         4631       235300 SH  Call Defined   8           0       235300            0
PROSHARES TR                   OPT  74347R552        -4715      -239600 SH  Put  Defined   8           0      -239600            0
PROSHARES TR                   OPT  74347R578           20          500 SH  Call Defined   8           0          500            0
PROSHARES TR                   OPT  74347R###          -##        -#### SH  Put  Defined   8           0        -1200            0
PROSHARES TR                   OPT  74347R586         1174        62600 SH  Call Defined   8           0        62600            0
PROSHARES TR                   OPT  74347R586         -883       -47100 SH  Put  Defined   8           0       -47100            0
PROSHARES TR                   OPT  74347R628        14406       344700 SH  Call Defined   8           0       344700            0
PROSHARES TR                   OPT  74347R628       -12637      -302400 SH  Put  Defined   8           0      -302400            0
PROSHARES TR                   OPT  74347R669           16          800 SH  Call Defined   8           0          800            0
PROSHARES TR                   OPT  74347R###          -##        -#### SH  Put  Defined   8           0        -1700            0
PROSHARES TR                   OPT  74347R677          608       170700 SH  Call Defined   8           0       170700            0
PROSHARES TR                   OPT  74347R677         -590      -165900 SH  Put  Defined   8           0      -165900            0
PROSHARES TR                   OPT  74347R693           68         2100 SH  Call Defined   8           0         2100            0
PROSHARES TR                   OPT  74347R###          -##        -#### SH  Put  Defined   8           0        -2000            0
PROSHARES TR                   OPT  74347R719         2919       110000 SH  Call Defined   8           0       110000            0
PROSHARES TR                   OPT  74347R719        -2974      -112100 SH  Put  Defined   8           0      -112100            0
PROSHARES TR                   OPT  74347R743          659       170700 SH  Call Defined   8           0       170700            0
PROSHARES TR                   OPT  74347R743         -754      -195400 SH  Put  Defined   8           0      -195400            0
PROSHARES TR                   OPT  74347R776         1335        76200 SH  Call Defined   8           0        76200            0
PROSHARES TR                   OPT  74347R776         -759       -43400 SH  Put  Defined   8           0       -43400            0
PROSHARES TR                   OPT  74347R842         1557        80800 SH  Call Defined   8           0        80800            0
PROSHARES TR                   OPT  74347R842         -469       -24400 SH  Put  Defined   8           0       -24400            0
PROSHARES TR                   OPT  74347R867         3622        75600 SH  Call Defined   8           0        75600            0
PROSHARES TR                   OPT  74347R867        -2074       -43300 SH  Put  Defined   8           0       -43300            0
PROSHARES TR                   OPT  74347R875         5354       167200 SH  Call Defined   8           0       167200            0
PROSHARES TR                   OPT  74347R875        -6266      -195700 SH  Put  Defined   8           0      -195700            0
PROSHARES TR                   OPT  74347R883        12627       228200 SH  Call Defined   8           0       228200            0
PROSHARES TR                   OPT  74347R883       -15348      -277400 SH  Put  Defined   8           0      -277400            0
PROSHARES TR                   UNIT 74347R107         9290       355382 SH       Sole      8      355382            0            0
PROSHARES TR                   UNIT 74347R206         1674        43925 SH       Sole      8       43925            0            0
PROSHARES TR                   UNIT 74347R297          483         9490 SH       Sole      8        9490            0            0
PROSHARES TR                   UNIT 74347R305          411        14334 SH       Sole      8       14334            0            0
PROSHARES TR                   UNIT 74347R321          370        30419 SH       Sole      8       30419            0            0
PROSHARES TR                   UNIT 74347R339          308         4917 SH       Sole      8        4917            0            0
PROSHARES TR                   UNIT 74347R354          398        18899 SH       Sole      8       18899            0            0
PROSHARES TR                   UNIT 74347R404         2913       108387 SH       Sole      8      108387            0            0
PROSHARES TR                   UNIT 74347R503          884        13448 SH       Sole      8       13448            0            0
PROSHARES TR                   UNIT 74347R552         2288       116269 SH       Sole      8      116269            0            0
PROSHARES TR                   UNIT 74347R560           41         1281 SH       Sole      8        1281            0            0
PROSHARES TR                   UNIT 74347R578          154         3877 SH       Sole      8        3877            0            0
PROSHARES TR                   UNIT 74347R586          215        11461 SH       Sole      8       11461            0            0
PROSHARES TR                   UNIT 74347R594           39          898 SH       Sole      8         898            0            0
PROSHARES TR                   UNIT 74347R602          557         9885 SH       Sole      8        9885            0            0
PROSHARES TR                   UNIT 74347R628         5503       131674 SH       Sole      8      131674            0            0
PROSHARES TR                   UNIT 74347R636           56          889 SH       Sole      8         889            0            0
PROSHARES TR                   UNIT 74347R644           66         1029 SH       Sole      8        1029            0            0
PROSHARES TR                   UNIT 74347R651          170         8974 SH       Sole      8        8974            0            0
PROSHARES TR                   UNIT 74347R669            6          298 SH       Sole      8         298            0            0
PROSHARES TR                   UNIT 74347R677          252        70845 SH       Sole      8       70845            0            0
PROSHARES TR                   UNIT 74347R693           92         2876 SH       Sole      8        2876            0            0
PROSHARES TR                   UNIT 74347R701          586         8810 SH       Sole      8        8810            0            0
PROSHARES TR                   UNIT 74347R719         1072        40402 SH       Sole      8       40402            0            0
PROSHARES TR                   UNIT 74347R743         2796       724226 SH       Sole      8      724226            0            0
PROSHARES TR                   UNIT 74347R776          636        36328 SH       Sole      8       36328            0            0
PROSHARES TR                   UNIT 74347R834          284         6687 SH       Sole      8        6687            0            0
PROSHARES TR                   UNIT 74347R842         2204       114453 SH       Sole      8      114453            0            0
PROSHARES TR                   UNIT 74347R859           80         2109 SH       Sole      8        2109            0            0
PROSHARES TR                   UNIT 74347R867         3686        76957 SH       Sole      8       76957            0            0
PROSHARES TR                   UNIT 74347R875        14477       452132 SH       Sole      8      452132            0            0
PROSHARES TR                   UNIT 74347R883        22920       414231 SH       Sole      8      414231            0            0
PROSHARES TR                   OPT  74347R297         2720        53399 SH  Call Defined   9           0        53399            0
PROSHARES TR                   UNIT 74347R297          252         4945 SH       Sole      9        4945            0            0
PROSHARES TR                   UNIT 74347R354          606        28800 SH       Sole      9       28800            0            0
PROSHARES TR II                OPT  74347W700          521        34100 SH  Call Defined   8           0        34100            0
PROSHARES TR II                OPT  74347W700         -186       -12200 SH  Put  Defined   8           0       -12200            0
PROSHARES TR II                OPT  74347W833          108        11500 SH  Call Defined   8           0        11500            0
PROSHARES TR II                OPT  74347W833         -156       -16700 SH  Put  Defined   8           0       -16700            0
PROSHARES TR II                OPT  74347W841         1053        26000 SH  Call Defined   8           0        26000            0
PROSHARES TR II                OPT  74347W841        -2117       -52300 SH  Put  Defined   8           0       -52300            0
PROSHARES TR II                UNIT 74347W502           66         5000 SH       Sole      8        5000            0            0
PROSHARES TR II                UNIT 74347W601            9          257 SH       Sole      8         257            0            0
PROSHARES TR II                UNIT 74347W700           27         1790 SH       Sole      8        1790            0            0
PROSHARES TR II                UNIT 74347W809           58         3458 SH       Sole      8        3458            0            0
PROSHARES TR II                UNIT 74347W833           98        10450 SH       Sole      8       10450            0            0
PROSPECT CAPITAL CORPORATION   COM  74348T102          352        38233 SH       Defined  31       38233            0            0
PROSPERITY BANCSHARES INC      COM  743606105          887        29727 SH       Sole      8       29727            0            0
PROTALIX BIOTHERAPEUTICS INC   COM  74365A101            1          259 SH       Sole      8         259            0            0
PROTECTION ONE INC             COM  743663403          158        36800 SH       Sole      8       36800            0            0
PROTECTIVE LIFE CORP           COM  743674103            0           43 SH       Sole      8          43            0            0
PROTECTIVE LIFE CORP           OPT  743674103          401        35000 SH  Call Defined   8           0        35000            0
PROTECTIVE LIFE CORP           OPT  743674103        -1630      -142500 SH  Put  Defined   8           0      -142500            0
PROTECTIVE LIFE CORP           COM  743674103           26         2315 SH       Sole      9        2315            0            0
PROTECTIVE LIFE CORP           COM  743674103           33         2877 SH       Defined  32        2877            0            0
PROVIDENCE SVC CORP            COM  743815102            1           77 SH       Sole      8          77            0            0
PROVIDENCE SVC CORP            COM  743815102          256        23400 SH       Defined  31       23400            0            0
PROVIDENT ENERGY TR            COM  74386K104           47         9568 SH       Sole      8        9568            0            0
PROVIDENT ENERGY TR            OPT  74386K104           71        14300 SH  Call Defined   8           0        14300            0
PROVIDENT ENERGY TR            OPT  74386K104          -83       -16900 SH  Put  Defined   8           0       -16900            0
PROVIDENT ENERGY TR            COM  74386K104           11         2300 SH       Sole      9        2300            0            0
PROVIDENT ENERGY TR            COM  74386K104         2834       576000 SH       Defined  31      576000            0            0
PROVIDENT FINL SVCS INC        COM  74386T105          156        17147 SH       Sole      8       17147            0            0
PROVIDENT NEW YORK BANCORP     COM  744028101          187        23000 SH       Sole      8       23000            0            0
PRUDENTIAL BANCORP INC PA      COM  744319104            0           23 SH       Sole      8          23            0            0
PRUDENTIAL FINL INC            COM  744320102        12804       344017 SH       Sole      8      344017            0            0
PRUDENTIAL FINL INC            OPT  744320102        10322       277300 SH  Call Defined   8           0       277300            0
PRUDENTIAL FINL INC            OPT  744320102       -15587      -418800 SH  Put  Defined   8           0      -418800            0
PRUDENTIAL FINL INC            COM  744320102          254         6824 SH       Sole      9        6824            0            0
PRUDENTIAL FINL INC            COM  744320102        21027       564946 SH       Defined  31      564946            0            0
PRUDENTIAL FINL INC            COM  744320102         1255        33705 SH       Defined  32       33705            0            0
PRUDENTIAL PLC                 COM  74435K204          629        46010 SH       Defined  31       46010            0            0
PS BUSINESS PKS INC CALIF      COM  69360J107           58         1195 SH       Sole      8        1195            0            0
PS BUSINESS PKS INC CALIF      COM  69360J107          306         6323 SH       Sole      9        6323            0            0
PS BUSINESS PKS INC CALIF      COM  69360J107         2016        41617 SH       Defined  31       41617            0            0
PSS WORLD MED INC              COM  69366A100           50         2673 SH       Sole      8        2673            0            0
PSYCHIATRIC SOLUTIONS INC      COM  74439H108            8          342 SH       Sole      8         342            0            0
PSYCHIATRIC SOLUTIONS INC      OPT  74439H108         1176        51700 SH  Call Defined   8           0        51700            0
PSYCHIATRIC SOLUTIONS INC      OPT  74439H108         -454       -20000 SH  Put  Defined   8           0       -20000            0
PT INDOSAT TBK                 COM  744383100          158         6485 SH       Defined  31        6485            0            0
PUBLIC STORAGE                 COM  74460D109         4843        73954 SH       Sole      8       73954            0            0
PUBLIC STORAGE                 OPT  74460D109         2587        39500 SH  Call Defined   8           0        39500            0
PUBLIC STORAGE                 OPT  74460D109        -1951       -29800 SH  Put  Defined   8           0       -29800            0
PUBLIC STORAGE                 COM  74460D109         3354        51219 SH       Sole      9       51219            0            0
PUBLIC STORAGE                 COM  74460D109        28872       440934 SH       Defined  31      440934            0            0
PUBLIC STORAGE                 COM  74460D109          749        11431 SH       Defined  32       11431            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106            2           60 SH       Sole      1          60            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106         8803       269780 SH       Sole      8      269780            0            0
PUBLIC SVC ENTERPRISE GROUP    OPT  744573106         4239       129900 SH  Call Defined   8           0       129900            0
PUBLIC SVC ENTERPRISE GROUP    OPT  744573106        -3432      -105200 SH  Put  Defined   8           0      -105200            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106          556        17039 SH       Sole      9       17039            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106           88         2700 SH       Defined  32        2700            0            0
PULTE HOMES INC                COM  745867101          110        12500 SH       Sole      1       12500            0            0
PULTE HOMES INC                COM  745867101         1408       159530 SH       Sole      8      159530            0            0
PULTE HOMES INC                OPT  745867101         1815       205500 SH  Call Defined   8           0       205500            0
PULTE HOMES INC                OPT  745867101        -1441      -163200 SH  Put  Defined   8           0      -163200            0
PULTE HOMES INC                COM  745867101          559        63298 SH       Sole      9       63298            0            0
PUTMAN HIGH INCOME SEC FUND    UNIT 746779107            1          188 SH       Sole      8         188            0            0
PUTNAM MANAGED MUN INCOM TR    UNIT 746823103            1          205 SH       Sole      8         205            0            0
PUTNAM MASTER INTER INCOME T   COM  746909100            1          199 SH       Sole      8         199            0            0
PZENA INVESTMENT MGMT INC      COM  74731Q103            0           58 SH       Sole      8          58            0            0
QAD INC                        COM  74727D108            0           96 SH       Sole      8          96            0            0
QC HLDGS INC                   COM  74729T101            0           26 SH       Sole      8          26            0            0
QIAGEN N V                     COM  N72482107           17          941 SH       Sole      8         941            0            0
QIAGEN N V                     COM  N72482107          558        30000 SH       Sole      9       30000            0            0
QLOGIC CORP                    COM  747277101         5393       425304 SH       Sole      8      425304            0            0
QLOGIC CORP                    OPT  747277101          567        44700 SH  Call Defined   8           0        44700            0
QLOGIC CORP                    OPT  747277101        -2760      -217700 SH  Put  Defined   8           0      -217700            0
QLOGIC CORP                    COM  747277101          114         8956 SH       Sole      9        8956            0            0
QLOGIC CORP                    COM  747277101          126         9903 SH       Defined  32        9903            0            0
QLT INC                        COM  746927102            7         3472 SH       Sole      8        3472            0            0
QLT INC                        OPT  746927102           -4        -1900 SH  Put  Defined   8           0        -1900            0
QLT INC                        COM  746927102            6         2932 SH       Defined  31        2932            0            0
QUAKER CHEM CORP               COM  747316107            9          654 SH       Sole      8         654            0            0
QUAKER CHEM CORP               COM  747316107         1249        94000 SH       Defined  31       94000            0            0
QUALCOMM INC                   COM  747525103        61864      1368673 SH       Sole      8     1368673            0            0
QUALCOMM INC                   OPT  747525103        73469      1625400 SH  Call Defined   8           0      1625400            0
QUALCOMM INC                   OPT  747525103       -77355     -1711400 SH  Put  Defined   8           0     -1711400            0
QUALCOMM INC                   COM  747525103         1136        25125 SH       Sole      9       25125            0            0
QUALCOMM INC                   COM  747525103         6330       140050 SH       Defined  32      140050            0            0
QUALITY SYS INC                COM  747582104          261         4574 SH       Sole      8        4574            0            0
QUALITY SYS INC                OPT  747582104         2034        35700 SH  Call Defined   8           0        35700            0
QUALITY SYS INC                OPT  747582104        -2329       -40900 SH  Put  Defined   8           0       -40900            0
QUANEX BUILDING PRODUCTS COR   COM  747619104           42         3726 SH       Sole      8        3726            0            0
QUANEX BUILDING PRODUCTS COR   COM  747619104          249        22200 SH       Sole      9       22200            0            0
QUANTA SVCS INC                COM  74762E102         2495       107860 SH       Sole      8      107860            0            0
QUANTA SVCS INC                OPT  74762E102         2552       110300 SH  Call Defined   8           0       110300            0
QUANTA SVCS INC                OPT  74762E102        -1022       -44200 SH  Put  Defined   8           0       -44200            0
QUANTA SVCS INC                COM  74762E102         1157        50000 SH       Sole      9       50000            0            0
QUANTA SVCS INC                COM  74762E102           18          765 SH       Defined  32         765            0            0
QUANTUM CORP                   COM  747906204           16        18830 SH       Sole      8       18830            0            0
QUANTUM CORP                   COM  747906204          473       569350 SH       Defined  31      569350            0            0
QUANTUM FUEL SYS TECH WORLDW   COM  74765E109            1         1900 SH       Sole      8        1900            0            0
QUANTUM FUEL SYS TECH WORLDW   COM  74765E109          153       198128 SH       Sole      9      198128            0            0
QUANTUM FUEL SYS TECH WORLDW   COM  74765E109           90       116128 SH       Defined  31      116128            0            0
QUEST DIAGNOSTICS INC          COM  74834L100         5891       104395 SH       Sole      8      104395            0            0
QUEST DIAGNOSTICS INC          OPT  74834L100         1304        23100 SH  Call Defined   8           0        23100            0
QUEST DIAGNOSTICS INC          OPT  74834L100        -1754       -31100 SH  Put  Defined   8           0       -31100            0
QUEST DIAGNOSTICS INC          COM  74834L100          349         6191 SH       Sole      9        6191            0            0
QUEST DIAGNOSTICS INC          COM  74834L100          771        13660 SH       Defined  32       13660            0            0
QUEST SOFTWARE INC             COM  74834T103            6          428 SH       Sole      8         428            0            0
QUEST SOFTWARE INC             OPT  74834T103          440        31500 SH  Call Defined   8           0        31500            0
QUEST SOFTWARE INC             OPT  74834T103         -160       -11500 SH  Put  Defined   8           0       -11500            0
QUEST SOFTWARE INC             COM  74834T103         1991       142809 SH       Sole      9      142809            0            0
QUEST SOFTWARE INC             COM  74834T103           14          981 SH       Defined  31         981            0            0
QUESTAR CORP                   COM  748356102         3006        96777 SH       Sole      8       96777            0            0
QUESTAR CORP                   OPT  748356102          463        14900 SH  Call Defined   8           0        14900            0
QUESTAR CORP                   OPT  748356102         -602       -19400 SH  Put  Defined   8           0       -19400            0
QUESTAR CORP                   COM  748356102          384        12372 SH       Sole      9       12372            0            0
QUESTAR CORP                   COM  748356102        30526       982800 SH       Defined  31      982800            0            0
QUESTAR CORP                   COM  748356102          186         5989 SH       Defined  32        5989            0            0
QUESTCOR PHARMACEUTICALS INC   COM  74835Y101           43         8596 SH       Sole      8        8596            0            0
QUESTCOR PHARMACEUTICALS INC   OPT  74835Y101           28         5500 SH  Call Defined   8           0         5500            0
QUESTCOR PHARMACEUTICALS INC   OPT  74835Y###          -##        -#### SH  Put  Defined   8           0        -4700            0
QUESTCOR PHARMACEUTICALS INC   COM  74835Y101            8         1540 SH       Defined  31        1540            0            0
QUICKSILVER RESOURCES INC      COM  74837R104         1522       163870 SH       Sole      8      163870            0            0
QUICKSILVER RESOURCES INC      OPT  74837R104         1738       187000 SH  Call Defined   8           0       187000            0
QUICKSILVER RESOURCES INC      OPT  74837R104         -853       -91900 SH  Put  Defined   8           0       -91900            0
QUICKSILVER RESOURCES INC      COM  74837R104           39         4200 SH       Sole      9        4200            0            0
QUICKSILVER RESOURCES INC      COM  74837R104         1669       179608 SH       Defined  31      179608            0            0
QUICKSILVER RESOURCES INC      COM  74837R104           58         6195 SH       Defined  32        6195            0            0
QUIDEL CORP                    COM  74838J101          290        19941 SH       Sole      8       19941            0            0
QUIDEL CORP                    OPT  74838J101          111         7600 SH  Call Defined   8           0         7600            0
QUIDEL CORP                    OPT  74838J101         -203       -14000 SH  Put  Defined   8           0       -14000            0
QUIKSILVER INC                 COM  74838C106           56        30268 SH       Sole      8       30268            0            0
QUIKSILVER INC                 OPT  74838C106           25        13100 SH  Call Defined   8           0        13100            0
QUIKSILVER INC                 OPT  74838C106          -46       -25200 SH  Put  Defined   8           0       -25200            0
QUIKSILVER INC                 COM  74838C106            8         4475 SH       Defined  31        4475            0            0
QWEST COMMUNICATIONS INTL IN   BOND 749121BY4        13874        14085 PRN      Sole      8    14085000            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109         3347       806466 SH       Sole      8      806466            0            0
QWEST COMMUNICATIONS INTL IN   OPT  749121109         1484       357500 SH  Call Defined   8           0       357500            0
QWEST COMMUNICATIONS INTL IN   OPT  749121109        -3118      -751500 SH  Put  Defined   8           0      -751500            0
QWEST COMMUNICATIONS INTL IN   COM  749121109           53        12683 SH       Sole      9       12683            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109          330        79476 SH       Defined  32       79476            0            0
RACKSPACE HOSTING INC          COM  750086100           48         3484 SH       Sole      8        3484            0            0
RADIAN GROUP INC               COM  750236101          544       200000 SH       Sole      9      200000            0            0
RADIAN GROUP INC               COM  750236101            8         3008 SH       Defined  31        3008            0            0
RADIANT SYSTEMS INC            COM  75025N102           34         4050 SH       Sole      8        4050            0            0
RADIANT SYSTEMS INC            COM  75025N102           94        11313 SH       Defined  31       11313            0            0
RADIOSHACK CORP                COM  750438103         1930       138258 SH       Sole      8      138258            0            0
RADIOSHACK CORP                OPT  750438103         2802       200700 SH  Call Defined   8           0       200700            0
RADIOSHACK CORP                OPT  750438103        -2740      -196300 SH  Put  Defined   8           0      -196300            0
RADIOSHACK CORP                COM  750438103          532        38119 SH       Sole      9       38119            0            0
RADIOSHACK CORP                COM  750438103         6352       455039 SH       Defined  31      455039            0            0
RADIOSHACK CORP                COM  750438103           48         3414 SH       Defined  32        3414            0            0
RADISYS CORP                   COM  750459109           16         1774 SH       Sole      8        1774            0            0
RADNET INC                     COM  750491102            0          202 SH       Sole      8         202            0            0
RADNET INC                     COM  750491102           82        36422 SH       Defined  31       36422            0            0
RAE SYS INC                    COM  75061P102            0          305 SH       Sole      8         305            0            0
RAIT FINANCIAL TRUST           COM  749227104            7         4961 SH       Sole      8        4961            0            0
RAIT FINANCIAL TRUST           OPT  749227104            8         5200 SH  Call Defined   8           0         5200            0
RAIT FINANCIAL TRUST           OPT  749227104           -9        -7100 SH  Put  Defined   8           0        -7100            0
RALCORP HLDGS INC NEW          COM  751028101         4113        67521 SH       Sole      8       67521            0            0
RALCORP HLDGS INC NEW          OPT  751028101        -5677       -93200 SH  Put  Defined   8           0       -93200            0
RAM ENERGY RESOURCES INC       COM  75130P109          223       278838 SH       Sole      8      278838            0            0
RAMBUS INC DEL                 COM  750917106          582        37640 SH       Sole      8       37640            0            0
RAMBUS INC DEL                 OPT  750917106         6577       425100 SH  Call Defined   8           0       425100            0
RAMBUS INC DEL                 OPT  750917106        -3115      -201400 SH  Put  Defined   8           0      -201400            0
RAMBUS INC DEL                 COM  750917106          800        51735 SH       Sole      9       51735            0            0
RAMBUS INC DEL                 OPT  750917106            0            0 SH  Call Defined   9           0            0            0
RAMBUS INC DEL                 OPT  750917106            0            0 SH  Put  Defined   9           0            0            0
RAMBUS INC DEL                 COM  750917106         3864       249804 SH       Defined  31      249804            0            0
RAMBUS INC DEL                 COM  750917106           85         5517 SH       Defined  32        5517            0            0
RAMCO-GERSHENSON PPTYS TR      COM  751452202           76         7613 SH       Sole      9        7613            0            0
RANDGOLD RES LTD               COM  752344309         1055        16433 SH       Sole      8       16433            0            0
RANDGOLD RES LTD               OPT  752344309         9928       154700 SH  Call Defined   8           0       154700            0
RANDGOLD RES LTD               OPT  752344309        -5999       -93500 SH  Put  Defined   8           0       -93500            0
RANDGOLD RES LTD               COM  752344309         2836        44200 SH       Defined  31       44200            0            0
RANGE RES CORP                 COM  75281A109         3830        92501 SH       Sole      8       92501            0            0
RANGE RES CORP                 OPT  75281A109         6738       162700 SH  Call Defined   8           0       162700            0
RANGE RES CORP                 OPT  75281A109        -4799      -115900 SH  Put  Defined   8           0      -115900            0
RANGE RES CORP                 COM  75281A109           78         1883 SH       Sole      9        1883            0            0
RANGE RES CORP                 COM  75281A109          248         5993 SH       Defined  32        5993            0            0
RASER TECHNOLOGIES INC         COM  754055101           13         4751 SH       Sole      8        4751            0            0
RASER TECHNOLOGIES INC         COM  754055101           18         6326 SH       Sole      9        6326            0            0
RAVEN INDS INC                 COM  754212108            3          122 SH       Sole      8         122            0            0
RAYMOND JAMES FINANCIAL INC    COM  754730109          156         9063 SH       Sole      8        9063            0            0
RAYMOND JAMES FINANCIAL INC    COM  754730109          841        48875 SH       Defined  31       48875            0            0
RAYMOND JAMES FINANCIAL INC    COM  754730109           23         1331 SH       Defined  32        1331            0            0
RAYONIER INC                   COM  754907103           88         2404 SH       Sole      8        2404            0            0
RAYONIER INC                   OPT  754907103         2152        59200 SH  Call Defined   8           0        59200            0
RAYONIER INC                   OPT  754907103         -654       -18000 SH  Put  Defined   8           0       -18000            0
RAYONIER INC                   COM  754907103        13375       367950 SH       Defined  31      367950            0            0
RAYONIER INC                   COM  754907103           85         2340 SH       Defined  32        2340            0            0
RAYTHEON CO                    COM  755111507         9489       213579 SH       Sole      8      213579            0            0
RAYTHEON CO                    OPT  755111507         7989       179800 SH  Call Defined   8           0       179800            0
RAYTHEON CO                    OPT  755111507        -5749      -129400 SH  Put  Defined   8           0      -129400            0
RAYTHEON CO                    COM  755111507          541        12183 SH       Sole      9       12183            0            0
RAYTHEON CO                    COM  755111507        25836       581503 SH       Defined  31      581503            0            0
RAYTHEON CO                    COM  755111507         1423        32030 SH       Defined  32       32030            0            0
RBC BEARINGS INC               COM  75524B104            7          363 SH       Sole      8         363            0            0
RBC BEARINGS INC               COM  75524B104         1190        58200 SH       Defined  31       58200            0            0
RC2 CORP                       COM  749388104            9          660 SH       Sole      8         660            0            0
RC2 CORP                       COM  749388104          121         9178 SH       Defined  31        9178            0            0
RCN CORP                       COM  749361200            2          282 SH       Sole      8         282            0            0
RCN CORP                       COM  749361200           11         1868 SH       Defined  31        1868            0            0
READING INTERNATIONAL INC      COM  755408101          148        32617 SH       Sole      8       32617            0            0
REALNETWORKS INC               COM  75605L104            1          365 SH       Sole      8         365            0            0
REALNETWORKS INC               OPT  75605L104           73        24400 SH  Call Defined   8           0        24400            0
REALNETWORKS INC               OPT  75605L###          -##        -#### SH  Put  Defined   8           0        -6100            0
REALNETWORKS INC               COM  75605L104          271        90498 SH       Defined  31       90498            0            0
REALTY INCOME CORP             COM  756109104         2418       110329 SH       Sole      8      110329            0            0
REALTY INCOME CORP             COM  756109104          110         5000 SH       Sole      9        5000            0            0
REALTY INCOME CORP             COM  756109104         1912        87242 SH       Defined  31       87242            0            0
REALTY INCOME CORP             COM  756109104           14          657 SH       Defined  32         657            0            0
RED HAT INC                    COM  756577102          675        33531 SH       Sole      8       33531            0            0
RED HAT INC                    OPT  756577102         5202       258400 SH  Call Defined   8           0       258400            0
RED HAT INC                    OPT  756577102        -1632       -81100 SH  Put  Defined   8           0       -81100            0
RED HAT INC                    COM  756577102          201         9979 SH       Defined  32        9979            0            0
RED LION HOTELS CORP           COM  756764106            2          400 SH       Sole      8         400            0            0
RED ROBIN GOURMET BURGERS IN   COM  75689M101           21         1138 SH       Sole      8        1138            0            0
RED ROBIN GOURMET BURGERS IN   OPT  75689M101          535        28500 SH  Call Defined   8           0        28500            0
RED ROBIN GOURMET BURGERS IN   OPT  75689M101         -125        -6700 SH  Put  Defined   8           0        -6700            0
REDDY ICE HLDGS INC            COM  75734R105           49        29600 SH       Sole      8       29600            0            0
REDDY ICE HLDGS INC            COM  75734R105           42        25178 SH       Sole      9       25178            0            0
REDDY ICE HLDGS INC            COM  75734R105          110        66700 SH       Defined  31       66700            0            0
REDWOOD TR INC                 COM  758075402            7          458 SH       Sole      8         458            0            0
REDWOOD TR INC                 COM  758075402         4915       333000 SH       Defined  31      333000            0            0
REDWOOD TR INC                 COM  758075402           18         1231 SH       Defined  32        1231            0            0
REED ELSEVIER N V              COM  758204200         2260       102600 SH       Defined  31      102600            0            0
REED ELSEVIER P L C            COM  758205207         1744        58500 SH       Defined  31       58500            0            0
REGAL BELOIT CORP              COM  758750103           45         1126 SH       Sole      8        1126            0            0
REGAL BELOIT CORP              COM  758750103           10          245 SH       Defined  32         245            0            0
REGAL ENTMT GROUP              COM  758766109          517        38929 SH       Sole      8       38929            0            0
REGAL ENTMT GROUP              OPT  758766109        -1869      -140700 SH  Put  Defined   8           0      -140700            0
REGAL ENTMT GROUP              COM  758766109          298        22400 SH       Defined  31       22400            0            0
REGAL ENTMT GROUP              COM  758766109           64         4805 SH       Defined  32        4805            0            0
REGENCY CTRS CORP              COM  758849103           73         2103 SH       Sole      8        2103            0            0
REGENCY CTRS CORP              COM  758849103          287         8226 SH       Sole      9        8226            0            0
REGENERON PHARMACEUTICALS      COM  75886F107           95         5328 SH       Sole      8        5328            0            0
REGENERON PHARMACEUTICALS      OPT  75886F107         1047        58400 SH  Call Defined   8           0        58400            0
REGENERON PHARMACEUTICALS      OPT  75886F107         -498       -27800 SH  Put  Defined   8           0       -27800            0
REGENERON PHARMACEUTICALS      COM  75886F107            2          106 SH       Defined  31         106            0            0
REGIONAL BK HOLDRS TR          OPT  75902E100         1441        21700 SH  Call Defined   8           0        21700            0
REGIONAL BK HOLDRS TR          OPT  75902E100        -1771       -26700 SH  Put  Defined   8           0       -26700            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100         3759       930383 SH       Sole      8      930383            0            0
REGIONS FINANCIAL CORP NEW     OPT  7591EP100         1246       308400 SH  Call Defined   8           0       308400            0
REGIONS FINANCIAL CORP NEW     OPT  7591EP100        -2180      -539800 SH  Put  Defined   8           0      -539800            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100          239        59185 SH       Sole      9       59185            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100          207        51338 SH       Defined  32       51338            0            0
REGIS CORP MINN                COM  758932107           10          582 SH       Sole      8         582            0            0
REHABCARE GROUP INC            COM  759148109           58         2412 SH       Sole      8        2412            0            0
REHABCARE GROUP INC            COM  759148109          653        27274 SH       Defined  31       27274            0            0
REINSURANCE GROUP AMER INC     COM  759351604           65         1857 SH       Sole      8        1857            0            0
REINSURANCE GROUP AMER INC     COM  759351604           49         1396 SH       Defined  32        1396            0            0
RELIANCE STEEL & ALUMINUM CO   COM  759509102          715        18614 SH       Sole      8       18614            0            0
RELIANCE STEEL & ALUMINUM CO   OPT  759509102          480        12500 SH  Call Defined   8           0        12500            0
RELIANCE STEEL & ALUMINUM CO   OPT  759509102        -1247       -32500 SH  Put  Defined   8           0       -32500            0
RELIANCE STEEL & ALUMINUM CO   COM  759509102           37          974 SH       Sole      9         974            0            0
RELIANCE STEEL & ALUMINUM CO   COM  759509102           28          723 SH       Defined  32         723            0            0
RENAISSANCE LEARNING INC       COM  75968L105            0           48 SH       Sole      8          48            0            0
RENAISSANCERE HOLDINGS LTD     COM  G7496G103           84         1796 SH       Sole      8        1796            0            0
RENASANT CORP                  COM  75970E107            5          300 SH       Sole      8         300            0            0
RENESOLA LTD                   COM  75971T103          291        51688 SH       Sole      8       51688            0            0
RENESOLA LTD                   OPT  75971T103          131        23200 SH  Call Defined   8           0        23200            0
RENESOLA LTD                   OPT  75971T103         -123       -21900 SH  Put  Defined   8           0       -21900            0
RENT A CTR INC NEW             COM  76009N100            0           11 SH       Sole      8          11            0            0
RENT A CTR INC NEW             OPT  76009N100         1183        66300 SH  Call Defined   8           0        66300            0
RENT A CTR INC NEW             OPT  76009N###          -##        -#### SH  Put  Defined   8           0        -4900            0
RENT A CTR INC NEW             COM  76009N100          559        31363 SH       Sole      9       31363            0            0
RENT A CTR INC NEW             COM  76009N100           15          853 SH       Defined  32         853            0            0
RENTECH INC                    COM  760112102          171       300318 SH       Sole      8      300318            0            0
RENTRAK CORP                   COM  760174102            3          169 SH       Sole      8         169            0            0
REPLIGEN CORP                  COM  759916109            4          729 SH       Sole      8         729            0            0
REPROS THERAPEUTICS INC        COM  76028H100            2          263 SH       Sole      8         263            0            0
REPROS THERAPEUTICS INC        OPT  76028H100           64         8900 SH  Call Defined   8           0         8900            0
REPROS THERAPEUTICS INC        OPT  76028H100         -145       -20200 SH  Put  Defined   8           0       -20200            0
REPROS THERAPEUTICS INC        COM  76028H100           13         1800 SH       Defined  31        1800            0            0
REPSOL YPF S A                 COM  76026T205            4          165 SH       Sole      8         165            0            0
REPSOL YPF S A                 COM  76026T205         6757       302200 SH       Defined  31      302200            0            0
REPUBLIC AWYS HLDGS INC        COM  760276105           30         4652 SH       Sole      8        4652            0            0
REPUBLIC AWYS HLDGS INC        COM  760276105          698       106946 SH       Defined  31      106946            0            0
REPUBLIC BANCORP KY            COM  760281204            0            5 SH       Sole      8           5            0            0
REPUBLIC SVCS INC              COM  760759100         4585       187850 SH       Sole      8      187850            0            0
REPUBLIC SVCS INC              OPT  760759100          596        24400 SH  Call Defined   8           0        24400            0
REPUBLIC SVCS INC              OPT  760759100         -125        -5125 SH  Put  Defined   8           0        -5125            0
REPUBLIC SVCS INC              COM  760759100         1929        79041 SH       Sole      9       79041            0            0
REPUBLIC SVCS INC              COM  760759100          397        16272 SH       Defined  32       16272            0            0
RES-CARE INC                   COM  760943100           14          965 SH       Sole      8         965            0            0
RES-CARE INC                   COM  760943100          132         9224 SH       Defined  31        9224            0            0
RESEARCH IN MOTION LTD         COM  760975102        15354       215988 SH       Sole      8      215988            0            0
RESEARCH IN MOTION LTD         OPT  760975102        81996      1153400 SH  Call Defined   8           0      1153400            0
RESEARCH IN MOTION LTD         OPT  760975102       -91805     -1291400 SH  Put  Defined   8           0     -1291400            0
RESEARCH IN MOTION LTD         COM  760975102         1534        21582 SH       Sole      9       21582            0            0
RESEARCH IN MOTION LTD         COM  760975102        33109       465740 SH       Defined  31      465740            0            0
RESMED INC                     COM  761152107          104         2547 SH       Sole      8        2547            0            0
RESMED INC                     OPT  761152107          436        10700 SH  Call Defined   8           0        10700            0
RESMED INC                     OPT  761152107         -187        -4600 SH  Put  Defined   8           0        -4600            0
RESMED INC                     GDR  761152107          317         7774 SH       Sole      9       77736            0            0
RESMED INC                     COM  761152107          175         4305 SH       Defined  32        4305            0            0
RESOURCE CAP CORP              COM  76120W302          337       105300 SH       Defined  31      105300            0            0
RESOURCES CONNECTION INC       COM  76122Q105           10          594 SH       Sole      8         594            0            0
RESOURCES CONNECTION INC       OPT  76122Q105           54         3100 SH  Call Defined   8           0         3100            0
RESOURCES CONNECTION INC       OPT  76122Q###          -##        -#### SH  Put  Defined   8           0        -1000            0
RESOURCES CONNECTION INC       COM  76122Q105           10          578 SH       Defined  32         578            0            0
RETAIL HOLDRS TR               OPT  76127U101        49543       639500 SH  Call Defined   8           0       639500            0
RETAIL HOLDRS TR               OPT  76127U101      -104584     -1350000 SH  Put  Defined   8           0     -1350000            0
RETAIL HOLDRS TR               UNIT 76127U101       152503      1968539 SH       Sole      8     1968539            0            0
RETAIL HOLDRS TR               UNIT 76127U101         6585        85000 SH       Sole     34       85000            0            0
RETAIL VENTURES INC            COM  76128Y102           14         6200 SH       Sole      8        6200            0            0
RETAIL VENTURES INC            COM  76128Y102          585       268300 SH       Defined  31      268300            0            0
REVLON INC                     COM  761525609            0           70 SH       Sole      8          70            0            0
REWARDS NETWORK INC            COM  761557107            6         1670 SH       Sole      8        1670            0            0
REX ENERGY CORPORATION         COM  761565100            1          140 SH       Sole      8         140            0            0
REX STORES CORP                COM  761624105            1          136 SH       Sole      8         136            0            0
REXAHN PHARMACEUTICALS INC     COM  761640101           44        52900 SH       Sole      8       52900            0            0
REYNOLDS AMERICAN INC          COM  761713106         5818       150645 SH       Sole      8      150645            0            0
REYNOLDS AMERICAN INC          OPT  761713106         2522        65300 SH  Call Defined   8           0        65300            0
REYNOLDS AMERICAN INC          OPT  761713106        -4306      -111500 SH  Put  Defined   8           0      -111500            0
REYNOLDS AMERICAN INC          COM  761713106        12865       333128 SH       Sole      9      333128            0            0
REYNOLDS AMERICAN INC          OPT  761713106          327         8452 SH  Call Defined   9           0         8452            0
REYNOLDS AMERICAN INC          OPT  761713106         -977       -25317 SH  Put  Defined   9           0       -25317            0
REYNOLDS AMERICAN INC          COM  761713106         7505       194323 SH       Defined  31      194323            0            0
REYNOLDS AMERICAN INC          COM  761713106          291         7540 SH       Defined  32        7540            0            0
REYNOLDS AMERICAN INC          COM  761713106        28965       750000 SH       Sole     59      750000            0            0
RF MICRODEVICES INC            BOND 749941AE0          198          200 PRN      Sole      8      200000            0            0
RF MICRODEVICES INC            COM  749941100           30         7881 SH       Sole      8        7881            0            0
RF MICRODEVICES INC            OPT  749941100          481       127700 SH  Call Defined   8           0       127700            0
RF MICRODEVICES INC            OPT  749941100         -121       -32200 SH  Put  Defined   8           0       -32200            0
RF MICRODEVICES INC            COM  749941100         3260       867017 SH       Defined  31      867017            0            0
RHI ENTMT INC DEL              COM  74957T104          245        76900 SH       Sole      8       76900            0            0
RICKS CABARET INTL INC         COM  765641303          239        39256 SH       Sole      8       39256            0            0
RIGEL PHARMACEUTICALS INC      COM  766559603           16         1313 SH       Sole      8        1313            0            0
RIGEL PHARMACEUTICALS INC      OPT  766559603         2743       226300 SH  Call Defined   8           0       226300            0
RIGEL PHARMACEUTICALS INC      OPT  766559603        -2367      -195300 SH  Put  Defined   8           0      -195300            0
RIGHTNOW TECHNOLOGIES INC      COM  76657R106           62         5268 SH       Sole      8        5268            0            0
RIGHTNOW TECHNOLOGIES INC      COM  76657R106          120        10200 SH       Defined  31       10200            0            0
RIO TINTO PLC                  COM  767204100        11722        71529 SH       Sole      8       71529            0            0
RIO TINTO PLC                  OPT  767204100        10865        66300 SH  Call Defined   8           0        66300            0
RIO TINTO PLC                  OPT  767204100       -19680      -120100 SH  Put  Defined   8           0      -120100            0
RIO TINTO PLC                  ADR  767204100           41          253 SH       Sole      9         253            0            0
RISKMETRICS GROUP INC          COM  767735103            8          466 SH       Sole      8         466            0            0
RISKMETRICS GROUP INC          COM  767735103         4093       231750 SH       Sole     34      231750            0            0
RITCHIE BROS AUCTIONEERS       COM  767744105            9          400 SH       Sole      9         400            0            0
RITCHIE BROS AUCTIONEERS       COM  767744105         1173        50000 SH       Sole     34       50000            0            0
RITE AID CORP                  COM  767754104           85        56213 SH       Sole      8       56213            0            0
RITE AID CORP                  OPT  767754104           52        33800 SH  Call Defined   8           0        33800            0
RITE AID CORP                  OPT  767754104         -104       -69400 SH  Put  Defined   8           0       -69400            0
RITE AID CORP                  COM  767754104          786       520560 SH       Defined  31      520560            0            0
RIVERBED TECHNOLOGY INC        COM  768573107           13          543 SH       Sole      8         543            0            0
RIVERBED TECHNOLOGY INC        OPT  768573107         1290        55600 SH  Call Defined   8           0        55600            0
RIVERBED TECHNOLOGY INC        OPT  768573107        -1551       -66900 SH  Put  Defined   8           0       -66900            0
RIVIERA HLDGS CORP             COM  769627100            0          143 SH       Sole      8         143            0            0
RIVIERA HLDGS CORP             COM  769627100            3         6400 SH       Sole      9        6400            0            0
RLI CORP                       COM  749607107           47         1059 SH       Sole      8        1059            0            0
ROBBINS & MYERS INC            COM  770196103           38         1981 SH       Sole      8        1981            0            0
ROBERT HALF INTL INC           COM  770323103         2192        92792 SH       Sole      8       92792            0            0
ROBERT HALF INTL INC           OPT  770323103          608        25700 SH  Call Defined   8           0        25700            0
ROBERT HALF INTL INC           OPT  770323103           -4         -200 SH  Put  Defined   8           0         -200            0
ROBERT HALF INTL INC           COM  770323103          228         9645 SH       Sole      9        9645            0            0
ROBERT HALF INTL INC           COM  770323103          330        13987 SH       Defined  32       13987            0            0
ROCHESTER MED CORP             COM  771497104            1           73 SH       Sole      8          73            0            0
ROCK-TENN CO                   COM  772739207          162         4255 SH       Sole      8        4255            0            0
ROCKVILLE FINL INC             COM  774186100           15         1400 SH       Sole      8        1400            0            0
ROCKWELL AUTOMATION INC        COM  773903109         2833        88200 SH       Sole      8       88200            0            0
ROCKWELL AUTOMATION INC        OPT  773903109         1391        43300 SH  Call Defined   8           0        43300            0
ROCKWELL AUTOMATION INC        OPT  773903109        -1596       -49700 SH  Put  Defined   8           0       -49700            0
ROCKWELL AUTOMATION INC        COM  773903109          177         5503 SH       Sole      9        5503            0            0
ROCKWELL AUTOMATION INC        COM  773903109          215         6700 SH       Defined  32        6700            0            0
ROCKWELL COLLINS INC           COM  774341101         3984        95471 SH       Sole      8       95471            0            0
ROCKWELL COLLINS INC           OPT  774341101          434        10400 SH  Call Defined   8           0        10400            0
ROCKWELL COLLINS INC           OPT  774341101         -237        -5700 SH  Put  Defined   8           0        -5700            0
ROCKWELL COLLINS INC           COM  774341101          517        12378 SH       Sole      9       12378            0            0
ROCKWELL COLLINS INC           COM  774341101          589        14120 SH       Defined  32       14120            0            0
ROCKWELL MEDICAL TECH          COM  774374102            1          105 SH       Sole      8         105            0            0
ROCKWOOD HLDGS INC             COM  774415103           24         1664 SH       Sole      8        1664            0            0
ROCKWOOD HLDGS INC             COM  774415103           18         1237 SH       Defined  32        1237            0            0
ROFIN SINAR TECHNOLOGIES INC   COM  775043102          262        13097 SH       Sole      8       13097            0            0
ROFIN SINAR TECHNOLOGIES INC   OPT  775043102         -600       -30000 SH  Put  Defined   8           0       -30000            0
ROFIN SINAR TECHNOLOGIES INC   COM  775043102           59         2934 SH       Defined  31        2934            0            0
ROGERS COMMUNICATIONS INC      COM  775109200            5          200 SH       Sole      8         200            0            0
ROGERS COMMUNICATIONS INC      COM  775109200          224         8700 SH       Sole      9        8700            0            0
ROGERS COMMUNICATIONS INC      COM  775109200           21          800 SH       Defined  31         800            0            0
ROGERS CORP                    COM  775133101           67         3334 SH       Sole      8        3334            0            0
ROGERS CORP                    COM  775133101          117         5800 SH       Defined  31        5800            0            0
ROLLINS INC                    COM  775711104           25         1462 SH       Sole      8        1462            0            0
ROMA FINANCIAL CORP            COM  77581P109            0           26 SH       Sole      8          26            0            0
ROMA FINANCIAL CORP            COM  77581P109            6          463 SH       Defined  31         463            0            0
ROPER INDS INC NEW             BOND 776696AA4           13           23 PRN      Sole      8       23000            0            0
ROPER INDS INC NEW             COM  776696106           98         2171 SH       Sole      8        2171            0            0
ROPER INDS INC NEW             COM  776696106          671        14809 SH       Defined  31       14809            0            0
ROPER INDS INC NEW             COM  776696106          186         4103 SH       Defined  32        4103            0            0
ROSETTA RESOURCES INC          COM  777779307           53         6039 SH       Sole      8        6039            0            0
ROSETTA RESOURCES INC          OPT  777779307           21         2300 SH  Call Defined   8           0         2300            0
ROSETTA RESOURCES INC          OPT  777779307           -1         -200 SH  Put  Defined   8           0         -200            0
ROSETTA RESOURCES INC          COM  777779307          907       103512 SH       Defined  31      103512            0            0
ROSETTA STONE INC              COM  777780107            1           48 SH       Sole      8          48            0            0
ROSS STORES INC                COM  778296103         6710       173823 SH       Sole      8      173823            0            0
ROSS STORES INC                OPT  778296103        11117       288000 SH  Call Defined   8           0       288000            0
ROSS STORES INC                OPT  778296103       -45216     -1171400 SH  Put  Defined   8           0     -1171400            0
ROSS STORES INC                COM  778296103          390        10100 SH       Sole      9       10100            0            0
ROSS STORES INC                COM  778296103          236         6105 SH       Defined  31        6105            0            0
ROSS STORES INC                COM  778296103           37          960 SH       Defined  32         960            0            0
ROSTELECOM OPEN JT STK LNG D   ADR  778529107           44         1390 SH       Sole      9        1390            0            0
ROSTELECOM OPEN JT STK LNG D   COM  778529107           19          600 SH       Defined  31         600            0            0
ROWAN COS INC                  COM  779382100         1651        85441 SH       Sole      8       85441            0            0
ROWAN COS INC                  OPT  779382100         2108       109100 SH  Call Defined   8           0       109100            0
ROWAN COS INC                  OPT  779382100         -940       -48700 SH  Put  Defined   8           0       -48700            0
ROWAN COS INC                  COM  779382100          312        16132 SH       Sole      9       16132            0            0
ROWAN COS INC                  COM  779382100         2272       117624 SH       Defined  31      117624            0            0
ROWAN COS INC                  COM  779382100          111         5731 SH       Defined  32        5731            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102            4           89 SH       Sole      8          89            0            0
ROYAL BK CDA MONTREAL QUE      OPT  780087102         5074       124200 SH  Call Defined   8           0       124200            0
ROYAL BK CDA MONTREAL QUE      OPT  780087102        -1584       -38800 SH  Put  Defined   8           0       -38800            0
ROYAL BK CDA MONTREAL QUE      COM  780087102         6197       151706 SH       Sole      9      151706            0            0
ROYAL BK SCOTLAND GROUP PLC    COM  780097689          761        59607 SH       Defined  31       59607            0            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103          106         7859 SH       Sole      8        7859            0            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103         1124        83000 SH       Sole      9       83000            0            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103         7786       575000 SH       Sole     34      575000            0            0
ROYAL DUTCH SHELL PLC          ADR  780259206           99         1970 SH       Sole      8        1970            0            0
ROYAL DUTCH SHELL PLC          COM  780259107            6          113 SH       Sole      8         113            0            0
ROYAL DUTCH SHELL PLC          ADR  780259206         1606        32000 SH       Sole      9       32000            0            0
ROYAL DUTCH SHELL PLC          COM  780259107         4875        95861 SH       Defined  31       95861            0            0
ROYAL DUTCH SHELL PLC          COM  780259206        21674       431841 SH       Defined  31      431841            0            0
ROYAL GOLD INC                 COM  780287108         7282       174674 SH       Sole      8      174674            0            0
ROYAL GOLD INC                 OPT  780287108         3223        77300 SH  Call Defined   8           0        77300            0
ROYAL GOLD INC                 OPT  780287108        -4185      -100400 SH  Put  Defined   8           0      -100400            0
ROYAL GOLD INC                 COM  780287108          597        14309 SH       Defined  31       14309            0            0
ROYAL GOLD INC                 COM  780287108           23          549 SH       Defined  32         549            0            0
RPC INC                        COM  749660106          135        16122 SH       Sole      8       16122            0            0
RPC INC                        OPT  749660106           86        10200 SH  Call Defined   8           0        10200            0
RPC INC                        OPT  749660106         -115       -13800 SH  Put  Defined   8           0       -13800            0
RPM INTL INC                   COM  749685103          165        11721 SH       Sole      8       11721            0            0
RPM INTL INC                   OPT  749685103           45         3200 SH  Call Defined   8           0         3200            0
RPM INTL INC                   OPT  749685103          -47        -3400 SH  Put  Defined   8           0        -3400            0
RPM INTL INC                   COM  749685103          442        31512 SH       Sole      9       31512            0            0
RPM INTL INC                   COM  749685103           73         5205 SH       Defined  32        5205            0            0
RRI ENERGY INC                 COM  74971X107           64        12684 SH       Sole      8       12684            0            0
RRI ENERGY INC                 OPT  74971X107          351        69900 SH  Call Defined   8           0        69900            0
RRI ENERGY INC                 OPT  74971X107         -159       -31800 SH  Put  Defined   8           0       -31800            0
RRI ENERGY INC                 OPT  74971X107            0            0 SH  Put  Defined   9           0            0            0
RSC HOLDINGS INC               COM  74972L102            8         1149 SH       Sole      8        1149            0            0
RSC HOLDINGS INC               COM  74972L102           22         3200 SH       Defined  31        3200            0            0
RSC HOLDINGS INC               COM  74972L102           10         1418 SH       Defined  32        1418            0            0
RTI BIOLOGICS INC              COM  74975N105            1          146 SH       Sole      8         146            0            0
RTI BIOLOGICS INC              COM  74975N105          115        26789 SH       Defined  31       26789            0            0
RTI INTL METALS INC            COM  74973W107          293        16586 SH       Sole      8       16586            0            0
RTI INTL METALS INC            OPT  74973W107          835        47200 SH  Call Defined   8           0        47200            0
RTI INTL METALS INC            OPT  74973W107         -204       -11600 SH  Put  Defined   8           0       -11600            0
RTI INTL METALS INC            COM  74973W107            8          471 SH       Defined  32         471            0            0
RUBICON MINERALS CORP          COM  780911103          388       130800 SH       Defined  31      130800            0            0
RUBICON TECHNOLOGY INC         COM  78112T107          113         7945 SH       Sole      8        7945            0            0
RUBICON TECHNOLOGY INC         OPT  78112T107            2          100 SH  Call Defined   8           0          100            0
RUBICON TECHNOLOGY INC         OPT  78112T###          -##        -#### SH  Put  Defined   8           0        -1100            0
RUBY TUESDAY INC               COM  781182100           24         3654 SH       Sole      8        3654            0            0
RUBY TUESDAY INC               OPT  781182100          124        18600 SH  Call Defined   8           0        18600            0
RUBY TUESDAY INC               OPT  781182100          -22        -3400 SH  Put  Defined   8           0        -3400            0
RUDDICK CORP                   COM  781258108           14          579 SH       Sole      8         579            0            0
RUDDICK CORP                   COM  781258108           13          540 SH       Defined  32         540            0            0
RUDOLPH TECHNOLOGIES INC       COM  781270103           11         1936 SH       Sole      8        1936            0            0
RUDOLPH TECHNOLOGIES INC       COM  781270103          422        76367 SH       Defined  31       76367            0            0
RUSH ENTERPRISES INC           COM  781846209           48         4154 SH       Sole      8        4154            0            0
RUSS BERRIE & CO               COM  782233100          120        30621 SH       Sole      8       30621            0            0
RUSS BERRIE & CO               COM  782233100            3          800 SH       Defined  31         800            0            0
RUTHS HOSPITALITY GROUP INC    COM  783332109            2          603 SH       Sole      8         603            0            0
RUTHS HOSPITALITY GROUP INC    OPT  783332109           20         5400 SH  Call Defined   8           0         5400            0
RUTHS HOSPITALITY GROUP INC    OPT  783332109           -1         -300 SH  Put  Defined   8           0         -300            0
RYDER SYS INC                  COM  783549108         1118        40026 SH       Sole      8       40026            0            0
RYDER SYS INC                  OPT  783549108          612        21900 SH  Call Defined   8           0        21900            0
RYDER SYS INC                  OPT  783549108         -527       -18900 SH  Put  Defined   8           0       -18900            0
RYDER SYS INC                  COM  783549108           50         1789 SH       Sole      9        1789            0            0
RYDER SYS INC                  COM  783549108           80         2882 SH       Defined  32        2882            0            0
RYDEX ETF TRUST                OPT  78355W106          626        20300 SH  Call Defined   8           0        20300            0
RYDEX ETF TRUST                OPT  78355W106           -6         -200 SH  Put  Defined   8           0         -200            0
RYDEX ETF TRUST                UNIT 78355W106            1           38 SH       Sole      8          38            0            0
RYDEX ETF TRUST                UNIT 78355W205         1904        26856 SH       Sole      8       26856            0            0
RYLAND GROUP INC               COM  783764103           53         3175 SH       Sole      8        3175            0            0
RYLAND GROUP INC               OPT  783764103          721        43000 SH  Call Defined   8           0        43000            0
RYLAND GROUP INC               OPT  783764103         -425       -25400 SH  Put  Defined   8           0       -25400            0
S & P 500 GEARED FD INC        UNIT 78381R105            0           22 SH       Sole      8          22            0            0
S & T BANCORP INC              COM  783859101          369        30380 SH       Sole      8       30380            0            0
S Y BANCORP INC                COM  785060104          238         9836 SH       Sole      8        9836            0            0
S1 CORPORATION                 COM  78463B101            3          404 SH       Sole      8         404            0            0
S1 CORPORATION                 COM  78463B101          333        48101 SH       Defined  31       48101            0            0
SABA SOFTWARE INC              COM  784932600            1          183 SH       Sole      8         183            0            0
SADIA S A                      ADR  786326108         1831       249400 SH       Sole      9      249400            0            0
SADIA S A                      COM  786326108          268        36450 SH       Defined  31       36450            0            0
SAFEGUARD SCIENTIFICS INC      COM  786449108            0          346 SH       Sole      8         346            0            0
SAFEGUARD SCIENTIFICS INC      COM  786449108          204       154272 SH       Defined  31      154272            0            0
SAFETY INS GROUP INC           COM  78648T100          443        14490 SH       Sole      8       14490            0            0
SAFETY INS GROUP INC           COM  78648T100           13          429 SH       Defined  32         429            0            0
SAFEWAY INC                    COM  786514208         5088       249763 SH       Sole      8      249763            0            0
SAFEWAY INC                    OPT  786514208         2231       109500 SH  Call Defined   8           0       109500            0
SAFEWAY INC                    OPT  786514208         -900       -44200 SH  Put  Defined   8           0       -44200            0
SAFEWAY INC                    COM  786514208          223        10932 SH       Sole      9       10932            0            0
SAFEWAY INC                    COM  786514208          309        15183 SH       Defined  32       15183            0            0
SAFEWAY INC                    COM  786514208         4583       225000 SH       Sole     34      225000            0            0
SAIA INC                       COM  78709Y105            5          300 SH       Sole      8         300            0            0
SAIA INC                       COM  78709Y105          297        16500 SH       Sole      9       16500            0            0
SAIC INC                       COM  78390X101          402        21654 SH       Sole      8       21654            0            0
SAIC INC                       OPT  78390X101          689        37100 SH  Call Defined   8           0        37100            0
SAIC INC                       OPT  78390X101         -157        -8500 SH  Put  Defined   8           0        -8500            0
SAIC INC                       COM  78390X101          256        13800 SH       Sole      9       13800            0            0
SAIC INC                       COM  78390X101        15105       814284 SH       Defined  31      814284            0            0
SAIC INC                       COM  78390X101          177         9519 SH       Defined  32        9519            0            0
SAKS INC                       COM  79377W108          108        24249 SH       Sole      8       24249            0            0
SAKS INC                       OPT  79377W108          237        53400 SH  Call Defined   8           0        53400            0
SAKS INC                       OPT  79377W108         -124       -28200 SH  Put  Defined   8           0       -28200            0
SAKS INC                       COM  79377W108          910       205436 SH       Defined  31      205436            0            0
SAKS INC                       COM  79377W108           12         2767 SH       Defined  32        2767            0            0
SALESFORCE COM INC             COM  79466L302         9337       244611 SH       Sole      8      244611            0            0
SALESFORCE COM INC             OPT  79466L302         7917       207400 SH  Call Defined   8           0       207400            0
SALESFORCE COM INC             OPT  79466L302       -18012      -471900 SH  Put  Defined   8           0      -471900            0
SALESFORCE COM INC             COM  79466L302           93         2447 SH       Sole      9        2447            0            0
SALESFORCE COM INC             COM  79466L302          342         8962 SH       Defined  32        8962            0            0
SALIX PHARMACEUTICALS INC      COM  795435106          118        11972 SH       Sole      8       11972            0            0
SALIX PHARMACEUTICALS INC      OPT  795435106          297        30000 SH  Call Defined   8           0        30000            0
SALIX PHARMACEUTICALS INC      OPT  795435106         -108       -11000 SH  Put  Defined   8           0       -11000            0
SALLY BEAUTY HLDGS INC         COM  79546E104         1177       185013 SH       Sole      8      185013            0            0
SAN JUAN BASIN RTY TR          COM  798241105            2          146 SH       Sole      8         146            0            0
SAN JUAN BASIN RTY TR          COM  798241105          329        22887 SH       Defined  31       22887            0            0
SANDERSON FARMS INC            COM  800013104           35          781 SH       Sole      8         781            0            0
SANDERSON FARMS INC            OPT  800013104          684        15200 SH  Call Defined   8           0        15200            0
SANDERSON FARMS INC            OPT  800013104         -445        -9900 SH  Put  Defined   8           0        -9900            0
SANDISK CORP                   BOND 80004CAC5        17293        27559 PRN      Sole      8    27559000            0            0
SANDISK CORP                   COM  80004C101         2591       176230 SH       Sole      8      176230            0            0
SANDISK CORP                   OPT  80004C101        40906      2782700 SH  Call Defined   8           0      2782700            0
SANDISK CORP                   OPT  80004C101       -22605     -1537800 SH  Put  Defined   8           0     -1537800            0
SANDISK CORP                   COM  80004C101         1420        96619 SH       Sole      9       96619            0            0
SANDISK CORP                   COM  80004C101         2280       155075 SH       Defined  31      155075            0            0
SANDISK CORP                   COM  80004C101          210        14283 SH       Defined  32       14283            0            0
SANDRIDGE ENERGY INC           COM  80007P307         1183       138883 SH       Sole      8      138883            0            0
SANDRIDGE ENERGY INC           OPT  80007P307         1285       150800 SH  Call Defined   8           0       150800            0
SANDRIDGE ENERGY INC           OPT  80007P307         -350       -41100 SH  Put  Defined   8           0       -41100            0
SANDRIDGE ENERGY INC           COM  80007P307            4          450 SH       Sole      9         450            0            0
SANDRIDGE ENERGY INC           COM  80007P307        13445      1578100 SH       Defined  31     1578100            0            0
SANGAMO BIOSCIENCES INC        COM  800677106           21         4150 SH       Sole      8        4150            0            0
SANGAMO BIOSCIENCES INC        OPT  800677106           96        19400 SH  Call Defined   8           0        19400            0
SANGAMO BIOSCIENCES INC        OPT  800677106          -48        -9800 SH  Put  Defined   8           0        -9800            0
SANMINA SCI CORP               COM  800907107         1144      2611487 SH       Sole      8     2611487            0            0
SANMINA SCI CORP               COM  800907107          164       374245 SH       Defined  31      374245            0            0
SANOFI AVENTIS                 COM  80105N105            1           40 SH       Sole      8          40            0            0
SANOFI AVENTIS                 OPT  80105N105         6140       208200 SH  Call Defined   8           0       208200            0
SANOFI AVENTIS                 OPT  80105N105        -5169      -175300 SH  Put  Defined   8           0      -175300            0
SANOFI AVENTIS                 COM  80105N105        14350       486619 SH       Defined  31      486619            0            0
SANTANDER BANCORP              COM  802809103            2          209 SH       Sole      8         209            0            0
SANTARUS INC                   COM  802817304            2          884 SH       Sole      8         884            0            0
SAP AG                         COM  803054204         1768        43991 SH       Sole      8       43991            0            0
SAP AG                         OPT  803054204         2275        56600 SH  Call Defined   8           0        56600            0
SAP AG                         OPT  803054204        -2451       -61000 SH  Put  Defined   8           0       -61000            0
SAPIENT CORP                   COM  803062108           37         5957 SH       Sole      8        5957            0            0
SAPIENT CORP                   COM  803062108          387        61604 SH       Defined  31       61604            0            0
SAPPI LTD                      COM  803069202            0          133 SH       Sole      8         133            0            0
SAPPI LTD                      COM  803069202          225        75200 SH       Defined  31       75200            0            0
SARA LEE CORP                  COM  803111103         3709       380044 SH       Sole      8      380044            0            0
SARA LEE CORP                  OPT  803111103          331        33900 SH  Call Defined   8           0        33900            0
SARA LEE CORP                  OPT  803111103         -197       -20200 SH  Put  Defined   8           0       -20200            0
SARA LEE CORP                  COM  803111103           75         7657 SH       Sole      9        7657            0            0
SARA LEE CORP                  COM  803111103         7130       730551 SH       Defined  31      730551            0            0
SARA LEE CORP                  COM  803111103          317        32485 SH       Defined  32       32485            0            0
SASOL LTD                      COM  803866300            2           71 SH       Sole      8          71            0            0
SASOL LTD                      OPT  803866300         1174        33700 SH  Call Defined   8           0        33700            0
SASOL LTD                      OPT  803866300         -564       -16200 SH  Put  Defined   8           0       -16200            0
SASOL LTD                      COM  803866300         8204       235600 SH       Defined  31      235600            0            0
SATCON TECHNOLOGY CORP         COM  803893106            1          330 SH       Sole      8         330            0            0
SATYAM COMPUTER SERVICES LTD   COM  804098101          193        61920 SH       Sole      8       61920            0            0
SATYAM COMPUTER SERVICES LTD   OPT  804098101           67        21400 SH  Call Defined   8           0        21400            0
SATYAM COMPUTER SERVICES LTD   OPT  804098101         -220       -70900 SH  Put  Defined   8           0       -70900            0
SATYAM COMPUTER SERVICES LTD   ADR  804098101          493       158574 SH       Sole      9      158574            0            0
SAUER-DANFOSS INC              COM  804137107            0           10 SH       Sole      8          10            0            0
SAUER-DANFOSS INC              COM  804137107          668       109000 SH       Defined  31      109000            0            0
SAUER-DANFOSS INC              COM  804137107           13         2139 SH       Defined  32        2139            0            0
SAUL CTRS INC                  COM  804395101          139         4713 SH       Sole      9        4713            0            0
SAVIENT PHARMACEUTICALS INC    COM  80517Q100         3690       266835 SH       Sole      8      266835            0            0
SAVIENT PHARMACEUTICALS INC    OPT  80517Q100         7106       513800 SH  Call Defined   8           0       513800            0
SAVIENT PHARMACEUTICALS INC    OPT  80517Q100        -3122      -225800 SH  Put  Defined   8           0      -225800            0
SAVIENT PHARMACEUTICALS INC    OPT  80517Q100          384        27753 SH  Call Defined   9           0        27753            0
SAVVIS INC                     COM  805423308           12         1080 SH       Sole      8        1080            0            0
SAVVIS INC                     COM  805423308          390        34031 SH       Defined  31       34031            0            0
SBA COMMUNICATIONS CORP        BOND 78388JAJ5            6            6 PRN      Sole      8        6000            0            0
SBA COMMUNICATIONS CORP        COM  78388J106        11826       481927 SH       Sole      8      481927            0            0
SBA COMMUNICATIONS CORP        OPT  78388J106          405        16500 SH  Call Defined   8           0        16500            0
SBA COMMUNICATIONS CORP        OPT  78388J106        -4213      -171700 SH  Put  Defined   8           0      -171700            0
SBA COMMUNICATIONS CORP        COM  78388J106          151         6148 SH       Defined  32        6148            0            0
SCANA CORP NEW                 COM  80589M102         2109        64976 SH       Sole      8       64976            0            0
SCANA CORP NEW                 COM  80589M102          126         3889 SH       Sole      9        3889            0            0
SCANSOURCE INC                 COM  806037107           23          939 SH       Sole      8         939            0            0
SCANSOURCE INC                 COM  806037107          256        10430 SH       Defined  31       10430            0            0
SCHEIN HENRY INC               COM  806407102          106         2217 SH       Sole      8        2217            0            0
SCHEIN HENRY INC               OPT  806407102          725        15100 SH  Call Defined   8           0        15100            0
SCHEIN HENRY INC               OPT  806407102         -565       -11800 SH  Put  Defined   8           0       -11800            0
SCHEIN HENRY INC               COM  806407102          797        16627 SH       Sole      9       16627            0            0
SCHEIN HENRY INC               COM  806407102          237         4945 SH       Defined  31        4945            0            0
SCHEIN HENRY INC               COM  806407102          259         5393 SH       Defined  32        5393            0            0
SCHERING PLOUGH CORP           COM  806605101        32900      1309705 SH       Sole      8     1309705            0            0
SCHERING PLOUGH CORP           COM  806605705        45340       200000 SH       Sole      8      200000            0            0
SCHERING PLOUGH CORP           OPT  806605101        17883       711900 SH  Call Defined   8           0       711900            0
SCHERING PLOUGH CORP           OPT  806605101        -3559      -141700 SH  Put  Defined   8           0      -141700            0
SCHERING PLOUGH CORP           COM  806605101         5865       233485 SH       Sole      9      233485            0            0
SCHERING PLOUGH CORP           COM  806605101         3148       125303 SH       Defined  32      125303            0            0
SCHIFF NUTRITION INTL INC      COM  806693107            1          112 SH       Sole      8         112            0            0
SCHLUMBERGER LTD               COM  806857108        42116       778332 SH       Sole      8      778332            0            0
SCHLUMBERGER LTD               OPT  806857108        37856       699600 SH  Call Defined   8           0       699600            0
SCHLUMBERGER LTD               OPT  806857108       -28992      -535800 SH  Put  Defined   8           0      -535800            0
SCHLUMBERGER LTD               COM  806857108         6867       126901 SH       Sole      9      126901            0            0
SCHLUMBERGER LTD               OPT  806857108         1021        18855 SH  Call Defined   9           0        18855            0
SCHLUMBERGER LTD               OPT  806857108        -6946      -128375 SH  Put  Defined   9           0      -128375            0
SCHLUMBERGER LTD               COM  806857108          469         8659 SH       Defined  31        8659            0            0
SCHLUMBERGER LTD               COM  806857108         3195        59038 SH       Defined  32       59038            0            0
SCHNITZER STL INDS             COM  806882106          238         4506 SH       Sole      8        4506            0            0
SCHNITZER STL INDS             OPT  806882106         3590        67900 SH  Call Defined   8           0        67900            0
SCHNITZER STL INDS             OPT  806882106        -4191       -79300 SH  Put  Defined   8           0       -79300            0
SCHNITZER STL INDS             COM  806882106           44          826 SH       Sole      9         826            0            0
SCHNITZER STL INDS             COM  806882106         1286        24324 SH       Defined  31       24324            0            0
SCHNITZER STL INDS             COM  806882106           47          890 SH       Defined  32         890            0            0
SCHOLASTIC CORP                COM  807066105           11          578 SH       Defined  32         578            0            0
SCHOOL SPECIALTY INC           COM  807863105           49         2408 SH       Sole      8        2408            0            0
SCHOOL SPECIALTY INC           COM  807863105          356        17600 SH       Sole      9       17600            0            0
SCHOOL SPECIALTY INC           COM  807863105            3          169 SH       Defined  31         169            0            0
SCHULMAN A INC                 COM  808194104           40         2648 SH       Sole      8        2648            0            0
SCHULMAN A INC                 COM  808194104          627        41465 SH       Defined  31       41465            0            0
SCHWAB CHARLES CORP NEW        COM  808513105        10666       608080 SH       Sole      8      608080            0            0
SCHWAB CHARLES CORP NEW        OPT  808513105        10016       571000 SH  Call Defined   8           0       571000            0
SCHWAB CHARLES CORP NEW        OPT  808513105       -16215      -924500 SH  Put  Defined   8           0      -924500            0
SCHWAB CHARLES CORP NEW        COM  808513105          185        10552 SH       Sole      9       10552            0            0
SCHWAB CHARLES CORP NEW        COM  808513105        19401      1106108 SH       Defined  31     1106108            0            0
SCHWAB CHARLES CORP NEW        COM  808513105         1478        84237 SH       Defined  32       84237            0            0
SCHWEITZER-MAUDUIT INTL INC    COM  808541106           49         1796 SH       Sole      8        1796            0            0
SCICLONE PHARMACEUTICALS INC   COM  80862K104            1          270 SH       Sole      8         270            0            0
SCIENTIFIC GAMES CORP          BOND 80874PAD1          537          554 PRN      Sole      8      554000            0            0
SCIENTIFIC GAMES CORP          COM  80874P109           99         6268 SH       Sole      8        6268            0            0
SCIENTIFIC GAMES CORP          OPT  80874P109          193        12200 SH  Call Defined   8           0        12200            0
SCIENTIFIC GAMES CORP          OPT  80874P109         -341       -21700 SH  Put  Defined   8           0       -21700            0
SCIENTIFIC GAMES CORP          COM  80874P109          907        57562 SH       Defined  31       57562            0            0
SCIENTIFIC GAMES CORP          COM  80874P109           53         3374 SH       Defined  32        3374            0            0
SCOTTS MIRACLE GRO CO          COM  810186106           39         1103 SH       Sole      8        1103            0            0
SCOTTS MIRACLE GRO CO          COM  810186106          101         2890 SH       Defined  32        2890            0            0
SCRIPPS E W CO OHIO            COM  811054402            4         1752 SH       Sole      8        1752            0            0
SCRIPPS E W CO OHIO            COM  811054402           27        12726 SH       Sole      9       12726            0            0
SCRIPPS NETWORKS INTERACT IN   COM  811065101        16620       597195 SH       Sole      8      597195            0            0
SCRIPPS NETWORKS INTERACT IN   OPT  811065101         -556       -20000 SH  Put  Defined   8           0       -20000            0
SCRIPPS NETWORKS INTERACT IN   COM  811065101           18          638 SH       Sole      9         638            0            0
SEABRIDGE GOLD INC             COM  811916105           10          400 SH       Sole      8         400            0            0
SEABRIGHT INSURANCE HLDGS IN   COM  811656107          532        52500 SH       Defined  31       52500            0            0
SEACHANGE INTL INC             COM  811699107           15         1821 SH       Sole      8        1821            0            0
SEACHANGE INTL INC             OPT  811699107           59         7300 SH  Call Defined   8           0         7300            0
SEACOAST BKG CORP FLA          COM  811707306          193        79386 SH       Sole      8       79386            0            0
SEACOR HOLDINGS INC            BOND 811904AJ0         2944         2735 PRN      Sole      8     2735000            0            0
SEACOR HOLDINGS INC            COM  811904101           64          857 SH       Sole      8         857            0            0
SEACOR HOLDINGS INC            COM  811904101          339         4500 SH       Sole      9        4500            0            0
SEACOR HOLDINGS INC            COM  811904101          111         1470 SH       Defined  31        1470            0            0
SEACOR HOLDINGS INC            COM  811904101           15          202 SH       Defined  32         202            0            0
SEAGATE TECHNOLOGY             COM  G7945J104         2637       252142 SH       Sole      8      252142            0            0
SEAGATE TECHNOLOGY             COM  G7945J104          177        16949 SH       Sole      9       16949            0            0
SEALED AIR CORP NEW            COM  81211K100         1528        82825 SH       Sole      8       82825            0            0
SEALED AIR CORP NEW            OPT  81211K100          801        43400 SH  Call Defined   8           0        43400            0
SEALED AIR CORP NEW            OPT  81211K100         -332       -18000 SH  Put  Defined   8           0       -18000            0
SEALED AIR CORP NEW            COM  81211K100          187        10130 SH       Sole      9       10130            0            0
SEALED AIR CORP NEW            COM  81211K100          120         6484 SH       Defined  32        6484            0            0
SEALY CORP                     COM  812139301            7         3556 SH       Sole      8        3556            0            0
SEALY CORP                     COM  812139301           68        34500 SH       Defined  31       34500            0            0
SEARS HLDGS CORP               COM  812350106         1125        16909 SH       Sole      8       16909            0            0
SEARS HLDGS CORP               OPT  812350106        74623      1121800 SH  Call Defined   8           0      1121800            0
SEARS HLDGS CORP               OPT  812350106      -114514     -1721500 SH  Put  Defined   8           0     -1721500            0
SEARS HLDGS CORP               COM  812350106          305         4588 SH       Sole      9        4588            0            0
SEARS HLDGS CORP               COM  812350106         4633        69641 SH       Defined  31       69641            0            0
SEARS HLDGS CORP               COM  812350106         1700        25558 SH       Defined  32       25558            0            0
SEATTLE GENETICS INC           COM  812578102           40         4135 SH       Sole      8        4135            0            0
SEI INVESTMENTS CO             COM  784117103         1135        62889 SH       Sole      8       62889            0            0
SEI INVESTMENTS CO             COM  784117103          430        23840 SH       Defined  31       23840            0            0
SEI INVESTMENTS CO             COM  784117103          147         8160 SH       Defined  32        8160            0            0
SELECT SECTOR SPDR TR          COM  81369Y407        32321      1400400 SH       Sole      8     1400400            0            0
SELECT SECTOR SPDR TR          COM  81369Y605        37843      3166752 SH       Sole      8     3166752            0            0
SELECT SECTOR SPDR TR          OPT  81369Y100         3112       120600 SH  Call Defined   8           0       120600            0
SELECT SECTOR SPDR TR          OPT  81369Y100        -5067      -196400 SH  Put  Defined   8           0      -196400            0
SELECT SECTOR SPDR TR          OPT  81369Y209         1177        44700 SH  Call Defined   8           0        44700            0
SELECT SECTOR SPDR TR          OPT  81369Y209        -5130      -195000 SH  Put  Defined   8           0      -195000            0
SELECT SECTOR SPDR TR          OPT  81369Y308          722        31400 SH  Call Defined   8           0        31400            0
SELECT SECTOR SPDR TR          OPT  81369Y308        -1209       -52600 SH  Put  Defined   8           0       -52600            0
SELECT SECTOR SPDR TR          OPT  81369Y407         8919       386400 SH  Call Defined   8           0       386400            0
SELECT SECTOR SPDR TR          OPT  81369Y407        -2111       -91500 SH  Put  Defined   8           0       -91500            0
SELECT SECTOR SPDR TR          OPT  81369Y506        89984      1872700 SH  Call Defined   8           0      1872700            0
SELECT SECTOR SPDR TR          OPT  81369Y506      -102293     -2128900 SH  Put  Defined   8           0     -2128900            0
SELECT SECTOR SPDR TR          OPT  81369Y605        67459      5645100 SH  Call Defined   8           0      5645100            0
SELECT SECTOR SPDR TR          OPT  81369Y605       -79423     -6646300 SH  Put  Defined   8           0     -6646300            0
SELECT SECTOR SPDR TR          OPT  81369Y704        25404      1156800 SH  Call Defined   8           0      1156800            0
SELECT SECTOR SPDR TR          OPT  81369Y704       -11342      -516500 SH  Put  Defined   8           0      -516500            0
SELECT SECTOR SPDR TR          OPT  81369Y803         1778        97600 SH  Call Defined   8           0        97600            0
SELECT SECTOR SPDR TR          OPT  81369Y803         -544       -29900 SH  Put  Defined   8           0       -29900            0
SELECT SECTOR SPDR TR          OPT  81369Y886        53148      1905600 SH  Call Defined   8           0      1905600            0
SELECT SECTOR SPDR TR          OPT  81369Y886       -33409     -1197900 SH  Put  Defined   8           0     -1197900            0
SELECT SECTOR SPDR TR          UNIT 81369Y100        19230       745331 SH       Sole      8      745331            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y209         3135       119165 SH       Sole      8      119165            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y506           65         1355 SH       Sole      8        1355            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y704        57098      2600097 SH       Sole      8     2600097            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y803           45         2424 SH       Sole      8        2424            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y886        77445      2776799 SH       Sole      8     2776799            0            0
SELECT SECTOR SPDR TR          COM  81369Y605        14670      1227578 SH       Sole      9     1227578            0            0
SELECT SECTOR SPDR TR          OPT  81369Y605         1258       105269 SH  Call Defined   9           0       105269            0
SELECT SECTOR SPDR TR          OPT  81369Y605        -4271      -357471 SH  Put  Defined   9           0      -357471            0
SELECT SECTOR SPDR TR          UNIT 81369Y100         1690        65507 SH       Sole      9       65507            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y209          658        25000 SH       Sole      9       25000            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y308         3175       138115 SH       Sole      9      138115            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y506          460         9567 SH       Sole      9        9567            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y704         2148        97834 SH       Sole      9       97834            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y803          103         5635 SH       Sole      9        5635            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y886         4275       153288 SH       Sole      9      153288            0            0
SELECT SECTOR SPDR TR          COM  81369Y605         3286       275000 SH       Sole     34      275000            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y308         4023       175000 SH       Sole     34      175000            0            0
SELECTIVE INS GROUP INC        COM  816300107           27         2078 SH       Sole      8        2078            0            0
SELECTIVE INS GROUP INC        COM  816300107           15         1189 SH       Defined  32        1189            0            0
SEMICONDUCTOR HLDRS TR         COM  816636203        88015      4103253 SH       Sole      8     4103253            0            0
SEMICONDUCTOR HLDRS TR         OPT  816636203        18437       859500 SH  Call Defined   8           0       859500            0
SEMICONDUCTOR HLDRS TR         OPT  816636203       -56368     -2627900 SH  Put  Defined   8           0     -2627900            0
SEMICONDUCTOR HLDRS TR         COM  816636203            1           68 SH       Sole      9          68            0            0
SEMITOOL INC                   COM  816909105            0           30 SH       Sole      8          30            0            0
SEMPRA ENERGY                  COM  816851109         6492       130808 SH       Sole      8      130808            0            0
SEMPRA ENERGY                  OPT  816851109         1127        22700 SH  Call Defined   8           0        22700            0
SEMPRA ENERGY                  OPT  816851109         -704       -14200 SH  Put  Defined   8           0       -14200            0
SEMPRA ENERGY                  COM  816851109         1236        24906 SH       Sole      9       24906            0            0
SEMPRA ENERGY                  COM  816851109          393         7922 SH       Defined  32        7922            0            0
SEMTECH CORP                   COM  816850101           10          609 SH       Sole      8         609            0            0
SEMTECH CORP                   COM  816850101          142         8920 SH       Defined  31        8920            0            0
SENIOR HSG PPTYS TR            COM  81721M109          177        10840 SH       Sole      8       10840            0            0
SENIOR HSG PPTYS TR            COM  81721M109          201        12340 SH       Sole      9       12340            0            0
SENSIENT TECHNOLOGIES CORP     COM  81725T100           36         1591 SH       Sole      8        1591            0            0
SENSIENT TECHNOLOGIES CORP     COM  81725T100           43         1926 SH       Sole      9        1926            0            0
SEPRACOR INC                   BOND 817315AW4          339          345 PRN      Sole      8      345000            0            0
SEPRACOR INC                   COM  817315104          791        45638 SH       Sole      8       45638            0            0
SEPRACOR INC                   OPT  817315104          590        34000 SH  Call Defined   8           0        34000            0
SEPRACOR INC                   OPT  817315104        -2084      -120200 SH  Put  Defined   8           0      -120200            0
SEPRACOR INC                   COM  817315104         6164       355495 SH       Defined  31      355495            0            0
SEPRACOR INC                   COM  817315104          100         5773 SH       Defined  32        5773            0            0
SEQUENOM INC                   COM  817337405          722       184560 SH       Sole      8      184560            0            0
SEQUENOM INC                   OPT  817337405          782       199800 SH  Call Defined   8           0       199800            0
SEQUENOM INC                   OPT  817337405         -852      -218100 SH  Put  Defined   8           0      -218100            0
SERVICE CORP INTL              COM  817565104           40         7354 SH       Sole      8        7354            0            0
SERVICE CORP INTL              COM  817565104          133        24328 SH       Defined  31       24328            0            0
SERVICE CORP INTL              COM  817565104           27         5010 SH       Defined  32        5010            0            0
SESI L L C                     BOND 78412FAH7          367          442 PRN      Sole      8      442000            0            0
SHANDA INTERACTIVE ENTMT LTD   OPT  81941Q203         7428       141900 SH  Call Defined   8           0       141900            0
SHANDA INTERACTIVE ENTMT LTD   OPT  81941Q203       -16419      -313700 SH  Put  Defined   8           0      -313700            0
SHAW COMMUNICATIONS INC        COM  82028K200            4          260 SH       Sole      8         260            0            0
SHAW COMMUNICATIONS INC        COM  82028K200          232        13800 SH       Sole      9       13800            0            0
SHAW COMMUNICATIONS INC        COM  82028K200         6580       390300 SH       Defined  31      390300            0            0
SHAW GROUP INC                 COM  820280105         2342        85464 SH       Sole      8       85464            0            0
SHAW GROUP INC                 OPT  820280105         9706       354100 SH  Call Defined   8           0       354100            0
SHAW GROUP INC                 OPT  820280105        -7674      -280000 SH  Put  Defined   8           0      -280000            0
SHAW GROUP INC                 COM  820280105          503        18368 SH       Sole      9       18368            0            0
SHAW GROUP INC                 COM  820280105          111         4045 SH       Defined  32        4045            0            0
SHENANDOAH TELECOMMUNICATION   COM  82312B106           12          581 SH       Sole      8         581            0            0
SHENGDA TECH INC               COM  823213103            9         2400 SH       Sole      8        2400            0            0
SHENGDA TECH INC               COM  823213103           22         5966 SH       Defined  31        5966            0            0
SHERWIN WILLIAMS CO            COM  824348106         3180        59160 SH       Sole      8       59160            0            0
SHERWIN WILLIAMS CO            OPT  824348106         7171       133400 SH  Call Defined   8           0       133400            0
SHERWIN WILLIAMS CO            OPT  824348106        -6235      -116000 SH  Put  Defined   8           0      -116000            0
SHERWIN WILLIAMS CO            COM  824348106         1254        23336 SH       Sole      9       23336            0            0
SHERWIN WILLIAMS CO            COM  824348106         1559        29000 SH       Defined  31       29000            0            0
SHERWIN WILLIAMS CO            COM  824348106          452         8407 SH       Defined  32        8407            0            0
SHINHAN FINANCIAL GROUP CO L   COM  824596100         1627        32002 SH       Defined  31       32002            0            0
SHIP FINANCE INTERNATIONAL L   COM  G81075106            7          601 SH       Sole      8         601            0            0
SHIP FINANCE INTERNATIONAL L   COM  G81075106           24         2161 SH       Sole      9        2161            0            0
SHIRE PLC                      COM  82481R106         5640       135969 SH       Sole      8      135969            0            0
SHIRE PLC                      OPT  82481R106         2954        71200 SH  Call Defined   8           0        71200            0
SHIRE PLC                      OPT  82481R106       -11635      -280500 SH  Put  Defined   8           0      -280500            0
SHIRE PLC                      COM  82481R106          541        13041 SH       Defined  31       13041            0            0
SHORETEL INC                   COM  825211105            3          337 SH       Sole      8         337            0            0
SHUFFLE MASTER INC             COM  825549108           19         2950 SH       Sole      8        2950            0            0
SHUFFLE MASTER INC             OPT  825549108          182        27400 SH  Call Defined   8           0        27400            0
SHUFFLE MASTER INC             OPT  825549108          -15        -2400 SH  Put  Defined   8           0        -2400            0
SHUFFLE MASTER INC             COM  825549108          356        53892 SH       Defined  31       53892            0            0
SHUTTERFLY INC                 COM  82568P304            0           22 SH       Sole      8          22            0            0
SHUTTERFLY INC                 COM  82568P304          141        10109 SH       Defined  31       10109            0            0
SIEMENS A G                    COM  826197501            1           12 SH       Sole      8          12            0            0
SIEMENS A G                    OPT  826197501         1972        28500 SH  Call Defined   8           0        28500            0
SIEMENS A G                    OPT  826197501        -1729       -25000 SH  Put  Defined   8           0       -25000            0
SIEMENS A G                    ADR  826197501         1014        14649 SH       Sole      9       14649            0            0
SIEMENS A G                    COM  826197501          131         1900 SH       Defined  31        1900            0            0
SIERRA WIRELESS INC            COM  826516106           94        16380 SH       Defined  31       16380            0            0
SIGA TECHNOLOGIES INC          COM  826917106            2          199 SH       Sole      8         199            0            0
SIGA TECHNOLOGIES INC          COM  826917106            4          491 SH       Defined  31         491            0            0
SIGMA ALDRICH CORP             COM  826552101         3252        65622 SH       Sole      8       65622            0            0
SIGMA ALDRICH CORP             OPT  826552101         1378        27800 SH  Call Defined   8           0        27800            0
SIGMA ALDRICH CORP             OPT  826552101         -416        -8400 SH  Put  Defined   8           0        -8400            0
SIGMA ALDRICH CORP             COM  826552101          626        12624 SH       Sole      9       12624            0            0
SIGMA ALDRICH CORP             COM  826552101          523        10560 SH       Defined  32       10560            0            0
SIGMA DESIGNS INC              COM  826565103          472        29415 SH       Sole      8       29415            0            0
SIGMA DESIGNS INC              OPT  826565103         1457        90800 SH  Call Defined   8           0        90800            0
SIGMA DESIGNS INC              OPT  826565103        -1735      -108200 SH  Put  Defined   8           0      -108200            0
SIGNATURE BK NEW YORK N Y      COM  82669G104          989        36263 SH       Sole      8       36263            0            0
SIGNATURE BK NEW YORK N Y      COM  82669G104           54         1984 SH       Defined  31        1984            0            0
SIGNET JEWELERS LIMITED        COM  G81276100           47         2272 SH       Sole      8        2272            0            0
SIGNET JEWELERS LIMITED        COM  G81276100          450        21606 SH       Sole      9       21606            0            0
SILGAN HOLDINGS INC            COM  827048109            6          121 SH       Sole      8         121            0            0
SILGAN HOLDINGS INC            COM  827048109         1961        40000 SH       Sole      9       40000            0            0
SILGAN HOLDINGS INC            COM  827048109         1915        39065 SH       Defined  31       39065            0            0
SILGAN HOLDINGS INC            COM  827048109           12          254 SH       Defined  32         254            0            0
SILICON GRAPHICS INTL CORP     COM  82706L108           72        15788 SH       Sole      8       15788            0            0
SILICON GRAPHICS INTL CORP     OPT  82706L108          138        30200 SH  Call Defined   8           0        30200            0
SILICON GRAPHICS INTL CORP     OPT  82706L108          -67       -14900 SH  Put  Defined   8           0       -14900            0
SILICON GRAPHICS INTL CORP     COM  82706L108            7         1531 SH       Defined  31        1531            0            0
SILICON IMAGE INC              COM  82705T102            4         1953 SH       Sole      8        1953            0            0
SILICON IMAGE INC              OPT  82705T102            2          600 SH  Call Defined   8           0          600            0
SILICON IMAGE INC              COM  82705T102           55        23835 SH       Defined  31       23835            0            0
SILICON LABORATORIES INC       COM  826919102         1318        34707 SH       Sole      8       34707            0            0
SILICON LABORATORIES INC       OPT  826919102         3764        99100 SH  Call Defined   8           0        99100            0
SILICON LABORATORIES INC       OPT  826919102        -6741      -177500 SH  Put  Defined   8           0      -177500            0
SILICON LABORATORIES INC       COM  826919102           90         2360 SH       Defined  32        2360            0            0
SILICON MOTION TECHNOLOGY CO   OPT  82706C108           10         2600 SH  Call Defined   8           0         2600            0
SILICON MOTION TECHNOLOGY CO   OPT  82706C###          -##        -#### SH  Put  Defined   8           0        -6000            0
SILICONWARE PRECISION INDS L   COM  827084864         1262       204163 SH       Defined  31      204163            0            0
SILVER STD RES INC             COM  82823L106            6          300 SH       Sole      8         300            0            0
SILVER STD RES INC             OPT  82823L106         2777       148100 SH  Call Defined   8           0       148100            0
SILVER STD RES INC             OPT  82823L106        -2062      -110000 SH  Put  Defined   8           0      -110000            0
SILVER STD RES INC             COM  82823L106         2269       121034 SH       Defined  31      121034            0            0
SILVER WHEATON CORP            COM  828336107          335        40662 SH       Sole      8       40662            0            0
SILVER WHEATON CORP            OPT  828336107          417        50600 SH  Call Defined   8           0        50600            0
SILVER WHEATON CORP            OPT  828336107         -234       -28400 SH  Put  Defined   8           0       -28400            0
SILVER WHEATON CORP            COM  828336107            8         1000 SH       Sole      9        1000            0            0
SILVER WHEATON CORP            COM  828336107         7520       912613 SH       Defined  31      912613            0            0
SILVERCORP METALS INC          COM  82835P103          682       194400 SH       Defined  31      194400            0            0
SIMMONS 1ST NATL CORP          COM  828730200           15          580 SH       Sole      8         580            0            0
SIMON PPTY GROUP INC NEW       COM  828806109        10578       205681 SH       Sole      8      205681            0            0
SIMON PPTY GROUP INC NEW       OPT  828806109        16762       325900 SH  Call Defined   8           0       325900            0
SIMON PPTY GROUP INC NEW       OPT  828806109       -14780      -287400 SH  Put  Defined   8           0      -287400            0
SIMON PPTY GROUP INC NEW       COM  828806109         6702       130306 SH       Sole      9      130306            0            0
SIMON PPTY GROUP INC NEW       COM  828806109         5379       104592 SH       Defined  31      104592            0            0
SIMON PPTY GROUP INC NEW       COM  828806109          749        14572 SH       Defined  32       14572            0            0
SIMPSON MANUFACTURING CO INC   COM  829073105           18          835 SH       Sole      8         835            0            0
SIMPSON MANUFACTURING CO INC   COM  829073105            7          329 SH       Defined  32         329            0            0
SIMS METAL MANAGEMENT LTD      COM  829160100         1369        66400 SH       Defined  31       66400            0            0
SINA CORP                      COM  G81477104          509        17272 SH       Sole      8       17272            0            0
SINCLAIR BROADCAST GROUP INC   COM  829226109          485       250000 SH       Sole      8      250000            0            0
SINOPEC SHANGHAI PETROCHEMIC   COM  82935M109         2447        71000 SH       Defined  31       71000            0            0
SIRIUS SATELLITE RADIO INC     BOND 82966UAD5          254          400 PRN      Sole      8      400000            0            0
SIRIUS XM RADIO INC            COM  82967N108         1326      3083893 SH       Sole      8     3083893            0            0
SIRIUS XM RADIO INC            OPT  82967N108          238       552520 SH  Call Defined   8           0       552520            0
SIRONA DENTAL SYSTEMS INC      COM  82966C103           12          611 SH       Sole      8         611            0            0
SIRONA DENTAL SYSTEMS INC      COM  82966C103          912        45620 SH       Defined  31       45620            0            0
SJW CORP                       COM  784305104           14          633 SH       Sole      8         633            0            0
SJW CORP                       COM  784305104            8          361 SH       Sole      9         361            0            0
SK TELECOM LTD                 ADR  78440P108            0            1 SH       Sole      9           1            0            0
SK TELECOM LTD                 COM  78440P108          195        12877 SH       Defined  31       12877            0            0
SKECHERS U S A INC             COM  830566105          100        10188 SH       Sole      8       10188            0            0
SKECHERS U S A INC             OPT  830566105          299        30600 SH  Call Defined   8           0        30600            0
SKECHERS U S A INC             OPT  830566105          -99       -10200 SH  Put  Defined   8           0       -10200            0
SKILLED HEALTHCARE GROUP INC   COM  83066R107            1          182 SH       Sole      8         182            0            0
SKILLSOFT PLC                  OPT  830928107            2          200 SH  Call Defined   8           0          200            0
SKYLINE CORP                   COM  830830105           18          810 SH       Sole      8         810            0            0
SKYWEST INC                    COM  830879102            8          825 SH       Sole      8         825            0            0
SKYWEST INC                    COM  830879102           22         2158 SH       Defined  31        2158            0            0
SKYWEST INC                    COM  830879102            9          836 SH       Defined  32         836            0            0
SKYWORKS SOLUTIONS INC         COM  83088M102          287        29299 SH       Sole      8       29299            0            0
SKYWORKS SOLUTIONS INC         OPT  83088M102          518        52900 SH  Call Defined   8           0        52900            0
SKYWORKS SOLUTIONS INC         OPT  83088M102         -313       -32000 SH  Put  Defined   8           0       -32000            0
SKYWORKS SOLUTIONS INC         COM  83088M102         1393       142303 SH       Defined  31      142303            0            0
SL GREEN RLTY CORP             COM  78440X101          145         6304 SH       Sole      8        6304            0            0
SL GREEN RLTY CORP             COM  78440X101          175         7632 SH       Sole      9        7632            0            0
SLM CORP                       COM  78442P106         2467       240261 SH       Sole      8      240261            0            0
SLM CORP                       OPT  78442P106         6978       679400 SH  Call Defined   8           0       679400            0
SLM CORP                       OPT  78442P106        -2980      -290200 SH  Put  Defined   8           0      -290200            0
SLM CORP                       COM  78442P106          324        31507 SH       Sole      9       31507            0            0
SLM CORP                       OPT  78442P106         3275       318859 SH  Call Defined   9           0       318859            0
SLM CORP                       COM  78442P106          485        47200 SH       Defined  31       47200            0            0
SLM CORP                       COM  78442P106          202        19626 SH       Defined  32       19626            0            0
SMALL CAP PREM & DIV INCM FD   UNIT 83165P101            4          388 SH       Sole      8         388            0            0
SMART BALANCE INC              COM  83169Y108            3          372 SH       Sole      8         372            0            0
SMART BALANCE INC              COM  83169Y108          545        80093 SH       Defined  31       80093            0            0
SMARTHEAT INC                  COM  83172F104          250        36450 SH       Sole      8       36450            0            0
SMITH & NEPHEW PLC             COM  83175M205         4784       128400 SH       Defined  31      128400            0            0
SMITH & WESSON HLDG CORP       COM  831756101           96        16938 SH       Sole      8       16938            0            0
SMITH & WESSON HLDG CORP       OPT  831756101          284        49900 SH  Call Defined   8           0        49900            0
SMITH & WESSON HLDG CORP       OPT  831756101         -552       -97300 SH  Put  Defined   8           0       -97300            0
SMITH & WESSON HLDG CORP       COM  831756101          199        35078 SH       Defined  31       35078            0            0
SMITH A O                      COM  831865209          129         3957 SH       Sole      8        3957            0            0
SMITH A O                      COM  831865209           14          421 SH       Defined  32         421            0            0
SMITH INTL INC                 COM  832110100         4882       189564 SH       Sole      8      189564            0            0
SMITH INTL INC                 OPT  832110100         4393       170600 SH  Call Defined   8           0       170600            0
SMITH INTL INC                 OPT  832110100         -690       -26800 SH  Put  Defined   8           0       -26800            0
SMITH INTL INC                 COM  832110100           66         2570 SH       Sole      9        2570            0            0
SMITH INTL INC                 COM  832110100           87         3375 SH       Defined  32        3375            0            0
SMITH MICRO SOFTWARE INC       COM  832154108           96         9823 SH       Sole      8        9823            0            0
SMITH MICRO SOFTWARE INC       OPT  832154108          192        19500 SH  Call Defined   8           0        19500            0
SMITH MICRO SOFTWARE INC       OPT  832154108         -164       -16800 SH  Put  Defined   8           0       -16800            0
SMITHFIELD FOODS INC           BOND 832248AR9          446          500 PRN      Sole      8      500000            0            0
SMITHFIELD FOODS INC           COM  832248108          102         7282 SH       Sole      8        7282            0            0
SMITHFIELD FOODS INC           OPT  832248108         2306       165000 SH  Call Defined   8           0       165000            0
SMITHFIELD FOODS INC           OPT  832248108        -3066      -219500 SH  Put  Defined   8           0      -219500            0
SMITHFIELD FOODS INC           COM  832248108         8871       635000 SH       Sole      9      635000            0            0
SMITHFIELD FOODS INC           OPT  832248108            0            0 SH  Put  Defined   9           0            0            0
SMITHFIELD FOODS INC           COM  832248108           43         3091 SH       Defined  32        3091            0            0
SMUCKER J M CO                 COM  832696405         9495       195123 SH       Sole      8      195123            0            0
SMUCKER J M CO                 OPT  832696405          769        15800 SH  Call Defined   8           0        15800            0
SMUCKER J M CO                 OPT  832696405        -1304       -26800 SH  Put  Defined   8           0       -26800            0
SMUCKER J M CO                 COM  832696405          683        14037 SH       Sole      9       14037            0            0
SMUCKER J M CO                 COM  832696405           61         1250 SH       Defined  32        1250            0            0
SNAP ON INC                    COM  833034101          956        33255 SH       Sole      8       33255            0            0
SNAP ON INC                    OPT  833034101          279         9700 SH  Call Defined   8           0         9700            0
SNAP ON INC                    COM  833034101           12          406 SH       Sole      9         406            0            0
SNAP ON INC                    COM  833034101         1412        49135 SH       Defined  31       49135            0            0
SOAPSTONE NETWORKS INC         OPT  833570104           21         5000 SH  Call Defined   8           0         5000            0
SOAPSTONE NETWORKS INC         OPT  833570104          -15        -3600 SH  Put  Defined   8           0        -3600            0
SOCIEDAD QUIMICA MINERA DE C   COM  833635105          134         3700 SH       Sole      8        3700            0            0
SOCIEDAD QUIMICA MINERA DE C   OPT  833635105          724        20000 SH  Call Defined   8           0        20000            0
SOHU COM INC                   COM  83408W103         2077        33059 SH       Sole      8       33059            0            0
SOHU COM INC                   OPT  83408W103         9186       146200 SH  Call Defined   8           0       146200            0
SOHU COM INC                   OPT  83408W103       -15229      -242400 SH  Put  Defined   8           0      -242400            0
SOHU COM INC                   COM  83408W103          836        13300 SH       Sole      9       13300            0            0
SOHU COM INC                   COM  83408W103        16750       266589 SH       Defined  31      266589            0            0
SOHU COM INC                   COM  83408W103          100         1586 SH       Defined  32        1586            0            0
SOLARWINDS INC                 COM  83416B109           39         2392 SH       Sole      8        2392            0            0
SOLERA HOLDINGS INC            COM  83421A104           20          816 SH       Sole      8         816            0            0
SOLUTIA INC                    COM  834376501          102        17780 SH       Sole      8       17780            0            0
SOLUTIA INC                    COM  834376501          716       124300 SH       Defined  31      124300            0            0
SOMANETICS CORP                COM  834445405            3          186 SH       Sole      8         186            0            0
SOMANETICS CORP                OPT  834445405          273        16500 SH  Call Defined   8           0        16500            0
SOMANETICS CORP                OPT  834445405          -24        -1500 SH  Put  Defined   8           0        -1500            0
SONIC AUTOMOTIVE INC           COM  83545G102           18         1728 SH       Sole      8        1728            0            0
SONIC AUTOMOTIVE INC           COM  83545G102            0            4 SH       Defined  31           4            0            0
SONIC CORP                     COM  835451105           76         7602 SH       Sole      8        7602            0            0
SONIC CORP                     OPT  835451105          252        25100 SH  Call Defined   8           0        25100            0
SONIC CORP                     OPT  835451105          -27        -2700 SH  Put  Defined   8           0        -2700            0
SONIC SOLUTIONS                COM  835460106          387       131951 SH       Sole      8      131951            0            0
SONIC SOLUTIONS                OPT  835460106            1          300 SH  Call Defined   8           0          300            0
SONIC SOLUTIONS                OPT  835460106           -1         -600 SH  Put  Defined   8           0         -600            0
SONICWALL INC                  COM  835470105            0           30 SH       Sole      8          30            0            0
SONICWALL INC                  COM  835470105           39         7179 SH       Defined  31        7179            0            0
SONOCO PRODS CO                COM  835495102           62         2592 SH       Sole      8        2592            0            0
SONOCO PRODS CO                COM  835495102          923        38541 SH       Sole      9       38541            0            0
SONOCO PRODS CO                COM  835495102           33         1374 SH       Defined  32        1374            0            0
SONOSITE INC                   COM  83568G104           11          530 SH       Sole      8         530            0            0
SONOSITE INC                   COM  83568G104            0           17 SH       Defined  31          17            0            0
SONUS NETWORKS INC             COM  835916107            0           97 SH       Sole      8          97            0            0
SONUS NETWORKS INC             OPT  835916107            7         4100 SH  Call Defined   8           0         4100            0
SONUS NETWORKS INC             OPT  835916107           -5        -3700 SH  Put  Defined   8           0        -3700            0
SONUS NETWORKS INC             COM  835916107           67        41864 SH       Defined  31       41864            0            0
SONY CORP                      COM  835699307            2           79 SH       Sole      8          79            0            0
SONY CORP                      OPT  835699307          934        36100 SH  Call Defined   8           0        36100            0
SONY CORP                      OPT  835699307        -2575       -99600 SH  Put  Defined   8           0       -99600            0
SONY CORP                      COM  835699307         4290       165887 SH       Defined  31      165887            0            0
SOTHEBYS                       COM  835898107           45         3169 SH       Sole      8        3169            0            0
SOTHEBYS                       OPT  835898107         1025        72600 SH  Call Defined   8           0        72600            0
SOTHEBYS                       OPT  835898107         -520       -36900 SH  Put  Defined   8           0       -36900            0
SOTHEBYS                       COM  835898107           12          869 SH       Defined  32         869            0            0
SOURCEFIRE INC                 COM  83616T108            2          168 SH       Sole      8         168            0            0
SOUTH FINL GROUP INC           COM  837841105            6         5083 SH       Sole      8        5083            0            0
SOUTH FINL GROUP INC           COM  837841105            3         2357 SH       Defined  31        2357            0            0
SOUTH JERSEY INDS INC          COM  838518108           63         1807 SH       Sole      8        1807            0            0
SOUTHERN CO                    COM  842587107        23365       749850 SH       Sole      8      749850            0            0
SOUTHERN CO                    OPT  842587107         7476       239900 SH  Call Defined   8           0       239900            0
SOUTHERN CO                    OPT  842587107        -7493      -240500 SH  Put  Defined   8           0      -240500            0
SOUTHERN CO                    COM  842587107         6068       194748 SH       Sole      9      194748            0            0
SOUTHERN CO                    COM  842587107          304         9745 SH       Defined  32        9745            0            0
SOUTHERN COPPER CORP           COM  84265V105         1149        56223 SH       Sole      8       56223            0            0
SOUTHERN COPPER CORP           OPT  84265V105         1272        62200 SH  Call Defined   8           0        62200            0
SOUTHERN COPPER CORP           OPT  84265V105        -2610      -127700 SH  Put  Defined   8           0      -127700            0
SOUTHERN COPPER CORP           COM  84265V105         1624        79453 SH       Sole      9       79453            0            0
SOUTHERN COPPER CORP           COM  84265V105        18249       892800 SH       Defined  31      892800            0            0
SOUTHERN COPPER CORP           COM  84265V105          329        16109 SH       Defined  32       16109            0            0
SOUTHERN UN CO NEW             COM  844030106          195        10612 SH       Sole      8       10612            0            0
SOUTHERN UN CO NEW             OPT  844030106            4          200 SH  Call Defined   8           0          200            0
SOUTHERN UN CO NEW             OPT  844030106          -47        -2600 SH  Put  Defined   8           0        -2600            0
SOUTHERN UN CO NEW             COM  844030106          219        11903 SH       Sole      9       11903            0            0
SOUTHERN UN CO NEW             COM  844030106          423        23023 SH       Defined  31       23023            0            0
SOUTHSIDE BANCSHARES INC       COM  84470P109            3          122 SH       Sole      8         122            0            0
SOUTHWEST AIRLS CO             COM  844741108         2975       442088 SH       Sole      8      442088            0            0
SOUTHWEST AIRLS CO             OPT  844741108          952       141400 SH  Call Defined   8           0       141400            0
SOUTHWEST AIRLS CO             OPT  844741108         -345       -51400 SH  Put  Defined   8           0       -51400            0
SOUTHWEST AIRLS CO             COM  844741108           35         5232 SH       Sole      9        5232            0            0
SOUTHWEST AIRLS CO             COM  844741108          281        41694 SH       Defined  32       41694            0            0
SOUTHWEST BANCORP INC OKLA     COM  844767103            1          100 SH       Defined  31         100            0            0
SOUTHWEST GAS CORP             COM  844895102          210         9464 SH       Sole      8        9464            0            0
SOUTHWEST GAS CORP             COM  844895102          788        35500 SH       Defined  31       35500            0            0
SOUTHWEST GAS CORP             COM  844895102           16          739 SH       Defined  32         739            0            0
SOUTHWEST WTR CO               COM  845331107          104        18915 SH       Defined  31       18915            0            0
SOUTHWESTERN ENERGY CO         COM  845467109        10406       267853 SH       Sole      8      267853            0            0
SOUTHWESTERN ENERGY CO         OPT  845467109        10183       262100 SH  Call Defined   8           0       262100            0
SOUTHWESTERN ENERGY CO         OPT  845467109       -14048      -361600 SH  Put  Defined   8           0      -361600            0
SOUTHWESTERN ENERGY CO         COM  845467109          158         4059 SH       Sole      9        4059            0            0
SOUTHWESTERN ENERGY CO         COM  845467109         1113        28637 SH       Defined  32       28637            0            0
SOVRAN SELF STORAGE INC        COM  84610H108           32         1317 SH       Sole      8        1317            0            0
SOVRAN SELF STORAGE INC        COM  84610H108          224         9104 SH       Sole      9        9104            0            0
SPARTAN MTRS INC               COM  846819100           22         1960 SH       Sole      8        1960            0            0
SPARTAN MTRS INC               COM  846819100          108         9507 SH       Defined  31        9507            0            0
SPARTAN STORES INC             COM  846822104          681        54905 SH       Sole      8       54905            0            0
SPARTAN STORES INC             COM  846822104           49         3967 SH       Defined  31        3967            0            0
SPARTECH CORP                  COM  847220209           10         1124 SH       Sole      8        1124            0            0
SPARTECH CORP                  COM  847220209            9          970 SH       Defined  31         970            0            0
SPDR SERIES TRUST              OPT  78464A698          686        37600 SH  Call Defined   8           0        37600            0
SPDR SERIES TRUST              OPT  78464A698         -711       -39000 SH  Put  Defined   8           0       -39000            0
SPDR SERIES TRUST              OPT  78464A714         8602       310400 SH  Call Defined   8           0       310400            0
SPDR SERIES TRUST              OPT  78464A714       -67789     -2446400 SH  Put  Defined   8           0     -2446400            0
SPDR SERIES TRUST              OPT  78464A755         2891        78100 SH  Call Defined   8           0        78100            0
SPDR SERIES TRUST              OPT  78464A755        -2672       -72200 SH  Put  Defined   8           0       -72200            0
SPDR SERIES TRUST              OPT  78464A789         -474       -17900 SH  Put  Defined   8           0       -17900            0
SPDR SERIES TRUST              OPT  78464A797         1154        63900 SH  Call Defined   8           0        63900            0
SPDR SERIES TRUST              OPT  78464A797         -211       -11700 SH  Put  Defined   8           0       -11700            0
SPDR SERIES TRUST              OPT  78464A888         6844       582400 SH  Call Defined   8           0       582400            0
SPDR SERIES TRUST              OPT  78464A888       -22679     -1930200 SH  Put  Defined   8           0     -1930200            0
SPDR SERIES TRUST              UNIT 78464A425          234         9854 SH       Sole      8        9854            0            0
SPDR SERIES TRUST              UNIT 78464A698        67488      3700000 SH       Sole      8     3700000            0            0
SPDR SERIES TRUST              UNIT 78464A714       130638      4714464 SH       Sole      8     4714464            0            0
SPDR SERIES TRUST              UNIT 78464A730        25376       800000 SH       Sole      8      800000            0            0
SPDR SERIES TRUST              UNIT 78464A755            2           53 SH       Sole      8          53            0            0
SPDR SERIES TRUST              UNIT 78464A789        18986       715900 SH       Sole      8      715900            0            0
SPDR SERIES TRUST              UNIT 78464A797         4537       251353 SH       Sole      8      251353            0            0
SPDR SERIES TRUST              UNIT 78464A888        75693      6441991 SH       Sole      8     6441991            0            0
SPDR SERIES TRUST              UNIT 78464A755          814        22000 SH       Sole      9       22000            0            0
SPDR SERIES TRUST              UNIT 78464A797          265        14673 SH       Sole      9       14673            0            0
SPDR TR                        OPT  78462F103         7040        76560 SH  Call Defined   1           0        76560            0
SPDR TR                        OPT  78462F103        -7176       -78045 SH  Put  Defined   1           0       -78045            0
SPDR TR                        UNIT 78462F103         8151        88650 SH       Sole      1       88650            0            0
SPDR TR                        OPT  78462F103      1136604     12361100 SH  Call Defined   8           0     12361100            0
SPDR TR                        OPT  78462F103      -753337     -8192900 SH  Put  Defined   8           0     -8192900            0
SPDR TR                        UNIT 78462F103       911603      9914117 SH       Sole      8     9914117            0            0
SPDR TR                        UNIT 78462F103         8299        90259 SH       Sole      9       90259            0            0
SPDR TR                        UNIT 78462F103         7356        80000 SH       Sole     34       80000            0            0
SPECIALTY UNDERWRITERS ALLIA   COM  84751T309            1          100 SH       Sole      8         100            0            0
SPECIALTY UNDERWRITERS ALLIA   COM  84751T309          441        69600 SH       Sole      9       69600            0            0
SPECTRA ENERGY CORP            COM  847560109         6587       389304 SH       Sole      8      389304            0            0
SPECTRA ENERGY CORP            OPT  847560109          320        18900 SH  Call Defined   8           0        18900            0
SPECTRA ENERGY CORP            OPT  847560109         -228       -13500 SH  Put  Defined   8           0       -13500            0
SPECTRA ENERGY CORP            COM  847560109         4876       288204 SH       Sole      9      288204            0            0
SPECTRA ENERGY CORP            COM  847560109          435        25724 SH       Defined  32       25724            0            0
SPECTRANETICS CORP             COM  84760C107            1          242 SH       Sole      8         242            0            0
SPECTRANETICS CORP             COM  84760C107          176        35632 SH       Defined  31       35632            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108            2          254 SH       Sole      8         254            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108         7589       992060 SH       Defined  32      992060            0            0
SPEEDWAY MOTORSPORTS INC       COM  847788106            4          317 SH       Sole      8         317            0            0
SPHERION CORP                  COM  848420105           13         3248 SH       Sole      8        3248            0            0
SPHERION CORP                  COM  848420105         1101       267300 SH       Defined  31      267300            0            0
SPIRE CORP                     COM  848565107           16         2900 SH       Sole      8        2900            0            0
SPIRIT AEROSYSTEMS HLDGS INC   COM  848574109           42         3041 SH       Sole      8        3041            0            0
SPIRIT AEROSYSTEMS HLDGS INC   COM  848574109          344        25000 SH       Defined  31       25000            0            0
SPIRIT AEROSYSTEMS HLDGS INC   COM  848574109           46         3337 SH       Defined  32        3337            0            0
SPORT SUPPLY GROUP INC DEL     COM  84916A104            0           20 SH       Sole      8          20            0            0
SPRINT NEXTEL CORP             COM  852061100         7429      1544439 SH       Sole      8     1544439            0            0
SPRINT NEXTEL CORP             OPT  852061100         7536      1566700 SH  Call Defined   8           0      1566700            0
SPRINT NEXTEL CORP             OPT  852061100        -1891      -393200 SH  Put  Defined   8           0      -393200            0
SPRINT NEXTEL CORP             COM  852061100          334        69354 SH       Sole      9       69354            0            0
SPRINT NEXTEL CORP             COM  852061100          566       117663 SH       Defined  32      117663            0            0
SPSS INC                       COM  78462K102           58         1730 SH       Sole      8        1730            0            0
SPSS INC                       COM  78462K102          749        22449 SH       Defined  31       22449            0            0
SPX CORP                       COM  784635104         1713        34991 SH       Sole      8       34991            0            0
SPX CORP                       OPT  784635104         1401        28600 SH  Call Defined   8           0        28600            0
SPX CORP                       OPT  784635104        -6997      -142900 SH  Put  Defined   8           0      -142900            0
SPX CORP                       COM  784635104           10          197 SH       Sole      9         197            0            0
SPX CORP                       COM  784635104         9211       188097 SH       Defined  31      188097            0            0
SPX CORP                       COM  784635104           21          431 SH       Defined  32         431            0            0
SRA INTL INC                   COM  78464R105            2           91 SH       Sole      8          91            0            0
SRA INTL INC                   COM  78464R105           81         4638 SH       Defined  31        4638            0            0
SRS LABS INC                   COM  78464M106            1           88 SH       Sole      8          88            0            0
ST JOE CO                      COM  790148100           54         2053 SH       Sole      8        2053            0            0
ST JOE CO                      OPT  790148100         1256        47400 SH  Call Defined   8           0        47400            0
ST JOE CO                      OPT  790148100         -900       -34000 SH  Put  Defined   8           0       -34000            0
ST JOE CO                      COM  790148100        22948       866300 SH       Defined  31      866300            0            0
ST JOE CO                      COM  790148100          139         5235 SH       Defined  32        5235            0            0
ST JUDE MED INC                COM  790849103        23049       560820 SH       Sole      8      560820            0            0
ST JUDE MED INC                OPT  790849103        22573       549200 SH  Call Defined   8           0       549200            0
ST JUDE MED INC                OPT  790849103        -1853       -45100 SH  Put  Defined   8           0       -45100            0
ST JUDE MED INC                COM  790849103          273         6646 SH       Sole      9        6646            0            0
ST JUDE MED INC                COM  790849103         1207        29362 SH       Defined  32       29362            0            0
ST MARY LD & EXPL CO           COM  792228108           76         3624 SH       Sole      8        3624            0            0
ST MARY LD & EXPL CO           COM  792228108           35         1688 SH       Sole      9        1688            0            0
ST MARY LD & EXPL CO           COM  792228108           33         1564 SH       Defined  32        1564            0            0
STAGE STORES INC               COM  85254C305           47         4221 SH       Sole      8        4221            0            0
STAGE STORES INC               COM  85254C305           29         2650 SH       Defined  31        2650            0            0
STAMPS COM INC                 COM  852857200            5          625 SH       Sole      8         625            0            0
STAMPS COM INC                 OPT  852857200            2          200 SH  Call Defined   8           0          200            0
STANCORP FINL GROUP INC        COM  852891100           42         1457 SH       Sole      8        1457            0            0
STANCORP FINL GROUP INC        COM  852891100           31         1088 SH       Sole      9        1088            0            0
STANCORP FINL GROUP INC        COM  852891100           25          858 SH       Defined  32         858            0            0
STANDARD MICROSYSTEMS CORP     COM  853626109         6830       333967 SH       Sole      8      333967            0            0
STANDARD MICROSYSTEMS CORP     COM  853626109           18          896 SH       Defined  31         896            0            0
STANDARD MTR PRODS INC         COM  853666105            6          775 SH       Sole      8         775            0            0
STANDARD PAC CORP              BOND 853763AA8         4106         7500 PRN      Sole      1     7500000            0            0
STANDARD PAC CORP NEW          COM  85375C101           16         7853 SH       Sole      8        7853            0            0
STANDARD PAC CORP NEW          OPT  85375C101           59        28700 SH  Call Defined   8           0        28700            0
STANDARD PAC CORP NEW          OPT  85375C101          -35       -17600 SH  Put  Defined   8           0       -17600            0
STANDARD PARKING CORP          COM  853790103            7          410 SH       Sole      8         410            0            0
STANDARD REGISTER CO           COM  853887107            3          859 SH       Sole      8         859            0            0
STANDARD REGISTER CO           COM  853887107            6         1724 SH       Defined  32        1724            0            0
STANDEX INTL CORP              COM  854231107            9          742 SH       Sole      8         742            0            0
STANDEX INTL CORP              COM  854231107         1260       108632 SH       Defined  31      108632            0            0
STANLEY INC                    COM  854532108           14          431 SH       Sole      8         431            0            0
STANLEY WKS                    COM  854616109         1616        47735 SH       Sole      8       47735            0            0
STANLEY WKS                    OPT  854616109         1006        29700 SH  Call Defined   8           0        29700            0
STANLEY WKS                    OPT  854616109        -1225       -36200 SH  Put  Defined   8           0       -36200            0
STANLEY WKS                    COM  854616109          284         8382 SH       Sole      9        8382            0            0
STANLEY WKS                    COM  854616109          844        24952 SH       Defined  31       24952            0            0
STANTEC INC                    COM  85472N109          276        11500 SH       Defined  31       11500            0            0
STAPLES INC                    COM  855030102         8139       403355 SH       Sole      8      403355            0            0
STAPLES INC                    OPT  855030102         4307       213400 SH  Call Defined   8           0       213400            0
STAPLES INC                    OPT  855030102        -3711      -183900 SH  Put  Defined   8           0      -183900            0
STAPLES INC                    COM  855030102         2694       133516 SH       Sole      9      133516            0            0
STAPLES INC                    COM  855030102         1247        61775 SH       Defined  32       61775            0            0
STAR GAS PARTNERS L P          COM  85512C105            3          708 SH       Sole      8         708            0            0
STAR SCIENTIFIC INC            COM  85517P101          433       486384 SH       Sole      8      486384            0            0
STAR SCIENTIFIC INC            OPT  85517P101         1069      1201000 SH  Call Defined   8           0      1201000            0
STAR SCIENTIFIC INC            OPT  85517P101         -151      -169900 SH  Put  Defined   8           0      -169900            0
STARBUCKS CORP                 COM  855244109         5208       374974 SH       Sole      8      374974            0            0
STARBUCKS CORP                 OPT  855244109        11654       839000 SH  Call Defined   8           0       839000            0
STARBUCKS CORP                 OPT  855244109        -1916      -138000 SH  Put  Defined   8           0      -138000            0
STARBUCKS CORP                 COM  855244109         3100       223203 SH       Sole      9      223203            0            0
STARBUCKS CORP                 COM  855244109          618        44463 SH       Defined  32       44463            0            0
STARENT NETWORKS CORP          COM  85528P108         1292        52937 SH       Sole      8       52937            0            0
STARENT NETWORKS CORP          OPT  85528P108         1131        46300 SH  Call Defined   8           0        46300            0
STARENT NETWORKS CORP          OPT  85528P108        -3036      -124400 SH  Put  Defined   8           0      -124400            0
STARENT NETWORKS CORP          COM  85528P108         1521        62310 SH       Defined  31       62310            0            0
STARTEK INC                    COM  85569C107           11         1411 SH       Sole      8        1411            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401         3994       179909 SH       Sole      8      179909            0            0
STARWOOD HOTELS&RESORTS WRLD   OPT  85590A401         7169       322900 SH  Call Defined   8           0       322900            0
STARWOOD HOTELS&RESORTS WRLD   OPT  85590A401        -6646      -299400 SH  Put  Defined   8           0      -299400            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401         3674       165490 SH       Sole      9      165490            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401           26         1190 SH       Defined  32        1190            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401         5550       250000 SH       Sole     34      250000            0            0
STATE STR CORP                 COM  857477103        24169       512045 SH       Sole      8      512045            0            0
STATE STR CORP                 OPT  857477103        22520       477100 SH  Call Defined   8           0       477100            0
STATE STR CORP                 OPT  857477103       -59108     -1252300 SH  Put  Defined   8           0     -1252300            0
STATE STR CORP                 COM  857477103          525        11120 SH       Sole      9       11120            0            0
STATE STR CORP                 COM  857477103        28098       595300 SH       Defined  31      595300            0            0
STATE STR CORP                 COM  857477103         1549        32813 SH       Defined  32       32813            0            0
STATOILHYDRO ASA               COM  85771P102            0           11 SH       Sole      8          11            0            0
STATOILHYDRO ASA               OPT  85771P102         1208        61100 SH  Call Defined   8           0        61100            0
STATOILHYDRO ASA               OPT  85771P102         -539       -27300 SH  Put  Defined   8           0       -27300            0
STATOILHYDRO ASA               COM  85771P102        13527       684211 SH       Defined  31      684211            0            0
STEAK N SHAKE CO               COM  857873103           74         8420 SH       Sole      8        8420            0            0
STEC INC                       COM  784774101            4          190 SH       Sole      8         190            0            0
STEC INC                       OPT  784774101         2319       100000 SH  Call Defined   8           0       100000            0
STEC INC                       OPT  784774101        -2485      -107200 SH  Put  Defined   8           0      -107200            0
STEEL DYNAMICS INC             COM  858119100          433        29255 SH       Sole      8       29255            0            0
STEEL DYNAMICS INC             OPT  858119100         3012       203500 SH  Call Defined   8           0       203500            0
STEEL DYNAMICS INC             OPT  858119100        -1568      -106000 SH  Put  Defined   8           0      -106000            0
STEEL DYNAMICS INC             COM  858119100          120         8130 SH       Sole      9        8130            0            0
STEEL DYNAMICS INC             COM  858119100         8905       601694 SH       Defined  31      601694            0            0
STEEL DYNAMICS INC             COM  858119100           29         1951 SH       Defined  32        1951            0            0
STEELCASE INC                  COM  858155203           10         1800 SH       Sole      8        1800            0            0
STEELCASE INC                  COM  858155203          150        25700 SH       Defined  31       25700            0            0
STEELCASE INC                  COM  858155203           30         5116 SH       Defined  32        5116            0            0
STEIN MART INC                 COM  858375108           15         1706 SH       Sole      8        1706            0            0
STEINER LEISURE LTD            COM  P8744Y102            5          155 SH       Sole      8         155            0            0
STEINWAY MUSICAL INSTRS INC    COM  858495104            1          100 SH       Sole      8         100            0            0
STEINWAY MUSICAL INSTRS INC    COM  858495104          251        23500 SH       Defined  31       23500            0            0
STEMCELLS INC                  COM  85857R105           17        10173 SH       Sole      8       10173            0            0
STEPAN CO                      COM  858586100          101         2293 SH       Sole      8        2293            0            0
STEPAN CO                      COM  858586209            2           39 SH       Sole      8          39            0            0
STEREOTAXIS INC                COM  85916J102            1          196 SH       Sole      8         196            0            0
STEREOTAXIS INC                COM  85916J102          202        52007 SH       Defined  31       52007            0            0
STERICYCLE INC                 COM  858912108         3438        66724 SH       Sole      8       66724            0            0
STERICYCLE INC                 OPT  858912108          433         8400 SH  Call Defined   8           0         8400            0
STERICYCLE INC                 OPT  858912108         -881       -17100 SH  Put  Defined   8           0       -17100            0
STERICYCLE INC                 COM  858912108          222         4302 SH       Sole      9        4302            0            0
STERICYCLE INC                 COM  858912108         3053        59244 SH       Defined  31       59244            0            0
STERICYCLE INC                 COM  858912108          365         7075 SH       Defined  32        7075            0            0
STERIS CORP                    COM  859152100           70         2699 SH       Sole      8        2699            0            0
STERIS CORP                    COM  859152100           10          371 SH       Defined  32         371            0            0
STERLING BANCORP               COM  859158107           14         1681 SH       Sole      8        1681            0            0
STERLING BANCSHARES INC        COM  858907108          668       105596 SH       Sole      8      105596            0            0
STERLING CONSTRUCTION CO INC   COM  859241101            0           23 SH       Sole      8          23            0            0
STERLING FINL CORP WASH        COM  859319105           12         4139 SH       Sole      8        4139            0            0
STERLITE INDS INDIA LTD        COM  859737207            1           92 SH       Sole      8          92            0            0
STERLITE INDS INDIA LTD        OPT  859737207          595        47800 SH  Call Defined   8           0        47800            0
STERLITE INDS INDIA LTD        OPT  859737207          -79        -6400 SH  Put  Defined   8           0        -6400            0
STERLITE INDS INDIA LTD        COM  859737207        13715      1102500 SH       Defined  31     1102500            0            0
STEWART ENTERPRISES INC        COM  860370105           37         7700 SH       Sole      8        7700            0            0
STEWART INFORMATION SVCS COR   COM  860372101           20         1460 SH       Sole      8        1460            0            0
STIFEL FINL CORP               COM  860630102          304         6325 SH       Sole      8        6325            0            0
STILLWATER MNG CO              COM  86074Q102          307        53847 SH       Sole      8       53847            0            0
STILLWATER MNG CO              OPT  86074Q102          157        27400 SH  Call Defined   8           0        27400            0
STILLWATER MNG CO              OPT  86074Q102         -122       -21500 SH  Put  Defined   8           0       -21500            0
STILLWATER MNG CO              COM  86074Q102           90        15695 SH       Defined  31       15695            0            0
STMICROELECTRONICS N V         COM  861012102           62         8303 SH       Sole      8        8303            0            0
STMICROELECTRONICS N V         OPT  861012102           44         5800 SH  Call Defined   8           0         5800            0
STMICROELECTRONICS N V         OPT  861012102          -69        -9300 SH  Put  Defined   8           0        -9300            0
STMICROELECTRONICS N V         COM  861012102         8443      1124218 SH       Defined  31     1124218            0            0
STONE ENERGY CORP              COM  861642106          339        45658 SH       Sole      8       45658            0            0
STONE ENERGY CORP              OPT  861642106          535        72000 SH  Call Defined   8           0        72000            0
STONE ENERGY CORP              OPT  861642106         -447       -60300 SH  Put  Defined   8           0       -60300            0
STONE ENERGY CORP              COM  861642106          269        36298 SH       Defined  31       36298            0            0
STONERIDGE INC                 COM  86183P102            2          500 SH       Sole      8         500            0            0
STONERIDGE INC                 COM  86183P102           16         3300 SH       Defined  31        3300            0            0
STRATASYS INC                  COM  862685104           41         3747 SH       Sole      8        3747            0            0
STRATEGIC HOTELS & RESORTS I   COM  86272T106            6         5592 SH       Sole      9        5592            0            0
STRATUS PPTYS INC              COM  863167201          218        34400 SH       Sole      8       34400            0            0
STRAYER ED INC                 COM  863236105          859         3940 SH       Sole      8        3940            0            0
STRAYER ED INC                 OPT  863236105         3861        17700 SH  Call Defined   8           0        17700            0
STRAYER ED INC                 OPT  863236105        -3664       -16800 SH  Put  Defined   8           0       -16800            0
STRAYER ED INC                 COM  863236105         1504         6897 SH       Defined  31        6897            0            0
STRAYER ED INC                 COM  863236105          161          740 SH       Defined  32         740            0            0
STRYKER CORP                   COM  863667101         6382       160603 SH       Sole      8      160603            0            0
STRYKER CORP                   OPT  863667101         3756        94500 SH  Call Defined   8           0        94500            0
STRYKER CORP                   OPT  863667101        -2885       -72600 SH  Put  Defined   8           0       -72600            0
STRYKER CORP                   COM  863667101          108         2706 SH       Sole      9        2706            0            0
STRYKER CORP                   COM  863667101        10205       256795 SH       Defined  31      256795            0            0
STRYKER CORP                   COM  863667101         1060        26684 SH       Defined  32       26684            0            0
STUDENT LN CORP                COM  863902102            4           97 SH       Sole      8          97            0            0
STUDENT LN CORP                COM  863902102          487        13100 SH       Defined  31       13100            0            0
STURM RUGER & CO INC           COM  864159108           12          974 SH       Sole      8         974            0            0
SUBURBAN PROPANE PARTNERS L    COM  864482104            2           54 SH       Sole      8          54            0            0
SUBURBAN PROPANE PARTNERS L    COM  864482104           14          333 SH       Defined  32         333            0            0
SUCAMPO PHARMACEUTICALS INC    COM  864909106            0           79 SH       Sole      8          79            0            0
SUCCESSFACTORS INC             COM  864596101            3          283 SH       Sole      8         283            0            0
SUFFOLK BANCORP                COM  864739107           11          423 SH       Sole      8         423            0            0
SULPHCO INC                    COM  865378103            4         4112 SH       Sole      8        4112            0            0
SULPHCO INC                    OPT  865378103            3         2400 SH  Call Defined   8           0         2400            0
SUMTOTAL SYS INC               COM  866615107            1          242 SH       Sole      8         242            0            0
SUMTOTAL SYS INC               COM  866615107          163        33806 SH       Sole      9       33806            0            0
SUMTOTAL SYS INC               COM  866615107          454        94326 SH       Defined  31       94326            0            0
SUN BANCORP INC                COM  86663B102           10         1962 SH       Sole      8        1962            0            0
SUN COMMUNITIES INC            COM  866674104           97         7004 SH       Sole      9        7004            0            0
SUN HEALTHCARE GROUP INC       COM  866933401            8          908 SH       Sole      8         908            0            0
SUN HEALTHCARE GROUP INC       COM  866933401         2614       309705 SH       Defined  31      309705            0            0
SUN HYDRAULICS CORP            COM  866942105            1           38 SH       Sole      8          38            0            0
SUN HYDRAULICS CORP            COM  866942105          357        22050 SH       Defined  31       22050            0            0
SUN LIFE FINL INC              COM  866796105         1572        58408 SH       Sole      9       58408            0            0
SUN LIFE FINL INC              COM  866796105         6041       224400 SH       Defined  31      224400            0            0
SUN MICROSYSTEMS INC           COM  866810203         8941       969734 SH       Sole      8      969734            0            0
SUN MICROSYSTEMS INC           OPT  866810203         5662       614000 SH  Call Defined   8           0       614000            0
SUN MICROSYSTEMS INC           OPT  866810203        -1915      -207750 SH  Put  Defined   8           0      -207750            0
SUN MICROSYSTEMS INC           COM  866810203        12095      1311853 SH       Sole      9     1311853            0            0
SUN MICROSYSTEMS INC           OPT  866810203          453        49121 SH  Call Defined   9           0        49121            0
SUN MICROSYSTEMS INC           COM  866810203          273        29656 SH       Defined  32       29656            0            0
SUNCOR ENERGY INC              COM  867229106         5439       179272 SH       Sole      8      179272            0            0
SUNCOR ENERGY INC              OPT  867229106        13908       458400 SH  Call Defined   8           0       458400            0
SUNCOR ENERGY INC              OPT  867229106       -10324      -340300 SH  Put  Defined   8           0      -340300            0
SUNCOR ENERGY INC              COM  867229106          635        20940 SH       Sole      9       20940            0            0
SUNCOR ENERGY INC              COM  867229106        11485       378532 SH       Defined  31      378532            0            0
SUNCOR ENERGY INC              COM  867229106         4551       150000 SH       Sole     34      150000            0            0
SUNOCO INC                     COM  86764P109         2584       111387 SH       Sole      8      111387            0            0
SUNOCO INC                     OPT  86764P109         3921       169000 SH  Call Defined   8           0       169000            0
SUNOCO INC                     OPT  86764P109        -9820      -423300 SH  Put  Defined   8           0      -423300            0
SUNOCO INC                     COM  86764P109         1588        68436 SH       Sole      9       68436            0            0
SUNOCO INC                     COM  86764P109          155         6687 SH       Defined  32        6687            0            0
SUNOCO LOGISTICS PRTNRS L P    COM  86764L108           39          718 SH       Sole      8         718            0            0
SUNOCO LOGISTICS PRTNRS L P    COM  86764L108           25          454 SH       Defined  32         454            0            0
SUNOPTA INC                    COM  8676EP108            6         2522 SH       Sole      8        2522            0            0
SUNOPTA INC                    OPT  8676EP108           10         3900 SH  Call Defined   8           0         3900            0
SUNOPTA INC                    OPT  8676EP108           -2        -1000 SH  Put  Defined   8           0        -1000            0
SUNOPTA INC                    COM  8676EP108           56        23259 SH       Sole      9       23259            0            0
SUNOPTA INC                    COM  8676EP108          318       132919 SH       Defined  31      132919            0            0
SUNPOWER CORP                  BOND 867652AA7         2418         3155 PRN      Sole      8     3155000            0            0
SUNPOWER CORP                  COM  867652109          379        14233 SH       Sole      8       14233            0            0
SUNPOWER CORP                  COM  867652307            2           81 SH       Sole      8          81            0            0
SUNPOWER CORP                  OPT  867652109         3590       134900 SH  Call Defined   8           0       134900            0
SUNPOWER CORP                  OPT  867652109        -5886      -221200 SH  Put  Defined   8           0      -221200            0
SUNPOWER CORP                  OPT  867652307           29         1200 SH  Call Defined   8           0         1200            0
SUNPOWER CORP                  OPT  867652307           -2         -100 SH  Put  Defined   8           0         -100            0
SUNPOWER CORP                  COM  867652109         4288       161148 SH       Sole      9      161148            0            0
SUNPOWER CORP                  COM  867652109          136         5096 SH       Defined  32        5096            0            0
SUNPOWER CORP                  COM  867652109         1688        63448 SH       Sole     34       63448            0            0
SUNRISE SENIOR LIVING INC      COM  86768K106           16         9649 SH       Sole      8        9649            0            0
SUNSTONE HOTEL INVS INC NEW    COM  867892101            7         1392 SH       Sole      9        1392            0            0
SUNTECH PWR HLDGS CO LTD       BOND 86800CAE4            5            6 PRN      Sole      8        6000            0            0
SUNTECH PWR HLDGS CO LTD       OPT  86800C104         4514       252700 SH  Call Defined   8           0       252700            0
SUNTECH PWR HLDGS CO LTD       OPT  86800C104        -6713      -375900 SH  Put  Defined   8           0      -375900            0
SUNTRUST BKS INC               COM  867914103        14168       861267 SH       Sole      8      861267            0            0
SUNTRUST BKS INC               OPT  867914103        15932       968500 SH  Call Defined   8           0       968500            0
SUNTRUST BKS INC               OPT  867914103       -21498     -1306900 SH  Put  Defined   8           0     -1306900            0
SUNTRUST BKS INC               COM  867914103          621        37779 SH       Sole      9       37779            0            0
SUNTRUST BKS INC               COM  867914103          498        30269 SH       Defined  32       30269            0            0
SUPER MICRO COMPUTER INC       COM  86800U104            1          116 SH       Sole      8         116            0            0
SUPERCONDUCTOR TECHNOLOGIES    COM  867931305            3          800 SH       Sole      8         800            0            0
SUPERCONDUCTOR TECHNOLOGIES    COM  867931305            0            5 SH       Defined  31           5            0            0
SUPERGEN INC                   COM  868059106           25        12586 SH       Sole      8       12586            0            0
SUPERGEN INC                   OPT  868059106           16         7700 SH  Call Defined   8           0         7700            0
SUPERGEN INC                   OPT  868059106          -28       -14300 SH  Put  Defined   8           0       -14300            0
SUPERIOR ENERGY SVCS INC       COM  868157108           47         2731 SH       Sole      8        2731            0            0
SUPERIOR ENERGY SVCS INC       OPT  868157108          562        32500 SH  Call Defined   8           0        32500            0
SUPERIOR ENERGY SVCS INC       OPT  868157108         -215       -12500 SH  Put  Defined   8           0       -12500            0
SUPERIOR ENERGY SVCS INC       COM  868157108         2092       121136 SH       Sole      9      121136            0            0
SUPERIOR INDS INTL INC         COM  868168105           35         2469 SH       Sole      8        2469            0            0
SUPERIOR INDS INTL INC         OPT  868168105           51         3600 SH  Call Defined   8           0         3600            0
SUPERIOR WELL SVCS INC         COM  86837X105            1          241 SH       Sole      8         241            0            0
SUPERTEX INC                   COM  868532102           15          589 SH       Sole      8         589            0            0
SUPERVALU INC                  COM  868536103         5760       444772 SH       Sole      8      444772            0            0
SUPERVALU INC                  OPT  868536103         1645       127000 SH  Call Defined   8           0       127000            0
SUPERVALU INC                  OPT  868536103         -295       -22800 SH  Put  Defined   8           0       -22800            0
SUPERVALU INC                  COM  868536103         1976       152574 SH       Sole      9      152574            0            0
SUPERVALU INC                  COM  868536103         7077       546449 SH       Defined  31      546449            0            0
SUPERVALU INC                  COM  868536103           53         4103 SH       Defined  32        4103            0            0
SUPREME INDS INC               COM  868607102            0            7 SH       Sole      1           7            0            0
SURMODICS INC                  COM  868873100           37         1628 SH       Sole      8        1628            0            0
SURMODICS INC                  COM  868873100           13          575 SH       Defined  31         575            0            0
SUSQUEHANNA BANCSHARES INC P   COM  869099101          581       118792 SH       Sole      8      118792            0            0
SUSQUEHANNA BANCSHARES INC P   COM  869099101            7         1424 SH       Defined  32        1424            0            0
SUSSER HLDGS CORP              COM  869233106            0            7 SH       Sole      8           7            0            0
SUSSER HLDGS CORP              COM  869233106           52         4648 SH       Defined  31        4648            0            0
SUTOR TECH GROUP LTD           COM  869362103            2          700 SH       Sole      8         700            0            0
SUTOR TECH GROUP LTD           COM  869362103           16         4800 SH       Defined  31        4800            0            0
SVB FINL GROUP                 COM  78486Q101          829        30442 SH       Sole      8       30442            0            0
SWIFT ENERGY CO                COM  870738101           39         2349 SH       Sole      8        2349            0            0
SWIFT ENERGY CO                COM  870738101           14          865 SH       Defined  32         865            0            0
SWITCH & DATA FACILITIES COM   COM  871043105           11          954 SH       Sole      8         954            0            0
SWS GROUP INC                  COM  78503N107           14          980 SH       Sole      8         980            0            0
SWS GROUP INC                  COM  78503N107           17         1229 SH       Defined  31        1229            0            0
SYBASE INC                     COM  871130100         2835        90446 SH       Sole      8       90446            0            0
SYBASE INC                     OPT  871130100          718        22900 SH  Call Defined   8           0        22900            0
SYBASE INC                     OPT  871130100         -376       -12000 SH  Put  Defined   8           0       -12000            0
SYBASE INC                     COM  871130100          436        13900 SH       Sole      9       13900            0            0
SYBASE INC                     COM  871130100         7345       234373 SH       Defined  31      234373            0            0
SYBASE INC                     COM  871130100          138         4392 SH       Defined  32        4392            0            0
SYCAMORE NETWORKS INC          COM  871206108            0          110 SH       Defined  31         110            0            0
SYKES ENTERPRISES INC          COM  871237103           14          750 SH       Sole      8         750            0            0
SYKES ENTERPRISES INC          COM  871237103           32         1793 SH       Defined  31        1793            0            0
SYMANTEC CORP                  COM  871503108         8117       521003 SH       Sole      8      521003            0            0
SYMANTEC CORP                  OPT  871503108         1496        96000 SH  Call Defined   8           0        96000            0
SYMANTEC CORP                  OPT  871503108        -1413       -90700 SH  Put  Defined   8           0       -90700            0
SYMANTEC CORP                  COM  871503108          180        11535 SH       Sole      9       11535            0            0
SYMANTEC CORP                  COM  871503108         1100        70596 SH       Defined  32       70596            0            0
SYMMETRICOM INC                COM  871543104           16         2696 SH       Sole      8        2696            0            0
SYMMETRY MED INC               COM  871546206            5          582 SH       Sole      8         582            0            0
SYMMETRY MED INC               COM  871546206           34         3691 SH       Defined  31        3691            0            0
SYMYX TECHNOLOGIES             COM  87155S108           25         4204 SH       Sole      8        4204            0            0
SYMYX TECHNOLOGIES             COM  87155S108          119        20307 SH       Defined  31       20307            0            0
SYNAPTICS INC                  COM  87157D109         1479        38269 SH       Sole      8       38269            0            0
SYNAPTICS INC                  OPT  87157D109         8931       231050 SH  Call Defined   8           0       231050            0
SYNAPTICS INC                  OPT  87157D109       -11127      -287900 SH  Put  Defined   8           0      -287900            0
SYNAPTICS INC                  COM  87157D109          955        24706 SH       Defined  31       24706            0            0
SYNCHRONOSS TECHNOLOGIES INC   COM  87157B103            5          427 SH       Sole      8         427            0            0
SYNERON MEDICAL LTD            COM  M87245102          224        31026 SH       Sole      8       31026            0            0
SYNGENTA AG                    COM  87160A100           24          515 SH       Sole      8         515            0            0
SYNIVERSE HLDGS INC            COM  87163F106           71         4415 SH       Sole      8        4415            0            0
SYNIVERSE HLDGS INC            COM  87163F106          824        51400 SH       Defined  31       51400            0            0
SYNNEX CORP                    COM  87162W100           29         1164 SH       Sole      8        1164            0            0
SYNNEX CORP                    COM  87162W100          405        16200 SH       Defined  31       16200            0            0
SYNNEX CORP                    COM  87162W100           20          790 SH       Defined  32         790            0            0
SYNOPSYS INC                   COM  871607107          238        12214 SH       Sole      8       12214            0            0
SYNOPSYS INC                   OPT  871607107          141         7200 SH  Call Defined   8           0         7200            0
SYNOPSYS INC                   OPT  871607107         -113        -5800 SH  Put  Defined   8           0        -5800            0
SYNOPSYS INC                   COM  871607107          106         5446 SH       Defined  32        5446            0            0
SYNOVIS LIFE TECHNOLOGIES IN   COM  87162G105           39         1888 SH       Sole      8        1888            0            0
SYNOVUS FINL CORP              COM  87161C105           21         7008 SH       Sole      8        7008            0            0
SYNOVUS FINL CORP              OPT  87161C105          231        77200 SH  Call Defined   8           0        77200            0
SYNOVUS FINL CORP              OPT  87161C105          -31       -10500 SH  Put  Defined   8           0       -10500            0
SYNOVUS FINL CORP              COM  87161C105           48        16156 SH       Defined  32       16156            0            0
SYNTA PHARMACEUTICALS CORP     COM  87162T206            4         1522 SH       Sole      8        1522            0            0
SYNTA PHARMACEUTICALS CORP     OPT  87162T206         -236      -101400 SH  Put  Defined   8           0      -101400            0
SYNTEL INC                     COM  87162H103           34         1073 SH       Sole      8        1073            0            0
SYNTEL INC                     COM  87162H103           52         1645 SH       Defined  31        1645            0            0
SYNTROLEUM CORP                COM  871630109            1          494 SH       Sole      8         494            0            0
SYNTROLEUM CORP                COM  871630109          611       274108 SH       Sole      9      274108            0            0
SYNUTRA INTL INC               COM  87164C102            1          136 SH       Sole      8         136            0            0
SYSCO CORP                     COM  871829107         6791       302087 SH       Sole      8      302087            0            0
SYSCO CORP                     OPT  871829107        16849       749500 SH  Call Defined   8           0       749500            0
SYSCO CORP                     OPT  871829107         -748       -33300 SH  Put  Defined   8           0       -33300            0
SYSCO CORP                     COM  871829107          558        24839 SH       Sole      9       24839            0            0
SYSCO CORP                     COM  871829107         1170        52052 SH       Defined  32       52052            0            0
SYSTEMAX INC                   COM  871851101           14         1167 SH       Sole      8        1167            0            0
SYSTEMAX INC                   OPT  871851101          159        13300 SH  Call Defined   8           0        13300            0
SYSTEMAX INC                   OPT  871851101          -29        -2500 SH  Put  Defined   8           0        -2500            0
SYSTEMAX INC                   COM  871851101            8          700 SH       Defined  31         700            0            0
SYSTEMAX INC                   COM  871851101            9          779 SH       Defined  32         779            0            0
T-3 ENERGY SRVCS INC           COM  87306E107            5          400 SH       Sole      8         400            0            0
T-3 ENERGY SRVCS INC           COM  87306E107          431        36155 SH       Defined  31       36155            0            0
TAIWAN SEMICONDUCTOR MFG LTD   COM  874039100         3941       418858 SH       Sole      8      418858            0            0
TAIWAN SEMICONDUCTOR MFG LTD   OPT  874039100          341        36200 SH  Call Defined   8           0        36200            0
TAIWAN SEMICONDUCTOR MFG LTD   OPT  874039100         -282       -30000 SH  Put  Defined   8           0       -30000            0
TAIWAN SEMICONDUCTOR MFG LTD   ADR  874039100          154        16350 SH       Sole      9       16350            0            0
TAIWAN SEMICONDUCTOR MFG LTD   COM  874039100        35536      3776374 SH       Defined  31     3776374            0            0
TAKE-TWO INTERACTIVE SOFTWAR   BOND 874054AA7          595          549 PRN      Sole      8      549000            0            0
TAKE-TWO INTERACTIVE SOFTWAR   COM  874054109         1621       171199 SH       Sole      8      171199            0            0
TAKE-TWO INTERACTIVE SOFTWAR   OPT  874054109          269        28400 SH  Call Defined   8           0        28400            0
TAKE-TWO INTERACTIVE SOFTWAR   OPT  874054109         -558       -59000 SH  Put  Defined   8           0       -59000            0
TAKE-TWO INTERACTIVE SOFTWAR   COM  874054109          207        21900 SH       Sole      9       21900            0            0
TAKE-TWO INTERACTIVE SOFTWAR   COM  874054109           46         4858 SH       Defined  31        4858            0            0
TAL INTL GROUP INC             COM  874083108            0            6 SH       Sole      8           6            0            0
TALBOTS INC                    COM  874161102           64        11815 SH       Sole      8       11815            0            0
TALBOTS INC                    OPT  874161102          137        25300 SH  Call Defined   8           0        25300            0
TALBOTS INC                    OPT  874161102         -246       -45700 SH  Put  Defined   8           0       -45700            0
TALEO CORP                     COM  87424N104           27         1458 SH       Sole      8        1458            0            0
TALISMAN ENERGY INC            COM  87425E103           69         4853 SH       Sole      8        4853            0            0
TALISMAN ENERGY INC            OPT  87425E103          765        53500 SH  Call Defined   8           0        53500            0
TALISMAN ENERGY INC            OPT  87425E103         -883       -61800 SH  Put  Defined   8           0       -61800            0
TALISMAN ENERGY INC            COM  87425E103         2912       203742 SH       Sole      9      203742            0            0
TALISMAN ENERGY INC            COM  87425E103         4720       330274 SH       Defined  31      330274            0            0
TAM SA                         COM  87484D103            2          200 SH       Sole      8         200            0            0
TAM SA                         OPT  87484D103          275        26400 SH  Call Defined   8           0        26400            0
TAM SA                         OPT  87484D103           -8         -800 SH  Put  Defined   8           0         -800            0
TAM SA                         COM  87484D103         2140       205600 SH       Defined  31      205600            0            0
TANGER FACTORY OUTLET CTRS I   COM  875465106           69         2123 SH       Sole      8        2123            0            0
TANGER FACTORY OUTLET CTRS I   COM  875465106          105         3251 SH       Sole      9        3251            0            0
TANZANIAN ROYALTY EXPL CORP    COM  87600U104            3          959 SH       Sole      8         959            0            0
TARGET CORP                    COM  87612E106        22180       561950 SH       Sole      8      561950            0            0
TARGET CORP                    OPT  87612E106       278852      7064900 SH  Call Defined   8           0      7064900            0
TARGET CORP                    OPT  87612E106      -175503     -4446500 SH  Put  Defined   8           0     -4446500            0
TARGET CORP                    COM  87612E106          976        24716 SH       Sole      9       24716            0            0
TARGET CORP                    OPT  87612E106         3858        97722 SH  Call Defined   9           0        97722            0
TARGET CORP                    OPT  87612E106         -632       -16023 SH  Put  Defined   9           0       -16023            0
TARGET CORP                    COM  87612E106         2700        68396 SH       Defined  32       68396            0            0
TASER INTL INC                 COM  87651B104          104        22875 SH       Sole      8       22875            0            0
TASER INTL INC                 OPT  87651B104          125        27300 SH  Call Defined   8           0        27300            0
TASER INTL INC                 OPT  87651B104          -82       -18100 SH  Put  Defined   8           0       -18100            0
TASTY BAKING CO                COM  876553306            1          100 SH       Sole      8         100            0            0
TATA COMMUNICATIONS LTD        COM  876564105          627        31894 SH       Defined  31       31894            0            0
TATA MTRS LTD                  COM  876568502          192        22505 SH       Sole      8       22505            0            0
TATA MTRS LTD                  OPT  876568502          260        30500 SH  Call Defined   8           0        30500            0
TATA MTRS LTD                  OPT  876568502         -264       -31100 SH  Put  Defined   8           0       -31100            0
TATA MTRS LTD                  ADR  876568502          169        19800 SH       Sole      9       19800            0            0
TATA MTRS LTD                  COM  876568502          186        21800 SH       Defined  31       21800            0            0
TAUBMAN CTRS INC               COM  876664103           88         3269 SH       Sole      8        3269            0            0
TAUBMAN CTRS INC               OPT  876664103          336        12500 SH  Call Defined   8           0        12500            0
TAUBMAN CTRS INC               COM  876664103          145         5408 SH       Sole      9        5408            0            0
TBS INTERNATIONAL LIMITED      COM  G86975151            7          860 SH       Sole      8         860            0            0
TCF FINL CORP                  COM  872275102          815        60924 SH       Sole      8       60924            0            0
TCF FINL CORP                  OPT  872275102          672        50200 SH  Call Defined   8           0        50200            0
TCF FINL CORP                  OPT  872275102         -435       -32600 SH  Put  Defined   8           0       -32600            0
TCF FINL CORP                  COM  872275102           23         1740 SH       Defined  32        1740            0            0
TD AMERITRADE HLDG CORP        COM  87236Y108          102         5808 SH       Sole      8        5808            0            0
TD AMERITRADE HLDG CORP        OPT  87236Y108         1420        80900 SH  Call Defined   8           0        80900            0
TD AMERITRADE HLDG CORP        OPT  87236Y108         -621       -35400 SH  Put  Defined   8           0       -35400            0
TD AMERITRADE HLDG CORP        COM  87236Y108          436        24859 SH       Defined  31       24859            0            0
TD AMERITRADE HLDG CORP        COM  87236Y108          515        29369 SH       Defined  32       29369            0            0
TEAM INC                       COM  878155100            2          135 SH       Sole      8         135            0            0
TEAM INC                       COM  878155100          180        11504 SH       Defined  31       11504            0            0
TECH DATA CORP                 BOND 878237AE6         3798         4089 PRN      Sole      8     4089000            0            0
TECH DATA CORP                 COM  878237106           45         1389 SH       Sole      8        1389            0            0
TECH DATA CORP                 OPT  878237106         1299        39700 SH  Call Defined   8           0        39700            0
TECH DATA CORP                 OPT  878237106        -1017       -31100 SH  Put  Defined   8           0       -31100            0
TECH DATA CORP                 COM  878237106          778        23800 SH       Sole      9       23800            0            0
TECH DATA CORP                 COM  878237106          227         6929 SH       Defined  31        6929            0            0
TECH DATA CORP                 COM  878237106           86         2641 SH       Defined  32        2641            0            0
TECHNE CORP                    COM  878377100          123         1930 SH       Sole      8        1930            0            0
TECHNE CORP                    COM  878377100         1741        27287 SH       Defined  31       27287            0            0
TECHNE CORP                    COM  878377100          126         1967 SH       Defined  32        1967            0            0
TECHNITROL INC                 COM  878555101           36         5556 SH       Sole      8        5556            0            0
TECHNITROL INC                 COM  878555101         1116       172500 SH       Defined  31      172500            0            0
TECHWELL INC                   COM  87874D101            4          444 SH       Sole      8         444            0            0
TECHWELL INC                   COM  87874D101          294        34644 SH       Defined  31       34644            0            0
TECK RESOURCES LTD             COM  878742204         1922       120588 SH       Sole      8      120588            0            0
TECK RESOURCES LTD             OPT  878742204         2301       144300 SH  Call Defined   8           0       144300            0
TECK RESOURCES LTD             OPT  878742204        -1495       -93800 SH  Put  Defined   8           0       -93800            0
TECK RESOURCES LTD             COM  878742204          123         7695 SH       Sole      9        7695            0            0
TECK RESOURCES LTD             COM  878742204         7246       454566 SH       Defined  31      454566            0            0
TECO ENERGY INC                COM  872375100         1399       117247 SH       Sole      8      117247            0            0
TECO ENERGY INC                OPT  872375100          434        36300 SH  Call Defined   8           0        36300            0
TECO ENERGY INC                OPT  872375100         -245       -20600 SH  Put  Defined   8           0       -20600            0
TECO ENERGY INC                COM  872375100          152        12737 SH       Sole      9       12737            0            0
TECO ENERGY INC                COM  872375100         2641       221397 SH       Defined  31      221397            0            0
TECUMSEH PRODS CO              COM  878895101            1          100 SH       Sole      8         100            0            0
TECUMSEH PRODS CO              COM  878895200           11         1100 SH       Defined  31        1100            0            0
TEEKAY CORPORATION             COM  Y8564W103          538        25587 SH       Sole      8       25587            0            0
TEEKAY CORPORATION             COM  Y8564W103          171         8115 SH       Sole      9        8115            0            0
TEEKAY TANKERS LTD             COM  Y8565N102            3          278 SH       Sole      8         278            0            0
TEJON RANCH CO DEL             COM  879080109            2           82 SH       Sole      8          82            0            0
TEKELEC                        COM  879101103           50         2999 SH       Sole      8        2999            0            0
TEKELEC                        OPT  879101103          679        40300 SH  Call Defined   8           0        40300            0
TEKELEC                        OPT  879101103         -159        -9500 SH  Put  Defined   8           0        -9500            0
TELE NORTE LESTE PART S A      ADR  879246106          345        23211 SH       Sole      9       23211            0            0
TELE NORTE LESTE PART S A      COM  879246106         3673       247000 SH       Defined  31      247000            0            0
TELECOM ARGENTINA S A          COM  879273209          769        59900 SH       Defined  31       59900            0            0
TELECOM CORP NEW ZEALAND LTD   COM  879278208         1835       210719 SH       Defined  31      210719            0            0
TELECOM HLDRS TR               COM  87927P200            0           13 SH       Sole      8          13            0            0
TELECOM HLDRS TR               OPT  87927P200            3          100 SH  Call Defined   8           0          100            0
TELECOM ITALIA S P A NEW       COM  87927Y102            0           22 SH       Sole      8          22            0            0
TELECOM ITALIA S P A NEW       COM  87927Y201            1          152 SH       Sole      8         152            0            0
TELECOM ITALIA S P A NEW       COM  87927Y102         1506       109475 SH       Defined  31      109475            0            0
TELECOM ITALIA S P A NEW       COM  87927Y201          166        16900 SH       Defined  31       16900            0            0
TELECOMMUNICATION SYS INC      COM  87929J103            2          294 SH       Sole      8         294            0            0
TELECOMUNICACOES DE SAO PAUL   COM  87929A102          628        28220 SH       Defined  31       28220            0            0
TELEDYNE TECHNOLOGIES INC      COM  879360105           36         1101 SH       Sole      8        1101            0            0
TELEFLEX INC                   COM  879369106           46         1034 SH       Sole      8        1034            0            0
TELEFLEX INC                   COM  879369106         5976       133300 SH       Defined  31      133300            0            0
TELEFLEX INC                   COM  879369106           57         1270 SH       Defined  32        1270            0            0
TELEFONICA S A                 COM  879382208            1            9 SH       Sole      8           9            0            0
TELEFONOS DE MEXICO S A B      COM  879403780            0            4 SH       Sole      8           4            0            0
TELEFONOS DE MEXICO S A B      OPT  879403780          722        44500 SH  Call Defined   8           0        44500            0
TELEFONOS DE MEXICO S A B      OPT  879403780         -303       -18700 SH  Put  Defined   8           0       -18700            0
TELEMIG CELULAR PART S A       COM  87944E105          271         5337 SH       Defined  31        5337            0            0
TELEPHONE & DATA SYS INC       COM  879433100          304        10742 SH       Sole      8       10742            0            0
TELEPHONE & DATA SYS INC       COM  879433860           10          400 SH       Sole      8         400            0            0
TELEPHONE & DATA SYS INC       OPT  879433100           80         2800 SH  Call Defined   8           0         2800            0
TELEPHONE & DATA SYS INC       OPT  879433100         -133        -4700 SH  Put  Defined   8           0        -4700            0
TELEPHONE & DATA SYS INC       COM  879433100          158         5600 SH       Sole      9        5600            0            0
TELEPHONE & DATA SYS INC       COM  879433100            3          100 SH       Defined  31         100            0            0
TELEPHONE & DATA SYS INC       COM  879433100           55         1952 SH       Defined  32        1952            0            0
TELETECH HOLDINGS INC          COM  879939106           66         4332 SH       Sole      8        4332            0            0
TELETECH HOLDINGS INC          OPT  879939106          122         8000 SH  Call Defined   8           0         8000            0
TELETECH HOLDINGS INC          OPT  879939106         -168       -11100 SH  Put  Defined   8           0       -11100            0
TELETECH HOLDINGS INC          COM  879939106          668        44071 SH       Defined  31       44071            0            0
TELIK INC                      COM  87959M109            0           48 SH       Sole      8          48            0            0
TELIK INC                      OPT  87959M109            3         2400 SH  Call Defined   8           0         2400            0
TELKOM SA LTD                  COM  879603108          118         5900 SH       Defined  31        5900            0            0
TELLABS INC                    COM  879664100         1343       234301 SH       Sole      8      234301            0            0
TELLABS INC                    OPT  879664100          144        25100 SH  Call Defined   8           0        25100            0
TELLABS INC                    OPT  879664100         -659      -115100 SH  Put  Defined   8           0      -115100            0
TELLABS INC                    COM  879664100          209        36421 SH       Sole      9       36421            0            0
TELLABS INC                    COM  879664100         6855      1196370 SH       Defined  31     1196370            0            0
TELLABS INC                    COM  879664100           89        15601 SH       Defined  32       15601            0            0
TELMEX INTERNACIONAL SAB DE    COM  879690105            1           44 SH       Sole      8          44            0            0
TELMEX INTERNACIONAL SAB DE    OPT  879690105            6          400 SH  Call Defined   8           0          400            0
TELMEX INTERNACIONAL SAB DE    OPT  879690105           -2         -200 SH  Put  Defined   8           0         -200            0
TELUS CORP                     COM  87971M202           18          700 SH       Sole      9         700            0            0
TELUS CORP                     COM  87971M202         3527       136694 SH       Defined  31      136694            0            0
TEMPLE INLAND INC              COM  879868107          487        37100 SH       Sole      1       37100            0            0
TEMPLE INLAND INC              COM  879868107           79         5986 SH       Sole      8        5986            0            0
TEMPLE INLAND INC              COM  879868107          787        60000 SH       Sole      9       60000            0            0
TEMPLE INLAND INC              COM  879868107        10556       804560 SH       Defined  31      804560            0            0
TEMPLE INLAND INC              COM  879868107           56         4258 SH       Defined  32        4258            0            0
TEMPUR PEDIC INTL INC          COM  88023U101           13          965 SH       Sole      8         965            0            0
TEMPUR PEDIC INTL INC          OPT  88023U101          427        32600 SH  Call Defined   8           0        32600            0
TEMPUR PEDIC INTL INC          OPT  88023U101         -888       -68000 SH  Put  Defined   8           0       -68000            0
TEMPUR PEDIC INTL INC          COM  88023U101          818        62600 SH       Defined  31       62600            0            0
TENARIS S A                    COM  88031M109           73         2706 SH       Sole      8        2706            0            0
TENARIS S A                    OPT  88031M109         1623        60000 SH  Call Defined   8           0        60000            0
TENARIS S A                    OPT  88031M109         -283       -10500 SH  Put  Defined   8           0       -10500            0
TENARIS S A                    COM  88031M109         1767        65347 SH       Defined  31       65347            0            0
TENET HEALTHCARE CORP          COM  88033G100          845       299560 SH       Sole      8      299560            0            0
TENET HEALTHCARE CORP          OPT  88033G100          160        56700 SH  Call Defined   8           0        56700            0
TENET HEALTHCARE CORP          OPT  88033G100         -346      -122700 SH  Put  Defined   8           0      -122700            0
TENET HEALTHCARE CORP          COM  88033G100            8         2935 SH       Sole      9        2935            0            0
TENET HEALTHCARE CORP          OPT  88033G100            0            0 SH  Put  Defined   9           0            0            0
TENET HEALTHCARE CORP          COM  88033G100         1221       432968 SH       Defined  31      432968            0            0
TENET HEALTHCARE CORP          COM  88033G100          119        42120 SH       Defined  32       42120            0            0
TENNANT CO                     COM  880345103            3          140 SH       Sole      8         140            0            0
TENNECO INC                    COM  880349105            0           38 SH       Sole      8          38            0            0
TENNECO INC                    OPT  880349105          457        43100 SH  Call Defined   8           0        43100            0
TENNECO INC                    OPT  880349105         -174       -16500 SH  Put  Defined   8           0       -16500            0
TENNECO INC                    COM  880349105          741        69900 SH       Defined  31       69900            0            0
TENNECO INC                    COM  880349105           58         5508 SH       Defined  32        5508            0            0
TEPPCO PARTNERS L P            COM  872384102          393        13155 SH       Sole      8       13155            0            0
TEPPCO PARTNERS L P            OPT  872384102          165         5500 SH  Call Defined   8           0         5500            0
TEPPCO PARTNERS L P            OPT  872384102          -86        -2900 SH  Put  Defined   8           0        -2900            0
TEPPCO PARTNERS L P            COM  872384102         1947        65200 SH       Sole      9       65200            0            0
TEPPCO PARTNERS L P            COM  872384102           26          881 SH       Defined  32         881            0            0
TERADATA CORP DEL              COM  88076W103         2134        91074 SH       Sole      8       91074            0            0
TERADATA CORP DEL              COM  88076W103         1178        50273 SH       Sole      9       50273            0            0
TERADATA CORP DEL              COM  88076W103         2049        87473 SH       Defined  31       87473            0            0
TERADATA CORP DEL              COM  88076W103          314        13382 SH       Defined  32       13382            0            0
TERADYNE INC                   COM  880770102         2051       299049 SH       Sole      8      299049            0            0
TERADYNE INC                   OPT  880770102           92        13300 SH  Call Defined   8           0        13300            0
TERADYNE INC                   OPT  880770102        -2230      -325200 SH  Put  Defined   8           0      -325200            0
TERADYNE INC                   COM  880770102            8         1222 SH       Sole      9        1222            0            0
TERADYNE INC                   COM  880770102          267        38885 SH       Defined  31       38885            0            0
TERADYNE INC                   COM  880770102           99        14426 SH       Defined  32       14426            0            0
TEREX CORP NEW                 COM  880779103         1134        93953 SH       Sole      8       93953            0            0
TEREX CORP NEW                 OPT  880779103         1728       143100 SH  Call Defined   8           0       143100            0
TEREX CORP NEW                 OPT  880779103        -3397      -281500 SH  Put  Defined   8           0      -281500            0
TEREX CORP NEW                 COM  880779103          218        18090 SH       Sole      9       18090            0            0
TEREX CORP NEW                 COM  880779103           40         3275 SH       Defined  32        3275            0            0
TERNIUM SA                     OPT  880890108           19         1100 SH  Call Defined   8           0         1100            0
TERNIUM SA                     OPT  880890108          -50        -2900 SH  Put  Defined   8           0        -2900            0
TERRA INDS INC                 COM  880915103         1506        62193 SH       Sole      8       62193            0            0
TERRA INDS INC                 OPT  880915103         1514        62500 SH  Call Defined   8           0        62500            0
TERRA INDS INC                 OPT  880915103        -2385       -98500 SH  Put  Defined   8           0       -98500            0
TERRA INDS INC                 COM  880915103          247        10188 SH       Sole      9       10188            0            0
TERRA INDS INC                 COM  880915103         2303        95100 SH       Defined  31       95100            0            0
TERRA INDS INC                 COM  880915103          102         4219 SH       Defined  32        4219            0            0
TERRA NITROGEN CO L P          COM  881005201           22          218 SH       Defined  32         218            0            0
TERREMARK WORLDWIDE INC        COM  881448203            4          710 SH       Sole      8         710            0            0
TERRESTAR CORP                 COM  881451108          553       361400 SH       Sole      8      361400            0            0
TESCO CORP                     COM  88157K101          546        68755 SH       Defined  31       68755            0            0
TESORO CORP                    COM  881609101            1           41 SH       Sole      1          41            0            0
TESORO CORP                    COM  881609101         6504       510882 SH       Sole      8      510882            0            0
TESORO CORP                    OPT  881609101         3617       284100 SH  Call Defined   8           0       284100            0
TESORO CORP                    OPT  881609101        -7968      -626000 SH  Put  Defined   8           0      -626000            0
TESORO CORP                    COM  881609101           12          978 SH       Sole      9         978            0            0
TESORO CORP                    COM  881609101          147        11551 SH       Defined  32       11551            0            0
TESSERA TECHNOLOGIES INC       COM  88164L100          568        22443 SH       Sole      8       22443            0            0
TESSERA TECHNOLOGIES INC       OPT  88164L100         3857       152500 SH  Call Defined   8           0       152500            0
TESSERA TECHNOLOGIES INC       OPT  88164L100        -1087       -43000 SH  Put  Defined   8           0       -43000            0
TESSERA TECHNOLOGIES INC       COM  88164L100          835        33000 SH       Sole      9       33000            0            0
TESSERA TECHNOLOGIES INC       COM  88164L100         7576       299583 SH       Defined  31      299583            0            0
TETRA TECH INC NEW             COM  88162G103           91         3162 SH       Sole      8        3162            0            0
TETRA TECHNOLOGIES INC DEL     COM  88162F105           11         1441 SH       Sole      8        1441            0            0
TETRA TECHNOLOGIES INC DEL     COM  88162F105           51         6356 SH       Sole      9        6356            0            0
TEVA PHARMACEUTICAL FIN CO B   BOND 88165FAA0          188          167 PRN      Sole      8      167000            0            0
TEVA PHARMACEUTICAL INDS LTD   ADR  881624209           74         1500 SH       Sole      8        1500            0            0
TEVA PHARMACEUTICAL INDS LTD   COM  881624209          556        11273 SH       Sole      8       11273            0            0
TEVA PHARMACEUTICAL INDS LTD   OPT  881624209        85674      1736400 SH  Call Defined   8           0      1736400            0
TEVA PHARMACEUTICAL INDS LTD   OPT  881624209       -27847      -564400 SH  Put  Defined   8           0      -564400            0
TEVA PHARMACEUTICAL INDS LTD   ADR  881624209         4393        89038 SH       Sole      9       89038            0            0
TEVA PHARMACEUTICAL INDS LTD   OPT  881624209            0            0 SH  Call Defined   9           0            0            0
TEXAS CAPITAL BANCSHARES INC   COM  88224Q107            0           23 SH       Sole      8          23            0            0
TEXAS INDS INC                 COM  882491103           54         1723 SH       Sole      8        1723            0            0
TEXAS INDS INC                 OPT  882491103         1230        39200 SH  Call Defined   8           0        39200            0
TEXAS INDS INC                 OPT  882491103         -351       -11200 SH  Put  Defined   8           0       -11200            0
TEXAS INSTRS INC               COM  882508104        27336      1283401 SH       Sole      8     1283401            0            0
TEXAS INSTRS INC               OPT  882508104        17469       820100 SH  Call Defined   8           0       820100            0
TEXAS INSTRS INC               OPT  882508104       -29579     -1388700 SH  Put  Defined   8           0     -1388700            0
TEXAS INSTRS INC               COM  882508104         1544        72478 SH       Sole      9       72478            0            0
TEXAS INSTRS INC               COM  882508104         2428       114009 SH       Defined  32      114009            0            0
TEXAS PAC LD TR                COM  882610108           17          500 SH       Defined  31         500            0            0
TEXAS ROADHOUSE INC            COM  882681109           25         2270 SH       Sole      8        2270            0            0
TEXTAINER GROUP HOLDINGS LTD   COM  G8766E109            9          825 SH       Sole      8         825            0            0
TEXTRON INC                    COM  883203200            2           18 SH       Sole      1          18            0            0
TEXTRON INC                    COM  883203101         2255       233415 SH       Sole      8      233415            0            0
TEXTRON INC                    COM  883203200           14          150 SH       Sole      8         150            0            0
TEXTRON INC                    OPT  883203101         6630       686300 SH  Call Defined   8           0       686300            0
TEXTRON INC                    OPT  883203101        -2828      -292800 SH  Put  Defined   8           0      -292800            0
TEXTRON INC                    COM  883203101          614        63568 SH       Sole      9       63568            0            0
TEXTRON INC                    COM  883203101          115        11878 SH       Defined  32       11878            0            0
TFS FINL CORP                  COM  87240R107           65         6078 SH       Sole      8        6078            0            0
TFS FINL CORP                  OPT  87240R107           32         3000 SH  Call Defined   8           0         3000            0
TFS FINL CORP                  OPT  87240R###          -##        -#### SH  Put  Defined   8           0        -8000            0
TFS FINL CORP                  COM  87240R107           17         1588 SH       Defined  32        1588            0            0
TGC INDS INC                   COM  872417308            0           75 SH       Sole      8          75            0            0
THE9 LTD                       COM  88337K104          553        54470 SH       Sole      8       54470            0            0
THE9 LTD                       OPT  88337K104        -1182      -116500 SH  Put  Defined   8           0      -116500            0
THE9 LTD                       COM  88337K104           18         1796 SH       Defined  31        1796            0            0
THERAGENICS CORP               COM  883375107            3         2007 SH       Sole      8        2007            0            0
THERAVANCE INC                 COM  88338T104           15          996 SH       Sole      8         996            0            0
THERAVANCE INC                 OPT  88338T104          718        49000 SH  Call Defined   8           0        49000            0
THERAVANCE INC                 OPT  88338T104         -143        -9800 SH  Put  Defined   8           0        -9800            0
THERMADYNE HLDGS CORP NEW      COM  883435307          285        81200 SH       Sole      8       81200            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102         8906       218439 SH       Sole      8      218439            0            0
THERMO FISHER SCIENTIFIC INC   OPT  883556102         1330        32600 SH  Call Defined   8           0        32600            0
THERMO FISHER SCIENTIFIC INC   OPT  883556102        -2686       -65900 SH  Put  Defined   8           0       -65900            0
THERMO FISHER SCIENTIFIC INC   COM  883556102          121         2956 SH       Sole      9        2956            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102          690        16920 SH       Defined  32       16920            0            0
THESTREET COM                  COM  88368Q103          207        98855 SH       Sole      8       98855            0            0
THESTREET COM                  COM  88368Q103          126        60157 SH       Defined  31       60157            0            0
THOMAS & BETTS CORP            COM  884315102          133         4599 SH       Sole      8        4599            0            0
THOMAS & BETTS CORP            OPT  884315102          295        10200 SH  Call Defined   8           0        10200            0
THOMAS & BETTS CORP            OPT  884315102          -46        -1600 SH  Put  Defined   8           0        -1600            0
THOMAS & BETTS CORP            COM  884315102         7105       246193 SH       Defined  31      246193            0            0
THOMAS & BETTS CORP            COM  884315102           38         1314 SH       Defined  32        1314            0            0
THOMAS PPTYS GROUP INC         COM  884453101          185       118000 SH       Sole      8      118000            0            0
THOMAS WEISEL PARTNERS GRP I   COM  884481102            3          516 SH       Sole      8         516            0            0
THOMPSON CREEK METALS CO INC   COM  884768102           33         3258 SH       Sole      8        3258            0            0
THOMPSON CREEK METALS CO INC   COM  884768102         2440       238700 SH       Defined  31      238700            0            0
THOMSON REUTERS CORP           COM  884903105          205         6999 SH       Sole      9        6999            0            0
THOMSON REUTERS PLC            COM  885141101         1836        10700 SH       Defined  31       10700            0            0
THOR INDS INC                  COM  885160101           19         1032 SH       Sole      8        1032            0            0
THOR INDS INC                  COM  885160101           33         1806 SH       Defined  32        1806            0            0
THORATEC CORP                  COM  885175307          143         5353 SH       Sole      8        5353            0            0
THORATEC CORP                  OPT  885175307          673        25100 SH  Call Defined   8           0        25100            0
THORATEC CORP                  OPT  885175307         -728       -27200 SH  Put  Defined   8           0       -27200            0
THQ INC                        COM  872443403        13222      1846673 SH       Sole      8     1846673            0            0
THQ INC                        OPT  872443403          197        27400 SH  Call Defined   8           0        27400            0
THQ INC                        OPT  872443403         -277       -38800 SH  Put  Defined   8           0       -38800            0
THQ INC                        COM  872443403          261        36485 SH       Defined  31       36485            0            0
TIBCO SOFTWARE INC             COM  88632Q103          145        20231 SH       Sole      8       20231            0            0
TIBCO SOFTWARE INC             OPT  88632Q103            9         1200 SH  Call Defined   8           0         1200            0
TIBCO SOFTWARE INC             OPT  88632Q103         -140       -19600 SH  Put  Defined   8           0       -19600            0
TICKETMASTER ENTMT INC         COM  88633P302           11         1718 SH       Sole      8        1718            0            0
TICKETMASTER ENTMT INC         OPT  88633P302           44         6700 SH  Call Defined   8           0         6700            0
TICKETMASTER ENTMT INC         OPT  88633P302           -1         -200 SH  Put  Defined   8           0         -200            0
TICKETMASTER ENTMT INC         COM  88633P302          833       129770 SH       Sole      9      129770            0            0
TIDEWATER INC                  COM  886423102          223         5201 SH       Sole      8        5201            0            0
TIDEWATER INC                  OPT  886423102         1428        33300 SH  Call Defined   8           0        33300            0
TIDEWATER INC                  OPT  886423102        -3562       -83100 SH  Put  Defined   8           0       -83100            0
TIDEWATER INC                  COM  886423102           15          343 SH       Defined  32         343            0            0
TIER TECHNOLOGIES INC          COM  88650Q100            2          267 SH       Sole      8         267            0            0
TIFFANY & CO NEW               COM  886547108         4373       172414 SH       Sole      8      172414            0            0
TIFFANY & CO NEW               OPT  886547108         9675       381500 SH  Call Defined   8           0       381500            0
TIFFANY & CO NEW               OPT  886547108       -13767      -542900 SH  Put  Defined   8           0      -542900            0
TIFFANY & CO NEW               COM  886547108           22          870 SH       Sole      9         870            0            0
TIFFANY & CO NEW               COM  886547108           47         1869 SH       Defined  32        1869            0            0
TIM HORTONS INC                COM  88706M103          928        37821 SH       Sole      8       37821            0            0
TIM HORTONS INC                OPT  88706M103         2288        93200 SH  Call Defined   8           0        93200            0
TIM HORTONS INC                OPT  88706M103        -2333       -95100 SH  Put  Defined   8           0       -95100            0
TIM HORTONS INC                COM  88706M103          247        10066 SH       Defined  32       10066            0            0
TIM PARTICIPACOES S A          COM  88706P106         3642       208948 SH       Defined  31      208948            0            0
TIMBERLAND CO                  COM  887100105            9          648 SH       Sole      8         648            0            0
TIMBERLAND CO                  OPT  887100105          145        10900 SH  Call Defined   8           0        10900            0
TIMBERLAND CO                  OPT  887100105          -75        -5700 SH  Put  Defined   8           0        -5700            0
TIMBERLAND CO                  COM  887100105          262        19766 SH       Defined  31       19766            0            0
TIMBERLAND CO                  COM  887100105            9          648 SH       Defined  32         648            0            0
TIME WARNER CABLE INC          COM  88732J207         6758       213379 SH       Sole      8      213379            0            0
TIME WARNER CABLE INC          OPT  88732J207         4922       155400 SH  Call Defined   8           0       155400            0
TIME WARNER CABLE INC          OPT  88732J207        -3195      -100896 SH  Put  Defined   8           0      -100896            0
TIME WARNER CABLE INC          COM  88732J207         1424        44965 SH       Sole      9       44965            0            0
TIME WARNER CABLE INC          COM  88732J207        26700       843082 SH       Defined  31      843082            0            0
TIME WARNER CABLE INC          COM  88732J207          471        14862 SH       Defined  32       14862            0            0
TIME WARNER INC                COM  887317303        25307      1004661 SH       Sole      8     1004661            0            0
TIME WARNER INC                OPT  887317303        14240       565300 SH  Call Defined   8           0       565300            0
TIME WARNER INC                OPT  887317303       -25860     -1026600 SH  Put  Defined   8           0     -1026600            0
TIME WARNER INC                COM  887317303         5178       205574 SH       Sole      9      205574            0            0
TIME WARNER INC                OPT  887317303            0            0 SH  Put  Defined   9           0            0            0
TIME WARNER INC                COM  887317303         1347        53462 SH       Defined  32       53462            0            0
TIMKEN CO                      COM  887389104           52         3052 SH       Sole      8        3052            0            0
TIMKEN CO                      OPT  887389104           65         3800 SH  Call Defined   8           0         3800            0
TIMKEN CO                      OPT  887389104           -1         -100 SH  Put  Defined   8           0         -100            0
TIMKEN CO                      COM  887389104           77         4517 SH       Sole      9        4517            0            0
TIMKEN CO                      COM  887389104         2168       126958 SH       Defined  31      126958            0            0
TIMKEN CO                      COM  887389104           38         2227 SH       Defined  32        2227            0            0
TITAN MACHY INC                COM  88830R101            7          555 SH       Sole      8         555            0            0
TITAN MACHY INC                OPT  88830R101          115         9000 SH  Call Defined   8           0         9000            0
TITAN MACHY INC                OPT  88830R###          -##        -#### SH  Put  Defined   8           0        -4300            0
TITANIUM METALS CORP           COM  888339207         2376       258564 SH       Sole      8      258564            0            0
TITANIUM METALS CORP           OPT  888339207         1419       154400 SH  Call Defined   8           0       154400            0
TITANIUM METALS CORP           OPT  888339207        -3687      -401300 SH  Put  Defined   8           0      -401300            0
TITANIUM METALS CORP           COM  888339207          242        26333 SH       Sole      9       26333            0            0
TITANIUM METALS CORP           COM  888339207           46         5052 SH       Defined  31        5052            0            0
TITANIUM METALS CORP           COM  888339207           40         4377 SH       Defined  32        4377            0            0
TIVO INC                       COM  888706108          267        25480 SH       Sole      8       25480            0            0
TIVO INC                       OPT  888706108          813        77500 SH  Call Defined   8           0        77500            0
TIVO INC                       OPT  888706108         -495       -47300 SH  Put  Defined   8           0       -47300            0
TIVO INC                       COM  888706108           37         3505 SH       Defined  31        3505            0            0
TJX COS INC NEW                COM  872540109        21184       673372 SH       Sole      8      673372            0            0
TJX COS INC NEW                OPT  872540109         1718        54600 SH  Call Defined   8           0        54600            0
TJX COS INC NEW                OPT  872540109        -1997       -63500 SH  Put  Defined   8           0       -63500            0
TJX COS INC NEW                COM  872540109          546        17342 SH       Sole      9       17342            0            0
TJX COS INC NEW                COM  872540109          937        29785 SH       Defined  32       29785            0            0
TNS INC                        COM  872960109            4          193 SH       Sole      8         193            0            0
TNS INC                        COM  872960109          182         9700 SH       Defined  31        9700            0            0
TNS INC                        COM  872960109           10          528 SH       Defined  32         528            0            0
TOLL BROTHERS INC              COM  889478103         1701       100221 SH       Sole      8      100221            0            0
TOLL BROTHERS INC              OPT  889478103         4396       259000 SH  Call Defined   8           0       259000            0
TOLL BROTHERS INC              OPT  889478103        -2572      -151600 SH  Put  Defined   8           0      -151600            0
TOLL BROTHERS INC              COM  889478103          455        26800 SH       Sole      9       26800            0            0
TOLL BROTHERS INC              COM  889478103         7212       425000 SH       Sole     34      425000            0            0
TOLLGRADE COMMUNICATIONS INC   COM  889542106            3          608 SH       Sole      8         608            0            0
TOMKINS PLC                    COM  890030208         1892       194700 SH       Defined  31      194700            0            0
TOMOTHERAPY INC                COM  890088107            0          164 SH       Sole      8         164            0            0
TOMOTHERAPY INC                COM  890088107          347       126261 SH       Defined  31      126261            0            0
TOMPKINS FINANCIAL CORPORATI   COM  890110109           20          423 SH       Sole      8         423            0            0
TOOTSIE ROLL INDS INC          COM  890516107           18          803 SH       Sole      8         803            0            0
TOOTSIE ROLL INDS INC          COM  890516107            9          396 SH       Defined  32         396            0            0
TORCHMARK CORP                 COM  891027104         2055        55476 SH       Sole      8       55476            0            0
TORCHMARK CORP                 OPT  891027104          782        21100 SH  Call Defined   8           0        21100            0
TORCHMARK CORP                 OPT  891027104         -329        -8900 SH  Put  Defined   8           0        -8900            0
TORCHMARK CORP                 COM  891027104           22          598 SH       Sole      9         598            0            0
TORCHMARK CORP                 COM  891027104          153         4130 SH       Defined  32        4130            0            0
TOREADOR RES CORP              COM  891050106            1          141 SH       Sole      8         141            0            0
TORO CO                        COM  891092108          177         5933 SH       Sole      8        5933            0            0
TORO CO                        OPT  891092108         -299       -10000 SH  Put  Defined   8           0       -10000            0
TORO CO                        COM  891092108           70         2328 SH       Defined  32        2328            0            0
TORONTO DOMINION BK ONT        COM  891160509         3822        73912 SH       Sole      8       73912            0            0
TORONTO DOMINION BK ONT        OPT  891160509          693        13400 SH  Call Defined   8           0        13400            0
TORONTO DOMINION BK ONT        OPT  891160509        -3247       -62800 SH  Put  Defined   8           0       -62800            0
TORONTO DOMINION BK ONT        COM  891160509         6293       121690 SH       Sole      9      121690            0            0
TORTOISE CAP RES CORP          COM  89147N304            1          300 SH       Sole      8         300            0            0
TORTOISE CAP RES CORP          COM  89147N304           67        15940 SH       Defined  31       15940            0            0
TOTAL S A                      OPT  89151E109         2961        54600 SH  Call Defined   8           0        54600            0
TOTAL S A                      OPT  89151E109         -526        -9700 SH  Put  Defined   8           0        -9700            0
TOTAL S A                      COM  89151E109        14394       265432 SH       Defined  31      265432            0            0
TOTAL SYS SVCS INC             COM  891906109         1369       102247 SH       Sole      8      102247            0            0
TOTAL SYS SVCS INC             OPT  891906109           22         1600 SH  Call Defined   8           0         1600            0
TOTAL SYS SVCS INC             OPT  891906109           -2         -200 SH  Put  Defined   8           0         -200            0
TOTAL SYS SVCS INC             COM  891906109           19         1394 SH       Sole      9        1394            0            0
TOTAL SYS SVCS INC             COM  891906109          187        13934 SH       Defined  32       13934            0            0
TOWER GROUP INC                COM  891777104           41         1668 SH       Sole      8        1668            0            0
TOWN SPORTS INTL HLDGS INC     COM  89214A102            0           96 SH       Sole      8          96            0            0
TOWNEBANK PORTSMOUTH VA        COM  89214P109            3          200 SH       Sole      8         200            0            0
TOYOTA MOTOR CORP              COM  892331307         5912        78269 SH       Sole      8       78269            0            0
TOYOTA MOTOR CORP              OPT  892331307         8905       117900 SH  Call Defined   8           0       117900            0
TOYOTA MOTOR CORP              OPT  892331307       -18973      -251200 SH  Put  Defined   8           0      -251200            0
TOYOTA MOTOR CORP              ADR  892331307          529         7000 SH       Sole      9        7000            0            0
TOYOTA MOTOR CORP              COM  892331307          514         6800 SH       Defined  31        6800            0            0
TRACTOR SUPPLY CO              COM  892356106           35          836 SH       Sole      8         836            0            0
TRACTOR SUPPLY CO              OPT  892356106         2810        68000 SH  Call Defined   8           0        68000            0
TRACTOR SUPPLY CO              OPT  892356106         -946       -22900 SH  Put  Defined   8           0       -22900            0
TRADESTATION GROUP INC         COM  89267P105          109        12830 SH       Sole      8       12830            0            0
TRADESTATION GROUP INC         OPT  89267P105          188        22200 SH  Call Defined   8           0        22200            0
TRADESTATION GROUP INC         OPT  89267P105         -131       -15600 SH  Put  Defined   8           0       -15600            0
TRADESTATION GROUP INC         COM  89267P105           74         8778 SH       Defined  31        8778            0            0
TRANS1 INC                     COM  89385X105           40         6497 SH       Sole      8        6497            0            0
TRANS1 INC                     COM  89385X105            3          525 SH       Defined  31         525            0            0
TRANSALTA CORP                 COM  89346D107          770        39621 SH       Sole      8       39621            0            0
TRANSALTA CORP                 COM  89346D107          181         9300 SH       Sole      9        9300            0            0
TRANSALTA CORP                 COM  89346D107        12987       668400 SH       Defined  31      668400            0            0
TRANSATLANTIC HLDGS INC        COM  893521104           33          770 SH       Sole      8         770            0            0
TRANSATLANTIC HLDGS INC        COM  893521104           56         1286 SH       Defined  32        1286            0            0
TRANSCANADA CORP               COM  89353D107            1           46 SH       Sole      8          46            0            0
TRANSCANADA CORP               COM  89353D107          992        36853 SH       Sole      9       36853            0            0
TRANSCANADA CORP               COM  89353D107        12637       469600 SH       Defined  31      469600            0            0
TRANSCEND SERVICES INC         COM  893929208            2          145 SH       Sole      8         145            0            0
TRANSDIGM GROUP INC            COM  893641100         5515       152354 SH       Sole      8      152354            0            0
TRANSDIGM GROUP INC            COM  893641100           76         2097 SH       Defined  32        2097            0            0
TRANSGLOBE ENERGY CORP         COM  893662106           29        10936 SH       Defined  31       10936            0            0
TRANSMONTAIGNE PARTNERS L P    COM  89376V100           11          500 SH       Sole      8         500            0            0
TRANSOCEAN INC                 BOND 893830AU3         1092         1156 PRN      Sole      8     1156000            0            0
TRANSOCEAN INC                 BOND 893830AW9        12398        14069 PRN      Sole      8    14069000            0            0
TRANSOCEAN LTD                 COM  H8817H100         5039        67829 SH       Sole      8       67829            0            0
TRANSOCEAN LTD                 COM  H8817H100         1984        26702 SH       Sole      9       26702            0            0
TRAVELERS COMPANIES INC        COM  89417E109        14912       363364 SH       Sole      8      363364            0            0
TRAVELERS COMPANIES INC        OPT  89417E109         7092       172800 SH  Call Defined   8           0       172800            0
TRAVELERS COMPANIES INC        OPT  89417E109        -2322       -56600 SH  Put  Defined   8           0       -56600            0
TRAVELERS COMPANIES INC        COM  89417E109          400         9742 SH       Sole      9        9742            0            0
TRAVELERS COMPANIES INC        COM  89417E109         1124        27378 SH       Defined  32       27378            0            0
TRAVELZOO INC                  COM  89421Q106            2          142 SH       Sole      8         142            0            0
TREDEGAR CORP                  COM  894650100           38         2856 SH       Sole      8        2856            0            0
TREE COM INC                   COM  894675107            2          181 SH       Sole      8         181            0            0
TREE COM INC                   OPT  894675107           -8         -900 SH  Put  Defined   8           0         -900            0
TREE COM INC                   COM  894675107            0           11 SH       Sole      9          11            0            0
TREE COM INC                   COM  894675107          136        14212 SH       Defined  31       14212            0            0
TREEHOUSE FOODS INC            COM  89469A104         8674       301484 SH       Sole      8      301484            0            0
TREEHOUSE FOODS INC            COM  89469A104          751        26100 SH       Sole      9       26100            0            0
TREX INC                       COM  89531P105            4          363 SH       Sole      8         363            0            0
TRI VY CORP                    COM  895735108           41        39800 SH       Sole      8       39800            0            0
TRIANGLE CAP CORP              COM  895848109            1          100 SH       Sole      8         100            0            0
TRICO MARINE SERVICES INC      BOND 896106AQ4         1221         4500 PRN      Sole      8     4500000            0            0
TRICO MARINE SERVICES INC      COM  896106200          244        71600 SH       Sole      8       71600            0            0
TRICO MARINE SERVICES INC      COM  896106200            2          532 SH       Defined  31         532            0            0
TRIDENT MICROSYSTEMS INC       COM  895919108           23        13262 SH       Sole      8       13262            0            0
TRIDENT MICROSYSTEMS INC       OPT  895919108            7         4000 SH  Call Defined   8           0         4000            0
TRIDENT MICROSYSTEMS INC       OPT  895919108           -3        -1800 SH  Put  Defined   8           0        -1800            0
TRIDENT MICROSYSTEMS INC       COM  895919108          128        73427 SH       Defined  31       73427            0            0
TRIMAS CORP                    COM  896215209            0           67 SH       Sole      8          67            0            0
TRIMBLE NAVIGATION LTD         COM  896239100          368        18746 SH       Sole      8       18746            0            0
TRIMBLE NAVIGATION LTD         OPT  896239100          375        19100 SH  Call Defined   8           0        19100            0
TRIMBLE NAVIGATION LTD         OPT  896239100          -72        -3700 SH  Put  Defined   8           0        -3700            0
TRIMBLE NAVIGATION LTD         COM  896239100          132         6730 SH       Defined  32        6730            0            0
TRIMERIS INC                   COM  896263100            4         2112 SH       Sole      8        2112            0            0
TRIMERIS INC                   OPT  896263100           24        11600 SH  Call Defined   8           0        11600            0
TRIMERIS INC                   OPT  896263100           -1         -500 SH  Put  Defined   8           0         -500            0
TRINA SOLAR LIMITED            OPT  89628E104         1754        68400 SH  Call Defined   8           0        68400            0
TRINA SOLAR LIMITED            OPT  89628E104        -6363      -248300 SH  Put  Defined   8           0      -248300            0
TRINITY INDS INC               COM  896522109          139        10216 SH       Sole      8       10216            0            0
TRINITY INDS INC               OPT  896522109          483        35400 SH  Call Defined   8           0        35400            0
TRINITY INDS INC               OPT  896522109         -137       -10100 SH  Put  Defined   8           0       -10100            0
TRINITY INDS INC               COM  896522109           60         4429 SH       Sole      9        4429            0            0
TRINITY INDS INC               COM  896522109          400        29378 SH       Defined  31       29378            0            0
TRIPLE-S MGMT CORP             COM  896749108          163        10458 SH       Sole      8       10458            0            0
TRIQUINT SEMICONDUCTOR INC     COM  89674K103          158        29837 SH       Sole      8       29837            0            0
TRIUMPH GROUP INC NEW          COM  896818101           40          994 SH       Sole      8         994            0            0
TRIUMPH GROUP INC NEW          COM  896818101           24          592 SH       Defined  31         592            0            0
TRUE RELIGION APPAREL INC      COM  89784N104         1696        76068 SH       Sole      8       76068            0            0
TRUE RELIGION APPAREL INC      OPT  89784N104          687        30800 SH  Call Defined   8           0        30800            0
TRUE RELIGION APPAREL INC      OPT  89784N104        -2285      -102500 SH  Put  Defined   8           0      -102500            0
TRUE RELIGION APPAREL INC      COM  89784N104          207         9290 SH       Defined  31        9290            0            0
TRUEBLUE INC                   COM  89785X101           17         2017 SH       Sole      8        2017            0            0
TRUSTCO BK CORP N Y            COM  898349105           30         5168 SH       Sole      8        5168            0            0
TRUSTCO BK CORP N Y            COM  898349105           11         1873 SH       Defined  32        1873            0            0
TRUSTMARK CORP                 COM  898402102         1018        52715 SH       Sole      8       52715            0            0
TRUSTMARK CORP                 COM  898402102           56         2901 SH       Sole      9        2901            0            0
TRUSTMARK CORP                 COM  898402102            2           79 SH       Defined  31          79            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106           17         1521 SH       Sole      8        1521            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106           66         5870 SH       Sole      9        5870            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106         1851       163779 SH       Defined  31      163779            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106           97         8596 SH       Defined  32        8596            0            0
TSAKOS ENERGY NAVIGATION LTD   COM  G9108L108           17         1041 SH       Sole      9        1041            0            0
TTM TECHNOLOGIES  INC          BOND 87305RAC3         2093         2887 PRN      Sole      8     2887000            0            0
TTM TECHNOLOGIES  INC          COM  87305R109            7          820 SH       Sole      8         820            0            0
TTM TECHNOLOGIES  INC          COM  87305R109          203        25441 SH       Sole      9       25441            0            0
TTM TECHNOLOGIES  INC          COM  87305R109          127        15968 SH       Defined  31       15968            0            0
TUESDAY MORNING CORP           COM  899035505            6         1866 SH       Sole      8        1866            0            0
TUESDAY MORNING CORP           COM  899035505            7         2204 SH       Defined  32        2204            0            0
TUPPERWARE BRANDS CORP         COM  899896104         1669        64132 SH       Sole      8       64132            0            0
TUPPERWARE BRANDS CORP         OPT  899896104          269        10300 SH  Call Defined   8           0        10300            0
TUPPERWARE BRANDS CORP         OPT  899896104         -980       -37700 SH  Put  Defined   8           0       -37700            0
TUPPERWARE BRANDS CORP         COM  899896104           74         2838 SH       Sole      9        2838            0            0
TURKCELL ILETISIM HIZMETLERI   COM  900111204          307        22120 SH       Sole      8       22120            0            0
TURKCELL ILETISIM HIZMETLERI   OPT  900111204        -1108       -80000 SH  Put  Defined   8           0       -80000            0
TURKCELL ILETISIM HIZMETLERI   COM  900111204         8873       640200 SH       Defined  31      640200            0            0
TUTOR PERINI CORP              COM  901109108          761        43864 SH       Sole      8       43864            0            0
TUTOR PERINI CORP              OPT  901109108          613        35300 SH  Call Defined   8           0        35300            0
TUTOR PERINI CORP              OPT  901109108         -338       -19500 SH  Put  Defined   8           0       -19500            0
TUTOR PERINI CORP              COM  901109108          347        20000 SH       Defined  31       20000            0            0
TUTOR PERINI CORP              COM  901109108           10          589 SH       Defined  32         589            0            0
TW TELECOM INC                 COM  87311L104           26         2560 SH       Sole      8        2560            0            0
TW TELECOM INC                 OPT  87311L104           16         1500 SH  Call Defined   8           0         1500            0
TW TELECOM INC                 OPT  87311L104           -5         -500 SH  Put  Defined   8           0         -500            0
TW TELECOM INC                 COM  87311L104           88         8604 SH       Defined  32        8604            0            0
TWEEN BRANDS INC               COM  901166108           11         1645 SH       Sole      8        1645            0            0
TWEEN BRANDS INC               COM  901166108          741       111000 SH       Sole      9      111000            0            0
TWIN DISC INC                  COM  901476101            5          800 SH       Sole      8         800            0            0
TYCO ELECTRONICS LTD           COM  G9144P105         5300       285100 SH       Sole      8      285100            0            0
TYCO ELECTRONICS LTD           COM  G9144P105          731        39339 SH       Sole      9       39339            0            0
TYCO INTERNATIONAL LTD         COM  H89128104         3440       132419 SH       Sole      8      132419            0            0
TYCO INTERNATIONAL LTD         COM  H89128104         1671        64309 SH       Sole      9       64309            0            0
TYLER TECHNOLOGIES INC         COM  902252105           18         1126 SH       Sole      8        1126            0            0
TYSON FOODS INC                BOND 902494AP8         7061         7000 PRN      Sole      8     7000000            0            0
TYSON FOODS INC                COM  902494103         2944       233495 SH       Sole      8      233495            0            0
TYSON FOODS INC                OPT  902494103         2894       229500 SH  Call Defined   8           0       229500            0
TYSON FOODS INC                OPT  902494103        -2704      -214500 SH  Put  Defined   8           0      -214500            0
TYSON FOODS INC                COM  902494103          163        12936 SH       Sole      9       12936            0            0
TYSON FOODS INC                COM  902494103         4465       354085 SH       Defined  31      354085            0            0
TYSON FOODS INC                COM  902494103          131        10386 SH       Defined  32       10386            0            0
U M H PROPERTIES INC           COM  903002103            0           16 SH       Sole      8          16            0            0
U S AIRWAYS GROUP INC          COM  90341W108            0           31 SH       Sole      8          31            0            0
U S AIRWAYS GROUP INC          OPT  90341W108         1224       503400 SH  Call Defined   8           0       503400            0
U S AIRWAYS GROUP INC          OPT  90341W108         -191       -78800 SH  Put  Defined   8           0       -78800            0
U S CONCRETE INC               COM  90333L102           27        13600 SH       Sole      8       13600            0            0
U S G CORP                     COM  903293405          145        14400 SH       Sole      8       14400            0            0
U S G CORP                     OPT  903293405         1930       191600 SH  Call Defined   8           0       191600            0
U S G CORP                     OPT  903293405         -741       -73600 SH  Put  Defined   8           0       -73600            0
U S G CORP                     COM  903293405          878        87200 SH       Defined  31       87200            0            0
U S GEOTHERMAL INC             COM  90338S102            2         1664 SH       Sole      8        1664            0            0
U S GLOBAL INVS INC            COM  902952100            3          283 SH       Sole      8         283            0            0
U S PHYSICAL THERAPY INC       COM  90337L108            2          140 SH       Sole      8         140            0            0
U S PHYSICAL THERAPY INC       COM  90337L108          184        12501 SH       Defined  31       12501            0            0
U STORE IT TR                  COM  91274F104         2940       600000 SH       Sole      8      600000            0            0
U STORE IT TR                  COM  91274F104          103        20945 SH       Sole      9       20945            0            0
U STORE IT TR                  COM  91274F104          364        74250 SH       Defined  31       74250            0            0
U.S. AUTO PARTS NETWORK INC    COM  90343C100            0            7 SH       Sole      8           7            0            0
UAL CORP                       BOND 902549AE4            0            0 PRN      Sole      1         350            0            0
UAL CORP                       BOND 902549AE4         2100         5000 PRN      Sole      8     5000000            0            0
UAL CORP                       BOND 902549AH7        11649        35299 PRN      Sole      8    35299000            0            0
UAL CORP                       COM  902549807          110        34539 SH       Sole      8       34539            0            0
UAL CORP                       OPT  902549807          820       256800 SH  Call Defined   8           0       256800            0
UAL CORP                       OPT  902549807        -8416     -2638300 SH  Put  Defined   8           0     -2638300            0
UAL CORP                       COM  902549807           15         4767 SH       Defined  32        4767            0            0
UBS AG                         COM  H89231338           29         2336 SH       Sole      8        2336            0            0
UCBH HOLDINGS INC              COM  90262T308          319       252987 SH       Sole      8      252987            0            0
UDR INC                        COM  902653104           46         4477 SH       Sole      8        4477            0            0
UDR INC                        COM  902653104         1102       106632 SH       Sole      9      106632            0            0
UGI CORP NEW                   COM  902681105           76         2989 SH       Sole      8        2989            0            0
UGI CORP NEW                   COM  902681105          227         8900 SH       Sole      9        8900            0            0
UGI CORP NEW                   COM  902681105           32         1274 SH       Defined  32        1274            0            0
UIL HLDG CORP                  COM  902748102           35         1574 SH       Sole      8        1574            0            0
UIL HLDG CORP                  COM  902748102          220         9800 SH       Defined  31        9800            0            0
UIL HLDG CORP                  COM  902748102           14          614 SH       Defined  32         614            0            0
ULTA SALON COSMETCS & FRAG I   COM  90384S303           27         2411 SH       Sole      8        2411            0            0
ULTA SALON COSMETCS & FRAG I   COM  90384S303          712        63997 SH       Defined  31       63997            0            0
ULTIMATE SOFTWARE GROUP INC    COM  90385D107            4          184 SH       Sole      8         184            0            0
ULTRA PETROLEUM CORP           COM  903914109         1966        50399 SH       Sole      8       50399            0            0
ULTRA PETROLEUM CORP           OPT  903914109         7738       198400 SH  Call Defined   8           0       198400            0
ULTRA PETROLEUM CORP           OPT  903914109        -5409      -138700 SH  Put  Defined   8           0      -138700            0
ULTRA PETROLEUM CORP           COM  903914109           27          681 SH       Sole      9         681            0            0
ULTRA PETROLEUM CORP           COM  903914109          354         9077 SH       Defined  31        9077            0            0
ULTRALIFE CORP                 COM  903899102            2          287 SH       Sole      8         287            0            0
ULTRALIFE CORP                 COM  903899102           21         2935 SH       Sole      9        2935            0            0
ULTRATECH INC                  COM  904034105           16         1305 SH       Sole      8        1305            0            0
ULTRATECH INC                  OPT  904034105           26         2100 SH  Call Defined   8           0         2100            0
ULTRATECH INC                  OPT  904034105           -3         -300 SH  Put  Defined   8           0         -300            0
UMB FINL CORP                  COM  902788108          820        21567 SH       Sole      8       21567            0            0
UMB FINL CORP                  COM  902788108          205         5394 SH       Defined  31        5394            0            0
UMPQUA HLDGS CORP              COM  904214103          507        65356 SH       Sole      8       65356            0            0
UMPQUA HLDGS CORP              COM  904214103            9         1169 SH       Defined  32        1169            0            0
UNDER ARMOUR INC               COM  904311107          339        15132 SH       Sole      8       15132            0            0
UNDER ARMOUR INC               OPT  904311107         1205        53800 SH  Call Defined   8           0        53800            0
UNDER ARMOUR INC               OPT  904311107        -2385      -106600 SH  Put  Defined   8           0      -106600            0
UNDER ARMOUR INC               COM  904311107         7627       340800 SH       Defined  31      340800            0            0
UNICA CORP                     COM  904583101            1          105 SH       Sole      8         105            0            0
UNIFI INC                      COM  904677101           16        11500 SH       Defined  31       11500            0            0
UNIFIRST CORP MASS             COM  904708104           22          601 SH       Sole      8         601            0            0
UNIFIRST CORP MASS             OPT  904708104          -22         -600 SH  Put  Defined   8           0         -600            0
UNILEVER N V                   COM  904784709           26         1095 SH       Sole      8        1095            0            0
UNILEVER PLC                   COM  904767704         7502       319224 SH       Defined  31      319224            0            0
UNION BANKSHARES CORP          COM  905399101            1           97 SH       Sole      8          97            0            0
UNION DRILLING INC             COM  90653P105           92        13900 SH       Sole      8       13900            0            0
UNION PAC CORP                 COM  907818108        20753       398628 SH       Sole      8      398628            0            0
UNION PAC CORP                 OPT  907818108        41003       787600 SH  Call Defined   8           0       787600            0
UNION PAC CORP                 OPT  907818108       -41273      -792800 SH  Put  Defined   8           0      -792800            0
UNION PAC CORP                 COM  907818108         1472        28284 SH       Sole      9       28284            0            0
UNION PAC CORP                 COM  907818108        11438       219699 SH       Defined  31      219699            0            0
UNION PAC CORP                 COM  907818108         1650        31689 SH       Defined  32       31689            0            0
UNISOURCE ENERGY CORP          COM  909205106           68         2551 SH       Sole      8        2551            0            0
UNISOURCE ENERGY CORP          COM  909205106           54         2047 SH       Sole      9        2047            0            0
UNISOURCE ENERGY CORP          COM  909205106           52         1968 SH       Defined  31        1968            0            0
UNISOURCE ENERGY CORP          COM  909205106           10          368 SH       Defined  32         368            0            0
UNISYS CORP                    COM  909214108            0          155 SH       Sole      8         155            0            0
UNISYS CORP                    OPT  909214108           20        13000 SH  Call Defined   8           0        13000            0
UNISYS CORP                    OPT  909214108            0         -100 SH  Put  Defined   8           0         -100            0
UNISYS CORP                    COM  909214108         2946      1951000 SH       Defined  31     1951000            0            0
UNISYS CORP                    COM  909214108           10         6913 SH       Defined  32        6913            0            0
UNIT CORP                      COM  909218109          105         3814 SH       Sole      8        3814            0            0
UNIT CORP                      OPT  909218109          640        23200 SH  Call Defined   8           0        23200            0
UNIT CORP                      OPT  909218109         -151        -5500 SH  Put  Defined   8           0        -5500            0
UNIT CORP                      COM  909218109           32         1144 SH       Sole      9        1144            0            0
UNITED AMER INDEMNITY LTD      COM  90933T109           46         9567 SH       Defined  31        9567            0            0
UNITED BANKSHARES INC WEST V   COM  909907107          726        37135 SH       Sole      8       37135            0            0
UNITED BANKSHARES INC WEST V   COM  909907107           43         2204 SH       Sole      9        2204            0            0
UNITED BANKSHARES INC WEST V   COM  909907107           10          529 SH       Defined  32         529            0            0
UNITED CMNTY BKS BLAIRSVLE G   COM  90984P105            9         1428 SH       Sole      8        1428            0            0
UNITED CMNTY BKS BLAIRSVLE G   COM  90984P105            0           44 SH       Defined  32          44            0            0
UNITED CMNTY FINL CORP OHIO    COM  909839102          171       157273 SH       Sole      8      157273            0            0
UNITED DOMINION REALTY TR IN   BOND 910197AM4         1391         1550 PRN      Sole      8     1550000            0            0
UNITED FINANCIAL BANCORP INC   COM  91030T109            0           19 SH       Sole      8          19            0            0
UNITED FIRE & CAS CO           COM  910331107           40         2341 SH       Sole      8        2341            0            0
UNITED FIRE & CAS CO           COM  910331107           11          634 SH       Defined  32         634            0            0
UNITED MICROELECTRONICS CORP   COM  910873405         1970       746200 SH       Defined  31      746200            0            0
UNITED NAT FOODS INC           COM  911163103          115         4392 SH       Sole      8        4392            0            0
UNITED NAT FOODS INC           OPT  911163103          302        11500 SH  Call Defined   8           0        11500            0
UNITED NAT FOODS INC           OPT  911163103           -7         -300 SH  Put  Defined   8           0         -300            0
UNITED ONLINE INC              COM  911268100           24         3629 SH       Sole      8        3629            0            0
UNITED ONLINE INC              OPT  911268100           53         8100 SH  Call Defined   8           0         8100            0
UNITED ONLINE INC              OPT  911268100           -5         -900 SH  Put  Defined   8           0         -900            0
UNITED ONLINE INC              COM  911268100         1108       170152 SH       Defined  31      170152            0            0
UNITED PARCEL SERVICE INC      COM  911312106        34992       699984 SH       Sole      8      699984            0            0
UNITED PARCEL SERVICE INC      OPT  911312106        32969       659500 SH  Call Defined   8           0       659500            0
UNITED PARCEL SERVICE INC      OPT  911312106       -20855      -417200 SH  Put  Defined   8           0      -417200            0
UNITED PARCEL SERVICE INC      COM  911312106         1790        35810 SH       Sole      9       35810            0            0
UNITED PARCEL SERVICE INC      COM  911312106         2585        51717 SH       Defined  31       51717            0            0
UNITED PARCEL SERVICE INC      COM  911312106         3564        71287 SH       Defined  32       71287            0            0
UNITED RENTALS INC             COM  911363109          287        44234 SH       Sole      8       44234            0            0
UNITED RENTALS INC             OPT  911363109          178        27400 SH  Call Defined   8           0        27400            0
UNITED RENTALS INC             OPT  911363109        -1481      -228200 SH  Put  Defined   8           0      -228200            0
UNITED RENTALS INC             COM  911363109          153        23500 SH       Sole      9       23500            0            0
UNITED RENTALS INC             COM  911363109           24         3705 SH       Defined  32        3705            0            0
UNITED RENTALS NORTH AMER IN   BOND 911365AH7          918         1000 PRN      Sole      8     1000000            0            0
UNITED SECURITY BANCSHARES C   COM  911460103            0            4 SH       Sole      1           4            0            0
UNITED SECURITY BANCSHARES C   COM  911460103          264        52400 SH       Sole      8       52400            0            0
UNITED STATES CELLULAR CORP    COM  911684108           36          929 SH       Sole      8         929            0            0
UNITED STATES CELLULAR CORP    COM  911684108         4448       115678 SH       Defined  31      115678            0            0
UNITED STATES CELLULAR CORP    COM  911684108           34          891 SH       Defined  32         891            0            0
UNITED STATES LIME & MINERAL   COM  911922102           58         1386 SH       Sole      8        1386            0            0
UNITED STATES NATL GAS FUND    OPT  912318102        25983      1873300 SH  Call Defined   8           0      1873300            0
UNITED STATES NATL GAS FUND    OPT  912318102       -23703     -1709000 SH  Put  Defined   8           0     -1709000            0
UNITED STATES NATL GAS FUND    UNIT 912318102        13710       988461 SH       Sole      8      988461            0            0
UNITED STATES NATL GAS FUND    UNIT 912318102          713        51438 SH       Sole      9       51438            0            0
UNITED STATES OIL FUND LP      OPT  91232N108        49537      1306000 SH  Call Defined   8           0      1306000            0
UNITED STATES OIL FUND LP      OPT  91232N108      -164722     -4342800 SH  Put  Defined   8           0     -4342800            0
UNITED STATES OIL FUND LP      UNIT 91232N108        13911       366759 SH       Sole      8      366759            0            0
UNITED STATES OIL FUND LP      OPT  91232N108        35916       946896 SH  Call Defined   9           0       946896            0
UNITED STATES OIL FUND LP      OPT  91232N108            0            0 SH  Put  Defined   9           0            0            0
UNITED STATES OIL FUND LP      UNIT 91232N108         3987       105110 SH       Sole      9      105110            0            0
UNITED STATES STL CORP NEW     BOND 912909AE8        13088        10000 PRN      Sole      8    10000000            0            0
UNITED STATES STL CORP NEW     COM  912909108         8733       244337 SH       Sole      8      244337            0            0
UNITED STATES STL CORP NEW     OPT  912909108        96016      2686500 SH  Call Defined   8           0      2686500            0
UNITED STATES STL CORP NEW     OPT  912909108       -35668      -998000 SH  Put  Defined   8           0      -998000            0
UNITED STATES STL CORP NEW     COM  912909108          701        19618 SH       Sole      9       19618            0            0
UNITED STATES STL CORP NEW     COM  912909108        40041      1120335 SH       Defined  31     1120335            0            0
UNITED STATES STL CORP NEW     COM  912909108          298         8344 SH       Defined  32        8344            0            0
UNITED STATES STL CORP NEW     COM  912909108         9532       266700 SH       Sole     34      266700            0            0
UNITED STATIONERS INC          COM  913004107          151         4342 SH       Sole      8        4342            0            0
UNITED STATIONERS INC          COM  913004107           16          451 SH       Defined  32         451            0            0
UNITED STS 12 MONTH OIL FD L   OPT  91288V103          302         8000 SH  Call Defined   8           0         8000            0
UNITED STS 12 MONTH OIL FD L   OPT  91288V103         -147        -3900 SH  Put  Defined   8           0        -3900            0
UNITED STS 12 MONTH OIL FD L   UNIT 91288V103           15          406 SH       Sole      8         406            0            0
UNITED TECHNOLOGIES CORP       COM  913017109        32750       630284 SH       Sole      8      630284            0            0
UNITED TECHNOLOGIES CORP       OPT  913017109        21153       407100 SH  Call Defined   8           0       407100            0
UNITED TECHNOLOGIES CORP       OPT  913017109        -9768      -188000 SH  Put  Defined   8           0      -188000            0
UNITED TECHNOLOGIES CORP       COM  913017109         1853        35671 SH       Sole      9       35671            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          961        18495 SH       Defined  31       18495            0            0
UNITED TECHNOLOGIES CORP       COM  913017109         3856        74211 SH       Defined  32       74211            0            0
UNITED THERAPEUTICS CORP DEL   COM  91307C102         8714       104575 SH       Sole      8      104575            0            0
UNITED THERAPEUTICS CORP DEL   OPT  91307C102        46149       553800 SH  Call Defined   8           0       553800            0
UNITED THERAPEUTICS CORP DEL   OPT  91307C102        -7641       -91700 SH  Put  Defined   8           0       -91700            0
UNITED THERAPEUTICS CORP DEL   COM  91307C102         1572        18868 SH       Defined  31       18868            0            0
UNITED THERAPEUTICS CORP DEL   COM  91307C102          103         1231 SH       Defined  32        1231            0            0
UNITEDHEALTH GROUP INC         COM  91324P102        27905      1117080 SH       Sole      8     1117080            0            0
UNITEDHEALTH GROUP INC         OPT  91324P102        71563      2864800 SH  Call Defined   8           0      2864800            0
UNITEDHEALTH GROUP INC         OPT  91324P102       -74233     -2971700 SH  Put  Defined   8           0     -2971700            0
UNITEDHEALTH GROUP INC         COM  91324P102         2859       114446 SH       Sole      9      114446            0            0
UNITEDHEALTH GROUP INC         OPT  91324P102          553        22107 SH  Call Defined   9           0        22107            0
UNITEDHEALTH GROUP INC         OPT  91324P102        -1638       -65610 SH  Put  Defined   9           0       -65610            0
UNITEDHEALTH GROUP INC         COM  91324P102         1299        52001 SH       Defined  32       52001            0            0
UNITIL CORP                    COM  913259107            4          182 SH       Sole      8         182            0            0
UNITIL CORP                    COM  913259107          843        40900 SH       Defined  31       40900            0            0
UNITRIN INC                    COM  913275103           19         1521 SH       Sole      8        1521            0            0
UNITRIN INC                    COM  913275103           13         1066 SH       Defined  32        1066            0            0
UNIVERSAL AMERICAN CORP        COM  913377107          163        18694 SH       Sole      8       18694            0            0
UNIVERSAL AMERICAN CORP        COM  913377107           13         1498 SH       Defined  32        1498            0            0
UNIVERSAL CORP VA              COM  913456109           78         2366 SH       Sole      8        2366            0            0
UNIVERSAL CORP VA              OPT  913456109           20          600 SH  Call Defined   8           0          600            0
UNIVERSAL CORP VA              OPT  913456109         -238        -7200 SH  Put  Defined   8           0        -7200            0
UNIVERSAL CORP VA              COM  913456109          107         3237 SH       Sole      9        3237            0            0
UNIVERSAL CORP VA              COM  913456109           17          500 SH       Defined  31         500            0            0
UNIVERSAL CORP VA              COM  913456109           17          511 SH       Defined  32         511            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105           12         1230 SH       Sole      8        1230            0            0
UNIVERSAL DISPLAY CORP         OPT  91347P105          221        22500 SH  Call Defined   8           0        22500            0
UNIVERSAL DISPLAY CORP         OPT  91347P###          -##        -#### SH  Put  Defined   8           0        -8900            0
UNIVERSAL DISPLAY CORP         COM  91347P105           26         2608 SH       Sole      9        2608            0            0
UNIVERSAL ELECTRS INC          COM  913483103          109         5403 SH       Sole      8        5403            0            0
UNIVERSAL ELECTRS INC          OPT  913483103           45         2200 SH  Call Defined   8           0         2200            0
UNIVERSAL FST PRODS INC        COM  913543104           51         1540 SH       Sole      8        1540            0            0
UNIVERSAL FST PRODS INC        COM  913543104           34         1028 SH       Defined  31        1028            0            0
UNIVERSAL FST PRODS INC        COM  913543104            7          203 SH       Defined  32         203            0            0
UNIVERSAL HEALTH RLTY INCM T   COM  91359E105           11          346 SH       Sole      8         346            0            0
UNIVERSAL HEALTH RLTY INCM T   COM  91359E105          143         4522 SH       Sole      9        4522            0            0
UNIVERSAL HEALTH RLTY INCM T   COM  91359E105          542        17193 SH       Defined  31       17193            0            0
UNIVERSAL HLTH SVCS INC        COM  913903100          353         7219 SH       Sole      8        7219            0            0
UNIVERSAL HLTH SVCS INC        OPT  913903100          362         7400 SH  Call Defined   8           0         7400            0
UNIVERSAL HLTH SVCS INC        OPT  913903100        -1216       -24900 SH  Put  Defined   8           0       -24900            0
UNIVERSAL HLTH SVCS INC        COM  913903100          176         3600 SH       Sole      9        3600            0            0
UNIVERSAL HLTH SVCS INC        COM  913903100           33          673 SH       Defined  32         673            0            0
UNIVERSAL INS HLDGS INC        COM  91359V107            0           62 SH       Sole      8          62            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100            2          100 SH       Sole      8         100            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100           21         1300 SH       Defined  31        1300            0            0
UNIVERSAL TECHNICAL INST INC   COM  913915104           13          844 SH       Sole      8         844            0            0
UNIVERSAL TRAVEL GROUP         COM  91388Q202           11          968 SH       Sole      8         968            0            0
UNUM GROUP                     COM  91529Y106         3367       212311 SH       Sole      8      212311            0            0
UNUM GROUP                     OPT  91529Y106         1712       107900 SH  Call Defined   8           0       107900            0
UNUM GROUP                     OPT  91529Y106         -604       -38100 SH  Put  Defined   8           0       -38100            0
UNUM GROUP                     COM  91529Y106          139         8766 SH       Sole      9        8766            0            0
UNUM GROUP                     COM  91529Y106         3382       213215 SH       Defined  31      213215            0            0
UNUM GROUP                     COM  91529Y106          250        15775 SH       Defined  32       15775            0            0
URANERZ ENERGY CORPORATION     COM  91688T104            1          280 SH       Sole      8         280            0            0
URANIUM ENERGY CORP            COM  916896103            1          344 SH       Sole      8         344            0            0
URANIUM RES INC                COM  916901507          370       289450 SH       Sole      8      289450            0            0
URBAN OUTFITTERS INC           COM  917047102         7066       338251 SH       Sole      8      338251            0            0
URBAN OUTFITTERS INC           OPT  917047102        14371       687900 SH  Call Defined   8           0       687900            0
URBAN OUTFITTERS INC           OPT  917047102       -20628      -987500 SH  Put  Defined   8           0      -987500            0
URBAN OUTFITTERS INC           COM  917047102          153         7311 SH       Defined  32        7311            0            0
URS CORP NEW                   COM  903236107          114         2296 SH       Sole      8        2296            0            0
URS CORP NEW                   OPT  903236107         2442        49300 SH  Call Defined   8           0        49300            0
URS CORP NEW                   OPT  903236107        -1005       -20300 SH  Put  Defined   8           0       -20300            0
URS CORP NEW                   COM  903236107           89         1800 SH       Sole      9        1800            0            0
URS CORP NEW                   COM  903236107            3           66 SH       Defined  31          66            0            0
URS CORP NEW                   COM  903236107           58         1163 SH       Defined  32        1163            0            0
URSTADT BIDDLE PPTYS INS       COM  917286205           18         1296 SH       Sole      8        1296            0            0
US BANCORP DEL                 COM  902973304           82         4569 SH       Sole      1        4569            0            0
US BANCORP DEL                 COM  902973304        25885      1444474 SH       Sole      8     1444474            0            0
US BANCORP DEL                 OPT  902973304        14994       836700 SH  Call Defined   8           0       836700            0
US BANCORP DEL                 OPT  902973304       -14581      -813700 SH  Put  Defined   8           0      -813700            0
US BANCORP DEL                 COM  902973304         1761        98252 SH       Sole      9       98252            0            0
US BANCORP DEL                 COM  902973304        42943      2396385 SH       Defined  32     2396385            0            0
USA MOBILITY INC               COM  90341G103            2          157 SH       Sole      8         157            0            0
USA MOBILITY INC               COM  90341G103           24         1890 SH       Defined  32        1890            0            0
USA TRUCK INC                  COM  902925106            1           39 SH       Sole      8          39            0            0
USANA HEALTH SCIENCES INC      COM  90328M107           16          541 SH       Sole      8         541            0            0
USANA HEALTH SCIENCES INC      OPT  90328M107          221         7400 SH  Call Defined   8           0         7400            0
USANA HEALTH SCIENCES INC      OPT  90328M###          -##        -#### SH  Put  Defined   8           0        -2600            0
USANA HEALTH SCIENCES INC      COM  90328M107          166         5600 SH       Sole      9        5600            0            0
USANA HEALTH SCIENCES INC      COM  90328M107            5          183 SH       Defined  31         183            0            0
USEC INC                       COM  90333E108          162        30408 SH       Sole      8       30408            0            0
USEC INC                       OPT  90333E108          494        92800 SH  Call Defined   8           0        92800            0
USEC INC                       OPT  90333E108         -246       -46400 SH  Put  Defined   8           0       -46400            0
USEC INC                       COM  90333E108          139        26061 SH       Sole      9       26061            0            0
USEC INC                       COM  90333E108          630       118400 SH       Defined  31      118400            0            0
USEC INC                       COM  90333E108            9         1680 SH       Defined  32        1680            0            0
UTAH MED PRODS INC             COM  917488108            1           24 SH       Sole      8          24            0            0
UTI WORLDWIDE INC              COM  G87210103           67         5873 SH       Sole      8        5873            0            0
UTSTARCOM INC                  COM  918076100            9         5236 SH       Sole      8        5236            0            0
UTSTARCOM INC                  OPT  918076100            2          800 SH  Call Defined   8           0          800            0
UTSTARCOM INC                  OPT  918076100          -36       -22300 SH  Put  Defined   8           0       -22300            0
V F CORP                       COM  918204108         3143        56781 SH       Sole      8       56781            0            0
V F CORP                       OPT  918204108         1794        32400 SH  Call Defined   8           0        32400            0
V F CORP                       OPT  918204108        -1134       -20500 SH  Put  Defined   8           0       -20500            0
V F CORP                       COM  918204108          421         7610 SH       Sole      9        7610            0            0
VAALCO ENERGY INC              COM  91851C201            7         1728 SH       Sole      8        1728            0            0
VAALCO ENERGY INC              COM  91851C201         1273       301000 SH       Defined  31      301000            0            0
VAIL RESORTS INC               COM  91879Q109           13          491 SH       Sole      8         491            0            0
VAIL RESORTS INC               COM  91879Q109          268        10000 SH       Defined  31       10000            0            0
VAIL RESORTS INC               COM  91879Q109            8          306 SH       Defined  32         306            0            0
VALASSIS COMMUNICATIONS INC    COM  918866104          249        40705 SH       Sole      8       40705            0            0
VALE S A                       COM  91912E105        17606       998650 SH       Sole      8      998650            0            0
VALE S A                       OPT  91912E105        68650      3893900 SH  Call Defined   8           0      3893900            0
VALE S A                       OPT  91912E105       -41664     -2363300 SH  Put  Defined   8           0     -2363300            0
VALE S A                       ADR  91912E105        26057      1478017 SH       Sole      9     1478017            0            0
VALE S A                       OPT  91912E105         1750        99240 SH  Call Defined   9           0        99240            0
VALE S A                       OPT  91912E105        -3291      -186712 SH  Put  Defined   9           0      -186712            0
VALE S A                       COM  91912E204        20615      1343000 SH       Defined  31     1343000            0            0
VALEANT PHARMACEUTICALS INTL   COM  91911X104         2200        85530 SH       Sole      8       85530            0            0
VALEANT PHARMACEUTICALS INTL   OPT  91911X104         5700       221600 SH  Call Defined   8           0       221600            0
VALEANT PHARMACEUTICALS INTL   OPT  91911X104         -727       -28300 SH  Put  Defined   8           0       -28300            0
VALEANT PHARMACEUTICALS INTL   COM  91911X104           92         3594 SH       Defined  32        3594            0            0
VALENCE TECHNOLOGY INC         COM  918914102           28        15919 SH       Sole      8       15919            0            0
VALENCE TECHNOLOGY INC         COM  918914102            2         1205 SH       Defined  31        1205            0            0
VALERO ENERGY CORP NEW         COM  91913Y100            1           57 SH       Sole      1          57            0            0
VALERO ENERGY CORP NEW         COM  91913Y100        12080       715223 SH       Sole      8      715223            0            0
VALERO ENERGY CORP NEW         OPT  91913Y100        15318       906900 SH  Call Defined   8           0       906900            0
VALERO ENERGY CORP NEW         OPT  91913Y100       -15489      -917100 SH  Put  Defined   8           0      -917100            0
VALERO ENERGY CORP NEW         COM  91913Y100         5723       338812 SH       Sole      9      338812            0            0
VALERO ENERGY CORP NEW         OPT  91913Y100            2          105 SH  Call Defined   9           0          105            0
VALERO ENERGY CORP NEW         OPT  91913Y100         -209       -12413 SH  Put  Defined   9           0       -12413            0
VALERO ENERGY CORP NEW         COM  91913Y100          618        36582 SH       Defined  32       36582            0            0
VALHI INC NEW                  COM  918905100            8         1029 SH       Sole      8        1029            0            0
VALHI INC NEW                  COM  918905100          201        27000 SH       Defined  31       27000            0            0
VALHI INC NEW                  COM  918905100            0           65 SH       Defined  32          65            0            0
VALIDUS HOLDINGS LTD           COM  G9319H102         1967        89524 SH       Sole      8       89524            0            0
VALLEY NATL BANCORP            COM  919794107          769        65725 SH       Sole      8       65725            0            0
VALLEY NATL BANCORP            COM  919794107           35         2952 SH       Sole      9        2952            0            0
VALLEY NATL BANCORP            COM  919794107           21         1824 SH       Defined  31        1824            0            0
VALLEY NATL BANCORP            COM  919794107           18         1575 SH       Defined  32        1575            0            0
VALMONT INDS INC               COM  920253101           77         1066 SH       Sole      8        1066            0            0
VALMONT INDS INC               COM  920253101           80         1114 SH       Defined  32        1114            0            0
VALSPAR CORP                   COM  920355104          129         5720 SH       Sole      8        5720            0            0
VALSPAR CORP                   OPT  920355104        -6308      -280000 SH  Put  Defined   8           0      -280000            0
VALSPAR CORP                   COM  920355104          206         9126 SH       Sole      9        9126            0            0
VALSPAR CORP                   COM  920355104           19          863 SH       Defined  32         863            0            0
VALUE LINE INC                 COM  920437100            0           10 SH       Sole      8          10            0            0
VALUECLICK INC                 COM  92046N102            7          708 SH       Sole      8         708            0            0
VALUECLICK INC                 OPT  92046N102          473        44900 SH  Call Defined   8           0        44900            0
VALUECLICK INC                 OPT  92046N102         -344       -32700 SH  Put  Defined   8           0       -32700            0
VALUECLICK INC                 COM  92046N102           57         5382 SH       Defined  31        5382            0            0
VAN KAMPEN SENIOR INCOME TR    UNIT 920961109            1          369 SH       Sole      8         369            0            0
VAN KAMPEN TR INVT GRADE MUN   UNIT 920929106            3          241 SH       Sole      8         241            0            0
VANDA PHARMACEUTICALS INC      COM  921659108          102         8708 SH       Sole      8        8708            0            0
VANDA PHARMACEUTICALS INC      OPT  921659108         5638       479000 SH  Call Defined   8           0       479000            0
VANDA PHARMACEUTICALS INC      OPT  921659108        -1305      -110900 SH  Put  Defined   8           0      -110900            0
VANGUARD INDEX FDS             COM  922908769          171         3700 SH       Sole      8        3700            0            0
VANGUARD INDEX FDS             OPT  922908769          204         4400 SH  Call Defined   8           0         4400            0
VANGUARD INDEX FDS             OPT  922908769         -610       -13200 SH  Put  Defined   8           0       -13200            0
VANGUARD INDEX FDS             UNIT 922908595          176         3664 SH       Sole      8        3664            0            0
VANGUARD INDEX FDS             UNIT 922908611          172         3988 SH       Sole      8        3988            0            0
VANGUARD INDEX FDS             UNIT 922908637            1           32 SH       Sole      8          32            0            0
VANGUARD NATURAL RESOURCES L   COM  92205F106           46         3400 SH       Defined  31        3400            0            0
VARIAN INC                     COM  922206107            2           51 SH       Sole      8          51            0            0
VARIAN INC                     COM  922206107          982        24898 SH       Defined  31       24898            0            0
VARIAN MED SYS INC             COM  92220P105         3103        88322 SH       Sole      8       88322            0            0
VARIAN MED SYS INC             OPT  92220P105          932        26500 SH  Call Defined   8           0        26500            0
VARIAN MED SYS INC             OPT  92220P105         -741       -21100 SH  Put  Defined   8           0       -21100            0
VARIAN MED SYS INC             COM  92220P105           38         1095 SH       Sole      9        1095            0            0
VARIAN MED SYS INC             COM  92220P105          188         5357 SH       Defined  31        5357            0            0
VARIAN MED SYS INC             COM  92220P105          381        10840 SH       Defined  32       10840            0            0
VARIAN SEMICONDUCTOR EQUIPMN   COM  922207105         1248        52040 SH       Sole      8       52040            0            0
VARIAN SEMICONDUCTOR EQUIPMN   OPT  922207105         2644       110200 SH  Call Defined   8           0       110200            0
VARIAN SEMICONDUCTOR EQUIPMN   OPT  922207105        -2866      -119500 SH  Put  Defined   8           0      -119500            0
VARIAN SEMICONDUCTOR EQUIPMN   COM  922207105           93         3863 SH       Defined  32        3863            0            0
VASCO DATA SEC INTL INC        COM  92230Y104            2          252 SH       Sole      8         252            0            0
VASCO DATA SEC INTL INC        OPT  92230Y104            6          700 SH  Call Defined   8           0          700            0
VASCO DATA SEC INTL INC        OPT  92230Y104           -7        -1000 SH  Put  Defined   8           0        -1000            0
VASCO DATA SEC INTL INC        COM  92230Y104           55         7578 SH       Defined  31        7578            0            0
VASCULAR SOLUTIONS INC         COM  92231M109            4          548 SH       Sole      8         548            0            0
VASCULAR SOLUTIONS INC         OPT  92231M109           -4         -600 SH  Put  Defined   8           0         -600            0
VCA ANTECH INC                 COM  918194101          251         9396 SH       Sole      8        9396            0            0
VCA ANTECH INC                 OPT  918194101          251         9400 SH  Call Defined   8           0         9400            0
VCA ANTECH INC                 OPT  918194101         -336       -12600 SH  Put  Defined   8           0       -12600            0
VCA ANTECH INC                 COM  918194101          119         4474 SH       Defined  32        4474            0            0
VECTOR GROUP LTD               COM  92240M108           14          984 SH       Sole      8         984            0            0
VECTOR GROUP LTD               COM  92240M108            9          617 SH       Defined  32         617            0            0
VECTREN CORP                   COM  92240G101           53         2280 SH       Sole      8        2280            0            0
VECTREN CORP                   COM  92240G101           20          850 SH       Defined  32         850            0            0
VEECO INSTRS INC DEL           COM  922417100           39         3371 SH       Sole      8        3371            0            0
VEECO INSTRS INC DEL           OPT  922417100          238        20500 SH  Call Defined   8           0        20500            0
VEECO INSTRS INC DEL           OPT  922417100         -127       -11000 SH  Put  Defined   8           0       -11000            0
VEECO INSTRS INC DEL           COM  922417100            6          507 SH       Defined  31         507            0            0
VENOCO INC                     COM  92275P307            3          454 SH       Sole      8         454            0            0
VENTAS INC                     COM  92276F100         2791        93458 SH       Sole      8       93458            0            0
VENTAS INC                     COM  92276F100         5784       193714 SH       Sole      9      193714            0            0
VENTAS INC                     COM  92276F100          154         5142 SH       Defined  32        5142            0            0
VEOLIA ENVIRONNEMENT           COM  92334N103           13          442 SH       Sole      8         442            0            0
VEOLIA ENVIRONNEMENT           COM  92334N103         3917       132600 SH       Defined  31      132600            0            0
VERENIUM CORPORATION           COM  92340P100          100       131015 SH       Defined  31      131015            0            0
VERIFONE HLDGS INC             BOND 92342YAB5         4148         5692 PRN      Sole      8     5692000            0            0
VERIFONE HLDGS INC             COM  92342Y109          838       111489 SH       Sole      8      111489            0            0
VERIFONE HLDGS INC             OPT  92342Y109         1894       252100 SH  Call Defined   8           0       252100            0
VERIFONE HLDGS INC             OPT  92342Y109         -394       -52500 SH  Put  Defined   8           0       -52500            0
VERIFONE HLDGS INC             COM  92342Y109         1111       148000 SH       Sole     34      148000            0            0
VERIGY LTD                     COM  Y93691106            3          250 SH       Sole      8         250            0            0
VERISIGN INC                   COM  92343E102         2841       153377 SH       Sole      8      153377            0            0
VERISIGN INC                   OPT  92343E102         4301       232200 SH  Call Defined   8           0       232200            0
VERISIGN INC                   OPT  92343E102        -2150      -116100 SH  Put  Defined   8           0      -116100            0
VERISIGN INC                   COM  92343E102          140         7559 SH       Sole      9        7559            0            0
VERISIGN INC                   COM  92343E102          298        16070 SH       Defined  32       16070            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104        58756      1912012 SH       Sole      8     1912012            0            0
VERIZON COMMUNICATIONS INC     OPT  92343V104        27682       900800 SH  Call Defined   8           0       900800            0
VERIZON COMMUNICATIONS INC     OPT  92343V104       -36912     -1201200 SH  Put  Defined   8           0     -1201200            0
VERIZON COMMUNICATIONS INC     COM  92343V104         9073       295239 SH       Sole      9      295239            0            0
VERIZON COMMUNICATIONS INC     OPT  92343V104        -1576       -51300 SH  Put  Defined   9           0       -51300            0
VERIZON COMMUNICATIONS INC     COM  92343V104        63205      2056773 SH       Defined  31     2056773            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104         3690       120087 SH       Defined  32      120087            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104       184380      6000000 SH       Sole     59     6000000            0            0
VERSO PAPER CORP               COM  92531L108           32        26025 SH       Sole      8       26025            0            0
VERTEX PHARMACEUTICALS INC     COM  92532F100         2017        56084 SH       Sole      8       56084            0            0
VERTEX PHARMACEUTICALS INC     OPT  92532F100         6029       167600 SH  Call Defined   8           0       167600            0
VERTEX PHARMACEUTICALS INC     OPT  92532F100        -6060      -168500 SH  Put  Defined   8           0      -168500            0
VERTEX PHARMACEUTICALS INC     COM  92532F100          329         9143 SH       Defined  32        9143            0            0
VIACOM INC NEW                 COM  92553P102            2           63 SH       Sole      8          63            0            0
VIACOM INC NEW                 COM  92553P201        10919       481027 SH       Sole      8      481027            0            0
VIACOM INC NEW                 OPT  92553P102           15          600 SH  Call Defined   8           0          600            0
VIACOM INC NEW                 OPT  92553P###          -##        -#### SH  Put  Defined   8           0        -3000            0
VIACOM INC NEW                 COM  92553P201          279        12285 SH       Sole      9       12285            0            0
VIACOM INC NEW                 COM  92553P102          264        11000 SH       Defined  31       11000            0            0
VIACOM INC NEW                 COM  92553P201          310        13677 SH       Defined  32       13677            0            0
VIAD CORP                      COM  92552R406            5          309 SH       Sole      8         309            0            0
VIAD CORP                      COM  92552R406          310        18000 SH       Sole      9       18000            0            0
VIAD CORP                      COM  92552R406          568        33000 SH       Defined  31       33000            0            0
VIASAT INC                     COM  92552V100           72         2791 SH       Sole      8        2791            0            0
VIASAT INC                     OPT  92552V100           31         1200 SH  Call Defined   8           0         1200            0
VIASAT INC                     OPT  92552V100         -241        -9400 SH  Put  Defined   8           0        -9400            0
VICAL INC                      COM  925602104           16         5959 SH       Sole      8        5959            0            0
VICAL INC                      COM  925602104           21         7800 SH       Defined  31        7800            0            0
VICOR CORP                     COM  925815102           11         1529 SH       Sole      8        1529            0            0
VIEWPOINT FINL GROUP           COM  926727108            1           76 SH       Sole      8          76            0            0
VIGNETTE CORP                  COM  926734401            2          148 SH       Sole      8         148            0            0
VIGNETTE CORP                  COM  926734401         4175       317503 SH       Sole      9      317503            0            0
VILLAGE SUPER MKT INC          COM  927107409            1           44 SH       Sole      8          44            0            0
VINA CONCHA Y TORO S A         COM  927191106           14          391 SH       Sole      8         391            0            0
VIRAGE LOGIC CORP              COM  92763R104            0           10 SH       Sole      8          10            0            0
VIRGIN MEDIA INC               COM  92769L101          426        45614 SH       Sole      8       45614            0            0
VIRGIN MEDIA INC               OPT  92769L101          736        78700 SH  Call Defined   8           0        78700            0
VIRGIN MEDIA INC               OPT  92769L101         -746       -79800 SH  Put  Defined   8           0       -79800            0
VIRGIN MEDIA INC               COM  92769L101         1581       169100 SH       Defined  31      169100            0            0
VIRGIN MEDIA INC               COM  92769L101           18         1927 SH       Defined  32        1927            0            0
VIRGIN MOBILE USA INC          COM  92769R108            0          107 SH       Sole      8         107            0            0
VIROPHARMA INC                 COM  928241108          595       100391 SH       Sole      8      100391            0            0
VIROPHARMA INC                 OPT  928241108          658       110900 SH  Call Defined   8           0       110900            0
VIROPHARMA INC                 OPT  928241108         -791      -133500 SH  Put  Defined   8           0      -133500            0
VIROPHARMA INC                 COM  928241108          207        34955 SH       Sole      9       34955            0            0
VIRTUAL RADIOLOGIC CORPORATI   COM  92826B104            0           48 SH       Sole      8          48            0            0
VIRTUSA CORP                   COM  92827P102            1           74 SH       Sole      8          74            0            0
VIRTUSA CORP                   COM  92827P102          428        53262 SH       Defined  31       53262            0            0
VISA INC                       COM  92826C839        14647       235256 SH       Sole      8      235256            0            0
VISA INC                       OPT  92826C839        63935      1026900 SH  Call Defined   8           0      1026900            0
VISA INC                       OPT  92826C839       -84138     -1351400 SH  Put  Defined   8           0     -1351400            0
VISA INC                       COM  92826C839           12          195 SH       Sole      9         195            0            0
VISA INC                       COM  92826C839         2061        33096 SH       Defined  32       33096            0            0
VISHAY INTERTECHNOLOGY INC     COM  928298108          253        37214 SH       Sole      8       37214            0            0
VISHAY INTERTECHNOLOGY INC     OPT  928298108         1472       216700 SH  Call Defined   8           0       216700            0
VISHAY INTERTECHNOLOGY INC     OPT  928298108         -131       -19300 SH  Put  Defined   8           0       -19300            0
VISHAY INTERTECHNOLOGY INC     COM  928298108         5162       760174 SH       Defined  31      760174            0            0
VISHAY INTERTECHNOLOGY INC     COM  928298108           41         6101 SH       Defined  32        6101            0            0
VISION-SCIENCES INC DEL        COM  927912105           94       102300 SH       Sole      8      102300            0            0
VISTA GOLD CORP                COM  927926303            1          300 SH       Sole      8         300            0            0
VISTAPRINT LIMITED             COM  G93762204          404         9468 SH       Sole      8        9468            0            0
VITAL IMAGES INC               COM  92846N104            1           73 SH       Sole      8          73            0            0
VITAL IMAGES INC               COM  92846N104          418        36802 SH       Defined  31       36802            0            0
VIVO PARTICIPACOES S A         OPT  92855S200        -4735      -250000 SH  Put  Defined   8           0      -250000            0
VIVUS INC                      COM  928551100           65        10701 SH       Sole      8       10701            0            0
VIVUS INC                      OPT  928551100          429        70400 SH  Call Defined   8           0        70400            0
VIVUS INC                      OPT  928551100         -333       -54800 SH  Put  Defined   8           0       -54800            0
VMWARE INC                     COM  928563402         2245        82310 SH       Sole      8       82310            0            0
VMWARE INC                     OPT  928563402         6649       243800 SH  Call Defined   8           0       243800            0
VMWARE INC                     OPT  928563402        -5361      -196600 SH  Put  Defined   8           0      -196600            0
VMWARE INC                     COM  928563402         7698       282290 SH       Defined  31      282290            0            0
VMWARE INC                     COM  928563402           92         3387 SH       Defined  32        3387            0            0
VNUS MED TECHNOLOGIES INC      COM  928566108            0          338 SH       Sole      8         338            0            0
VNUS MED TECHNOLOGIES INC      COM  928566108            0        29000 SH       Defined  31       29000            0            0
VOCUS INC                      COM  92858J108            6          326 SH       Sole      8         326            0            0
VODAFONE GROUP PLC NEW         COM  92857W209         1427        73228 SH       Sole      8       73228            0            0
VODAFONE GROUP PLC NEW         OPT  92857W209        11279       578700 SH  Call Defined   8           0       578700            0
VODAFONE GROUP PLC NEW         OPT  92857W209        -6049      -310400 SH  Put  Defined   8           0      -310400            0
VODAFONE GROUP PLC NEW         COM  92857W209         6971       357684 SH       Defined  31      357684            0            0
VOLCANO CORPORATION            COM  928645100           44         3180 SH       Sole      8        3180            0            0
VOLCOM INC                     COM  92864N101           11          908 SH       Sole      8         908            0            0
VOLT INFORMATION SCIENCES IN   COM  928703107           11         1689 SH       Sole      8        1689            0            0
VOLTERRA SEMICONDUCTOR CORP    COM  928708106            4          275 SH       Sole      8         275            0            0
VONAGE HLDGS CORP              COM  92886T201           37        98030 SH       Sole      8       98030            0            0
VONAGE HLDGS CORP              COM  92886T201           16        43125 SH       Defined  31       43125            0            0
VORNADO RLTY TR                COM  929042109            1           16 SH       Sole      1          16            0            0
VORNADO RLTY TR                COM  929042109         4513       100228 SH       Sole      8      100228            0            0
VORNADO RLTY TR                OPT  929042109         3761        83500 SH  Call Defined   8           0        83500            0
VORNADO RLTY TR                OPT  929042109        -3134       -69600 SH  Put  Defined   8           0       -69600            0
VORNADO RLTY TR                COM  929042109         6456       143378 SH       Sole      9      143378            0            0
VORNADO RLTY TR                COM  929042109          245         5436 SH       Defined  32        5436            0            0
VOTORANTIM CELULOSE E PAPEL    COM  92906P106           20         1900 SH       Sole      8        1900            0            0
VOTORANTIM CELULOSE E PAPEL    ADR  92906P106          270        25193 SH       Sole      9       25193            0            0
VOTORANTIM CELULOSE E PAPEL    COM  92906P106          486        45334 SH       Defined  31       45334            0            0
VSE CORP                       COM  918284100            1           24 SH       Sole      8          24            0            0
VULCAN MATLS CO                COM  929160109         2749        63781 SH       Sole      8       63781            0            0
VULCAN MATLS CO                OPT  929160109         9108       211300 SH  Call Defined   8           0       211300            0
VULCAN MATLS CO                OPT  929160109        -4180       -97000 SH  Put  Defined   8           0       -97000            0
VULCAN MATLS CO                COM  929160109         1004        23288 SH       Sole      9       23288            0            0
VULCAN MATLS CO                COM  929160109          183         4237 SH       Defined  32        4237            0            0
W & T OFFSHORE INC             COM  92922P106           15         1547 SH       Sole      8        1547            0            0
W & T OFFSHORE INC             COM  92922P106           36         3694 SH       Sole      9        3694            0            0
W & T OFFSHORE INC             COM  92922P106           19         1933 SH       Defined  32        1933            0            0
WABASH NATL CORP               COM  929566107           38        54748 SH       Sole      8       54748            0            0
WABASH NATL CORP               COM  929566107           34        49100 SH       Defined  31       49100            0            0
WABCO HLDGS INC                COM  92927K102           25         1409 SH       Sole      8        1409            0            0
WABCO HLDGS INC                COM  92927K102          524        29600 SH       Sole      9       29600            0            0
WABCO HLDGS INC                COM  92927K102         7981       450900 SH       Defined  31      450900            0            0
WABCO HLDGS INC                COM  92927K102           69         3879 SH       Defined  32        3879            0            0
WABTEC CORP                    COM  929740108         1768        54948 SH       Sole      8       54948            0            0
WABTEC CORP                    COM  929740108         3355       104300 SH       Defined  31      104300            0            0
WABTEC CORP                    COM  929740108           81         2523 SH       Defined  32        2523            0            0
WADDELL & REED FINL INC        COM  930059100           53         2005 SH       Sole      8        2005            0            0
WADDELL & REED FINL INC        COM  930059100          133         5043 SH       Defined  32        5043            0            0
WAL MART STORES INC            COM  931142103        91608      1891158 SH       Sole      8     1891158            0            0
WAL MART STORES INC            OPT  931142103       123150      2542300 SH  Call Defined   8           0      2542300            0
WAL MART STORES INC            OPT  931142103      -134895     -2784800 SH  Put  Defined   8           0     -2784800            0
WAL MART STORES INC            COM  931142103        62944      1299424 SH       Sole      9     1299424            0            0
WAL MART STORES INC            OPT  931142103         7806       161140 SH  Call Defined   9           0       161140            0
WAL MART STORES INC            OPT  931142103        -9222      -190400 SH  Put  Defined   9           0      -190400            0
WAL MART STORES INC            COM  931142103       101454      2094417 SH       Defined  31     2094417            0            0
WAL MART STORES INC            COM  931142103        10187       210299 SH       Defined  32      210299            0            0
WALGREEN CO                    COM  931422109        17047       579820 SH       Sole      8      579820            0            0
WALGREEN CO                    OPT  931422109        27592       938500 SH  Call Defined   8           0       938500            0
WALGREEN CO                    OPT  931422109        -6473      -220200 SH  Put  Defined   8           0      -220200            0
WALGREEN CO                    COM  931422109          740        25185 SH       Sole      9       25185            0            0
WALGREEN CO                    COM  931422109         2465        83844 SH       Defined  32       83844            0            0
WALTER ENERGY INC              COM  93317Q105         2099        57909 SH       Sole      8       57909            0            0
WALTER ENERGY INC              OPT  93317Q105         3806       105000 SH  Call Defined   8           0       105000            0
WALTER ENERGY INC              OPT  93317Q105        -3163       -87300 SH  Put  Defined   8           0       -87300            0
WALTER ENERGY INC              COM  93317Q105          714        19691 SH       Sole      9       19691            0            0
WALTER INVT MGMT CORP          COM  93317W102          139        10478 SH       Sole      8       10478            0            0
WALTER INVT MGMT CORP          COM  93317W102          240        18091 SH       Sole      9       18091            0            0
WARNACO GROUP INC              COM  934390402           13          400 SH       Sole      8         400            0            0
WARNACO GROUP INC              OPT  934390402         2716        83800 SH  Call Defined   8           0        83800            0
WARNACO GROUP INC              OPT  934390402         -272        -8400 SH  Put  Defined   8           0        -8400            0
WARNACO GROUP INC              COM  934390402          565        17445 SH       Defined  31       17445            0            0
WARNACO GROUP INC              COM  934390402            8          252 SH       Defined  32         252            0            0
WARNER CHILCOTT LIMITED        COM  G9435N108         1195        90888 SH       Sole      8       90888            0            0
WARNER CHILCOTT LIMITED        COM  G9435N108          128         9709 SH       Sole      9        9709            0            0
WARNER MUSIC GROUP CORP        COM  934550104           14         2360 SH       Sole      8        2360            0            0
WARNER MUSIC GROUP CORP        COM  934550104          379        64718 SH       Defined  31       64718            0            0
WARNER MUSIC GROUP CORP        COM  934550104           23         3927 SH       Defined  32        3927            0            0
WARREN RES INC                 COM  93564A100            2          788 SH       Sole      8         788            0            0
WARREN RES INC                 OPT  93564A100           40        16100 SH  Call Defined   8           0        16100            0
WARREN RES INC                 OPT  93564A###          -##        -#### SH  Put  Defined   8           0        -5700            0
WARREN RES INC                 COM  93564A100          192        78306 SH       Defined  31       78306            0            0
WASHINGTON FED INC             COM  938824109           43         3309 SH       Sole      8        3309            0            0
WASHINGTON FED INC             COM  938824109           18         1400 SH       Defined  32        1400            0            0
WASHINGTON POST CO             COM  939640108         1167         3313 SH       Sole      8        3313            0            0
WASHINGTON POST CO             COM  939640108          207          588 SH       Sole      9         588            0            0
WASHINGTON POST CO             COM  939640108         1726         4900 SH       Defined  31        4900            0            0
WASHINGTON REAL ESTATE INVT    COM  939653101           75         3355 SH       Sole      8        3355            0            0
WASHINGTON REAL ESTATE INVT    COM  939653101          134         5988 SH       Sole      9        5988            0            0
WASTE CONNECTIONS INC          COM  941053100        11822       456253 SH       Sole      8      456253            0            0
WASTE CONNECTIONS INC          COM  941053100         2160        83370 SH       Defined  31       83370            0            0
WASTE CONNECTIONS INC          COM  941053100           80         3104 SH       Defined  32        3104            0            0
WASTE MGMT INC DEL             COM  94106L109        15463       549100 SH       Sole      8      549100            0            0
WASTE MGMT INC DEL             OPT  94106L109         2084        74000 SH  Call Defined   8           0        74000            0
WASTE MGMT INC DEL             OPT  94106L109        -1974       -70100 SH  Put  Defined   8           0       -70100            0
WASTE MGMT INC DEL             COM  94106L109          537        19070 SH       Sole      9       19070            0            0
WASTE MGMT INC DEL             COM  94106L109        11728       416470 SH       Defined  31      416470            0            0
WASTE MGMT INC DEL             COM  94106L109         1197        42493 SH       Defined  32       42493            0            0
WASTE MGMT INC DEL             COM  94106L109         7617       270493 SH       Sole     34      270493            0            0
WASTE SERVICES INC DEL         COM  941075202          175        33816 SH       Sole      8       33816            0            0
WASTE SERVICES INC DEL         COM  941075202          115        22134 SH       Defined  31       22134            0            0
WATERS CORP                    COM  941848103         3431        66659 SH       Sole      8       66659            0            0
WATERS CORP                    OPT  941848103         1030        20000 SH  Call Defined   8           0        20000            0
WATERS CORP                    OPT  941848103        -1482       -28800 SH  Put  Defined   8           0       -28800            0
WATERS CORP                    COM  941848103          432         8387 SH       Sole      9        8387            0            0
WATERS CORP                    COM  941848103          369         7162 SH       Defined  31        7162            0            0
WATERS CORP                    COM  941848103          431         8379 SH       Defined  32        8379            0            0
WATERSTONE FINANCIAL INC       COM  941888109            5         1800 SH       Sole      8        1800            0            0
WATSCO INC                     COM  942622200          705        14415 SH       Sole      8       14415            0            0
WATSCO INC                     OPT  942622200          270         5500 SH  Call Defined   8           0         5500            0
WATSCO INC                     OPT  942622200        -1228       -25100 SH  Put  Defined   8           0       -25100            0
WATSCO INC                     COM  942622200          142         2911 SH       Sole      9        2911            0            0
WATSCO INC                     COM  942622200           10          202 SH       Defined  32         202            0            0
WATSON PHARMACEUTICALS INC     COM  942683103         1885        55963 SH       Sole      8       55963            0            0
WATSON PHARMACEUTICALS INC     OPT  942683103         2675        79400 SH  Call Defined   8           0        79400            0
WATSON PHARMACEUTICALS INC     OPT  942683103        -1839       -54600 SH  Put  Defined   8           0       -54600            0
WATSON PHARMACEUTICALS INC     COM  942683103           25          739 SH       Sole      9         739            0            0
WATSON PHARMACEUTICALS INC     COM  942683103          126         3754 SH       Defined  32        3754            0            0
WATSON WYATT WORLDWIDE INC     COM  942712100           10          267 SH       Sole      8         267            0            0
WATSON WYATT WORLDWIDE INC     COM  942712100            7          179 SH       Defined  32         179            0            0
WATTS WATER TECHNOLOGIES INC   COM  942749102           50         2306 SH       Sole      8        2306            0            0
WATTS WATER TECHNOLOGIES INC   COM  942749102           61         2832 SH       Sole      9        2832            0            0
WATTS WATER TECHNOLOGIES INC   COM  942749102           15          700 SH       Defined  31         700            0            0
WATTS WATER TECHNOLOGIES INC   COM  942749102            9          395 SH       Defined  32         395            0            0
WAUSAU PAPER CORP              COM  943315101           39         5826 SH       Sole      8        5826            0            0
WD-40 CO                       COM  929236107           20          692 SH       Sole      8         692            0            0
WEATHERFORD INTERNATIONAL LT   COM  H27013103         1452        74237 SH       Sole      8       74237            0            0
WEATHERFORD INTERNATIONAL LT   COM  H27013103          198        10125 SH       Sole      9       10125            0            0
WEBMD HEALTH CORP              COM  94770V102          165         5511 SH       Sole      8        5511            0            0
WEBMD HEALTH CORP              OPT  94770V102          294         9800 SH  Call Defined   8           0         9800            0
WEBMD HEALTH CORP              OPT  94770V102         -335       -11200 SH  Put  Defined   8           0       -11200            0
WEBMD HEALTH CORP              COM  94770V102           30         1000 SH       Sole      9        1000            0            0
WEBMD HEALTH CORP              COM  94770V102           13          428 SH       Defined  32         428            0            0
WEBSENSE INC                   COM  947684106           25         1398 SH       Sole      8        1398            0            0
WEBSENSE INC                   OPT  947684106          125         7000 SH  Call Defined   8           0         7000            0
WEBSENSE INC                   OPT  947684106         -135        -7600 SH  Put  Defined   8           0        -7600            0
WEBSENSE INC                   COM  947684106          512        28710 SH       Defined  31       28710            0            0
WEBSTER FINL CORP CONN         COM  947890109          630        78200 SH       Sole      8       78200            0            0
WEIGHT WATCHERS INTL INC NEW   COM  948626106           31         1205 SH       Sole      8        1205            0            0
WEIGHT WATCHERS INTL INC NEW   OPT  948626106          266        10300 SH  Call Defined   8           0        10300            0
WEIGHT WATCHERS INTL INC NEW   OPT  948626106         -530       -20600 SH  Put  Defined   8           0       -20600            0
WEIGHT WATCHERS INTL INC NEW   COM  948626106           12          458 SH       Defined  32         458            0            0
WEINGARTEN RLTY INVS           COM  948741103           54         3738 SH       Sole      8        3738            0            0
WEINGARTEN RLTY INVS           COM  948741103          178        12295 SH       Sole      9       12295            0            0
WEIS MKTS INC                  COM  948849104           14          413 SH       Sole      8         413            0            0
WEIS MKTS INC                  COM  948849104           17          505 SH       Defined  32         505            0            0
WELLCARE HEALTH PLANS INC      COM  94946T106          689        37254 SH       Sole      8       37254            0            0
WELLCARE HEALTH PLANS INC      OPT  94946T106         1360        73500 SH  Call Defined   8           0        73500            0
WELLCARE HEALTH PLANS INC      OPT  94946T106        -1451       -78500 SH  Put  Defined   8           0       -78500            0
WELLCARE HEALTH PLANS INC      COM  94946T106          202        10900 SH       Sole      9       10900            0            0
WELLPOINT INC                  COM  94973V107        15628       307101 SH       Sole      8      307101            0            0
WELLPOINT INC                  OPT  94973V107       123628      2429300 SH  Call Defined   8           0      2429300            0
WELLPOINT INC                  OPT  94973V107       -43490      -854600 SH  Put  Defined   8           0      -854600            0
WELLPOINT INC                  COM  94973V107          245         4822 SH       Sole      9        4822            0            0
WELLPOINT INC                  COM  94973V107         1214        23865 SH       Defined  32       23865            0            0
WELLS FARGO & CO NEW           COM  949746101        64158      2644574 SH       Sole      8     2644574            0            0
WELLS FARGO & CO NEW           OPT  949746101        86347      3559200 SH  Call Defined   8           0      3559200            0
WELLS FARGO & CO NEW           OPT  949746101       -99068     -4083600 SH  Put  Defined   8           0     -4083600            0
WELLS FARGO & CO NEW           COM  949746101        14170       584075 SH       Sole      9      584075            0            0
WELLS FARGO & CO NEW           OPT  949746101         1922        79205 SH  Call Defined   9           0        79205            0
WELLS FARGO & CO NEW           OPT  949746101        -5850      -241144 SH  Put  Defined   9           0      -241144            0
WELLS FARGO & CO NEW           COM  949746101       166864      6878157 SH       Defined  32     6878157            0            0
WENDYS ARBYS GROUP INC         COM  950587105         1603       400736 SH       Sole      8      400736            0            0
WENDYS ARBYS GROUP INC         OPT  950587105          164        41000 SH  Call Defined   8           0        41000            0
WENDYS ARBYS GROUP INC         OPT  950587105         -104       -26100 SH  Put  Defined   8           0       -26100            0
WENDYS ARBYS GROUP INC         COM  950587105         3215       803853 SH       Defined  31      803853            0            0
WERNER ENTERPRISES INC         COM  950755108          464        25600 SH       Sole      8       25600            0            0
WERNER ENTERPRISES INC         COM  950755108         1099        60624 SH       Defined  31       60624            0            0
WERNER ENTERPRISES INC         COM  950755108           30         1672 SH       Defined  32        1672            0            0
WESBANCO INC                   COM  950810101          246        16920 SH       Sole      8       16920            0            0
WESCO FINL CORP                COM  950817106           14           49 SH       Sole      8          49            0            0
WESCO FINL CORP                COM  950817106            8           29 SH       Defined  32          29            0            0
WESCO INTL INC                 BOND 95082PAE5         1080         1150 PRN      Sole      8     1150000            0            0
WESCO INTL INC                 BOND 95082PAG0          829         1000 PRN      Sole      8     1000000            0            0
WESCO INTL INC                 COM  95082P105         1230        49109 SH       Sole      8       49109            0            0
WESCO INTL INC                 OPT  95082P105         1080        43100 SH  Call Defined   8           0        43100            0
WESCO INTL INC                 OPT  95082P105        -1895       -75700 SH  Put  Defined   8           0       -75700            0
WESCO INTL INC                 COM  95082P105           37         1482 SH       Sole      9        1482            0            0
WESCO INTL INC                 COM  95082P105         1933        77200 SH       Defined  31       77200            0            0
WESCO INTL INC                 COM  95082P105           47         1892 SH       Defined  32        1892            0            0
WEST BANCORPORATION INC        COM  95123P106           11         2258 SH       Sole      8        2258            0            0
WEST COAST BANCORP ORE NEW     COM  952145100          190        92900 SH       Sole      8       92900            0            0
WEST PHARMACEUTICAL SVSC INC   COM  955306105           78         2231 SH       Sole      8        2231            0            0
WESTAMERICA BANCORPORATION     COM  957090103          820        16522 SH       Sole      8       16522            0            0
WESTAR ENERGY INC              COM  95709T100         2369       126214 SH       Sole      8      126214            0            0
WESTAR ENERGY INC              COM  95709T100         1079        57490 SH       Defined  31       57490            0            0
WESTERN ALLIANCE BANCORP       COM  957638109            1          186 SH       Sole      8         186            0            0
WESTERN ASSET EMRG MKT DEBT    UNIT 95766A101           10          674 SH       Sole      8         674            0            0
WESTERN ASSET VAR RT STRG FD   UNIT 957667108            6          476 SH       Sole      8         476            0            0
WESTERN DIGITAL CORP           COM  958102105        16603       626511 SH       Sole      8      626511            0            0
WESTERN DIGITAL CORP           OPT  958102105        13725       517900 SH  Call Defined   8           0       517900            0
WESTERN DIGITAL CORP           OPT  958102105        -1966       -74200 SH  Put  Defined   8           0       -74200            0
WESTERN DIGITAL CORP           COM  958102105         1198        45202 SH       Sole      9       45202            0            0
WESTERN DIGITAL CORP           COM  958102105          309        11659 SH       Defined  32       11659            0            0
WESTERN REFNG INC              COM  959319104          652        92387 SH       Sole      8       92387            0            0
WESTERN REFNG INC              OPT  959319104         2332       330200 SH  Call Defined   8           0       330200            0
WESTERN REFNG INC              OPT  959319104         -416       -59000 SH  Put  Defined   8           0       -59000            0
WESTERN REFNG INC              COM  959319104            9         1232 SH       Defined  32        1232            0            0
WESTERN UN CO                  COM  959802109         5858       357173 SH       Sole      8      357173            0            0
WESTERN UN CO                  OPT  959802109          492        30000 SH  Call Defined   8           0        30000            0
WESTERN UN CO                  OPT  959802109         -200       -12200 SH  Put  Defined   8           0       -12200            0
WESTERN UN CO                  COM  959802109          386        23518 SH       Sole      9       23518            0            0
WESTERN UN CO                  COM  959802109         4469       272490 SH       Defined  31      272490            0            0
WESTERN UN CO                  COM  959802109          988        60254 SH       Defined  32       60254            0            0
WESTLAKE CHEM CORP             COM  960413102            2           94 SH       Sole      8          94            0            0
WESTMORELAND COAL CO           COM  960878106            0           16 SH       Sole      8          16            0            0
WESTPORT INNOVATIONS INC       COM  960908309            1          100 SH       Sole      8         100            0            0
WESTPORT INNOVATIONS INC       COM  960908309           96        11900 SH       Defined  31       11900            0            0
WESTWOOD HLDGS GROUP INC       COM  961765104            2           38 SH       Sole      8          38            0            0
WET SEAL INC                   COM  961840105            2          742 SH       Sole      8         742            0            0
WET SEAL INC                   COM  961840105          205        66876 SH       Defined  31       66876            0            0
WEYCO GROUP INC                COM  962149100            1           51 SH       Sole      8          51            0            0
WEYCO GROUP INC                COM  962149100           16          700 SH       Defined  31         700            0            0
WEYERHAEUSER CO                COM  962166104          253         8300 SH       Sole      1        8300            0            0
WEYERHAEUSER CO                OPT  962166104            0            0 SH  Put  Defined   1           0            0            0
WEYERHAEUSER CO                COM  962166104         3911       128532 SH       Sole      8      128532            0            0
WEYERHAEUSER CO                OPT  962166104         3570       117300 SH  Call Defined   8           0       117300            0
WEYERHAEUSER CO                OPT  962166104        -5538      -182000 SH  Put  Defined   8           0      -182000            0
WEYERHAEUSER CO                COM  962166104         1548        50875 SH       Sole      9       50875            0            0
WEYERHAEUSER CO                COM  962166104          226         7439 SH       Defined  32        7439            0            0
WGL HLDGS INC                  COM  92924F106            5          146 SH       Sole      8         146            0            0
WGL HLDGS INC                  COM  92924F106           17          516 SH       Defined  32         516            0            0
WHIRLPOOL CORP                 COM  963320106         4380       102909 SH       Sole      8      102909            0            0
WHIRLPOOL CORP                 OPT  963320106        11168       262400 SH  Call Defined   8           0       262400            0
WHIRLPOOL CORP                 OPT  963320106        -7618      -179000 SH  Put  Defined   8           0      -179000            0
WHIRLPOOL CORP                 COM  963320106          101         2368 SH       Sole      9        2368            0            0
WHIRLPOOL CORP                 COM  963320106         8512       200000 SH       Sole     34      200000            0            0
WHITE MTNS INS GROUP LTD       COM  G9618E107           90          395 SH       Sole      8         395            0            0
WHITING PETE CORP NEW          COM  966387102          587        16688 SH       Sole      8       16688            0            0
WHITING PETE CORP NEW          OPT  966387102          894        25400 SH  Call Defined   8           0        25400            0
WHITING PETE CORP NEW          OPT  966387102        -1758       -50000 SH  Put  Defined   8           0       -50000            0
WHITING PETE CORP NEW          COM  966387102           28          806 SH       Sole      9         806            0            0
WHITING USA TR I               COM  966389108            4          400 SH       Sole      8         400            0            0
WHITNEY HLDG CORP              COM  966612103          908        99095 SH       Sole      8       99095            0            0
WHITNEY HLDG CORP              COM  966612103            0            4 SH       Defined  31           4            0            0
WHITNEY HLDG CORP              COM  966612103           12         1362 SH       Defined  32        1362            0            0
WHOLE FOODS MKT INC            COM  966837106         5000       263456 SH       Sole      8      263456            0            0
WHOLE FOODS MKT INC            OPT  966837106         7425       391200 SH  Call Defined   8           0       391200            0
WHOLE FOODS MKT INC            OPT  966837106        -9495      -500300 SH  Put  Defined   8           0      -500300            0
WHOLE FOODS MKT INC            COM  966837106          455        23977 SH       Sole      9       23977            0            0
WHOLE FOODS MKT INC            COM  966837106           90         4762 SH       Defined  31        4762            0            0
WHOLE FOODS MKT INC            COM  966837106          203        10684 SH       Defined  32       10684            0            0
WILEY JOHN & SONS INC          COM  968223206          189         5686 SH       Sole      8        5686            0            0
WILEY JOHN & SONS INC          COM  968223206          116         3500 SH       Defined  31        3500            0            0
WILEY JOHN & SONS INC          COM  968223206           83         2493 SH       Defined  32        2493            0            0
WILLBROS GROUP INC DEL         COM  969203108           14         1093 SH       Sole      8        1093            0            0
WILLBROS GROUP INC DEL         OPT  969203108           26         2000 SH  Call Defined   8           0         2000            0
WILLBROS GROUP INC DEL         OPT  969203108           -2         -200 SH  Put  Defined   8           0         -200            0
WILLBROS GROUP INC DEL         COM  969203108         1233        98528 SH       Defined  31       98528            0            0
WILLIAMS CLAYTON ENERGY INC    COM  969490101           60         3200 SH       Sole      8        3200            0            0
WILLIAMS CLAYTON ENERGY INC    COM  969490101          333        17629 SH       Defined  31       17629            0            0
WILLIAMS COS INC DEL           COM  969457100         6811       436313 SH       Sole      8      436313            0            0
WILLIAMS COS INC DEL           OPT  969457100         3037       194500 SH  Call Defined   8           0       194500            0
WILLIAMS COS INC DEL           OPT  969457100        -1927      -123500 SH  Put  Defined   8           0      -123500            0
WILLIAMS COS INC DEL           COM  969457100         4508       288815 SH       Sole      9      288815            0            0
WILLIAMS COS INC DEL           COM  969457100        15220       975040 SH       Defined  31      975040            0            0
WILLIAMS COS INC DEL           COM  969457100          390        24983 SH       Defined  32       24983            0            0
WILLIAMS CTLS INC              COM  969465608          304        48571 SH       Sole      8       48571            0            0
WILLIAMS PARTNERS L P          COM  96950F104            2          132 SH       Sole      8         132            0            0
WILLIAMS PARTNERS L P          OPT  96950F104          347        19200 SH  Call Defined   8           0        19200            0
WILLIAMS PARTNERS L P          OPT  96950F104         -204       -11300 SH  Put  Defined   8           0       -11300            0
WILLIAMS SONOMA INC            COM  969904101           57         4838 SH       Sole      8        4838            0            0
WILLIAMS SONOMA INC            OPT  969904101          281        23600 SH  Call Defined   8           0        23600            0
WILLIAMS SONOMA INC            OPT  969904101         -635       -53500 SH  Put  Defined   8           0       -53500            0
WILMINGTON TRUST CORP          COM  971807102          874        63974 SH       Sole      8       63974            0            0
WILMINGTON TRUST CORP          OPT  971807102          246        18000 SH  Call Defined   8           0        18000            0
WILMINGTON TRUST CORP          OPT  971807102          -27        -2000 SH  Put  Defined   8           0        -2000            0
WILMINGTON TRUST CORP          COM  971807102           50         3643 SH       Sole      9        3643            0            0
WILMINGTON TRUST CORP          COM  971807102           24         1735 SH       Defined  32        1735            0            0
WILSHIRE BANCORP INC           COM  97186T108           14         2391 SH       Sole      8        2391            0            0
WIND RIVER SYSTEMS INC         COM  973149107         2363       206154 SH       Sole      8      206154            0            0
WIND RIVER SYSTEMS INC         OPT  973149107          263        22900 SH  Call Defined   8           0        22900            0
WIND RIVER SYSTEMS INC         OPT  973149107         -174       -15200 SH  Put  Defined   8           0       -15200            0
WIND RIVER SYSTEMS INC         COM  973149107         4326       377508 SH       Sole      9      377508            0            0
WIND RIVER SYSTEMS INC         COM  973149107         1273       111070 SH       Defined  31      111070            0            0
WINDSTREAM CORP                COM  97381W104         1925       230222 SH       Sole      8      230222            0            0
WINDSTREAM CORP                OPT  97381W104           56         6600 SH  Call Defined   8           0         6600            0
WINDSTREAM CORP                OPT  97381W104         -122       -14700 SH  Put  Defined   8           0       -14700            0
WINDSTREAM CORP                COM  97381W104           54         6518 SH       Sole      9        6518            0            0
WINDSTREAM CORP                COM  97381W104        11156      1334500 SH       Defined  31     1334500            0            0
WINDSTREAM CORP                COM  97381W104          244        29155 SH       Defined  32       29155            0            0
WINDSTREAM CORP                COM  97381W104        33440      4000000 SH       Sole     59     4000000            0            0
WINN DIXIE STORES INC          COM  974280307           17         1328 SH       Sole      8        1328            0            0
WINN DIXIE STORES INC          COM  974280307           13         1046 SH       Defined  32        1046            0            0
WINNEBAGO INDS INC             COM  974637100           25         3360 SH       Sole      8        3360            0            0
WINNEBAGO INDS INC             OPT  974637100           36         4800 SH  Call Defined   8           0         4800            0
WINNEBAGO INDS INC             OPT  974637100          -54        -7300 SH  Put  Defined   8           0        -7300            0
WINNEBAGO INDS INC             COM  974637100          383        51500 SH       Defined  31       51500            0            0
WINTHROP RLTY TR               COM  976391300          349        39046 SH       Sole      9       39046            0            0
WINTHROP RLTY TR               COM  976391300          129        14486 SH       Defined  31       14486            0            0
WINTRUST FINANCIAL CORP        COM  97650W108          432        26871 SH       Sole      8       26871            0            0
WISCONSIN ENERGY CORP          COM  976657106         2546        62539 SH       Sole      8       62539            0            0
WISCONSIN ENERGY CORP          COM  976657106           34          826 SH       Sole      9         826            0            0
WISDOMTREE TR                  UNIT 97717X107         5952       200000 SH       Sole      8      200000            0            0
WMS INDS INC                   COM  929297109         1675        53152 SH       Sole      8       53152            0            0
WMS INDS INC                   OPT  929297109         1136        36050 SH  Call Defined   8           0        36050            0
WMS INDS INC                   OPT  929297109        -1145       -36350 SH  Put  Defined   8           0       -36350            0
WMS INDS INC                   COM  929297109         6820       216450 SH       Defined  31      216450            0            0
WMS INDS INC                   COM  929297109           73         2305 SH       Defined  32        2305            0            0
WOLVERINE WORLD WIDE INC       COM  978097103           45         2018 SH       Sole      8        2018            0            0
WOLVERINE WORLD WIDE INC       COM  978097103          807        36601 SH       Defined  31       36601            0            0
WONDER AUTO TECHNOLOGY INC     COM  978166106           50         5000 SH       Sole      8        5000            0            0
WOODWARD GOVERNOR CO           COM  980745103           37         1854 SH       Sole      8        1854            0            0
WOODWARD GOVERNOR CO           COM  980745103          961        48541 SH       Defined  31       48541            0            0
WORLD ACCEP CORP DEL           COM  981419104            5          235 SH       Sole      8         235            0            0
WORLD FUEL SVCS CORP           COM  981475106           50         1203 SH       Sole      8        1203            0            0
WORLD FUEL SVCS CORP           OPT  981475106         1093        26500 SH  Call Defined   8           0        26500            0
WORLD FUEL SVCS CORP           OPT  981475106         -828       -20100 SH  Put  Defined   8           0       -20100            0
WORLD FUEL SVCS CORP           COM  981475106         3133        76000 SH       Defined  31       76000            0            0
WORLD FUEL SVCS CORP           COM  981475106           34          832 SH       Defined  32         832            0            0
WORLD WRESTLING ENTMT INC      COM  98156Q108           34         2677 SH       Sole      8        2677            0            0
WORLD WRESTLING ENTMT INC      OPT  98156Q108           92         7300 SH  Call Defined   8           0         7300            0
WORLD WRESTLING ENTMT INC      OPT  98156Q###          -##        -#### SH  Put  Defined   8           0        -2900            0
WORTHINGTON INDS INC           COM  981811102           65         5069 SH       Sole      8        5069            0            0
WORTHINGTON INDS INC           OPT  981811102          327        25500 SH  Call Defined   8           0        25500            0
WORTHINGTON INDS INC           OPT  981811102         -127       -10000 SH  Put  Defined   8           0       -10000            0
WORTHINGTON INDS INC           COM  981811102           13          992 SH       Defined  32         992            0            0
WPP PLC                        COM  92933H101          219         6573 SH       Defined  31        6573            0            0
WRIGHT EXPRESS CORP            COM  98233Q105           22          847 SH       Sole      8         847            0            0
WRIGHT EXPRESS CORP            COM  98233Q105          120         4700 SH       Defined  31        4700            0            0
WRIGHT EXPRESS CORP            COM  98233Q105           43         1696 SH       Defined  32        1696            0            0
WRIGHT MED GROUP INC           COM  98235T107           13          789 SH       Sole      8         789            0            0
WSFS FINL CORP                 COM  929328102            1           24 SH       Defined  31          24            0            0
WYETH                          COM  983024100       106492      2346156 SH       Sole      8     2346156            0            0
WYETH                          OPT  983024100        25060       552100 SH  Call Defined   8           0       552100            0
WYETH                          OPT  983024100       -87434     -1926300 SH  Put  Defined   8           0     -1926300            0
WYETH                          COM  983024100        12639       278446 SH       Sole      9      278446            0            0
WYETH                          COM  983024100         2961        65239 SH       Defined  32       65239            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108         1252       103327 SH       Sole      8      103327            0            0
WYNDHAM WORLDWIDE CORP         OPT  98310W108         2951       243400 SH  Call Defined   8           0       243400            0
WYNDHAM WORLDWIDE CORP         OPT  98310W108         -145       -12000 SH  Put  Defined   8           0       -12000            0
WYNDHAM WORLDWIDE CORP         COM  98310W108          693        57205 SH       Sole      9       57205            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108         8864       731358 SH       Defined  31      731358            0            0
WYNN RESORTS LTD               COM  983134107         3515        99572 SH       Sole      8       99572            0            0
WYNN RESORTS LTD               OPT  983134107         7265       205800 SH  Call Defined   8           0       205800            0
WYNN RESORTS LTD               OPT  983134107        -9975      -282600 SH  Put  Defined   8           0      -282600            0
WYNN RESORTS LTD               COM  983134107           17          472 SH       Sole      9         472            0            0
WYNN RESORTS LTD               COM  983134107           85         2403 SH       Defined  32        2403            0            0
XCEL ENERGY INC                COM  98389B100         4488       243757 SH       Sole      8      243757            0            0
XCEL ENERGY INC                OPT  98389B100          304        16500 SH  Call Defined   8           0        16500            0
XCEL ENERGY INC                OPT  98389B100         -195       -10600 SH  Put  Defined   8           0       -10600            0
XCEL ENERGY INC                COM  98389B100         1108        60207 SH       Sole      9       60207            0            0
XCEL ENERGY INC                COM  98389B100           61         3300 SH       Defined  32        3300            0            0
XENOPORT INC                   COM  98411C100          590        25453 SH       Sole      8       25453            0            0
XENOPORT INC                   OPT  98411C100          144         6200 SH  Call Defined   8           0         6200            0
XENOPORT INC                   OPT  98411C100         -236       -10200 SH  Put  Defined   8           0       -10200            0
XENOPORT INC                   COM  98411C100          106         4565 SH       Defined  31        4565            0            0
XERIUM TECHNOLOGIES INC        COM  98416J100           41        37301 SH       Sole      8       37301            0            0
XEROX CORP                     COM  984121103         9966      1537992 SH       Sole      8     1537992            0            0
XEROX CORP                     OPT  984121103          412        63500 SH  Call Defined   8           0        63500            0
XEROX CORP                     OPT  984121103         -182       -28100 SH  Put  Defined   8           0       -28100            0
XEROX CORP                     COM  984121103          124        19106 SH       Sole      9       19106            0            0
XEROX CORP                     COM  984121103          259        40032 SH       Defined  32       40032            0            0
XILINX INC                     COM  983919101         3864       188855 SH       Sole      8      188855            0            0
XILINX INC                     OPT  983919101         3096       151300 SH  Call Defined   8           0       151300            0
XILINX INC                     OPT  983919101        -1843       -90100 SH  Put  Defined   8           0       -90100            0
XILINX INC                     COM  983919101          419        20470 SH       Sole      9       20470            0            0
XILINX INC                     COM  983919101          495        24185 SH       Defined  32       24185            0            0
XL CAP LTD                     COM  G98255105            0           16 SH       Sole      1          16            0            0
XL CAP LTD                     COM  G98255105         2500       218174 SH       Sole      8      218174            0            0
XL CAP LTD                     COM  G98255105          494        43133 SH       Sole      9       43133            0            0
XOMA LTD                       COM  G9825R107          663       808727 SH       Sole      8      808727            0            0
X-RITE INC                     COM  983857103          236       157000 SH       Sole      8      157000            0            0
XTO ENERGY INC                 COM  98385X106        21073       552513 SH       Sole      8      552513            0            0
XTO ENERGY INC                 OPT  98385X106        28581       749350 SH  Call Defined   8           0       749350            0
XTO ENERGY INC                 OPT  98385X106       -26267      -688725 SH  Put  Defined   8           0      -688725            0
XTO ENERGY INC                 COM  98385X106         5898       154645 SH       Sole      9      154645            0            0
XTO ENERGY INC                 OPT  98385X106           12          290 SH  Call Defined   9           0          290            0
XTO ENERGY INC                 COM  98385X106        44009      1153870 SH       Defined  31     1153870            0            0
XTO ENERGY INC                 COM  98385X106          812        21299 SH       Defined  32       21299            0            0
XYRATEX LTD                    COM  G98268108            9         1863 SH       Sole      8        1863            0            0
YADKIN VALLEY FINANCIAL CORP   COM  984314104            6          900 SH       Sole      8         900            0            0
YAHOO INC                      COM  984332106        16191      1033882 SH       Sole      8     1033882            0            0
YAHOO INC                      OPT  984332106        56954      3636900 SH  Call Defined   8           0      3636900            0
YAHOO INC                      OPT  984332106       -15830     -1010900 SH  Put  Defined   8           0     -1010900            0
YAHOO INC                      COM  984332106         1259        80379 SH       Sole      9       80379            0            0
YAHOO INC                      OPT  984332106          934        59580 SH  Call Defined   9           0        59580            0
YAHOO INC                      COM  984332106         1628       103934 SH       Defined  32      103934            0            0
YAMANA GOLD INC                COM  98462Y100         3738       422893 SH       Sole      8      422893            0            0
YAMANA GOLD INC                OPT  98462Y100         2630       297400 SH  Call Defined   8           0       297400            0
YAMANA GOLD INC                OPT  98462Y100        -2947      -333400 SH  Put  Defined   8           0      -333400            0
YAMANA GOLD INC                COM  98462Y100           51         5723 SH       Sole      9        5723            0            0
YANZHOU COAL MNG CO LTD        COM  984846105         4678       340000 SH       Defined  31      340000            0            0
YELLOW ROADWAY CORP            BOND 985577AB1         2401        11500 PRN      Sole      9    11500000            0            0
YINGLI GREEN ENERGY HLDG CO    OPT  98584B103         2639       194700 SH  Call Defined   8           0       194700            0
YINGLI GREEN ENERGY HLDG CO    OPT  98584B103        -5455      -402600 SH  Put  Defined   8           0      -402600            0
YORK WTR CO                    COM  987184108            0           31 SH       Sole      8          31            0            0
YOUBET COM INC                 COM  987413101            2          565 SH       Sole      8         565            0            0
YOUNG INNOVATIONS INC          COM  987520103            1           27 SH       Sole      8          27            0            0
YRC WORLDWIDE INC              COM  984249102          232       134209 SH       Sole      8      134209            0            0
YRC WORLDWIDE INC              OPT  984249102          168        96600 SH  Call Defined   8           0        96600            0
YRC WORLDWIDE INC              OPT  984249102          -75       -43700 SH  Put  Defined   8           0       -43700            0
YUM BRANDS INC                 COM  988498101        10641       319177 SH       Sole      8      319177            0            0
YUM BRANDS INC                 OPT  988498101        11636       349000 SH  Call Defined   8           0       349000            0
YUM BRANDS INC                 OPT  988498101       -10252      -307500 SH  Put  Defined   8           0      -307500            0
YUM BRANDS INC                 COM  988498101         2859        85751 SH       Sole      9       85751            0            0
YUM BRANDS INC                 COM  988498101         7513       225348 SH       Defined  31      225348            0            0
YUM BRANDS INC                 COM  988498101         1357        40715 SH       Defined  32       40715            0            0
ZALE CORP NEW                  COM  988858106           50        14475 SH       Sole      8       14475            0            0
ZALE CORP NEW                  OPT  988858106          188        54500 SH  Call Defined   8           0        54500            0
ZALE CORP NEW                  OPT  988858106          -59       -17200 SH  Put  Defined   8           0       -17200            0
ZEBRA TECHNOLOGIES CORP        COM  989207105          255        10769 SH       Sole      8       10769            0            0
ZEBRA TECHNOLOGIES CORP        COM  989207105           67         2852 SH       Defined  32        2852            0            0
ZENITH NATL INS CORP           COM  989390109           28         1281 SH       Sole      8        1281            0            0
ZENITH NATL INS CORP           COM  989390109           87         4005 SH       Sole      9        4005            0            0
ZENITH NATL INS CORP           COM  989390109           29         1352 SH       Defined  32        1352            0            0
ZEP INC                        COM  98944B108           19         1592 SH       Sole      8        1592            0            0
ZHONGPIN INC                   COM  98952K107            2          151 SH       Sole      8         151            0            0
ZHONGPIN INC                   COM  98952K107          239        23070 SH       Defined  31       23070            0            0
ZIMMER HLDGS INC               COM  98956P102         8980       210797 SH       Sole      8      210797            0            0
ZIMMER HLDGS INC               OPT  98956P102         3357        78800 SH  Call Defined   8           0        78800            0
ZIMMER HLDGS INC               OPT  98956P102        -4136       -97100 SH  Put  Defined   8           0       -97100            0
ZIMMER HLDGS INC               COM  98956P102          199         4675 SH       Sole      9        4675            0            0
ZIMMER HLDGS INC               COM  98956P102         1914        44937 SH       Defined  31       44937            0            0
ZIMMER HLDGS INC               COM  98956P102          306         7175 SH       Defined  32        7175            0            0
ZION OIL & GAS INC             COM  989696109            1           90 SH       Sole      8          90            0            0
ZIONS BANCORPORATION           COM  989701107          805        69659 SH       Sole      8       69659            0            0
ZIONS BANCORPORATION           OPT  989701107         1925       166500 SH  Call Defined   8           0       166500            0
ZIONS BANCORPORATION           OPT  989701107        -1442      -124800 SH  Put  Defined   8           0      -124800            0
ZIONS BANCORPORATION           COM  989701107           63         5471 SH       Sole      9        5471            0            0
ZIONS BANCORPORATION           COM  989701107           99         8527 SH       Defined  32        8527            0            0
ZIOPHARM ONCOLOGY INC          COM  98973P101          988       606269 SH       Sole      1      606269            0            0
ZIX CORP                       COM  98974P100            1          678 SH       Sole      8         678            0            0
ZOLL MED CORP                  COM  989922109           19          964 SH       Sole      8         964            0            0
ZOLL MED CORP                  COM  989922109          681        35191 SH       Defined  31       35191            0            0
ZOLTEK COS INC                 COM  98975W104          208        21384 SH       Sole      8       21384            0            0
ZOLTEK COS INC                 OPT  98975W104          309        31700 SH  Call Defined   8           0        31700            0
ZOLTEK COS INC                 OPT  98975W104         -444       -45700 SH  Put  Defined   8           0       -45700            0
ZOLTEK COS INC                 COM  98975W104           48         4891 SH       Sole      9        4891            0            0
ZORAN CORP                     COM  98975F101           34         3153 SH       Sole      8        3153            0            0
ZORAN CORP                     OPT  98975F101          187        17100 SH  Call Defined   8           0        17100            0
ZORAN CORP                     OPT  98975F###          -##        -#### SH  Put  Defined   8           0        -1400            0
ZORAN CORP                     COM  98975F101          824        75585 SH       Defined  31       75585            0            0
ZUMIEZ INC                     COM  989817101           40         5040 SH       Sole      8        5040            0            0
ZUMIEZ INC                     OPT  989817101           57         7100 SH  Call Defined   8           0         7100            0
ZUMIEZ INC                     OPT  989817101          -40        -5000 SH  Put  Defined   8           0        -5000            0
ZUMIEZ INC                     COM  989817101          236        29423 SH       Defined  31       29423            0            0
ZYGO CORP                      COM  989855101            3          700 SH       Sole      8         700            0            0
ZYMOGENETICS INC               COM  98985T109            1          288 SH       Sole      8         288            0            0
ZYMOGENETICS INC               OPT  98985T109         3362       730700 SH  Call Defined   8           0       730700            0
ZYMOGENETICS INC               OPT  98985T109          -62       -13600 SH  Put  Defined   8           0       -13600            0
3COM CORP                      COM  885535104           16         3277 SH       Sole     56        3277            0            0
3M CO                          COM  88579Y101          101         1675 SH       Sole     56        1675            0            0
ABBOTT LABS                    COM  002824100          356         7560 SH       Sole     56        7560            0            0
ADOBE SYS INC                  COM  00724F101          246         8687 SH       Sole     56        8687            0            0
ADTRAN INC                     COM  00738A106            9          440 SH       Sole     56         440            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106           32          765 SH       Sole     56         765            0            0
AEROPOSTALE                    COM  007865108           47         1371 SH       Sole     56        1371            0            0
AES CORP                       COM  00130H105          157        13500 SH       Sole     57       13500            0            0
AFFILIATED COMPUTER SERVICES   COM  008190100           21          462 SH       Sole     56         462            0            0
AFFILIATED MANAGERS GROUP      COM  008252108           44          761 SH       Sole     56         761            0            0
AFLAC INC                      COM  001055102           14          465 SH       Sole     56         465            0            0
AGCO CORP                      COM  001084102           22          753 SH       Sole     56         753            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          145         7124 SH       Sole     56        7124            0            0
AGNICO EAGLE MINES LTD         COM  008474108          525        10000 SH       Sole     56       10000            0            0
AIR PRODS & CHEMS INC          COM  009158106           80         1237 SH       Sole     57        1237            0            0
AK STL HLDG CORP               COM  001547108           21         1100 SH       Sole     56        1100            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101           34         1786 SH       Sole     56        1786            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101           10          500 SH       Sole     57         500            0            0
ALCATEL-LUCENT                 COM  013904305            0          111 SH       Sole     57         111            0            0
ALCOA INC                      COM  013817101            3          250 SH       Sole     56         250            0            0
ALLSTATE CORP                  COM  020002101          106         4329 SH       Sole     56        4329            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102           16          591 SH       Sole     56         591            0            0
ALTERA CORP                    COM  021441100           93         5723 SH       Sole     56        5723            0            0
ALTRIA GROUP INC               COM  02209S103          160         9766 SH       Sole     56        9766            0            0
AMAZON COM INC                 COM  023135106           16          188 SH       Sole     56         188            0            0
AMBAC FINL GROUP INC           COM  023139108            8         9000 SH       Sole     57        9000            0            0
AMERICAN EXPRESS CO            COM  025816109           38         1637 SH       Sole     56        1637            0            0
AMERICAN INTL GROUP INC        COM  026874107            9         7410 SH       Sole     56        7410            0            0
AMERICAN INTL GROUP INC        COM  026874107           26        22730 SH       Sole     57       22730            0            0
AMERIPRISE FINL INC            COM  03076C106           42         1741 SH       Sole     56        1741            0            0
AMERISOURCEBERGEN CORP         COM  03073E105           32         1790 SH       Sole     56        1790            0            0
AMGEN INC                      COM  031162100          368         6946 SH       Sole     56        6946            0            0
AMR CORP                       COM  001765106            3          769 SH       Sole     56         769            0            0
ANADARKO PETE CORP             COM  032511107           80         1754 SH       Sole     56        1754            0            0
AON CORP                       COM  037389103           74         1949 SH       Sole     56        1949            0            0
APACHE CORP                    COM  037411105          131         1821 SH       Sole     56        1821            0            0
APOLLO GROUP INC               COM  037604105          150         2107 SH       Sole     56        2107            0            0
APPLE INC                      COM  037833100          587         4122 SH       Sole     56        4122            0            0
APPLE INC                      COM  037833100          245         1720 SH       Sole     57        1720            0            0
APPLIED MATLS INC              COM  038222105           15         1400 SH       Sole     56        1400            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102           43         1623 SH       Sole     56        1623            0            0
ASHLAND INC NEW                COM  044209104           17          592 SH       Sole     56         592            0            0
AT&T INC                       COM  00206R102          664        26723 SH       Sole     56       26723            0            0
AT&T INC                       COM  00206R102            5          196 SH       Sole     57         196            0            0
AU OPTRONICS CORP              COM  002255107          178        18408 SH       Sole     56       18408            0            0
AUTODESK INC                   COM  052769106           35         1857 SH       Sole     56        1857            0            0
AUTOLIV INC                    COM  052800109           32         1096 SH       Sole     56        1096            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           71         2000 SH       Sole     57        2000            0            0
AUTOZONE INC                   COM  053332102           39          260 SH       Sole     56         260            0            0
BAKER HUGHES INC               COM  057224107           56         1549 SH       Sole     56        1549            0            0
BANCO SANTANDER SA             COM  05964H105           46         3783 SH       Sole     57        3783            0            0
BANK OF AMERICA CORPORATION    COM  060505104          406        30752 SH       Sole     56       30752            0            0
BANK OF AMERICA CORPORATION    COM  060505104          151        11411 SH       Sole     57       11411            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          166         5658 SH       Sole     56        5658            0            0
BARCLAYS BK PLC                COM  06738C786          298        11900 SH       Sole     57       11900            0            0
BARRICK GOLD CORP              COM  067901108          671        20000 SH       Sole     56       20000            0            0
BAXTER INTL INC                COM  071813109          291         5489 SH       Sole     56        5489            0            0
BECTON DICKINSON & CO          COM  075887109          186         2610 SH       Sole     56        2610            0            0
BERRY PETE CO                  COM  085789105           79         4250 SH       Sole     57        4250            0            0
BEST BUY INC                   COM  086516101           75         2235 SH       Sole     56        2235            0            0
BIG LOTS INC                   COM  089302103           78         3699 SH       Sole     56        3699            0            0
BIOGEN IDEC INC                COM  09062X103          173         3840 SH       Sole     56        3840            0            0
BJS WHOLESALE CLUB INC         COM  05548J106           58         1813 SH       Sole     56        1813            0            0
BLACKROCK INC                  COM  09247X101           18          102 SH       Sole     56         102            0            0
BMC SOFTWARE INC               COM  055921100            3          103 SH       Sole     56         103            0            0
BP PLC                         COM  055622104          151         3176 SH       Sole     57        3176            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108          371        18276 SH       Sole     56       18276            0            0
BROADCOM CORP                  COM  111320107           54         2178 SH       Sole     56        2178            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            8          500 SH       Sole     57         500            0            0
BROCADE COMMUNICATIONS SYS I   COM  111621306           20         2613 SH       Sole     56        2613            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           47          638 SH       Sole     56         638            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209           16          312 SH       Sole     56         312            0            0
CA INC                         COM  12673P105           72         4111 SH       Sole     56        4111            0            0
CAMDEN PPTY TR                 COM  133131102           16          591 SH       Sole     56         591            0            0
CAMECO CORP                    COM  13321L108          128         5000 SH       Sole     57        5000            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105           30         1064 SH       Sole     56        1064            0            0
CANADIAN NATL RY CO            COM  136375102          155         3600 SH       Sole     57        3600            0            0
CAPITAL ONE FINL CORP          COM  14040H105           54         2453 SH       Sole     56        2453            0            0
CBS CORP NEW                   COM  124857202           56         8090 SH       Sole     56        8090            0            0
CENTEX CORP                    COM  152312104            4          510 SH       Sole     56         510            0            0
CEPHALON INC                   COM  156708109           77         1363 SH       Sole     56        1363            0            0
CHEVRON CORP NEW               COM  166764100         1525        23023 SH       Sole     56       23023            0            0
CHOICE HOTELS INTL INC         COM  169905106           30         1131 SH       Sole     56        1131            0            0
CHUBB CORP                     COM  171232101           58         1448 SH       Sole     56        1448            0            0
CHUNGHWA TELECOM CO LTD        COM  17133Q403          254        12823 SH       Sole     56       12823            0            0
CISCO SYS INC                  COM  17275R102          437        23420 SH       Sole     56       23420            0            0
CISCO SYS INC                  COM  17275R102          327        17510 SH       Sole     57       17510            0            0
CITIGROUP INC                  COM  172967101          105        35383 SH       Sole     56       35383            0            0
CITIGROUP INC                  COM  172967101          371       125066 SH       Sole     57      125066            0            0
CITIZENS REPUBLIC BANCORP IN   COM  174420109            7        10000 SH       Sole     57       10000            0            0
CLEAN ENERGY FUELS CORP        COM  184499101           12         1400 SH       Sole     56        1400            0            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101           14          583 SH       Sole     56         583            0            0
CLOROX CO DEL                  COM  189054109          191         3418 SH       Sole     56        3418            0            0
CME GROUP INC                  COM  12572Q105          141          452 SH       Sole     56         452            0            0
COACH INC                      COM  189754104           95         3544 SH       Sole     56        3544            0            0
COCA COLA CO                   COM  191216100          471         9816 SH       Sole     56        9816            0            0
COCA COLA CO                   COM  191216100           53         1105 SH       Sole     57        1105            0            0
COCA COLA ENTERPRISES INC      COM  191219104           78         4685 SH       Sole     56        4685            0            0
COCA COLA FEMSA S A B DE C V   COM  191241108          381         9500 SH       Sole     57        9500            0            0
COLGATE PALMOLIVE CO           COM  194162103           25          360 SH       Sole     56         360            0            0
COMCAST CORP NEW               COM  20030N101          163        11284 SH       Sole     56       11284            0            0
COMPANIA DE MINAS BUENAVENTU   COM  204448104           14          590 SH       Sole     57         590            0            0
COMPUTER SCIENCES CORP         COM  205363104           36          813 SH       Sole     56         813            0            0
CONAGRA FOODS INC              COM  205887102           17          905 SH       Sole     56         905            0            0
CONEXANT SYSTEMS INC           COM  207142308            7         5000 SH       Sole     57        5000            0            0
CONOCOPHILLIPS                 COM  20825C104          488        11602 SH       Sole     56       11602            0            0
CORNING INC                    COM  219350105           41         2577 SH       Sole     56        2577            0            0
CSX CORP                       COM  126408103           62         1791 SH       Sole     56        1791            0            0
CULLEN FROST BANKERS INC       COM  229899109           30          658 SH       Sole     56         658            0            0
CUMMINS INC                    COM  231021106           45         1275 SH       Sole     56        1275            0            0
CVS CAREMARK CORPORATION       COM  126650100          320        10037 SH       Sole     56       10037            0            0
CYTEC INDS INC                 COM  232820100           29         1559 SH       Sole     56        1559            0            0
DELL INC                       COM  24702R101          131         9563 SH       Sole     56        9563            0            0
DEVON ENERGY CORP NEW          COM  25179M103          157         2889 SH       Sole     56        2889            0            0
DIRECTV GROUP INC              COM  25459L106          143         5775 SH       Sole     56        5775            0            0
DISCOVER FINL SVCS             COM  254709108            0           30 SH       Sole     56          30            0            0
DISH NETWORK CORP              COM  25470M109           32         1979 SH       Sole     56        1979            0            0
DIVX INC                       COM  255413106           55        10000 SH       Sole     57       10000            0            0
DOLLAR TREE INC                COM  256746108           71         1696 SH       Sole     56        1696            0            0
DONNELLEY R R & SONS CO        COM  257867101           28         2422 SH       Sole     56        2422            0            0
DOVER CORP                     COM  260003108          143         4333 SH       Sole     56        4333            0            0
DOW CHEM CO                    COM  260543103           97         5995 SH       Sole     56        5995            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109          155         6062 SH       Sole     56        6062            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100           23          278 SH       Sole     56         278            0            0
E M C CORP MASS                COM  268648102            1           80 SH       Sole     56          80            0            0
E M C CORP MASS                COM  268648102            5          400 SH       Sole     57         400            0            0
EBAY INC                       COM  278642103           76         4426 SH       Sole     56        4426            0            0
EDISON INTL                    COM  281020107          164         5223 SH       Sole     56        5223            0            0
EL PASO CORP                   COM  28336L109           14         1500 SH       Sole     57        1500            0            0
EMBARQ CORP                    COM  29078E105           71         1681 SH       Sole     56        1681            0            0
EMERSON ELEC CO                COM  291011104          141         4347 SH       Sole     56        4347            0            0
ENERGEN CORP                   COM  29265N108           72         1798 SH       Sole     56        1798            0            0
ENSCO INTL INC                 COM  26874Q100           52         1500 SH       Sole     56        1500            0            0
ENTERGY CORP NEW               COM  29364G103           96         1235 SH       Sole     56        1235            0            0
EOG RES INC                    COM  26875P101          107         1572 SH       Sole     56        1572            0            0
ERICSSON L M TEL CO            ADR  294821608            4          400 SH       Sole     57         400            0            0
EVERGREEN SOLAR INC            COM  30033R108           33        15000 SH       Sole     57       15000            0            0
EXAR CORP                      COM  300645108            2          267 SH       Sole     57         267            0            0
EXELON CORP                    COM  30161N101          209         4074 SH       Sole     56        4074            0            0
EXPRESS SCRIPTS INC            COM  302182100          137         1998 SH       Sole     56        1998            0            0
EXXON MOBIL CORP               COM  30231G102         2148        30727 SH       Sole     56       30727            0            0
F M C CORP                     COM  302491303           16          332 SH       Sole     56         332            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104            0            5 SH       Sole     56           5            0            0
FAMILY DLR STORES INC          COM  307000109           47         1672 SH       Sole     56        1672            0            0
FEDEX CORP                     COM  31428X106          119         2146 SH       Sole     56        2146            0            0
FIFTH THIRD BANCORP            COM  316773100           14         1928 SH       Sole     56        1928            0            0
FIRST SOLAR INC                COM  336433107          162         1000 SH       Sole     57        1000            0            0
FIRSTENERGY CORP               COM  337932107          120         3091 SH       Sole     56        3091            0            0
FIRSTMERIT CORP                COM  337915102           30         1739 SH       Sole     56        1739            0            0
FLOWSERVE CORP                 COM  34354P105           36          512 SH       Sole     56         512            0            0
FLUOR CORP NEW                 COM  343412102           47          908 SH       Sole     56         908            0            0
FORD MTR CO DEL                COM  345370860           56         9296 SH       Sole     56        9296            0            0
FOREST LABS INC                COM  345838106           69         2738 SH       Sole     56        2738            0            0
FORTUNE BRANDS INC             COM  349631101          122         3500 SH       Sole     57        3500            0            0
FPL GROUP INC                  COM  302571104           80         1411 SH       Sole     56        1411            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857          927        18493 SH       Sole     56       18493            0            0
GANNETT INC                    COM  364730101            8         2327 SH       Sole     56        2327            0            0
GAP INC DEL                    COM  364760108          123         7505 SH       Sole     56        7505            0            0
GARDNER DENVER INC             COM  365558105            7          291 SH       Sole     56         291            0            0
GENERAL DYNAMICS CORP          COM  369550108          282         5092 SH       Sole     56        5092            0            0
GENERAL ELECTRIC CO            COM  369604103          417        35539 SH       Sole     56       35539            0            0
GENERAL ELECTRIC CO            COM  369604103          650        55470 SH       Sole     57       55470            0            0
GENERAL MLS INC                COM  370334104          231         4128 SH       Sole     56        4128            0            0
GENWORTH FINL INC              COM  37247D106           18         2603 SH       Sole     56        2603            0            0
GENZYME CORP                   COM  372917104           26          473 SH       Sole     56         473            0            0
GILEAD SCIENCES INC            COM  375558103           80         1705 SH       Sole     56        1705            0            0
GOLD FIELDS LTD NEW            COM  38059T106          723        60000 SH       Sole     56       60000            0            0
GOLDCORP INC NEW               COM  380956409          695        20000 SH       Sole     56       20000            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104          313         2126 SH       Sole     56        2126            0            0
GOOGLE INC                     COM  38259P508          576         1367 SH       Sole     56        1367            0            0
GRAINGER W W INC               COM  384802104          127         1551 SH       Sole     56        1551            0            0
HALLIBURTON CO                 COM  406216101           64         3110 SH       Sole     56        3110            0            0
HANSEN NAT CORP                COM  411310105           12          399 SH       Sole     56         399            0            0
HANSEN NAT CORP                COM  411310105          123         4000 SH       Sole     57        4000            0            0
HARRIS CORP DEL                COM  413875105           55         1930 SH       Sole     56        1930            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106            2          242 SH       Sole     56         242            0            0
HARSCO CORP                    COM  415864107           16          551 SH       Sole     56         551            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104           13         1091 SH       Sole     56        1091            0            0
HASBRO INC                     COM  418056107           84         3471 SH       Sole     56        3471            0            0
HEALTH CARE REIT INC           COM  42217K106           17          512 SH       Sole     56         512            0            0
HELLENIC TELECOM ORGANIZATN    COM  423325307            7          925 SH       Sole     57         925            0            0
HEWITT ASSOCS INC              COM  42822Q100           15          502 SH       Sole     56         502            0            0
HEWLETT PACKARD CO             COM  428236103          372         9632 SH       Sole     56        9632            0            0
HEWLETT PACKARD CO             COM  428236103          158         4087 SH       Sole     57        4087            0            0
HOME DEPOT INC                 COM  437076102          150         6364 SH       Sole     56        6364            0            0
HOME DEPOT INC                 COM  437076102           35         1500 SH       Sole     57        1500            0            0
HONEYWELL INTL INC             COM  438516106           92         2926 SH       Sole     56        2926            0            0
HOSPITALITY PPTYS TR           COM  44106M102            6          528 SH       Sole     56         528            0            0
HOST HOTELS & RESORTS INC      COM  44107P104           61         7294 SH       Sole     56        7294            0            0
HUDSON CITY BANCORP            COM  443683107           16         1229 SH       Sole     56        1229            0            0
HUMANA INC                     COM  444859102           33         1038 SH       Sole     56        1038            0            0
HUNTINGTON BANCSHARES INC      COM  446150104           31         7445 SH       Sole     56        7445            0            0
ILLINOIS TOOL WKS INC          COM  452308109           16          435 SH       Sole     56         435            0            0
IMMUNOGEN INC                  COM  45253H101           11         1225 SH       Sole     57        1225            0            0
IMS HEALTH INC                 COM  449934108           35         2724 SH       Sole     56        2724            0            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106           15         2444 SH       Sole     56        2444            0            0
INTEL CORP                     COM  458140100          598        36133 SH       Sole     56       36133            0            0
INTEL CORP                     COM  458140100          320        19360 SH       Sole     57       19360            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100           22          190 SH       Sole     56         190            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          470         4502 SH       Sole     56        4502            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          418         4000 SH       Sole     57        4000            0            0
INTL PAPER CO                  COM  460146103           50         3329 SH       Sole     56        3329            0            0
ISTAR FINL INC                 COM  45031U101           14         5000 SH       Sole     57        5000            0            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109           68          680 SH       Sole     56         680            0            0
JA SOLAR HOLDINGS CO LTD       COM  466090107          447        95000 SH       Sole     57       95000            0            0
JABIL CIRCUIT INC              COM  466313103           29         3920 SH       Sole     56        3920            0            0
JDS UNIPHASE CORP              COM  46612J507           18         3194 SH       Sole     56        3194            0            0
JOHNSON & JOHNSON              COM  478160104          343         6040 SH       Sole     56        6040            0            0
JOHNSON & JOHNSON              COM  478160104          114         2000 SH       Sole     57        2000            0            0
JONES LANG LASALLE INC         COM  48020Q107           25          778 SH       Sole     56         778            0            0
JPMORGAN CHASE & CO            COM  46625H100          634        18594 SH       Sole     56       18594            0            0
JPMORGAN CHASE & CO            COM  46625H100          147         4297 SH       Sole     57        4297            0            0
KEYCORP NEW                    COM  493267108           13         2513 SH       Sole     56        2513            0            0
KIMBERLY CLARK CORP            COM  494368103           88         1678 SH       Sole     56        1678            0            0
KING PHARMACEUTICALS INC       COM  495582108            5          529 SH       Sole     56         529            0            0
KIRBY CORP                     COM  497266106           14          450 SH       Sole     56         450            0            0
KRAFT FOODS INC                COM  50075N104           94         3722 SH       Sole     56        3722            0            0
KROGER CO                      COM  501044101          182         8271 SH       Sole     56        8271            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104           27          389 SH       Sole     56         389            0            0
LANDSTAR SYS INC               COM  515098101           18          493 SH       Sole     56         493            0            0
LDK SOLAR CO LTD               COM  50183L107          756        67060 SH       Sole     57       67060            0            0
LENDER PROCESSING SVCS INC     COM  52602E102           17          613 SH       Sole     56         613            0            0
LENNAR CORP                    COM  526057104           16         1637 SH       Sole     56        1637            0            0
LENNOX INTL INC                COM  526107107           26          804 SH       Sole     56         804            0            0
LEXMARK INTL NEW               COM  529771107           20         1289 SH       Sole     56        1289            0            0
LILLY ELI & CO                 COM  532457108          376        10853 SH       Sole     56       10853            0            0
LILLY ELI & CO                 COM  532457108          104         3000 SH       Sole     57        3000            0            0
LIMITED BRANDS INC             COM  532716107           15         1224 SH       Sole     56        1224            0            0
LOCKHEED MARTIN CORP           COM  539830109          189         2346 SH       Sole     56        2346            0            0
LOEWS CORP                     COM  540424108           39         1431 SH       Sole     56        1431            0            0
LORILLARD INC                  COM  544147101          208         3067 SH       Sole     56        3067            0            0
LSI CORPORATION                COM  502161102           76        16561 SH       Sole     56       16561            0            0
LUBRIZOL CORP                  COM  549271104           82         1728 SH       Sole     56        1728            0            0
MANITOWOC INC                  COM  563571108           11         2015 SH       Sole     56        2015            0            0
MANPOWER INC                   COM  56418H100           53         1256 SH       Sole     56        1256            0            0
MARATHON OIL CORP              COM  565849106           48         1601 SH       Sole     56        1601            0            0
MARSH & MCLENNAN COS INC       COM  571748102           67         3316 SH       Sole     56        3316            0            0
MASCO CORP                     COM  574599106           54         5650 SH       Sole     56        5650            0            0
MASTERCARD INC                 COM  57636Q104           17          100 SH       Sole     57         100            0            0
MCDONALDS CORP                 COM  580135101          304         5283 SH       Sole     56        5283            0            0
MCGRAW HILL COS INC            COM  580645109           41         1376 SH       Sole     56        1376            0            0
MCKESSON CORP                  COM  58155Q103          147         3340 SH       Sole     56        3340            0            0
MDU RES GROUP INC              COM  552690109           15          771 SH       Sole     56         771            0            0
MEAD JOHNSON NUTRITION CO      COM  582839106            8          260 SH       Sole     56         260            0            0
MEADWESTVACO CORP              COM  583334107           38         2331 SH       Sole     56        2331            0            0
MEDAREX INC                    COM  583916101            3          400 SH       Sole     57         400            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          220         4818 SH       Sole     56        4818            0            0
MEDTRONIC INC                  COM  585055106          109         3126 SH       Sole     56        3126            0            0
MEMC ELECTR MATLS INC          COM  552715104           12          670 SH       Sole     56         670            0            0
MEMC ELECTR MATLS INC          COM  552715104          325        18275 SH       Sole     57       18275            0            0
MERCK & CO INC                 COM  589331107           17          600 SH       Sole     56         600            0            0
METLIFE INC                    COM  59156R108           77         2558 SH       Sole     56        2558            0            0
MICROSOFT CORP                 COM  594918104          908        38187 SH       Sole     56       38187            0            0
MICROSOFT CORP                 COM  594918104          197         8270 SH       Sole     57        8270            0            0
MINDSPEED TECHNOLOGIES INC     COM  602682205           22        10000 SH       Sole     57       10000            0            0
MONSANTO CO NEW                COM  61166W101          157         2118 SH       Sole     56        2118            0            0
MORGAN STANLEY                 COM  617446448          109         3830 SH       Sole     56        3830            0            0
MOSAIC CO                      COM  61945A107           52         1167 SH       Sole     56        1167            0            0
MOTOROLA INC                   COM  620076109          111        16754 SH       Sole     56       16754            0            0
MSC INDL DIRECT INC            COM  553530106           14          396 SH       Sole     56         396            0            0
MYLAN INC                      COM  628530107           26         2000 SH       Sole     57        2000            0            0
NASDAQ OMX GROUP INC           COM  631103108           45         2099 SH       Sole     56        2099            0            0
NATIONAL OILWELL VARCO INC     COM  637071101          743        22740 SH       Sole     56       22740            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620104           45         1748 SH       Sole     56        1748            0            0
NETFLIX INC                    COM  64110L106           14          334 SH       Sole     56         334            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103           34         3176 SH       Sole     56        3176            0            0
NEWELL RUBBERMAID INC          COM  651229106           15         1400 SH       Sole     56        1400            0            0
NEWMONT MINING CORP            COM  651639106          667        16312 SH       Sole     56       16312            0            0
NEWS CORP                      COM  65248E104           22         2374 SH       Sole     56        2374            0            0
NII HLDGS INC                  COM  62913F201           15          804 SH       Sole     56         804            0            0
NIKE INC                       COM  654106103           92         1785 SH       Sole     56        1785            0            0
NISOURCE INC                   COM  65473P105           20         1754 SH       Sole     56        1754            0            0
NOBLE ENERGY INC               COM  655044105          107         1811 SH       Sole     56        1811            0            0
NORFOLK SOUTHERN CORP          COM  655844108           89         2351 SH       Sole     56        2351            0            0
NORTHERN TR CORP               COM  665859104           69         1288 SH       Sole     56        1288            0            0
NORTHROP GRUMMAN CORP          COM  666807102          224         4907 SH       Sole     56        4907            0            0
NVIDIA CORP                    COM  67066G104            8          708 SH       Sole     56         708            0            0
NVR INC                        COM  62944T105           65          130 SH       Sole     56         130            0            0
NYSE EURONEXT                  COM  629491101           37         1357 SH       Sole     56        1357            0            0
OFFICE DEPOT INC               COM  676220106           24         5272 SH       Sole     56        5272            0            0
OIL STS INTL INC               COM  678026105           15          623 SH       Sole     56         623            0            0
ORACLE CORP                    COM  68389X105          266        12434 SH       Sole     56       12434            0            0
ORMAT TECHNOLOGIES INC         COM  686688102          242         6000 SH       Sole     57        6000            0            0
OWENS ILL INC                  COM  690768403           10          361 SH       Sole     56         361            0            0
PACER INTL INC TENN            COM  69373H106           11         5000 SH       Sole     57        5000            0            0
PARKER HANNIFIN CORP           COM  701094104           33          777 SH       Sole     56         777            0            0
PENSKE AUTOMOTIVE GRP INC      COM  70959W103           22         1340 SH       Sole     56        1340            0            0
PEOPLES UNITED FINANCIAL INC   COM  712704105           54         3581 SH       Sole     56        3581            0            0
PEPSI BOTTLING GROUP INC       COM  713409100           19          553 SH       Sole     56         553            0            0
PEPSICO INC                    COM  713448108          375         6819 SH       Sole     56        6819            0            0
PETROQUEST ENERGY INC          COM  716748108           15         4000 SH       Sole     57        4000            0            0
PFIZER INC                     COM  717081103          540        35997 SH       Sole     56       35997            0            0
PFIZER INC                     COM  717081103          208        13883 SH       Sole     57       13883            0            0
PG&E CORP                      COM  69331C108           83         2171 SH       Sole     56        2171            0            0
PHILIP MORRIS INTL INC         COM  718172109          423         9689 SH       Sole     56        9689            0            0
PHILLIPS VAN HEUSEN CORP       COM  718592108           21          742 SH       Sole     56         742            0            0
PNC FINL SVCS GROUP INC        COM  693475105          116         2988 SH       Sole     56        2988            0            0
POLO RALPH LAUREN CORP         COM  731572103           16          305 SH       Sole     56         305            0            0
PRECISION DRILLING TR          COM  740215108          161        33000 SH       Sole     57       33000            0            0
PROCTER & GAMBLE CO            COM  742718109          508         9941 SH       Sole     56        9941            0            0
PROLOGIS                       COM  743410102           28         3417 SH       Sole     56        3417            0            0
PRUDENTIAL FINL INC            COM  744320102           33          886 SH       Sole     56         886            0            0
PUBLIC STORAGE                 COM  74460D109           37          572 SH       Sole     56         572            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106          220         6727 SH       Sole     56        6727            0            0
QLOGIC CORP                    COM  747277101           12          964 SH       Sole     56         964            0            0
QUALCOMM INC                   COM  747525103          140         3105 SH       Sole     56        3105            0            0
QUESTAR CORP                   COM  748356102           50         1604 SH       Sole     56        1604            0            0
RADIOSHACK CORP                COM  750438103            7          487 SH       Sole     56         487            0            0
RAYTHEON CO                    COM  755111507          151         3406 SH       Sole     56        3406            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100            9         2270 SH       Sole     56        2270            0            0
REPUBLIC FIRST BANCORP INC     COM  760416107           19         2400 SH       Sole     57        2400            0            0
REPUBLIC SVCS INC              COM  760759100           33         1370 SH       Sole     56        1370            0            0
ROSS STORES INC                COM  778296103           79         2038 SH       Sole     56        2038            0            0
ROWAN COS INC                  COM  779382100           15          795 SH       Sole     56         795            0            0
SANDISK CORP                   COM  80004C101            9          620 SH       Sole     57         620            0            0
SANMINA SCI CORP               COM  800907107           18        40000 SH       Sole     57       40000            0            0
SARA LEE CORP                  COM  803111103           45         4575 SH       Sole     56        4575            0            0
SCHERING PLOUGH CORP           COM  806605101           74         2945 SH       Sole     56        2945            0            0
SCHWAB CHARLES CORP NEW        COM  808513105           50         2877 SH       Sole     56        2877            0            0
SIMON PPTY GROUP INC NEW       COM  828806109           38          736 SH       Sole     56         736            0            0
SLM CORP                       COM  78442P106           29         2846 SH       Sole     56        2846            0            0
SONOCO PRODS CO                COM  835495102           25         1029 SH       Sole     56        1029            0            0
SOUTHWEST AIRLS CO             COM  844741108           12         1822 SH       Sole     56        1822            0            0
SPRINT NEXTEL CORP             COM  852061100          108        22534 SH       Sole     56       22534            0            0
SPX CORP                       COM  784635104           22          456 SH       Sole     56         456            0            0
ST JUDE MED INC                COM  790849103           59         1438 SH       Sole     56        1438            0            0
STATE STR CORP                 COM  857477103           57         1211 SH       Sole     56        1211            0            0
SUN MICROSYSTEMS INC           COM  866810203           37         3973 SH       Sole     56        3973            0            0
SUNPOWER CORP                  COM  867652109          205         7700 SH       Sole     57        7700            0            0
SUNTECH PWR HLDGS CO LTD       COM  86800C104          198        11100 SH       Sole     57       11100            0            0
SUNTRUST BKS INC               COM  867914103           18         1097 SH       Sole     56        1097            0            0
SUPERIOR ENERGY SVCS INC       COM  868157108           38         2216 SH       Sole     56        2216            0            0
SUPERVALU INC                  COM  868536103           18         1363 SH       Sole     56        1363            0            0
SYMANTEC CORP                  COM  871503108          242        15518 SH       Sole     56       15518            0            0
SYSCO CORP                     COM  871829107           29         1298 SH       Sole     56        1298            0            0
TAIWAN SEMICONDUCTOR MFG LTD   COM  874039100          842        89478 SH       Sole     56       89478            0            0
TD AMERITRADE HLDG CORP        COM  87236Y108           34         1961 SH       Sole     56        1961            0            0
TECK RESOURCES LTD             COM  878742204          383        24000 SH       Sole     56       24000            0            0
TELECOM CORP NEW ZEALAND LTD   COM  879278208           87        10000 SH       Sole     57       10000            0            0
TELLABS INC                    COM  879664100           20         3473 SH       Sole     56        3473            0            0
TERADATA CORP DEL              COM  88076W103           55         2364 SH       Sole     56        2364            0            0
TEREX CORP NEW                 COM  880779103           16         1343 SH       Sole     56        1343            0            0
TERRA INDS INC                 COM  880915103           23          958 SH       Sole     56         958            0            0
TESORO CORP                    COM  881609101           14         1126 SH       Sole     56        1126            0            0
TEXAS INSTRS INC               COM  882508104           92         4333 SH       Sole     56        4333            0            0
TEXTRON INC                    COM  883203101           14         1500 SH       Sole     57        1500            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102           81         1982 SH       Sole     56        1982            0            0
TIME WARNER CABLE INC          COM  88732J207           70         2225 SH       Sole     56        2225            0            0
TIME WARNER INC                COM  887317303          336        13335 SH       Sole     56       13335            0            0
TIMKEN CO                      COM  887389104           37         2183 SH       Sole     56        2183            0            0
TJX COS INC NEW                COM  872540109           47         1487 SH       Sole     56        1487            0            0
TORO CO                        COM  891092108           15          489 SH       Sole     56         489            0            0
TORONTO DOMINION BK ONT        COM  891160509          419         8100 SH       Sole     57        8100            0            0
TRAVELERS COMPANIES INC        COM  89417E109          157         3824 SH       Sole     56        3824            0            0
TRAVELERS COMPANIES INC        COM  89417E109            2           37 SH       Sole     57          37            0            0
TYSON FOODS INC                COM  902494103           33         2595 SH       Sole     56        2595            0            0
UGI CORP NEW                   COM  902681105           59         2327 SH       Sole     56        2327            0            0
UNION PAC CORP                 COM  907818108          148         2837 SH       Sole     56        2837            0            0
UNITED MICROELECTRONICS CORP   COM  910873405           98        37243 SH       Sole     56       37243            0            0
UNITED PARCEL SERVICE INC      COM  911312106           64         1289 SH       Sole     56        1289            0            0
UNITED STATES STL CORP NEW     COM  912909108           21          594 SH       Sole     56         594            0            0
UNITED TECHNOLOGIES CORP       COM  913017109           77         1483 SH       Sole     56        1483            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          247         4750 SH       Sole     57        4750            0            0
UNITEDHEALTH GROUP INC         COM  91324P102           30         1188 SH       Sole     56        1188            0            0
UNUM GROUP                     COM  91529Y106           31         1951 SH       Sole     56        1951            0            0
US BANCORP DEL                 COM  902973304           19         1058 SH       Sole     56        1058            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           88         5208 SH       Sole     56        5208            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           84         5000 SH       Sole     57        5000            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          287         9338 SH       Sole     56        9338            0            0
VIACOM INC NEW                 COM  92553P201           94         4152 SH       Sole     56        4152            0            0
VIRGIN MEDIA INC               WARR 92769L119            0            1 SH       Sole     56           1            0            0
VISHAY INTERTECHNOLOGY INC     COM  928298108           16         2406 SH       Sole     56        2406            0            0
VMWARE INC                     COM  928563402            1           55 SH       Sole     57          55            0            0
WABCO HLDGS INC                COM  92927K102           45         2521 SH       Sole     56        2521            0            0
WAL MART STORES INC            COM  931142103          402         8309 SH       Sole     56        8309            0            0
WAL MART STORES INC            COM  931142103           54         1105 SH       Sole     57        1105            0            0
WALGREEN CO                    COM  931422109          176         6000 SH       Sole     57        6000            0            0
WASTE MGMT INC DEL             COM  94106L109          112         3977 SH       Sole     56        3977            0            0
WELLPOINT INC                  COM  94973V107          317         6228 SH       Sole     56        6228            0            0
WELLS FARGO & CO NEW           COM  949746101          397        16361 SH       Sole     56       16361            0            0
WELLS FARGO & CO NEW           COM  949746101           24          975 SH       Sole     57         975            0            0
WESTERN DIGITAL CORP           COM  958102105           42         1590 SH       Sole     56        1590            0            0
WHIRLPOOL CORP                 COM  963320106           65         1526 SH       Sole     56        1526            0            0
WILLIAMS COS INC DEL           COM  969457100           91         5848 SH       Sole     56        5848            0            0
WYETH                          COM  983024100          248         5467 SH       Sole     56        5467            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108           23         1918 SH       Sole     56        1918            0            0
XILINX INC                     COM  983919101           50         2420 SH       Sole     56        2420            0            0
YAMANA GOLD INC                COM  98462Y100          575        65000 SH       Sole     56       65000            0            0
YUM BRANDS INC                 COM  988498101           37         1121 SH       Sole     56        1121            0            0
ZIONS BANCORPORATION           COM  989701107           10          888 SH       Sole     56         888            0            0
3COM CORP                      COM  885535104          326        69000 SH       Sole     51       69000            0            0
3COM CORP                      COM  885535104            7         1479 SH       No disc  61        1479            0            0
3M CO                          COM  88579Y101           24          400 SH       No disc  10         400            0            0
3M CO                          COM  88579Y101          595         9900 SH       Sole     51        9900            0            0
3M CO                          COM  88579Y101          223         3710 SH       Defined  60        3710            0            0
3M CO                          COM  88579Y101          328         5462 SH       No disc  61        5462            0            0
3M CO                          COM  88579Y101           24          400 SH       Shared/  61         400            0            0
3M CO                          COM  88579Y101          168         2800 SH       Sole     99        2800            0            0
8X8 INC NEW                    COM  282914100            1         2477 SH       No disc  61        2477            0            0
ABBOTT LABS                    COM  002824100         1786        37950 SH       Sole     51       37950            0            0
ABBOTT LABS                    COM  002824100          554        11768 SH       No disc  61       11768            0            0
ABBOTT LABS                    COM  002824100          614        13060 SH       Sole     99       13060            0            0
ABERCROMBIE & FITCH CO         COM  002896207            2           90 SH       No disc  61          90            0            0
ABERDEEN ASIA PACIFIC INCOM    COM  003009107          626       112130 SH       Defined  60      112130            0            0
ABLEAUCTIONS COM INC           COM  00371F305            0           11 SH       No disc  61          11            0            0
ABLEAUCTIONS COM INC           COM  00371F305            0            1 SH       Sole     99           1            0            0
ACCO BRANDS CORP               COM  00081T108            3         1000 SH       No disc  61        1000            0            0
ACCURAY INC                    COM  004397105            8         1270 SH       No disc  61        1270            0            0
ACETO CORP                     COM  004446100           25         3700 SH       Sole     51        3700            0            0
ACTIVE POWER INC               COM  00504W100            0           82 SH       No disc  61          82            0            0
ACTIVIDENTITY CORP             COM  00506P103            2          730 SH       No disc  50         730            0            0
ACTIVIDENTITY CORP             COM  00506P103           21         8499 SH       No disc  61        8499            0            0
ACTIVISION BLIZZARD INC        COM  00507V109           24         1900 SH       No disc  61        1900            0            0
ACTUANT CORP                   COM  00508X203            1          100 SH       No disc  61         100            0            0
ACTUATE CORP                   COM  00508B102            2          339 SH       No disc  61         339            0            0
ACXIOM CORP                    COM  005125109          204        23100 SH       Sole     51       23100            0            0
ACXIOM CORP                    COM  005125109            2          172 SH       No disc  61         172            0            0
ADOBE SYS INC                  COM  00724F101         7986       282200 SH       Sole     51      282200            0            0
ADOBE SYS INC                  COM  00724F101           19          688 SH       No disc  61         688            0            0
ADVANCED MICRO DEVICES INC     COM  007903107          211        54600 SH       Sole     51       54600            0            0
ADVANCED MICRO DEVICES INC     COM  007903107           31         7846 SH       No disc  61        7846            0            0
ADVANCED PHOTONIX INC          COM  00754E107            1         1000 SH       No disc  61        1000            0            0
ADVANTA CORP                   COM  007942204            0          602 SH       Sole     51         602            0            0
ADVANTAGE ENERGY INCOME FD     COM  00762L101            1          200 SH       No disc  61         200            0            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100           91         2851 SH       No disc  61        2851            0            0
AEGON N V                      COM  007924103           10         1554 SH       No disc  61        1554            0            0
AES CORP                       COM  00130H105           47         4000 SH       Sole     51        4000            0            0
AES CORP                       COM  00130H105          122        10522 SH       Defined  60       10522            0            0
AES CORP                       COM  00130H105           59         5048 SH       No disc  61        5048            0            0
AETNA INC NEW                  COM  00817Y108         6217       248200 SH       Sole     51      248200            0            0
AETNA INC NEW                  COM  00817Y108           50         2000 SH       No disc  61        2000            0            0
AETNA INC NEW                  COM  00817Y108           49         1948 SH       Sole     99        1948            0            0
AFFILIATED COMPUTER SERVICES   COM  008190100          284         6400 SH       Sole     51        6400            0            0
AFLAC INC                      COM  001055102          131         4200 SH       Sole     51        4200            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101           42         2100 SH       Sole     51        2100            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101           52         2553 SH       Defined  60        2553            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          229        11287 SH       No disc  61       11287            0            0
AGNICO EAGLE MINES LTD         COM  008474108          262         4992 SH       No disc  61        4992            0            0
AGRIUM INC                     COM  008916108            4          100 SH       Sole     51         100            0            0
AGRIUM INC                     COM  008916108          122         3050 SH       Defined  60        3050            0            0
AGRIUM INC                     COM  008916108          102         2554 SH       No disc  61        2554            0            0
AIR PRODS & CHEMS INC          COM  009158106           18          285 SH       Sole     20           0          285            0
AIR PRODS & CHEMS INC          COM  009158106          152         2360 SH       Defined  60        2360            0            0
AIR PRODS & CHEMS INC          COM  009158106           32          498 SH       No disc  61         498            0            0
AK STL HLDG CORP               COM  001547108           65         3400 SH       Sole     51        3400            0            0
AK STL HLDG CORP               COM  001547108           15          765 SH       No disc  61         765            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101          115         6000 SH       Sole     51        6000            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101            1           48 SH       No disc  61          48            0            0
AKORN INC                      COM  009728106           24        20000 SH       No disc  61       20000            0            0
ALCOA INC                      COM  013817101            7          660 SH       Sole     20           0          660            0
ALCOA INC                      COM  013817101          269        26000 SH       Defined  60       26000            0            0
ALCOA INC                      COM  013817101           51         4964 SH       No disc  61        4964            0            0
ALEXCO RESOURCE CORP           COM  01535P106            4         1920 SH       No disc  61        1920            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102           98         2800 SH       Sole     51        2800            0            0
ALLERGAN INC                   COM  018490102          114         2400 SH       Sole     51        2400            0            0
ALLERGAN INC                   COM  018490102           24          500 SH       No disc  61         500            0            0
ALLIANCE ONE INTL INC          COM  018772103          138        36391 SH       Sole     51       36391            0            0
ALLIANCE ONE INTL INC          COM  018772103           19         5000 SH       No disc  61        5000            0            0
ALLIANCEBERNSTEIN HOLDING LP   COM  01881G106           29         1437 SH       No disc  61        1437            0            0
ALLIANT ENERGY CORP            COM  018802108           16          611 SH       No disc  61         611            0            0
ALLIED HEALTHCARE INTL INC     COM  01923A109            1          548 SH       No disc  50         548            0            0
ALLSTATE CORP                  COM  020002101           98         4000 SH       Sole     51        4000            0            0
ALLSTATE CORP                  COM  020002101           19          795 SH       No disc  61         795            0            0
ALMADEN MINERALS LTD           COM  020283107            4         7157 SH       No disc  61        7157            0            0
ALMOST FAMILY INC              COM  020409108           26         1000 SH       No disc  61        1000            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102          244         9300 SH       Sole     51        9300            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102            2           82 SH       No disc  61          82            0            0
ALTAIR NANOTECHNOLOGIES INC    COM  021373105            6         6000 SH       No disc  61        6000            0            0
ALTERA CORP                    COM  021441100          606        37200 SH       Sole     51       37200            0            0
ALTRIA GROUP INC               COM  02209S103           16          970 SH       No disc  10         970            0            0
ALTRIA GROUP INC               COM  02209S103         3846       234700 SH       Sole     51      234700            0            0
ALTRIA GROUP INC               COM  02209S103          458        27950 SH       Defined  60       27950            0            0
ALTRIA GROUP INC               COM  02209S103          119         7272 SH       No disc  61        7272            0            0
ALTRIA GROUP INC               COM  02209S103           16          970 SH       Shared/  61         970            0            0
ALTRIA GROUP INC               COM  02209S103           48         2950 SH       Sole     99        2950            0            0
AMAZON COM INC                 COM  023135106          591         7062 SH       Sole     51        7062            0            0
AMAZON COM INC                 COM  023135106           88         1048 SH       No disc  61        1048            0            0
AMBAC FINL GROUP INC           COM  023139108           55        60000 SH       Sole     12           0            0        60000
AMBAC FINL GROUP INC           COM  023139108           29        31000 SH       No disc  61       31000            0            0
AMDL INC                       COM  00167K500           18        24000 SH       No disc  61       24000            0            0
AMEREN CORP                    COM  023608102          428        17200 SH       Sole     51       17200            0            0
AMEREN CORP                    COM  023608102            5          200 SH       No disc  61         200            0            0
AMERICAN CAP LTD               COM  02503Y103           19         6037 SH       No disc  61        6037            0            0
AMERICAN DAIRY INC             COM  025334103           44         1110 SH       No disc  61        1110            0            0
AMERICAN EAGLE OUTFITTERS NE   COM  02553E106           23         1650 SH       Defined  60        1650            0            0
AMERICAN ELEC PWR INC          COM  025537101            3          120 SH       No disc  61         120            0            0
AMERICAN EQTY INVT LIFE HLD    COM  025676206          130        23259 SH       Sole     51       23259            0            0
AMERICAN EXPRESS CO            COM  025816109          114         4900 SH       Sole     51        4900            0            0
AMERICAN EXPRESS CO            COM  025816109          441        18945 SH       No disc  61       18945            0            0
AMERICAN EXPRESS CO            COM  025816109           17          725 SH       Sole     99         725            0            0
AMERICAN INTL GROUP INC        COM  026874107          162       139997 SH       No disc  61      139997            0            0
AMERICAN INTL GROUP INC        COM  026874107            9         8212 SH       Sole     99        8212            0            0
AMERICAN ORIENTAL BIOENGR IN   COM  028731107            3          500 SH       No disc  61         500            0            0
AMERICAN TOWER CORP            COM  029912201           97         3091 SH       Defined  60        3091            0            0
AMERICAN WOODMARK CORP         COM  030506109           24         1000 SH       Sole     51        1000            0            0
AMERIPRISE FINL INC            COM  03076C106          122         5000 SH       Sole     51        5000            0            0
AMERIPRISE FINL INC            COM  03076C106           24          995 SH       No disc  61         995            0            0
AMGEN INC                      COM  031162100         1747        33000 SH       Sole     51       33000            0            0
AMGEN INC                      COM  031162100          246         4650 SH       Defined  60        4650            0            0
AMGEN INC                      COM  031162100           82         1541 SH       No disc  61        1541            0            0
AMGEN INC                      COM  031162100           24          460 SH       Sole     99         460            0            0
AMPAL AMERN ISRAEL CORP        COM  032015109            3         1375 SH       No disc  61        1375            0            0
AMPHENOL CORP NEW              COM  032095101           28          900 SH       Sole     51         900            0            0
ANADARKO PETE CORP             COM  032511107         4734       104300 SH       Sole     51      104300            0            0
ANADARKO PETE CORP             COM  032511107           29          647 SH       No disc  61         647            0            0
ANALOG DEVICES INC             COM  032654105          143         5796 SH       Sole     51        5796            0            0
ANALOG DEVICES INC             COM  032654105            6          242 SH       No disc  61         242            0            0
ANGLOGOLD ASHANTI LTD          COM  035128206          173         4736 SH       Defined  60        4736            0            0
ANIMAL HEALTH INTL INC         COM  03525N109            4         2666 SH       No disc  61        2666            0            0
ANIXTER INTL INC               COM  035290105            9          242 SH       No disc  61         242            0            0
ANSYS INC                      COM  03662Q105            3          105 SH       No disc  61         105            0            0
ANTHRACITE CAP INC             COM  037023108           27        42806 SH       Sole     51       42806            0            0
ANTIGENICS INC DEL             COM  037032109           12         5717 SH       No disc  61        5717            0            0
AON CORP                       COM  037389103          358         9451 SH       No disc  61        9451            0            0
APACHE CORP                    COM  037411105         5792        80268 SH       Sole     51       80268            0            0
APACHE CORP                    COM  037411105          217         3007 SH       No disc  61        3007            0            0
APOLLO GROUP INC               COM  037604105           57          800 SH       Sole     51         800            0            0
APPLE INC                      COM  037833100           25          175 SH       Sole     20           0          175            0
APPLE INC                      COM  037833100         9901        69512 SH       Sole     51       69512            0            0
APPLE INC                      COM  037833100          372         2610 SH       Defined  60        2610            0            0
APPLE INC                      COM  037833100         1963        13783 SH       No disc  61       13783            0            0
APPLE INC                      COM  037833100           77          539 SH       Sole     99         539            0            0
APPLIED MATLS INC              COM  038222105            7          597 SH       No disc  61         597            0            0
APPLIED MATLS INC              COM  038222105           10          950 SH       Sole     99         950            0            0
APPLIED MICRO CIRCUITS CORP    COM  03822W406            0            5 SH       No disc  61           5            0            0
APPLIED SIGNAL TECHNOLOGY IN   COM  038237103           55         2181 SH       Sole     51        2181            0            0
ARCELORMITTAL SA LUXEMBOURG    COM  03938L104           28          855 SH       Sole     20           0          855            0
ARCELORMITTAL SA LUXEMBOURG    COM  03938L104          119         3600 SH       No disc  61        3600            0            0
ARCH COAL INC                  COM  039380100           65         4198 SH       No disc  61        4198            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102         3705       138400 SH       Sole     51      138400            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102           92         3437 SH       No disc  61        3437            0            0
ARENA PHARMACEUTICALS INC      COM  040047102           75        14965 SH       No disc  61       14965            0            0
ARIAD PHARMACEUTICALS INC      COM  04033A100           16        10000 SH       Sole     99       10000            0            0
ARIBA INC                      COM  04033V203            1          133 SH       No disc  61         133            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102           53         3200 SH       Sole     51        3200            0            0
AROTECH CORP                   COM  042682203            1          847 SH       No disc  61         847            0            0
ARROW ELECTRS INC              COM  042735100            2          100 SH       No disc  61         100            0            0
ARROWHEAD RESH CORP            COM  042797100            0          100 SH       No disc  61         100            0            0
ART TECHNOLOGY GROUP INC       COM  04289L107            1          200 SH       No disc  61         200            0            0
ARVINMERITOR INC               COM  043353101           23         5180 SH       No disc  61        5180            0            0
ASHLAND INC NEW                COM  044209104          396        14100 SH       Sole     51       14100            0            0
ASHLAND INC NEW                COM  044209104           25          900 SH       No disc  61         900            0            0
ASIAINFO HLDGS INC             COM  04518A104           41         2400 SH       No disc  61        2400            0            0
ASIAINFO HLDGS INC             COM  04518A104           16          915 SH       Sole     99         915            0            0
AT&T INC                       COM  00206R102        18660       751169 SH       Sole     51      751169            0            0
AT&T INC                       COM  00206R102          341        13707 SH       No disc  61       13707            0            0
AT&T INC                       COM  00206R102          182         7295 SH       Sole     99        7295            0            0
ATHEROS COMMUNICATIONS INC     COM  04743P108            3          150 SH       No disc  61         150            0            0
ATMEL CORP                     COM  049513104           33         8812 SH       No disc  61        8812            0            0
ATRICURE INC                   COM  04963C209           32         9200 SH       No disc  61        9200            0            0
AU OPTRONICS CORP              COM  002255107         1419       146579 SH       Sole     51      146579            0            0
AUGUSTA RES CORP               COM  050912203            9         4595 SH       No disc  61        4595            0            0
AUTODESK INC                   COM  052769106           33         1700 SH       Sole     51        1700            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           33          931 SH       No disc  10         931            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103         3419        96500 SH       Sole     51       96500            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           99         2800 SH       Defined  60        2800            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           34          966 SH       No disc  61         966            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           27          750 SH       Shared/  61         750            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103          126         3550 SH       Sole     99        3550            0            0
AUTONATION INC                 COM  05329W102           39         2300 SH       Sole     51        2300            0            0
AUTOZONE INC                   COM  053332102           56          375 SH       Sole     51         375            0            0
AVALONBAY CMNTYS INC           COM  053484101           42          740 SH       Sole     51         740            0            0
AVI BIOPHARMA INC              COM  002346104           24        15000 SH       No disc  61       15000            0            0
AVON PRODS INC                 COM  054303102           49         1920 SH       Sole     17        1920            0            0
AVON PRODS INC                 COM  054303102          263        10200 SH       Defined  60       10200            0            0
AXA                            COM  054536107            0           25 SH       No disc  61          25            0            0
BAKER HUGHES INC               COM  057224107           10          280 SH       Sole     20           0          280            0
BAKER HUGHES INC               COM  057224107          361         9900 SH       Sole     51        9900            0            0
BAKER HUGHES INC               COM  057224107           73         2000 SH       Defined  60        2000            0            0
BAKER HUGHES INC               COM  057224107           23          643 SH       No disc  61         643            0            0
BAKER HUGHES INC               COM  057224107            5          137 SH       Sole     99         137            0            0
BAKER MICHAEL CORP             COM  057149106          478        11288 SH       Sole     51       11288            0            0
BALL CORP                      COM  058498106          163         3600 SH       Sole     51        3600            0            0
BALLARD PWR SYS INC NEW        COM  058586108            2         1214 SH       No disc  61        1214            0            0
BALLARD PWR SYS INC NEW        COM  058586108            0           24 SH       Sole     99          24            0            0
BANCO BRADESCO S A             COM  059460303         2792       189000 SH       Sole     51      189000            0            0
BANCO MACRO SA                 COM  05961W105           62         3806 SH       Sole     51        3806            0            0
BANCO SANTANDER CHILE NEW      COM  05965X109         2885        61794 SH       Sole     51       61794            0            0
BANCOLOMBIA S A                COM  05968L102          506        16605 SH       Sole     51       16605            0            0
BANK HAWAII CORP               COM  062540109          548        15300 SH       Sole     51       15300            0            0
BANK MONTREAL QUE              COM  063671101          747        17718 SH       No disc  61       17718            0            0
BANK MONTREAL QUE              COM  063671101          565        13400 SH       Sole     99       13400            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          340         9047 SH       No disc  61        9047            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          139         3718 SH       Sole     99        3718            0            0
BANK OF AMERICA CORPORATION    COM  060505104          264        20000 SH       Sole     12           0            0        20000
BANK OF AMERICA CORPORATION    COM  060505104          786        59555 SH       Sole     51       59555            0            0
BANK OF AMERICA CORPORATION    COM  060505104            2          175 SH       Defined  60         175            0            0
BANK OF AMERICA CORPORATION    COM  060505104          627        47490 SH       No disc  61       47490            0            0
BANK OF AMERICA CORPORATION    COM  060505104           37         2741 SH       Sole     99        2741            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100         2455        83770 SH       Sole     51       83770            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          137         4660 SH       No disc  61        4660            0            0
BANRO CORP                     COM  066800103            1          632 SH       No disc  61         632            0            0
BARCLAYS BK PLC                UNIT 06738G407         2663        92500 SH       Sole     20           0        92500            0
BARCLAYS BK PLC                COM  06738C786           16          622 SH       No disc  61         622            0            0
BARRICK GOLD CORP              COM  067901108          214         6354 SH       No disc  61        6354            0            0
BARRICK GOLD CORP              COM  067901108           29          850 SH       Sole     99         850            0            0
BARZEL INDS INC                COM  069744100            1         2480 SH       No disc  61        2480            0            0
BASIC ENERGY SVCS INC NEW      COM  06985P100            1          169 SH       No disc  61         169            0            0
BAXTER INTL INC                COM  071813109         1291        24361 SH       Sole     51       24361            0            0
BAXTER INTL INC                COM  071813109           62         1180 SH       Defined  60        1180            0            0
BAXTER INTL INC                COM  071813109            1           20 SH       No disc  61          20            0            0
BAYTEX ENERGY TR               COM  073176109            0            8 SH       No disc  61           8            0            0
BB&T CORP                      COM  054937107          624        28400 SH       Sole     51       28400            0            0
BCE INC                        COM  05534B760           40         1942 SH       No disc  61        1942            0            0
BCE INC                        COM  05534B760            4          186 SH       Sole     99         186            0            0
BEBE STORES INC                COM  075571109           17         2500 SH       Defined  60        2500            0            0
BECKMAN COULTER INC            COM  075811109          231         4039 SH       Defined  60        4039            0            0
BECTON DICKINSON & CO          COM  075887109           21          300 SH       Sole     99         300            0            0
BED BATH & BEYOND INC          COM  075896100           37         1200 SH       Sole     51        1200            0            0
BED BATH & BEYOND INC          COM  075896100           77         2500 SH       No disc  61        2500            0            0
BEMIS INC                      COM  081437105          335        13300 SH       Sole     51       13300            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207         4110         1419 SH       Sole     51        1419            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          116           40 SH       Defined  60          40            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108            0            4 SH       No disc  61           4            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          278           96 SH       No disc  61          96            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108            0            4 SH       Sole     99           4            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207           29           10 SH       Sole     99          10            0            0
BEST BUY INC                   COM  086516101           10          285 SH       No disc  61         285            0            0
BIG LOTS INC                   COM  089302103           27         1300 SH       Sole     51        1300            0            0
BIO RAD LABS INC               COM  090572207           26          350 SH       No disc  61         350            0            0
BIOCRYST PHARMACEUTICALS       COM  09058V103            4          900 SH       No disc  61         900            0            0
BIODEL INC                     COM  09064M105          103        19998 SH       Defined  60       19998            0            0
BIOGEN IDEC INC                COM  09062X103          265         5865 SH       No disc  61        5865            0            0
BIOPURE CORP                   COM  09065H402            0         2252 SH       No disc  61        2252            0            0
BIOSPHERE MEDICAL INC          COM  09066V103            2          900 SH       No disc  61         900            0            0
BIOVAIL CORP                   COM  09067J109           11          805 SH       No disc  61         805            0            0
BJ SVCS CO                     COM  055482103          146        10700 SH       Sole     51       10700            0            0
BJ SVCS CO                     COM  055482103           14         1063 SH       No disc  61        1063            0            0
BJ SVCS CO                     COM  055482103           25         1862 SH       Sole     99        1862            0            0
BLACK & DECKER CORP            COM  091797100           63         2200 SH       Sole     51        2200            0            0
BLACK & DECKER CORP            COM  091797100            4          150 SH       No disc  61         150            0            0
BLACK BOX CORP DEL             COM  091826107          316         9458 SH       Sole     51        9458            0            0
BLACK HILLS CORP               COM  092113109            1           55 SH       No disc  61          55            0            0
BLACKROCK INC                  COM  09247X101           47          267 SH       No disc  61         267            0            0
BLACKSTONE GROUP L P           COM  09253U108           24         2251 SH       No disc  61        2251            0            0
BLACKSTONE GROUP L P           COM  09253U108          110        10400 SH       Sole     99       10400            0            0
BLOCK H & R INC                COM  093671105          789        45800 SH       Sole     51       45800            0            0
BLOCK H & R INC                COM  093671105           17         1000 SH       Defined  60        1000            0            0
BLOUNT INTL INC NEW            COM  095180105            9         1100 SH       Sole     99        1100            0            0
BLUE COAT SYSTEMS INC          COM  09534T508            4          238 SH       No disc  61         238            0            0
BOARDWALK PIPELINE PARTNERS    COM  096627104            7          300 SH       No disc  61         300            0            0
BOEING CO                      COM  097023105         7533       177240 SH       Sole     51      177240            0            0
BOEING CO                      COM  097023105          178         4190 SH       No disc  61        4190            0            0
BOEING CO                      COM  097023105            5          115 SH       Sole     99         115            0            0
BOOTS & COOTS/INTL WELL CTRL   COM  099469504            1          625 SH       No disc  61         625            0            0
BORLAND SOFTWARE CORP          COM  099849101            1          421 SH       Sole     99         421            0            0
BOSTON PROPERTIES INC          COM  101121101          128         2700 SH       Sole     51        2700            0            0
BOSTON SCIENTIFIC CORP         COM  101137107           43         4300 SH       Sole     51        4300            0            0
BOSTON SCIENTIFIC CORP         COM  101137107           13         1262 SH       No disc  61        1262            0            0
BP PLC                         COM  055622104         3163        66335 SH       Defined  60       66335            0            0
BRIDGELINE SOFTWARE INC        COM  10807Q205            3         2000 SH       No disc  61        2000            0            0
BRINKS CO                      COM  109696104          422        14526 SH       Sole     51       14526            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108         1803        88793 SH       Sole     51       88793            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108          166         8162 SH       No disc  61        8162            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108            1           70 SH       Sole     99          70            0            0
BROADCOM CORP                  COM  111320107          486        19600 SH       Sole     51       19600            0            0
BROADCOM CORP                  COM  111320107            8          338 SH       No disc  61         338            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            6          336 SH       No disc  10         336            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103         3283       198030 SH       Sole     51      198030            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            4          225 SH       No disc  61         225            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            6          336 SH       Shared/  61         336            0            0
BROADVISION INC                COM  111412706            0            4 SH       No disc  61           4            0            0
BROCADE COMMUNICATIONS SYS I   COM  111621306           85        10854 SH       No disc  61       10854            0            0
BROOKDALE SR LIVING INC        COM  112463104           29         3000 SH       Defined  60        3000            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104            0           15 SH       No disc  10          15            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104          230        13428 SH       No disc  61       13428            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104           49         2850 SH       Sole     99        2850            0            0
BROWN FORMAN CORP              COM  115637209          503        11700 SH       Sole     51       11700            0            0
BROWN FORMAN CORP              COM  115637209           61         1425 SH       Sole     99        1425            0            0
BRUNSWICK CORP                 COM  117043109           35         8000 SH       Sole     17        8000            0            0
BSQUARE CORP                   COM  11776U300            1          190 SH       No disc  61         190            0            0
BT GROUP PLC                   COM  05577E101          691        41150 SH       Defined  60       41150            0            0
BUCKLE INC                     COM  118440106          561        17647 SH       Sole     51       17647            0            0
BUFFALO WILD WINGS INC         COM  119848109           24          725 SH       Defined  60         725            0            0
BUNGE LIMITED                  COM  G16962105         5025        83391 SH       Sole     51       83391            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104         4019        54642 SH       Sole     51       54642            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           82         1115 SH       No disc  61        1115            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           47          640 SH       Sole     99         640            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209          219         4200 SH       Sole     51        4200            0            0
CA INC                         COM  12673P105           21         1189 SH       No disc  61        1189            0            0
CABOT CORP                     COM  127055101            4          300 SH       No disc  61         300            0            0
CABOT OIL & GAS CORP           COM  127097103           95         3100 SH       Sole     51        3100            0            0
CADIZ INC                      COM  127537207            0            5 SH       No disc  61           5            0            0
CAE INC                        COM  124765108           17         2800 SH       No disc  61        2800            0            0
CAL DIVE INTL INC DEL          COM  12802T101            6          750 SH       No disc  61         750            0            0
CALPINE CORP                   COM  131347304         2822       253047 SH       Sole     51      253047            0            0
CAMBREX CORP                   COM  132011107           38         9400 SH       Sole     51        9400            0            0
CAMECO CORP                    COM  13321L108          430        16800 SH       Defined  60       16800            0            0
CAMECO CORP                    COM  13321L108          184         7192 SH       No disc  61        7192            0            0
CAMECO CORP                    COM  13321L108           20          780 SH       Sole     99         780            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105           85         3000 SH       Sole     51        3000            0            0
CAMPBELL SOUP CO               COM  134429109          706        24000 SH       Sole     51       24000            0            0
CANADIAN NAT RES LTD           COM  136385101         4785        91151 SH       Sole     51       91151            0            0
CANADIAN NAT RES LTD           COM  136385101          118         2250 SH       Defined  60        2250            0            0
CANADIAN NAT RES LTD           COM  136385101          457         8711 SH       No disc  61        8711            0            0
CANADIAN NATL RY CO            COM  136375102            1           25 SH       No disc  61          25            0            0
CANADIAN NATL RY CO            COM  136375102           21          500 SH       Sole     99         500            0            0
CANADIAN PAC RY LTD            COM  13645T100          155         3900 SH       Defined  60        3900            0            0
CANADIAN PAC RY LTD            COM  13645T100           48         1225 SH       No disc  61        1225            0            0
CANADIAN PAC RY LTD            COM  13645T100           40         1000 SH       Sole     99        1000            0            0
CANADIAN SUPERIOR ENERGY INC   COM  136644101           26        40000 SH       Sole     12           0            0        40000
CANTEL MEDICAL CORP            COM  138098108           77         4756 SH       Sole     51        4756            0            0
CAPITAL ONE FINL CORP          COM  14040H105          328        15000 SH       Sole     51       15000            0            0
CAPSTONE TURBINE CORP          COM  14067D102            0          570 SH       No disc  61         570            0            0
CARDINAL HEALTH INC            COM  14149Y108           58         1900 SH       Sole     51        1900            0            0
CARDIOME PHARMA CORP           COM  14159U202            3          750 SH       No disc  61         750            0            0
CARMAX INC                     COM  143130102            1           63 SH       No disc  61          63            0            0
CARNIVAL CORP                  COM  143658300           90         3500 SH       Sole     51        3500            0            0
CARNIVAL CORP                  COM  143658300            6          250 SH       Defined  60         250            0            0
CASEYS GEN STORES INC          COM  147528103            2           90 SH       Sole     51          90            0            0
CATERPILLAR INC DEL            COM  149123101           11          330 SH       Sole     20           0          330            0
CATERPILLAR INC DEL            COM  149123101            8          253 SH       No disc  50         253            0            0
CATERPILLAR INC DEL            COM  149123101          572        17300 SH       Sole     51       17300            0            0
CATERPILLAR INC DEL            COM  149123101           70         2098 SH       No disc  61        2098            0            0
CATERPILLAR INC DEL            COM  149123101           33         1000 SH       Sole     99        1000            0            0
CB RICHARD ELLIS GROUP INC     COM  12497T101           90         9700 SH       Sole     51        9700            0            0
CBS CORP NEW                   COM  124857202           35         5000 SH       Sole     51        5000            0            0
CBS CORP NEW                   COM  124857103            0           47 SH       No disc  61          47            0            0
CBS CORP NEW                   COM  124857202            1           93 SH       No disc  61          93            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101           36          720 SH       No disc  10         720            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          490         9770 SH       No disc  61        9770            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          274         5465 SH       Sole     99        5465            0            0
CELANESE CORP DEL              COM  150870103           94         3940 SH       Defined  60        3940            0            0
CELANESE CORP DEL              COM  150870103           11          460 SH       No disc  61         460            0            0
CELERA CORP                    COM  15100E106            2          318 SH       No disc  61         318            0            0
CELGENE CORP                   COM  151020104          716        14973 SH       Sole     51       14973            0            0
CELL GENESYS INC               COM  150921104            1         2000 SH       No disc  61        2000            0            0
CELL THERAPEUTICS INC          COM  150934503           88        51228 SH       No disc  61       51228            0            0
CEL-SCI CORP                   COM  150837409            1         2663 SH       No disc  61        2663            0            0
CELSION CORPORATION            COM  15117N305            0           75 SH       No disc  61          75            0            0
CEMEX SAB DE CV                COM  151290889            9         1000 SH       Defined  60        1000            0            0
CENTEX CORP                    COM  152312104          114        13400 SH       Sole     51       13400            0            0
CENTRAL EUROPEAN MEDIA ENTRP   COM  G20045202           95         4823 SH       Sole     51        4823            0            0
CENTRAL GARDEN & PET CO        COM  153527106           57         5231 SH       Sole     51        5231            0            0
CENTRAL GARDEN & PET CO        COM  153527205          524        53159 SH       Sole     51       53159            0            0
CENTURYTEL INC                 COM  156700106          307        10000 SH       Sole     51       10000            0            0
CEPHALON INC                   COM  156708109          272         4800 SH       Sole     51        4800            0            0
CEVA INC                       COM  157210105            2          222 SH       No disc  50         222            0            0
CEVA INC                       COM  157210105           81         9326 SH       No disc  61        9326            0            0
CEVA INC                       COM  157210105            0           19 SH       Sole     99          19            0            0
CF INDS HLDGS INC              COM  125269100           66          900 SH       Sole     51         900            0            0
CHANGYOU COM LTD               COM  15911M107            2           40 SH       No disc  61          40            0            0
CHART INDS INC                 COM  16115Q308            2          117 SH       Sole     51         117            0            0
CHENIERE ENERGY INC            COM  16411R208           15         5000 SH       No disc  61        5000            0            0
CHESAPEAKE ENERGY CORP         COM  165167107          223        11200 SH       Sole     51       11200            0            0
CHESAPEAKE ENERGY CORP         COM  165167107            1           30 SH       No disc  61          30            0            0
CHEVRON CORP NEW               COM  166764100          566         8545 SH       Sole     17        8545            0            0
CHEVRON CORP NEW               COM  166764100           66         1000 SH       Sole     20           0         1000            0
CHEVRON CORP NEW               COM  166764100         9554       144211 SH       Sole     51      144211            0            0
CHEVRON CORP NEW               COM  166764100          396         5975 SH       No disc  61        5975            0            0
CHEVRON CORP NEW               COM  166764100          373         5635 SH       Sole     99        5635            0            0
CHINA DIRECT INDS INC          COM  169384203            6         3200 SH       No disc  61        3200            0            0
CHINA FIN ONLINE CO LTD        COM  169379104           46         4480 SH       No disc  61        4480            0            0
CHINA GREEN AGRICULTURE INC    COM  16943W105            2          200 SH       No disc  61         200            0            0
CHINA INFORMATION SEC TECH I   COM  16944F101            1          500 SH       No disc  61         500            0            0
CHINA UNICOM (HONG KONG) LTD   COM  16945R104            5          380 SH       No disc  61         380            0            0
CHINACAST EDU CORP             COM  16946T109            2          300 SH       No disc  61         300            0            0
CHORDIANT SOFTWARE INC         COM  170404305           38        10566 SH       No disc  61       10566            0            0
CHUBB CORP                     COM  171232101          335         8400 SH       Sole     51        8400            0            0
CHYRON CORP                    COM  171605306            1          666 SH       No disc  61         666            0            0
CIENA CORP                     COM  171779309           71         6900 SH       Sole     51        6900            0            0
CIENA CORP                     COM  171779309            6          554 SH       No disc  61         554            0            0
CIGNA CORP                     COM  125509109          213         8848 SH       Sole     51        8848            0            0
CIGNA CORP                     COM  125509109          168         6960 SH       Sole     99        6960            0            0
CIMAREX ENERGY CO              COM  171798101            1           38 SH       No disc  61          38            0            0
CINCINNATI FINL CORP           COM  172062101          264        11800 SH       Sole     51       11800            0            0
CINTAS CORP                    COM  172908105          301        13200 SH       Sole     51       13200            0            0
CIRRUS LOGIC INC               COM  172755100            0           20 SH       No disc  61          20            0            0
CISCO SYS INC                  COM  17275R102         7278       390243 SH       Sole     51      390243            0            0
CISCO SYS INC                  COM  17275R102         9053       485411 SH       Defined  60      485411            0            0
CISCO SYS INC                  COM  17275R102          662        35517 SH       No disc  61       35517            0            0
CISCO SYS INC                  COM  17275R102           20         1070 SH       Sole     99        1070            0            0
CIT GROUP INC                  COM  125581108           48        22000 SH       Sole     51       22000            0            0
CITIGROUP INC                  COM  172967101            5         1710 SH       No disc  10        1710            0            0
CITIGROUP INC                  COM  172967101           75        25179 SH       Sole     51       25179            0            0
CITIGROUP INC                  COM  172967101           10         3201 SH       Defined  60        3201            0            0
CITIGROUP INC                  COM  172967101          625       210661 SH       No disc  61      210661            0            0
CITIGROUP INC                  COM  172967101            5         1710 SH       Shared/  61        1710            0            0
CITIGROUP INC                  COM  172967101           17         5625 SH       Sole     99        5625            0            0
CITIZENS REPUBLIC BANCORP IN   COM  174420109            1          888 SH       No disc  61         888            0            0
CITRIX SYS INC                 COM  177376100           38         1200 SH       Sole     51        1200            0            0
CITRIX SYS INC                 COM  177376100           22          691 SH       No disc  61         691            0            0
CLAYMORE ETF TRUST 2           UNIT 18383Q820          569        48300 SH       Sole     20           0        48300            0
CLEAN DIESEL TECHNOLOGIES IN   COM  18449C302          510       300000 SH       No disc  61      300000            0            0
CLEARWATER PAPER CORP          COM  18538R103           33         1300 SH       Sole     51        1300            0            0
CLEARWIRE CORP NEW             COM  18538Q105           55        10000 SH       Sole     12           0            0        10000
CLEARWIRE CORP NEW             COM  18538Q105           12         2200 SH       No disc  61        2200            0            0
CLIFFS NATURAL RESOURCES INC   COM  18683K101           18          740 SH       No disc  61         740            0            0
CLOROX CO DEL                  COM  189054109          843        15100 SH       Sole     51       15100            0            0
CME GROUP INC                  COM  12572Q105         6672        21446 SH       Sole     51       21446            0            0
CME GROUP INC                  COM  12572Q105           12           40 SH       No disc  61          40            0            0
CNOOC LTD                      COM  126132109           11           86 SH       No disc  61          86            0            0
COACH INC                      COM  189754104           48         1798 SH       Sole     51        1798            0            0
COACH INC                      COM  189754104            0           16 SH       No disc  61          16            0            0
COCA COLA CO                   COM  191216100          566        11786 SH       Sole     20           0        11786            0
COCA COLA CO                   COM  191216100         1276        26596 SH       Sole     51       26596            0            0
COCA COLA CO                   COM  191216100          240         5000 SH       Defined  60        5000            0            0
COCA COLA CO                   COM  191216100          893        18615 SH       No disc  61       18615            0            0
COCA COLA CO                   COM  191216100           62         1300 SH       Sole     99        1300            0            0
COCA COLA ENTERPRISES INC      COM  191219104           40         2400 SH       Sole     51        2400            0            0
COCA COLA ENTERPRISES INC      COM  191219104            4          213 SH       No disc  61         213            0            0
COEUR D ALENE MINES CORP IDA   COM  192108504           13         1036 SH       No disc  61        1036            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102          139         5200 SH       Sole     51        5200            0            0
COLGATE PALMOLIVE CO           COM  194162103           25          360 SH       Sole     20           0          360            0
COLGATE PALMOLIVE CO           COM  194162103          686         9705 SH       Sole     51        9705            0            0
COLGATE PALMOLIVE CO           COM  194162103          247         3500 SH       Defined  60        3500            0            0
COLGATE PALMOLIVE CO           COM  194162103          126         1772 SH       No disc  61        1772            0            0
COLGATE PALMOLIVE CO           COM  194162103          190         2690 SH       Sole     99        2690            0            0
COMCAST CORP NEW               COM  20030N101         2243       155143 SH       Sole     51      155143            0            0
COMCAST CORP NEW               COM  20030N101           30         2021 SH       No disc  61        2021            0            0
COMCAST CORP NEW               COM  20030N101           11          727 SH       Sole     99         727            0            0
COMERICA INC                   COM  200340107           53         2500 SH       Sole     51        2500            0            0
COMMUNITY BK SYS INC           COM  203607106          112         7680 SH       Sole     51        7680            0            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108         1136        45000 SH       Sole     51       45000            0            0
COMPANIA CERVECERIAS UNIDAS    COM  204429104           54         1533 SH       Sole     51        1533            0            0
COMPANIA CERVECERIAS UNIDAS    COM  204429104           18          500 SH       No disc  61         500            0            0
COMPASS MINERALS INTL INC      COM  20451N101          576        10486 SH       Sole     51       10486            0            0
COMPTON PETE CORP              COM  204940100           12        10104 SH       No disc  61       10104            0            0
COMPUTER SCIENCES CORP         COM  205363104         2932        66171 SH       Sole     51       66171            0            0
COMPUWARE CORP                 COM  205638109          175        25400 SH       Sole     51       25400            0            0
CONEXANT SYSTEMS INC           COM  207142308            5         3397 SH       No disc  61        3397            0            0
CONOCOPHILLIPS                 COM  20825C104           18          418 SH       Sole     10         418            0            0
CONOCOPHILLIPS                 COM  20825C104         6660       158340 SH       Sole     51      158340            0            0
CONOCOPHILLIPS                 COM  20825C104          243         5783 SH       Defined  60        5783            0            0
CONOCOPHILLIPS                 COM  20825C104          696        16533 SH       No disc  61       16533            0            0
CONOCOPHILLIPS                 COM  20825C104           23          539 SH       Shared/  61         539            0            0
CONOCOPHILLIPS                 COM  20825C104           52         1238 SH       Sole     99        1238            0            0
CONSECO INC                    COM  208464883          272       115061 SH       Sole     51      115061            0            0
CONSECO INC                    COM  208464883            7         2800 SH       No disc  61        2800            0            0
CONSOL ENERGY INC              COM  20854P109          281         8300 SH       Sole     51        8300            0            0
CONSOL ENERGY INC              COM  20854P109          123         3617 SH       No disc  61        3617            0            0
CONSOLIDATED EDISON INC        COM  209115104         1156        30900 SH       Sole     51       30900            0            0
CONSOLIDATED EDISON INC        COM  209115104           14          380 SH       Sole     99         380            0            0
CONSTELLATION BRANDS INC       COM  21036P108          297        23400 SH       Sole     51       23400            0            0
CONSTELLATION BRANDS INC       COM  21036P108            2          132 SH       No disc  61         132            0            0
CONTINUCARE CORP               COM  212172100            9         3800 SH       Sole     51        3800            0            0
CONVERA CORP                   COM  211919105            0          500 SH       No disc  61         500            0            0
CONVERTED ORGANICS INC         COM  21254S107            6         5012 SH       No disc  61        5012            0            0
CORCEPT THERAPEUTICS INC       COM  218352102           85       105070 SH       No disc  61      105070            0            0
CORINTHIAN COLLEGES INC        COM  218868107          270        15930 SH       Defined  60       15930            0            0
CORNING INC                    COM  219350105         7354       457900 SH       Sole     51      457900            0            0
CORNING INC                    COM  219350105           31         1942 SH       No disc  61        1942            0            0
CORPBANCA                      COM  21987A209            2           61 SH       No disc  61          61            0            0
CORPORATE EXECUTIVE BRD CO     COM  21988R102            0           14 SH       No disc  61          14            0            0
COSTAR GROUP INC               COM  22160N109           23          570 SH       No disc  61         570            0            0
COSTCO WHSL CORP NEW           COM  22160K105           92         2000 SH       Defined  60        2000            0            0
COSTCO WHSL CORP NEW           COM  22160K105           23          500 SH       No disc  61         500            0            0
COTT CORP QUE                  COM  22163N106          130        23000 SH       No disc  61       23000            0            0
COVANCE INC                    COM  222816100           11          225 SH       No disc  61         225            0            0
COVENTRY HEALTH CARE INC       COM  222862104           37         2000 SH       Sole     51        2000            0            0
CP HOLDRS                      COM  12616K106          180         1997 SH       No disc  61        1997            0            0
CP HOLDRS                      COM  12616K106           23          250 SH       Sole     99         250            0            0
CPFL ENERGIA S A               COM  126153105           17          343 SH       No disc  61         343            0            0
CRANE CO                       COM  224399105            7          333 SH       No disc  61         333            0            0
CRAY INC                       COM  225223304            1          135 SH       No disc  61         135            0            0
CREE INC                       COM  225447101           44         1500 SH       Sole     12           0            0         1500
CREE INC                       COM  225447101           81         2769 SH       No disc  61        2769            0            0
CROCS INC                      COM  227046109          207        61000 SH       No disc  61       61000            0            0
CROCS INC                      COM  227046109            1          150 SH       Sole     99         150            0            0
CROSSHAIR EXPL & MNG CORP      COM  22763R101            3        16590 SH       No disc  61       16590            0            0
CROWN HOLDINGS INC             COM  228368106         1086        45000 SH       Sole     51       45000            0            0
CROWN HOLDINGS INC             COM  228368106            6          239 SH       No disc  61         239            0            0
CRYOLIFE INC                   COM  228903100            4          730 SH       No disc  61         730            0            0
CRYSTALLEX INTL CORP           COM  22942F101           26       120000 SH       No disc  61      120000            0            0
CSX CORP                       COM  126408103         4395       126902 SH       Sole     51      126902            0            0
CUBIST PHARMACEUTICALS INC     COM  229678107            1           80 SH       No disc  61          80            0            0
CUMMINS INC                    COM  231021106          591        16794 SH       Sole     51       16794            0            0
CUMMINS INC                    COM  231021106            5          155 SH       No disc  61         155            0            0
CURIS INC                      COM  231269101            1          521 SH       No disc  61         521            0            0
CVB FINL CORP                  COM  126600105          145        24253 SH       Sole     51       24253            0            0
CVS CAREMARK CORPORATION       COM  126650100           54         1696 SH       Sole     20           0         1696            0
CVS CAREMARK CORPORATION       COM  126650100         5020       157527 SH       Sole     51      157527            0            0
CVS CAREMARK CORPORATION       COM  126650100          106         3320 SH       Defined  60        3320            0            0
CVS CAREMARK CORPORATION       COM  126650100            9          267 SH       Sole     99         267            0            0
CYTEC INDS INC                 COM  232820100           17          921 SH       No disc  61         921            0            0
CYTOKINETICS INC               COM  23282W100           28        10000 SH       No disc  61       10000            0            0
CYTORI THERAPEUTICS INC        COM  23283K105            6         1707 SH       No disc  61        1707            0            0
D R HORTON INC                 COM  23331A109           47         5100 SH       Sole     51        5100            0            0
DANVERS BANCORP INC            COM  236442109          145        10820 SH       Sole     51       10820            0            0
DARDEN RESTAURANTS INC         COM  237194105          353        10700 SH       Sole     51       10700            0            0
DAVITA INC                     COM  23918K108          648        13100 SH       Sole     51       13100            0            0
DEAN FOODS CO NEW              COM  242370104           63         3300 SH       Sole     51        3300            0            0
DECODE GENETICS INC            COM  243586104            0          425 SH       No disc  61         425            0            0
DEERE & CO                     COM  244199105           84         2100 SH       Sole     51        2100            0            0
DEERE & CO                     COM  244199105           10          240 SH       No disc  61         240            0            0
DEERE & CO                     COM  244199105           15          380 SH       Sole     99         380            0            0
DEL MONTE FOODS CO             COM  24522P103          572        60917 SH       Sole     51       60917            0            0
DEL MONTE FOODS CO             COM  24522P103            6          603 SH       No disc  61         603            0            0
DELL INC                       COM  24702R101          357        26000 SH       Sole     51       26000            0            0
DELL INC                       COM  24702R101          357        26000 SH       Defined  60       26000            0            0
DELL INC                       COM  24702R101          222        16162 SH       No disc  61       16162            0            0
DELL INC                       COM  24702R101           24         1740 SH       Sole     99        1740            0            0
DENBURY RES INC                COM  247916208          324        22000 SH       Sole     51       22000            0            0
DENDREON CORP                  COM  24823Q107           48         1933 SH       No disc  61        1933            0            0
DENISON MINES CORP             COM  248356107            5         3097 SH       No disc  61        3097            0            0
DENISON MINES CORP             COM  248356107            1          330 SH       Sole     99         330            0            0
DENTSPLY INTL INC NEW          COM  249030107          217         7100 SH       Sole     51        7100            0            0
DENTSPLY INTL INC NEW          COM  249030107          571        18690 SH       No disc  61       18690            0            0
DESCARTES SYS GROUP INC        COM  249906108            0           49 SH       No disc  61          49            0            0
DEVON ENERGY CORP NEW          COM  25179M103         3527        64708 SH       Sole     51       64708            0            0
DEVON ENERGY CORP NEW          COM  25179M103          394         7225 SH       No disc  61        7225            0            0
DEVRY INC DEL                  COM  251893103           55         1100 SH       Sole     51        1100            0            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102           49          600 SH       Sole     51         600            0            0
DIAMONDS TR                    COM  252787106           82          967 SH       Defined  60         967            0            0
DIEBOLD INC                    COM  253651103            2           70 SH       No disc  61          70            0            0
DIGITAL ANGEL CORP NEW         COM  25383A200            1          512 SH       No disc  61         512            0            0
DIODES INC                     COM  254543101           53         3375 SH       Sole     12           0            0         3375
DIODES INC                     COM  254543101           53         3375 SH       No disc  61        3375            0            0
DIRECTV GROUP INC              COM  25459L106          389        15742 SH       Sole     51       15742            0            0
DIRECTV GROUP INC              COM  25459L106            0           14 SH       No disc  61          14            0            0
DISCOVER FINL SVCS             COM  254709108          392        38100 SH       Sole     51       38100            0            0
DISCOVER FINL SVCS             COM  254709108          134        13051 SH       No disc  61       13051            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F104            0            5 SH       No disc  61           5            0            0
DISCOVERY COMMUNICATNS NEW     COM  25470F302            0            5 SH       No disc  61           5            0            0
DISCOVERY LABORATORIES INC N   COM  254668106            2         1840 SH       No disc  61        1840            0            0
DISNEY WALT CO                 COM  254687106          836        35814 SH       Sole     51       35814            0            0
DISNEY WALT CO                 COM  254687106           32         1351 SH       No disc  61        1351            0            0
DISNEY WALT CO                 COM  254687106           38         1650 SH       Sole     99        1650            0            0
DOLBY LABORATORIES INC         COM  25659T107          108         2900 SH       No disc  61        2900            0            0
DOLLAR THRIFTY AUTOMOTIVE GP   COM  256743105           26         1880 SH       No disc  61        1880            0            0
DOMINION RES INC VA NEW        COM  25746U109           40         1200 SH       Sole     51        1200            0            0
DONNELLEY R R & SONS CO        COM  257867101            1           75 SH       No disc  61          75            0            0
DORAL FINL CORP                COM  25811P886            1          500 SH       Defined  60         500            0            0
DOVER CORP                     COM  260003108          608        18400 SH       Sole     51       18400            0            0
DOW CHEM CO                    COM  260543103            9          550 SH       Sole     20           0          550            0
DOW CHEM CO                    COM  260543103           52         3232 SH       No disc  61        3232            0            0
DOW CHEM CO                    COM  260543103           34         2080 SH       Sole     99        2080            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          483        22793 SH       No disc  10       22793            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109            1           27 SH       Sole     10          27            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109            1           47 SH       No disc  17          47            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109            1           51 SH       No disc  50          51            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109           85         4000 SH       Sole     51        4000            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          687        32440 SH       No disc  61       32440            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          105         4947 SH       Shared/  61        4947            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          635        29961 SH       Sole     99       29961            0            0
DST SYS INC DEL                COM  233326107         2379        64363 SH       Sole     51       64363            0            0
DTE ENERGY CO                  COM  233331107          631        19700 SH       Sole     51       19700            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109         6349       247800 SH       Sole     51      247800            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109           77         2997 SH       No disc  61        2997            0            0
DUKE ENERGY CORP NEW           COM  26441C105           77         5300 SH       Sole     51        5300            0            0
DUKE ENERGY CORP NEW           COM  26441C105            7          465 SH       No disc  61         465            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100          390         4800 SH       Sole     51        4800            0            0
DUSA PHARMACEUTICALS INC       COM  266898105            3         2946 SH       No disc  61        2946            0            0
DYNEGY INC DEL                 COM  26817G102          666       293156 SH       Sole     51      293156            0            0
DYNEGY INC DEL                 COM  26817G102           15         6691 SH       No disc  61        6691            0            0
E HOUSE CHINA HLDGS LTD        COM  26852W103            2          100 SH       No disc  61         100            0            0
E M C CORP MASS                COM  268648102         4847       370002 SH       Sole     51      370002            0            0
E M C CORP MASS                COM  268648102           12          900 SH       Defined  60         900            0            0
E M C CORP MASS                COM  268648102           44         3341 SH       No disc  61        3341            0            0
E TRADE FINANCIAL CORP         COM  269246104            3         2442 SH       No disc  61        2442            0            0
EAGLE ROCK ENERGY PARTNERS L   COM  26985R104           11         3468 SH       No disc  61        3468            0            0
EARTHLINK INC                  COM  270321102           62         8420 SH       Sole     51        8420            0            0
EASTMAN CHEM CO                COM  277432100            1           15 SH       No disc  10          15            0            0
EASTMAN CHEM CO                COM  277432100         1167        30800 SH       Sole     51       30800            0            0
EASTMAN CHEM CO                COM  277432100            4          108 SH       No disc  61         108            0            0
EASTMAN KODAK CO               COM  277461109            0           60 SH       No disc  10          60            0            0
EASTMAN KODAK CO               COM  277461109            5         2010 SH       No disc  61        2010            0            0
EASTMAN KODAK CO               COM  277461109            1          250 SH       Sole     99         250            0            0
EASYLINK SERVICES INTL CORP    COM  277858106            1          500 SH       No disc  61         500            0            0
EATON CORP                     COM  278058102            8          173 SH       No disc  61         173            0            0
EBAY INC                       COM  278642103           17         1000 SH       Defined  60        1000            0            0
EBAY INC                       COM  278642103           75         4364 SH       No disc  61        4364            0            0
EBAY INC                       COM  278642103            5          275 SH       Sole     99         275            0            0
ECOLAB INC                     COM  278865100          316         8100 SH       Sole     51        8100            0            0
ECOPETROL S A                  COM  279158109          289        11869 SH       Sole     51       11869            0            0
EL PASO CORP                   COM  28336L109           75         8200 SH       Sole     51        8200            0            0
EL PASO CORP                   COM  28336L109           18         1900 SH       Defined  60        1900            0            0
EL PASO CORP                   COM  28336L109           56         6132 SH       No disc  61        6132            0            0
ELECTRONIC ARTS INC            COM  285512109            1           42 SH       No disc  61          42            0            0
EMBARQ CORP                    COM  29078E105          518        12300 SH       Sole     51       12300            0            0
EMBARQ CORP                    COM  29078E105            2           40 SH       No disc  61          40            0            0
EMCORE CORP                    COM  290846104            4         3100 SH       No disc  61        3100            0            0
EMERSON ELEC CO                COM  291011104         3590       110793 SH       Sole     51      110793            0            0
EMERSON ELEC CO                COM  291011104          130         4002 SH       No disc  61        4002            0            0
EMERSON ELEC CO                COM  291011104          221         6824 SH       Sole     99        6824            0            0
EMMIS COMMUNICATIONS CORP      COM  291525103            0         1500 SH       No disc  61        1500            0            0
EMULEX CORP                    COM  292475209           24         2453 SH       No disc  61        2453            0            0
ENBRIDGE ENERGY PARTNERS L P   COM  29250R106            2           47 SH       No disc  61          47            0            0
ENBRIDGE INC                   COM  29250N105          230         6622 SH       No disc  61        6622            0            0
ENCANA CORP                    COM  292505104          247         5000 SH       Defined  60        5000            0            0
ENCANA CORP                    COM  292505104          532        10756 SH       No disc  61       10756            0            0
ENCANA CORP                    COM  292505104           95         1930 SH       Sole     99        1930            0            0
ENDEAVOUR SILVER CORP          COM  29258Y103            6         3615 SH       No disc  61        3615            0            0
ENERGEN CORP                   COM  29265N108           48         1200 SH       No disc  61        1200            0            0
ENERNOC INC                    COM  292764107            3          150 SH       No disc  61         150            0            0
ENERSIS S A                    COM  29274F104         1258        68104 SH       Sole     51       68104            0            0
ENNIS INC                      COM  293389102           93         7500 SH       Sole     51        7500            0            0
ENSCO INTL INC                 COM  26874Q100           76         2200 SH       Sole     51        2200            0            0
ENSCO INTL INC                 COM  26874Q100          139         4000 SH       No disc  61        4000            0            0
ENTERGY CORP NEW               COM  29364G103          207         2671 SH       Sole     51        2671            0            0
ENTREE GOLD INC                COM  29383G100            2         1513 SH       No disc  61        1513            0            0
ENTREE GOLD INC                COM  29383G100            9         9000 SH       Sole     99        9000            0            0
ENTREMED INC                   COM  29382F103            0          500 SH       No disc  61         500            0            0
ENTRUST INC                    COM  293848107            0          127 SH       No disc  61         127            0            0
ENZO BIOCHEM INC               COM  294100102           10         2250 SH       Sole     99        2250            0            0
EOG RES INC                    COM  26875P101          156         2302 SH       No disc  61        2302            0            0
EQUITY RESIDENTIAL             COM  29476L107          180         8100 SH       Sole     51        8100            0            0
ESCALON MED CORP               COM  296074305           20         9330 SH       No disc  61        9330            0            0
EXAR CORP                      COM  300645108            1          105 SH       No disc  61         105            0            0
EXELON CORP                    COM  30161N101           56         1100 SH       Defined  60        1100            0            0
EXETER RES CORP                COM  301835104            8         2640 SH       No disc  61        2640            0            0
EXPEDIA INC DEL                COM  30212P105           44         2900 SH       Sole     51        2900            0            0
EXPEDIA INC DEL                COM  30212P105            2          138 SH       No disc  61         138            0            0
EXPEDITORS INTL WASH INC       COM  302130109           36         1100 SH       Sole     51        1100            0            0
EXPRESS SCRIPTS INC            COM  302182100         4499        65435 SH       Sole     51       65435            0            0
EXTREME NETWORKS INC           COM  30226D106            0          192 SH       No disc  61         192            0            0
EXXON MOBIL CORP               COM  30231G102           82         1175 SH       No disc  10        1175            0            0
EXXON MOBIL CORP               COM  30231G102         1265        18096 SH       Sole     17       18096            0            0
EXXON MOBIL CORP               COM  30231G102          183         2620 SH       Sole     20           0         2620            0
EXXON MOBIL CORP               COM  30231G102           33          474 SH       No disc  50         474            0            0
EXXON MOBIL CORP               COM  30231G102        21123       302151 SH       Sole     51      302151            0            0
EXXON MOBIL CORP               COM  30231G102          705        10088 SH       Defined  60       10088            0            0
EXXON MOBIL CORP               COM  30231G102         4132        59101 SH       No disc  61       59101            0            0
EXXON MOBIL CORP               COM  30231G102           26          375 SH       Shared/  61         375            0            0
EXXON MOBIL CORP               COM  30231G102          965        13806 SH       Sole     99       13806            0            0
FACET BIOTECH CORP             COM  30303Q103            0            8 SH       No disc  61           8            0            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103           10         1500 SH       Sole     12           0            0         1500
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103            0           68 SH       No disc  61          68            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104            0           38 SH       No disc  61          38            0            0
FAMILY DLR STORES INC          COM  307000109          337        11900 SH       Sole     51       11900            0            0
FARO TECHNOLOGIES INC          COM  311642102            1           50 SH       No disc  61          50            0            0
FASTENAL CO                    COM  311900104          528        15900 SH       Sole     51       15900            0            0
FEDERAL HOME LN MTG CORP       COM  313400301           14        22659 SH       No disc  61       22659            0            0
FEDERAL MOGUL CORP             COM  313549404            2          197 SH       Sole     51         197            0            0
FEDERATED INVS INC PA          COM  314211103          130         5400 SH       Sole     51        5400            0            0
FEDEX CORP                     COM  31428X106           13          225 SH       Sole     20           0          225            0
FEDEX CORP                     COM  31428X106           62         1100 SH       Sole     51        1100            0            0
FEDEX CORP                     COM  31428X106           68         1231 SH       No disc  61        1231            0            0
FEDEX CORP                     COM  31428X106            9          170 SH       Sole     99         170            0            0
FEMALE HEALTH CO               COM  314462102           45         9350 SH       No disc  61        9350            0            0
FERRELLGAS PARTNERS L.P.       COM  315293100           16         1000 SH       No disc  61        1000            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106           40         2000 SH       Sole     51        2000            0            0
FIELDPOINT PETROLEUM CORP      COM  316570100            8         4000 SH       No disc  61        4000            0            0
FIFTH THIRD BANCORP            COM  316773100          133        18700 SH       Sole     51       18700            0            0
FIFTH THIRD BANCORP            COM  316773100            2          260 SH       No disc  61         260            0            0
FIRST FINL BANKSHARES          COM  32020R109          242         4800 SH       Sole     51        4800            0            0
FIRST HORIZON NATL CORP        COM  320517105          129        10774 SH       Sole     12           0            0        10774
FIRST HORIZON NATL CORP        COM  320517105          124        10376 SH       Sole     51       10376            0            0
FIRST HORIZON NATL CORP        COM  320517105           21         1731 SH       No disc  61        1731            0            0
FIRST SOLAR INC                COM  336433107          324         2000 SH       Sole     12           0            0         2000
FIRST SOLAR INC                COM  336433107           62          382 SH       No disc  61         382            0            0
FIRSTENERGY CORP               COM  337932107          155         4009 SH       Sole     51        4009            0            0
FISERV INC                     COM  337738108         1220        26700 SH       Sole     51       26700            0            0
FISERV INC                     COM  337738108           23          500 SH       No disc  61         500            0            0
FLOWERS FOODS INC              COM  343498101           37         1702 SH       No disc  61        1702            0            0
FLOWSERVE CORP                 COM  34354P105           77         1100 SH       Sole     51        1100            0            0
FLUOR CORP NEW                 COM  343412102          543        10600 SH       Sole     51       10600            0            0
FLUOR CORP NEW                 COM  343412102           23          450 SH       Defined  60         450            0            0
FLUOR CORP NEW                 COM  343412102           75         1465 SH       No disc  61        1465            0            0
FMC TECHNOLOGIES INC           COM  30249U101          101         2700 SH       Sole     51        2700            0            0
FMC TECHNOLOGIES INC           COM  30249U101            1           14 SH       No disc  61          14            0            0
FOMENTO ECONOMICO MEXICANO S   COM  344419106         2644        82000 SH       Sole     51       82000            0            0
FOOT LOCKER INC                COM  344849104          482        46100 SH       Sole     51       46100            0            0
FOOT LOCKER INC                COM  344849104            2          150 SH       No disc  61         150            0            0
FORBES MEDI-TECH INC NEW       COM  345155105            0          136 SH       No disc  61         136            0            0
FORD MTR CO DEL                COM  345370860          223        36700 SH       Sole     51       36700            0            0
FORD MTR CO DEL                COM  345370860          100        16524 SH       No disc  61       16524            0            0
FORGENT NETWORKS INC           COM  34629U103            0         1000 SH       No disc  61        1000            0            0
FORTRESS INTL GROUP INC        COM  34958D102            2         1600 SH       No disc  61        1600            0            0
FORTRESS INVESTMENT GROUP LL   COM  34958B106            1          340 SH       No disc  61         340            0            0
FORTUNET INC                   COM  34969Q100            0          300 SH       No disc  61         300            0            0
FOUNDATION COAL HLDGS INC      COM  35039W100            2           78 SH       No disc  61          78            0            0
FPL GROUP INC                  COM  302571104         4170        73331 SH       Sole     51       73331            0            0
FPL GROUP INC                  COM  302571104            5           83 SH       No disc  61          83            0            0
FRANKLIN RES INC               COM  354613101          245         3400 SH       Sole     51        3400            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857         7716       153989 SH       Sole     51      153989            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857            4           83 SH       No disc  61          83            0            0
FRONTEER DEV GROUP INC         COM  35903Q106           17         4975 SH       No disc  61        4975            0            0
FRONTIER COMMUNICATIONS CORP   COM  35906A108          285        39800 SH       Sole     51       39800            0            0
FRONTIER OIL CORP              COM  35914P105           11          870 SH       No disc  61         870            0            0
FTI CONSULTING INC             COM  302941109           47          936 SH       No disc  61         936            0            0
FUEL SYS SOLUTIONS INC         COM  35952W103            5          236 SH       No disc  61         236            0            0
FUEL TECH INC                  COM  359523107            0           50 SH       No disc  61          50            0            0
FUELCELL ENERGY INC            COM  35952H106            0           80 SH       Sole     99          80            0            0
FX ENERGY INC                  COM  302695101            8         2200 SH       No disc  61        2200            0            0
GALLAGHER ARTHUR J & CO        COM  363576109         1252        58688 SH       No disc  61       58688            0            0
GAMESTOP CORP NEW              COM  36467W109           29         1300 SH       Sole     51        1300            0            0
GAMESTOP CORP NEW              COM  36467W109            6          283 SH       No disc  61         283            0            0
GAMMON GOLD INC                COM  36467T106            4          530 SH       No disc  61         530            0            0
GANNETT INC                    COM  364730101           65        18177 SH       No disc  10       18177            0            0
GANNETT INC                    COM  364730101            1          272 SH       No disc  61         272            0            0
GANNETT INC                    COM  364730101           65        18177 SH       Shared/  61       18177            0            0
GAP INC DEL                    COM  364760108           33         2000 SH       Sole     51        2000            0            0
GARTNER INC                    COM  366651107           11          750 SH       No disc  61         750            0            0
GASCO ENERGY INC               COM  367220100            0           63 SH       No disc  61          63            0            0
GASTAR EXPL LTD                COM  367299104            3         7000 SH       No disc  61        7000            0            0
GENERAL DYNAMICS CORP          COM  369550108         4344        78441 SH       Sole     51       78441            0            0
GENERAL ELECTRIC CO            COM  369604103          162        13799 SH       No disc  10       13799            0            0
GENERAL ELECTRIC CO            COM  369604103          346        29500 SH       Sole     17       29500            0            0
GENERAL ELECTRIC CO            COM  369604103            7          625 SH       Sole     20           0          625            0
GENERAL ELECTRIC CO            COM  369604103            6          497 SH       No disc  50         497            0            0
GENERAL ELECTRIC CO            COM  369604103        15263      1302355 SH       Sole     51     1302355            0            0
GENERAL ELECTRIC CO            COM  369604103          483        41200 SH       Defined  60       41200            0            0
GENERAL ELECTRIC CO            COM  369604103         2948       251522 SH       No disc  61      251522            0            0
GENERAL ELECTRIC CO            COM  369604103          162        13799 SH       Shared/  61       13799            0            0
GENERAL ELECTRIC CO            COM  369604103          576        49113 SH       Sole     99       49113            0            0
GENERAL MLS INC                COM  370334104         1916        34215 SH       Sole     51       34215            0            0
GENERAL MLS INC                COM  370334104           56         1000 SH       No disc  61        1000            0            0
GENERAL MOLY INC               COM  370373102            3         1221 SH       No disc  61        1221            0            0
GENERAL STEEL HOLDINGS INC     COM  370853103          318        80000 SH       No disc  61       80000            0            0
GENEREX BIOTECHNOLOGY CP DEL   COM  371485103            4         7000 SH       No disc  61        7000            0            0
GENTIVA HEALTH SERVICES INC    COM  37247A102          240        14600 SH       Sole     51       14600            0            0
GENUINE PARTS CO               COM  372460105          543        16200 SH       Sole     51       16200            0            0
GENWORTH FINL INC              COM  37247D106           22         3095 SH       No disc  61        3095            0            0
GENZYME CORP                   COM  372917104          122         2200 SH       Sole     51        2200            0            0
GENZYME CORP                   COM  372917104           14          252 SH       No disc  61         252            0            0
GENZYME CORP                   COM  372917104            7          130 SH       Sole     99         130            0            0
GEOKINETICS INC                COM  372910307           31         2300 SH       Sole     51        2300            0            0
GEORESOURCES INC               COM  372476101            2          212 SH       No disc  61         212            0            0
GILEAD SCIENCES INC            COM  375558103         4720       100767 SH       Sole     51      100767            0            0
GILEAD SCIENCES INC            COM  375558103           38          821 SH       No disc  61         821            0            0
GLATFELTER                     COM  377316104          325        36534 SH       Sole     51       36534            0            0
GLG PARTNERS INC               COM  37929X107            1          330 SH       No disc  61         330            0            0
GLOBAL CASH ACCESS HLDGS INC   COM  378967103          161        20263 SH       Sole     51       20263            0            0
GLOBAL INDS LTD                COM  379336100            4          727 SH       No disc  61         727            0            0
GLU MOBILE INC                 COM  379890106         1681      1345000 SH       No disc  61     1345000            0            0
GMX RES INC                    COM  38011M108            2          150 SH       No disc  61         150            0            0
GOLDCORP INC NEW               COM  380956409           77         2213 SH       No disc  61        2213            0            0
GOLDCORP INC NEW               COM  380956409           93         2670 SH       Sole     99        2670            0            0
GOLDEN STAR RES LTD CDA        COM  38119T104           22        10700 SH       No disc  61       10700            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104        16762       113687 SH       Sole     51      113687            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104        45046       305521 SH       Defined  60      305521            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104         2342        15882 SH       No disc  61       15882            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104            7           48 SH       Sole     99          48            0            0
GOODRICH CORP                  COM  382388106         8185       163800 SH       Sole     51      163800            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101           85         7600 SH       Sole     51        7600            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101            4          320 SH       No disc  61         320            0            0
GOOGLE INC                     COM  38259P508          422         1000 SH       Sole     12           0            0         1000
GOOGLE INC                     COM  38259P508           32           75 SH       No disc  50          75            0            0
GOOGLE INC                     COM  38259P508         6416        15218 SH       Sole     51       15218            0            0
GOOGLE INC                     COM  38259P508          307          727 SH       Defined  60         727            0            0
GOOGLE INC                     COM  38259P508          793         1881 SH       No disc  61        1881            0            0
GOOGLE INC                     COM  38259P508           18           41 SH       Sole     99          41            0            0
GRAINGER W W INC               COM  384802104          639         7800 SH       Sole     51        7800            0            0
GRAN TIERRA ENERGY INC         COM  38500T101          166        48255 SH       No disc  61       48255            0            0
GREAT BASIN GOLD LTD           COM  390124105           15        10868 SH       No disc  61       10868            0            0
GREENHILL & CO INC             COM  395259104            1           14 SH       No disc  61          14            0            0
GRIFFON CORP                   COM  398433102           18         2200 SH       Sole     51        2200            0            0
GROUPE CGI INC                 COM  39945C109          198        22388 SH       Sole     51       22388            0            0
GRUPO AEROPORTUARIO DEL SURE   COM  40051E202         1287        33000 SH       Sole     51       33000            0            0
GSI GROUP INC CDA              COM  36229U102            1         1366 SH       No disc  61        1366            0            0
GT SOLAR INTL INC              COM  3623E0209            1          241 SH       No disc  61         241            0            0
GUANGSHEN RY LTD               COM  40065W107           12          503 SH       No disc  61         503            0            0
GUESS INC                      COM  401617105           10          400 SH       No disc  61         400            0            0
HACKETT GROUP INC              COM  404609109          133        56800 SH       Sole     51       56800            0            0
HACKETT GROUP INC              COM  404609109            7         3000 SH       No disc  61        3000            0            0
HALLIBURTON CO                 COM  406216101          159         7700 SH       Sole     51        7700            0            0
HALLIBURTON CO                 COM  406216101           81         3924 SH       No disc  61        3924            0            0
HANESBRANDS INC                COM  410345102            9          594 SH       No disc  61         594            0            0
HANOVER INS GROUP INC          COM  410867105           11          300 SH       No disc  61         300            0            0
HARLEY DAVIDSON INC            COM  412822108          224        13800 SH       Sole     51       13800            0            0
HARLEY DAVIDSON INC            COM  412822108            2          115 SH       No disc  61         115            0            0
HARMAN INTL INDS INC           COM  413086109          118         6300 SH       Sole     51        6300            0            0
HARMONIC INC                   COM  413160102            1          200 SH       No disc  61         200            0            0
HARRIS INTERACTIVE INC         COM  414549105            2         4888 SH       No disc  61        4888            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106            0           58 SH       No disc  61          58            0            0
HARRY WINSTON DIAMOND CORP     COM  41587B100            2          386 SH       No disc  61         386            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104          343        28900 SH       Sole     51       28900            0            0
HARVEST ENERGY TR              COM  41752X101            5          910 SH       No disc  61         910            0            0
HASBRO INC                     COM  418056107          105         4300 SH       Sole     51        4300            0            0
HATTERAS FINL CORP             COM  41902R103           39         1355 SH       No disc  61        1355            0            0
HAWAIIAN ELEC INDUSTRIES       COM  419870100            4          200 SH       No disc  61         200            0            0
HAWAIIAN HOLDINGS INC          COM  419879101          136        22700 SH       Sole     51       22700            0            0
HAWKINS INC                    COM  420261109           97         4300 SH       Sole     51        4300            0            0
HCP INC                        COM  40414L109          259        12200 SH       Sole     51       12200            0            0
HEADWATERS INC                 COM  42210P102            0          100 SH       No disc  61         100            0            0
HEALTH CARE REIT INC           COM  42217K106            3          100 SH       Sole     51         100            0            0
HEALTHCARE RLTY TR             COM  421946104            5          300 SH       No disc  61         300            0            0
HEIDRICK & STRUGGLES INTL IN   COM  422819102          138         7536 SH       No disc  61        7536            0            0
HEINZ H J CO                   COM  423074103         1182        33092 SH       Sole     51       33092            0            0
HEINZ H J CO                   COM  423074103           67         1884 SH       No disc  61        1884            0            0
HELIOS STRATEGIC INCOME FD I   COM  42328A104            0          363 SH       No disc  61         363            0            0
HELIX ENERGY SOLUTIONS GRP I   COM  42330P107            5          430 SH       No disc  61         430            0            0
HELLENIC TELECOM ORGANIZATN    COM  423325307            1          177 SH       No disc  61         177            0            0
HEMISPHERX BIOPHARMA INC       COM  42366C103            3         1203 SH       No disc  61        1203            0            0
HENRY JACK & ASSOC INC         COM  426281101            1           39 SH       No disc  61          39            0            0
HERCULES OFFSHORE INC          COM  427093109            5         1241 SH       No disc  61        1241            0            0
HERSHEY CO                     COM  427866108          850        23600 SH       Sole     51       23600            0            0
HERSHEY CO                     COM  427866108           34          938 SH       No disc  61         938            0            0
HERTZ GLOBAL HOLDINGS INC      COM  42805T105           14         1800 SH       No disc  61        1800            0            0
HESS CORP                      COM  42809H107           37          700 SH       Sole     51         700            0            0
HESS CORP                      COM  42809H107           95         1774 SH       No disc  61        1774            0            0
HEWITT ASSOCS INC              COM  42822Q100           30         1000 SH       No disc  61        1000            0            0
HEWLETT PACKARD CO             COM  428236103         9372       242497 SH       Sole     51      242497            0            0
HEWLETT PACKARD CO             COM  428236103          116         2990 SH       Defined  60        2990            0            0
HEWLETT PACKARD CO             COM  428236103         2295        59388 SH       No disc  61       59388            0            0
HEWLETT PACKARD CO             COM  428236103           48         1241 SH       Sole     99        1241            0            0
HOKU SCIENTIFIC INC            COM  434712105            2          670 SH       No disc  61         670            0            0
HOLLIS-EDEN PHARMACEUTICALS    COM  435902101            0          300 SH       No disc  61         300            0            0
HOME BANCSHARES INC            COM  436893200           16          848 SH       Sole     51         848            0            0
HOME DEPOT INC                 COM  437076102          562        23800 SH       Sole     51       23800            0            0
HOME DEPOT INC                 COM  437076102           70         2961 SH       No disc  61        2961            0            0
HOME DEPOT INC                 COM  437076102            6          250 SH       Sole     99         250            0            0
HONEYWELL INTL INC             COM  438516106           14          445 SH       Sole     20           0          445            0
HONEYWELL INTL INC             COM  438516106         4619       147097 SH       Sole     51      147097            0            0
HONEYWELL INTL INC             COM  438516106           34         1071 SH       No disc  61        1071            0            0
HOOPER HOLMES INC              COM  439104100            2         4000 SH       No disc  61        4000            0            0
HORACE MANN EDUCATORS CORP N   COM  440327104           96         9600 SH       Sole     51        9600            0            0
HOSPIRA INC                    COM  441060100           50         1285 SH       No disc  61        1285            0            0
HOSPIRA INC                    COM  441060100           25          640 SH       Sole     99         640            0            0
HOST HOTELS & RESORTS INC      COM  44107P104          137        16400 SH       Sole     51       16400            0            0
HOST HOTELS & RESORTS INC      COM  44107P104            3          417 SH       No disc  61         417            0            0
HQ SUSTAINABLE MARITIM IND I   COM  40426A208           17         1871 SH       No disc  61        1871            0            0
HSN INC                        COM  404303109          544        51505 SH       Sole     51       51505            0            0
HSN INC                        COM  404303109            0           27 SH       No disc  61          27            0            0
HUANENG PWR INTL INC           COM  443304100            5          181 SH       No disc  61         181            0            0
HUDSON CITY BANCORP            COM  443683107          560        42100 SH       Sole     51       42100            0            0
HUDSON HIGHLAND GROUP INC      COM  443792106          108        55000 SH       No disc  61       55000            0            0
HUGHES COMMUNICATIONS INC      COM  444398101            0            2 SH       No disc  61           2            0            0
HUGOTON RTY TR TEX             COM  444717102            0            2 SH       No disc  61           2            0            0
HUMAN GENOME SCIENCES INC      COM  444903108            2          897 SH       No disc  61         897            0            0
HUMANA INC                     COM  444859102          245         7600 SH       Sole     51        7600            0            0
HUMANA INC                     COM  444859102            8          238 SH       No disc  61         238            0            0
HUNTINGTON BANCSHARES INC      COM  446150104           36         8500 SH       Sole     51        8500            0            0
HYDROGENICS CORP               COM  448882100            1         1200 SH       No disc  61        1200            0            0
HYPERDYNAMICS CORP             COM  448954107            1         2000 SH       No disc  61        2000            0            0
I2 TECHNOLOGIES INC            COM  465754208            2          129 SH       No disc  61         129            0            0
IAC INTERACTIVECORP            COM  44919P508            1           69 SH       No disc  61          69            0            0
IAMGOLD CORP                   COM  450913108            2          216 SH       No disc  61         216            0            0
ICAHN ENTERPRISES LP           COM  451100101         3930       100206 SH       Sole     51      100206            0            0
ICICI BK LTD                   ADR  45104G104          620        21000 SH       Sole     17       21000            0            0
ICICI BK LTD                   ADR  45104G104         1335        45252 SH       Sole     20           0        45252            0
ICICI BK LTD                   COM  45104G104          502        17000 SH       Sole     51       17000            0            0
ICICI BK LTD                   ADR  45104G104           16          550 SH       Sole     62           0          550            0
IDEX CORP                      COM  45167R104           55         2220 SH       No disc  10        2220            0            0
IDEX CORP                      COM  45167R104           55         2220 SH       Shared/  61        2220            0            0
IDEXX LABS INC                 COM  45168D104            1           12 SH       No disc  61          12            0            0
ILLINOIS TOOL WKS INC          COM  452308109          317         8500 SH       Sole     51        8500            0            0
ILLINOIS TOOL WKS INC          COM  452308109           90         2400 SH       No disc  61        2400            0            0
IMMUNOGEN INC                  COM  45253H101           14         1600 SH       No disc  61        1600            0            0
IMPERIAL INDS INC              COM  452848401            0          115 SH       No disc  61         115            0            0
IMPERIAL OIL LTD               COM  453038408          100         2604 SH       No disc  61        2604            0            0
IMPERIAL OIL LTD               COM  453038408           31          800 SH       Sole     99         800            0            0
IMPERIAL SUGAR CO NEW          COM  453096208           27         2200 SH       Sole     51        2200            0            0
IMS HEALTH INC                 COM  449934108          258        20300 SH       Sole     51       20300            0            0
IMS HEALTH INC                 COM  449934108            2          144 SH       No disc  61         144            0            0
INCYTE CORP                    COM  45337C102            5         1640 SH       No disc  61        1640            0            0
INFOGROUP INC                  COM  45670G108          115        20200 SH       Sole     51       20200            0            0
INFOSPACE INC                  COM  45678T300           12         1839 SH       No disc  61        1839            0            0
INFOSYS TECHNOLOGIES LTD       ADR  456788108          574        15600 SH       Sole     17       15600            0            0
INFOSYS TECHNOLOGIES LTD       ADR  456788108         1122        30484 SH       Sole     20           0        30484            0
INFOSYS TECHNOLOGIES LTD       COM  456788108         2906        79000 SH       Sole     51       79000            0            0
INOVIO BIOMEDICAL CORP         COM  45773H102            0          250 SH       No disc  61         250            0            0
INSTEEL INDUSTRIES INC         COM  45774W108           15         1800 SH       No disc  61        1800            0            0
INTEGRYS ENERGY GROUP INC      COM  45822P105          186         6200 SH       Sole     51        6200            0            0
INTEL CORP                     COM  458140100           16          960 SH       Sole     20           0          960            0
INTEL CORP                     COM  458140100          662        40000 SH       Sole     51       40000            0            0
INTEL CORP                     COM  458140100          498        30082 SH       Defined  60       30082            0            0
INTEL CORP                     COM  458140100          462        27891 SH       No disc  61       27891            0            0
INTEL CORP                     COM  458140100           18         1080 SH       Sole     99        1080            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100         7065        61846 SH       Sole     51       61846            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100          219         1920 SH       No disc  61        1920            0            0
INTERDIGITAL INC               COM  45867G101           34         1400 SH       Defined  60        1400            0            0
INTERFACE INC                  COM  458665106            4          635 SH       Sole     99         635            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101           17          160 SH       Sole     17         160            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101           21          200 SH       Sole     20           0          200            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        15058       144206 SH       Sole     51      144206            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          428         4100 SH       Defined  60        4100            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101         1293        12389 SH       No disc  61       12389            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          188         1800 SH       Sole     99        1800            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101          128         3900 SH       Sole     51        3900            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101            2           75 SH       No disc  61          75            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102           85         5400 SH       Sole     51        5400            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105           22         1500 SH       Sole     12           0            0         1500
INTERNATIONAL RECTIFIER CORP   COM  460254105           67         4520 SH       No disc  61        4520            0            0
INTERNATIONAL SHIPHOLDING CO   COM  460321201          143         5300 SH       Sole     51        5300            0            0
INTERNET CAP GROUP INC         COM  46059C205            0           52 SH       No disc  61          52            0            0
INTERPUBLIC GROUP COS INC      COM  460690100          162        32005 SH       No disc  61       32005            0            0
INTERPUBLIC GROUP COS INC      COM  460690100            3          500 SH       Sole     99         500            0            0
INTERVAL LEISURE GROUP INC     COM  46113M108            4          408 SH       Sole     51         408            0            0
INTERVAL LEISURE GROUP INC     COM  46113M108            0           27 SH       No disc  61          27            0            0
INTL PAPER CO                  COM  460146103           37         2400 SH       Sole     51        2400            0            0
INTL PAPER CO                  COM  460146103            3          200 SH       Sole     99         200            0            0
INTUIT                         COM  461202103          595        21100 SH       Sole     51       21100            0            0
INTUIT                         COM  461202103            2           80 SH       No disc  61          80            0            0
INTUITIVE SURGICAL INC         COM  46120E602           16          100 SH       Sole     51         100            0            0
INTUITIVE SURGICAL INC         COM  46120E602           20          125 SH       Sole     99         125            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106            0            3 SH       No disc  61           3            0            0
INVESCO LTD                    COM  G491BT108          130         7300 SH       Sole     51        7300            0            0
ION GEOPHYSICAL CORP           COM  462044108            6         2304 SH       No disc  61        2304            0            0
IPASS INC                      COM  46261V108            2         1307 SH       No disc  61        1307            0            0
IRON MTN INC                   COM  462846106           70         2400 SH       Sole     51        2400            0            0
IRVINE SENSORS CORP            COM  463664607            0           39 SH       Sole     99          39            0            0
ISHARES COMEX GOLD TR          COM  464285105          496         5438 SH       Sole     17        5438            0            0
ISHARES INC                    COM  464286699          398        30163 SH       Sole     12           0            0        30163
ISHARES INC                    COM  464286749         1948       110000 SH       Sole     12           0            0       110000
ISHARES INC                    COM  464286848           73         7699 SH       Sole     12           0            0         7699
ISHARES INC                    COM  464286871         1545       112464 SH       Sole     12           0            0       112464
ISHARES INC                    COM  464286665          272         8580 SH       Sole     17        8580            0            0
ISHARES INC                    COM  464286673          132        14673 SH       Sole     17       14673            0            0
ISHARES INC                    COM  464286731         1580       156580 SH       Sole     17      156580            0            0
ISHARES INC                    COM  464286772          837        24061 SH       Sole     17       24061            0            0
ISHARES INC                    COM  464286848           71         7550 SH       Sole     17        7550            0            0
ISHARES INC                    COM  464286871         2932       213400 SH       Sole     17      213400            0            0
ISHARES INC                    U    464286608           48         1580 SH       Sole     17        1580            0            0
ISHARES INC                    U    464286699           69         5202 SH       Sole     17        5202            0            0
ISHARES INC                    UNIT 464286665         2459        77634 SH       Sole     20           0        77634            0
ISHARES INC                    UNIT 464286731          775        76890 SH       Sole     20           0        76890            0
ISHARES INC                    UNIT 464286848           26         2735 SH       Sole     20           0         2735            0
ISHARES INC                    UNIT 464286871          207        15100 SH       Sole     20           0        15100            0
ISHARES INC                    COM  464286103           88         5280 SH       Defined  60        5280            0            0
ISHARES INC                    COM  464286509           75         3505 SH       Defined  60        3505            0            0
ISHARES INC                    COM  464286673          101        11220 SH       Defined  60       11220            0            0
ISHARES INC                    COM  464286699           66         5000 SH       Defined  60        5000            0            0
ISHARES INC                    COM  464286830           72         8070 SH       Defined  60        8070            0            0
ISHARES INC                    COM  464286848          339        35879 SH       Defined  60       35879            0            0
ISHARES INC                    COM  464286871           92         6730 SH       Defined  60        6730            0            0
ISHARES INC                    COM  464286848           54         5750 SH       No disc  61        5750            0            0
ISHARES INC                    UNIT 464286731            5          505 SH       Sole     62           0          505            0
ISHARES INC                    FUND 464286509          339        15805 SH       Sole     99       15805            0            0
ISHARES INC                    FUND 464286848            7          760 SH       Sole     99         760            0            0
ISHARES TR                     COM  464287200         5686        61565 SH       Sole     12           0            0        61565
ISHARES TR                     COM  464287101         8608       200056 SH       Sole     17      200056            0            0
ISHARES TR                     COM  464287176         6234        61338 SH       Sole     17       61338            0            0
ISHARES TR                     COM  464287184          464        12100 SH       Sole     17       12100            0            0
ISHARES TR                     COM  464287200        10238       110860 SH       Sole     17      110860            0            0
ISHARES TR                     COM  464287234         2563        79529 SH       Sole     17       79529            0            0
ISHARES TR                     COM  464287390         2058        59241 SH       Sole     17       59241            0            0
ISHARES TR                     COM  464287457          636         7600 SH       Sole     17        7600            0            0
ISHARES TR                     COM  464287549         3028        71792 SH       Sole     17       71792            0            0
ISHARES TR                     COM  464287630          242         5200 SH       Sole     17        5200            0            0
ISHARES TR                     COM  464287655           84         1647 SH       Sole     17        1647            0            0
ISHARES TR                     COM  464287861           29          910 SH       Sole     17         910            0            0
ISHARES TR                     COM  464288182         3501        79959 SH       Sole     17       79959            0            0
ISHARES TR                     COM  464288281           23          241 SH       Sole     17         241            0            0
ISHARES TR                     COM  464288513           32          400 SH       Sole     17         400            0            0
ISHARES TR                     COM  464288646           22          216 SH       Sole     17         216            0            0
ISHARES TR                     COM  464288661         1664        15020 SH       Sole     17       15020            0            0
ISHARES TR                     U    464287242         1259        12550 SH       Sole     17       12550            0            0
ISHARES TR                     U    464287432          278         2940 SH       Sole     17        2940            0            0
ISHARES TR                     UNIT 464287101          749        17407 SH       Sole     20           0        17407            0
ISHARES TR                     UNIT 464287176          274         2700 SH       Sole     20           0         2700            0
ISHARES TR                     UNIT 464287184           13          329 SH       Sole     20           0          329            0
ISHARES TR                     UNIT 464287200        25664       277894 SH       Sole     20           0       277894            0
ISHARES TR                     UNIT 464287234          497        15425 SH       Sole     20           0        15425            0
ISHARES TR                     UNIT 464287390          130         3750 SH       Sole     20           0         3750            0
ISHARES TR                     UNIT 464287549          465        11030 SH       Sole     20           0        11030            0
ISHARES TR                     UNIT 464287713           20         1150 SH       Sole     20           0         1150            0
ISHARES TR                     UNIT 464287796          587        20499 SH       Sole     20           0        20499            0
ISHARES TR                     UNIT 464288182         1046        23889 SH       Sole     20           0        23889            0
ISHARES TR                     UNIT 464288372           17          580 SH       Sole     20           0          580            0
ISHARES TR                     COM  464287200         2996        32447 SH       Defined  60       32447            0            0
ISHARES TR                     FUND 464287200           15          160 SH       Sole     99         160            0            0
ISIS PHARMACEUTICALS INC       COM  464330109         1973       119600 SH       Defined  60      119600            0            0
ISIS PHARMACEUTICALS INC       COM  464330109           11          655 SH       No disc  61         655            0            0
ISOLAGEN INC                   COM  46488N103            1        52924 SH       No disc  61       52924            0            0
ITAU UNIBANCO BANCO MULTIPL    COM  465562106           23         1437 SH       No disc  61        1437            0            0
ITRON INC                      COM  465741106            2           38 SH       No disc  61          38            0            0
ITT CORP NEW                   COM  450911102          330         7400 SH       Sole     51        7400            0            0
ITT CORP NEW                   COM  450911102          133         2978 SH       No disc  61        2978            0            0
IVANHOE ENERGY INC             COM  465790103           69        44638 SH       No disc  61       44638            0            0
IVANHOE MINES LTD              COM  46579N103           82        14665 SH       No disc  61       14665            0            0
IVANHOE MINES LTD              COM  46579N103           35         6300 SH       Sole     99        6300            0            0
IXYS CORP                      COM  46600W106           15         1500 SH       Sole     12           0            0         1500
JABIL CIRCUIT INC              COM  466313103          164        22200 SH       Sole     51       22200            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107          172         4100 SH       Sole     51        4100            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107          296         7025 SH       No disc  61        7025            0            0
JAMES RIVER COAL CO            COM  470355207            4          250 SH       No disc  61         250            0            0
JARDEN CORP                    COM  471109108           11          600 SH       Defined  60         600            0            0
JAZZ PHARMACEUTICALS INC       COM  472147107           24         6588 SH       No disc  61        6588            0            0
JDS UNIPHASE CORP              COM  46612J507            0           50 SH       Sole     12           0            0           50
JDS UNIPHASE CORP              COM  46612J507          120        21000 SH       Sole     51       21000            0            0
JDS UNIPHASE CORP              COM  46612J507           10         1783 SH       No disc  61        1783            0            0
JOES JEANS INC                 COM  47777N101            0          200 SH       No disc  61         200            0            0
JOHNSON & JOHNSON              COM  478160104            8          141 SH       No disc  10         141            0            0
JOHNSON & JOHNSON              COM  478160104        13513       237917 SH       Sole     51      237917            0            0
JOHNSON & JOHNSON              COM  478160104         2226        39200 SH       Defined  60       39200            0            0
JOHNSON & JOHNSON              COM  478160104          800        14086 SH       No disc  61       14086            0            0
JOHNSON & JOHNSON              COM  478160104          108         1890 SH       Sole     99        1890            0            0
JOHNSON CTLS INC               COM  478366107           64         2927 SH       Sole     51        2927            0            0
JOY GLOBAL INC                 COM  481165108           27          750 SH       Defined  60         750            0            0
JPMORGAN CHASE & CO            COM  46625H100           19          565 SH       Sole     20           0          565            0
JPMORGAN CHASE & CO            COM  46625H100        13633       399689 SH       Sole     51      399689            0            0
JPMORGAN CHASE & CO            COM  46625H100          896        26248 SH       No disc  61       26248            0            0
JPMORGAN CHASE & CO            COM  46625H100          197         5780 SH       Sole     99        5780            0            0
JUNIPER NETWORKS INC           COM  48203R104          167         7100 SH       Sole     51        7100            0            0
JUNIPER NETWORKS INC           COM  48203R104          144         6064 SH       No disc  61        6064            0            0
KB HOME                        COM  48666K109           62         4600 SH       Sole     51        4600            0            0
KEEGAN RES INC                 COM  487275109           28        10100 SH       No disc  61       10100            0            0
KELLOGG CO                     COM  487836108         1331        28578 SH       Sole     51       28578            0            0
KELLOGG CO                     COM  487836108          173         3712 SH       No disc  61        3712            0            0
KEYCORP NEW                    COM  493267108           42         8000 SH       Sole     51        8000            0            0
KEYCORP NEW                    COM  493267108           10         1872 SH       No disc  61        1872            0            0
KEYNOTE SYS INC                COM  493308100            0           47 SH       No disc  61          47            0            0
KHD HUMBOLDT WEDAG INTL LTD    COM  482462108            5          600 SH       Sole     99         600            0            0
KIMBERLY CLARK CORP            COM  494368103          640        12200 SH       Sole     51       12200            0            0
KIMBERLY CLARK CORP            COM  494368103          254         4854 SH       No disc  61        4854            0            0
KING PHARMACEUTICALS INC       COM  495582108          197        20500 SH       Sole     51       20500            0            0
KINROSS GOLD CORP              COM  496902404           55         3024 SH       No disc  61        3024            0            0
KINROSS GOLD CORP              COM  496902404           50         2750 SH       Sole     99        2750            0            0
KIRKLANDS INC                  COM  497498105           52         4300 SH       Sole     51        4300            0            0
KLA-TENCOR CORP                COM  482480100           43         1700 SH       Sole     51        1700            0            0
KLA-TENCOR CORP                COM  482480100           13          500 SH       No disc  61         500            0            0
KNOT INC                       COM  499184109            2          300 SH       No disc  61         300            0            0
KOHLS CORP                     COM  500255104          834        19499 SH       Sole     51       19499            0            0
KOHLS CORP                     COM  500255104           72         1680 SH       Defined  60        1680            0            0
KRAFT FOODS INC                COM  50075N104           17          671 SH       No disc  10         671            0            0
KRAFT FOODS INC                COM  50075N104         1594        62900 SH       Sole     51       62900            0            0
KRAFT FOODS INC                COM  50075N104           35         1384 SH       Defined  60        1384            0            0
KRAFT FOODS INC                COM  50075N104          120         4760 SH       No disc  61        4760            0            0
KRAFT FOODS INC                COM  50075N104           17          671 SH       Shared/  61         671            0            0
KRAFT FOODS INC                COM  50075N104           47         1833 SH       Sole     99        1833            0            0
KROGER CO                      COM  501044101         1580        71660 SH       Sole     51       71660            0            0
KROGER CO                      COM  501044101           74         3345 SH       Defined  60        3345            0            0
KROGER CO                      COM  501044101           29         1338 SH       No disc  61        1338            0            0
KSW INC                        COM  48268R106            1          367 SH       No disc  61         367            0            0
KT CORP                        COM  48268K101          113         7899 SH       Sole     51        7899            0            0
KULICKE & SOFFA INDS INC       COM  501242101            0          100 SH       No disc  61         100            0            0
L-1 IDENTITY SOLUTIONS INC     COM  50212A106            8         1016 SH       No disc  61        1016            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104          375         5400 SH       Sole     51        5400            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104          227         3268 SH       Defined  60        3268            0            0
LA JOLLA PHARMACEUTICAL CO     COM  503459307            0          235 SH       Sole     99         235            0            0
LABOPHARM INC                  COM  504905100            1          371 SH       No disc  61         371            0            0
LABRANCHE & CO INC             COM  505447102         1995       463940 SH       Sole     51      463940            0            0
LADENBURG THALMAN FIN SVCS I   COM  50575Q102            0            1 SH       Sole     99           1            0            0
LAM RESEARCH CORP              COM  512807108           31         1200 SH       No disc  61        1200            0            0
LAS VEGAS SANDS CORP           COM  517834107           10         1250 SH       Defined  60        1250            0            0
LAS VEGAS SANDS CORP           COM  517834107           72         9166 SH       No disc  61        9166            0            0
LAUDER ESTEE COS INC           COM  518439104          200         6100 SH       Sole     51        6100            0            0
LAYNE CHRISTENSEN CO           COM  521050104            2           98 SH       Sole     51          98            0            0
LEAR CORP                      COM  521865105            0          350 SH       No disc  61         350            0            0
LEGG MASON INC                 COM  524901105          132         5400 SH       Sole     51        5400            0            0
LEGG MASON INC                 COM  524901105           21          880 SH       No disc  61         880            0            0
LEGGETT & PLATT INC            COM  524660107          279        18300 SH       Sole     51       18300            0            0
LENDER PROCESSING SVCS INC     COM  52602E102            2           76 SH       No disc  61          76            0            0
LENNAR CORP                    COM  526057104          182        18800 SH       Sole     51       18800            0            0
LEUCADIA NATL CORP             COM  527288104          234        11100 SH       Sole     51       11100            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100           65        43365 SH       No disc  61       43365            0            0
LEXMARK INTL NEW               COM  529771107           51         3200 SH       Sole     51        3200            0            0
LEXMARK INTL NEW               COM  529771107            4          230 SH       No disc  61         230            0            0
LG DISPLAY CO LTD              COM  50186V102         1043        83535 SH       Sole     51       83535            0            0
LIBERTY GLOBAL INC             COM  530555101            0            5 SH       No disc  61           5            0            0
LIBERTY GLOBAL INC             COM  530555309            0            5 SH       No disc  61           5            0            0
LIBERTY MEDIA CORP NEW         COM  53071M104            0           29 SH       No disc  61          29            0            0
LIBERTY MEDIA CORP NEW         COM  53071M302           28         2055 SH       No disc  61        2055            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500            1           20 SH       No disc  61          20            0            0
LIFE TECHNOLOGIES CORP         COM  53217V109            2           44 SH       No disc  61          44            0            0
LIFEPOINT HOSPITALS INC        COM  53219L109            0            7 SH       No disc  61           7            0            0
LIGAND PHARMACEUTICALS INC     COM  53220K207            2          600 SH       No disc  61         600            0            0
LILLY ELI & CO                 COM  532457108           69         2000 SH       Sole     51        2000            0            0
LILLY ELI & CO                 COM  532457108          190         5507 SH       Defined  60        5507            0            0
LILLY ELI & CO                 COM  532457108           93         2691 SH       No disc  61        2691            0            0
LILLY ELI & CO                 COM  532457108          148         4270 SH       Sole     99        4270            0            0
LIMITED BRANDS INC             COM  532716107          329        27500 SH       Sole     51       27500            0            0
LINCOLN NATL CORP IND          COM  534187109          347        20200 SH       Sole     51       20200            0            0
LINDSAY CORP                   COM  535555106            2           67 SH       No disc  61          67            0            0
LINEAR TECHNOLOGY CORP         COM  535678106          524        22400 SH       Sole     51       22400            0            0
LINN ENERGY LLC                COM  536020100           20         1000 SH       No disc  61        1000            0            0
LOCKHEED MARTIN CORP           COM  539830109           20          250 SH       Sole     20           0          250            0
LOCKHEED MARTIN CORP           COM  539830109         1062        13176 SH       Sole     51       13176            0            0
LOCKHEED MARTIN CORP           COM  539830109           20          250 SH       No disc  61         250            0            0
LOCKHEED MARTIN CORP           COM  539830109           10          120 SH       Sole     99         120            0            0
LOEWS CORP                     COM  540424108         1165        42515 SH       Sole     51       42515            0            0
LOEWS CORP                     COM  540424108            6          210 SH       No disc  61         210            0            0
LOOKSMART LTD                  COM  543442503            0           20 SH       No disc  61          20            0            0
LORILLARD INC                  COM  544147101           48          700 SH       Sole     51         700            0            0
LOWES COS INC                  COM  548661107         6168       317825 SH       Sole     51      317825            0            0
LOWES COS INC                  COM  548661107          181         9347 SH       Defined  60        9347            0            0
LSI CORPORATION                COM  502161102            5         1160 SH       No disc  61        1160            0            0
LSI INDS INC                   COM  50216C108            2          400 SH       No disc  61         400            0            0
M & F WORLDWIDE CORP           COM  552541104            0           16 SH       No disc  61          16            0            0
M & T BK CORP                  COM  55261F104          300         5900 SH       Sole     51        5900            0            0
M D C HLDGS INC                COM  552676108            2           80 SH       No disc  61          80            0            0
MACROVISION SOLUTIONS CORP     COM  55611C108            5          210 SH       No disc  61         210            0            0
MACYS INC                      COM  55616P104           30         2500 SH       Sole     51        2500            0            0
MACYS INC                      COM  55616P104           15         1312 SH       No disc  61        1312            0            0
MAGIC SOFTWARE ENTERPRISES L   COM  559166103            4         2851 SH       No disc  61        2851            0            0
MAGNA INTL INC                 COM  559222401            3           80 SH       No disc  61          80            0            0
MAHANAGAR TEL NIGAM LTD        COM  559778402          131        30100 SH       Sole     51       30100            0            0
MANHATTAN ASSOCS INC           COM  562750109            4          200 SH       Sole     51         200            0            0
MANITOWOC INC                  COM  563571108           36         6700 SH       Sole     51        6700            0            0
MANITOWOC INC                  COM  563571108            2          400 SH       No disc  61         400            0            0
MANNKIND CORP                  COM  56400P201           18         2200 SH       No disc  61        2200            0            0
MANPOWER INC                   COM  56418H100           40          941 SH       No disc  61         941            0            0
MANPOWER INC                   COM  56418H100           22          520 SH       Sole     99         520            0            0
MANULIFE FINL CORP             COM  56501R106          183        10550 SH       Defined  60       10550            0            0
MARATHON OIL CORP              COM  565849106          260         8618 SH       Sole     51        8618            0            0
MARATHON OIL CORP              COM  565849106          149         4950 SH       Defined  60        4950            0            0
MARATHON OIL CORP              COM  565849106          184         6121 SH       No disc  61        6121            0            0
MARINER ENERGY INC             COM  56845T305           35         3000 SH       No disc  61        3000            0            0
MARKEL CORP                    COM  570535104           79          280 SH       No disc  61         280            0            0
MARKET VECTORS ETF TR          COM  57060U605          929        26977 SH       Sole     17       26977            0            0
MARKET VECTORS ETF TR          UNIT 57060U308         1739        41266 SH       Sole     20           0        41266            0
MARKET VECTORS ETF TR          UNIT 57060U407          657        27000 SH       Sole     20           0        27000            0
MARKWEST ENERGY PARTNERS L P   COM  570759100           16          900 SH       No disc  61         900            0            0
MARRIOTT INTL INC NEW          COM  571903202           35         1601 SH       Sole     51        1601            0            0
MARRIOTT INTL INC NEW          COM  571903202          134         6070 SH       Defined  60        6070            0            0
MARRIOTT INTL INC NEW          COM  571903202           22         1000 SH       No disc  61        1000            0            0
MARSH & MCLENNAN COS INC       COM  571748102          103         5134 SH       No disc  10        5134            0            0
MARSH & MCLENNAN COS INC       COM  571748102          612        30400 SH       Sole     51       30400            0            0
MARSH & MCLENNAN COS INC       COM  571748102         1660        82442 SH       No disc  61       82442            0            0
MARSH & MCLENNAN COS INC       COM  571748102           98         4870 SH       Shared/  61        4870            0            0
MARSH & MCLENNAN COS INC       COM  571748102          503        25011 SH       Sole     99       25011            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103           53        11100 SH       Sole     51       11100            0            0
MARVEL ENTERTAINMENT INC       COM  57383T103           17          487 SH       No disc  61         487            0            0
MASCO CORP                     COM  574599106           85         8900 SH       Sole     51        8900            0            0
MASSEY ENERGY CORP             COM  576206106          207        10600 SH       Sole     51       10600            0            0
MASTERCARD INC                 COM  57636Q104         4047        24185 SH       Sole     51       24185            0            0
MASTERCARD INC                 COM  57636Q104           40          240 SH       No disc  61         240            0            0
MATRIXX INITIATIVES INC        COM  57685L105           48         8700 SH       Sole     51        8700            0            0
MBIA INC                       COM  55262C100           95        21900 SH       Sole     51       21900            0            0
MCAFEE INC                     COM  579064106          119         2800 SH       Sole     51        2800            0            0
MCCORMICK & CO INC             COM  579780206         7713       237100 SH       Sole     51      237100            0            0
MCDERMOTT INTL INC             COM  580037109           57         2815 SH       No disc  61        2815            0            0
MCDONALDS CORP                 COM  580135101          118         2050 SH       No disc  10        2050            0            0
MCDONALDS CORP                 COM  580135101          569         9900 SH       Sole     20           0         9900            0
MCDONALDS CORP                 COM  580135101         9247       160856 SH       Sole     51      160856            0            0
MCDONALDS CORP                 COM  580135101          230         4000 SH       Defined  60        4000            0            0
MCDONALDS CORP                 COM  580135101          199         3457 SH       No disc  61        3457            0            0
MCDONALDS CORP                 COM  580135101          118         2050 SH       Shared/  61        2050            0            0
MCDONALDS CORP                 COM  580135101            5           85 SH       Sole     99          85            0            0
MCGRAW HILL COS INC            COM  580645109          331        11000 SH       Sole     51       11000            0            0
MCKESSON CORP                  COM  58155Q103           15          340 SH       No disc  61         340            0            0
MEADWESTVACO CORP              COM  583334107          437        26600 SH       Sole     51       26600            0            0
MECHEL OAO                     COM  583840103          228        27253 SH       Sole     51       27253            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          853        18704 SH       Sole     51       18704            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102           24          530 SH       No disc  61         530            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          511        11202 SH       Sole     99       11202            0            0
MEDIALINK WORLDWIDE INC        COM  58445P105            0          500 SH       No disc  61         500            0            0
MEDTRONIC INC                  COM  585055106           91         2600 SH       Sole     51        2600            0            0
MEDTRONIC INC                  COM  585055106          249         7130 SH       Defined  60        7130            0            0
MEMC ELECTR MATLS INC          COM  552715104          134         7500 SH       Sole     51        7500            0            0
MERCK & CO INC                 COM  589331107           24          860 SH       No disc  10         860            0            0
MERCK & CO INC                 COM  589331107           19          672 SH       Sole     10         672            0            0
MERCK & CO INC                 COM  589331107           14          485 SH       Sole     20           0          485            0
MERCK & CO INC                 COM  589331107         1546        55275 SH       Sole     51       55275            0            0
MERCK & CO INC                 COM  589331107          196         7000 SH       Defined  60        7000            0            0
MERCK & CO INC                 COM  589331107          313        11209 SH       No disc  61       11209            0            0
MERCK & CO INC                 COM  589331107           43         1532 SH       Shared/  61        1532            0            0
MERCK & CO INC                 COM  589331107         1417        50695 SH       Sole     99       50695            0            0
MERCURY COMPUTER SYS           COM  589378108            3          339 SH       No disc  61         339            0            0
MEREDITH CORP                  COM  589433101           31         1200 SH       Sole     51        1200            0            0
MERIDIAN RESOURCE CORP         COM  58977Q109            1         1550 SH       No disc  61        1550            0            0
METABOLIX INC                  COM  591018809            7          795 SH       No disc  61         795            0            0
METLIFE INC                    COM  59156R108          443        14772 SH       Sole     51       14772            0            0
METLIFE INC                    COM  59156R108           33         1100 SH       Defined  60        1100            0            0
MGIC INVT CORP WIS             COM  552848103           80        18200 SH       Sole     51       18200            0            0
MGM MIRAGE                     COM  552953101            5          712 SH       No disc  61         712            0            0
MGT CAPITAL INVTS INC          COM  55302P103            0          932 SH       No disc  61         932            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104           90         4000 SH       Sole     51        4000            0            0
MICRON TECHNOLOGY INC          COM  595112103          186        36700 SH       Sole     51       36700            0            0
MICRON TECHNOLOGY INC          COM  595112103            8         1547 SH       No disc  61        1547            0            0
MICROSOFT CORP                 COM  594918104            7          289 SH       No disc  10         289            0            0
MICROSOFT CORP                 COM  594918104           22          930 SH       Sole     17         930            0            0
MICROSOFT CORP                 COM  594918104         9158       385262 SH       Sole     51      385262            0            0
MICROSOFT CORP                 COM  594918104         1895        79764 SH       Defined  60       79764            0            0
MICROSOFT CORP                 COM  594918104         1106        46557 SH       No disc  61       46557            0            0
MICROSOFT CORP                 COM  594918104          140         5840 SH       Sole     99        5840            0            0
MICROSTRATEGY INC              COM  594972408            1           22 SH       No disc  61          22            0            0
MICROVISION INC DEL            COM  594960106            5         1500 SH       No disc  61        1500            0            0
MIDDLESEX WATER CO             COM  596680108            3          200 SH       No disc  61         200            0            0
MINDSPEED TECHNOLOGIES INC     COM  602682205            0           30 SH       No disc  61          30            0            0
MINEFINDERS LTD                COM  602900102           41         5930 SH       No disc  61        5930            0            0
MINES MGMT INC                 COM  603432105            3         2320 SH       No disc  61        2320            0            0
MIRANT CORP NEW                COM  60467R100          873        55437 SH       Sole     51       55437            0            0
MIRANT CORP NEW                COM  60467R100            0            4 SH       No disc  61           4            0            0
MOBILE TELESYSTEMS OJSC        COM  607409109          137         3700 SH       Sole     51        3700            0            0
MODUSLINK GLOBAL SOLUTIONS I   COM  60786L107            1          200 SH       Sole     12           0            0          200
MOLEX INC                      COM  608554101          172        11000 SH       Sole     51       11000            0            0
MOLEX INC                      COM  608554101            2          150 SH       No disc  61         150            0            0
MOLEX INC                      COM  608554200            2          150 SH       No disc  61         150            0            0
MONOGRAM BIOSCIENCES INC       COM  60975U207            5         1166 SH       No disc  61        1166            0            0
MONSANTO CO NEW                COM  61166W101           14          184 SH       Sole     20           0          184            0
MONSANTO CO NEW                COM  61166W101         6050        81378 SH       Sole     51       81378            0            0
MONSANTO CO NEW                COM  61166W101          566         7609 SH       No disc  61        7609            0            0
MONSANTO CO NEW                COM  61166W101           22          300 SH       Sole     99         300            0            0
MONSTER WORLDWIDE INC          COM  611742107           83         7000 SH       Defined  60        7000            0            0
MONSTER WORLDWIDE INC          COM  611742107          128        10805 SH       No disc  61       10805            0            0
MOODYS CORP                    COM  615369105          346        13100 SH       Sole     51       13100            0            0
MOODYS CORP                    COM  615369105            3          114 SH       No disc  61         114            0            0
MOOG INC                       COM  615394202          359        13895 SH       No disc  10       13895            0            0
MOOG INC                       COM  615394202          351        13588 SH       Shared/  61       13588            0            0
MORGAN STANLEY                 COM  617446448          502        17600 SH       Sole     51       17600            0            0
MORGAN STANLEY                 COM  617446448          496        17411 SH       Defined  60       17411            0            0
MORGAN STANLEY                 COM  617446448         1900        66661 SH       No disc  61       66661            0            0
MORGAN STANLEY INDIA INVS FD   COM  61745C105           11          500 SH       Sole     17         500            0            0
MORGAN STANLEY INDIA INVS FD   FUND 61745C105           38         1774 SH       Sole     20           0         1774            0
MORGAN STANLEY INDIA INVS FD   COM  61745C105           43         2037 SH       No disc  61        2037            0            0
MOSAIC CO                      COM  61945A107          101         2270 SH       Defined  60        2270            0            0
MOTOROLA INC                   COM  620076109          207        31300 SH       Sole     51       31300            0            0
MOTOROLA INC                   COM  620076109           46         7000 SH       Defined  60        7000            0            0
MOTOROLA INC                   COM  620076109           13         2002 SH       No disc  61        2002            0            0
MOTOROLA INC                   COM  620076109            1          225 SH       Sole     99         225            0            0
MOUNTAIN PROV DIAMONDS INC     COM  62426E402            2         1146 SH       Sole     99        1146            0            0
MRV COMMUNICATIONS INC         COM  553477100            0          500 SH       No disc  61         500            0            0
MSCI INC                       COM  55354G100         2761       112947 SH       Sole     51      112947            0            0
MSCI INC                       COM  55354G100           49         2000 SH       No disc  61        2000            0            0
MUELLER WTR PRODS INC          COM  624758108            3          845 SH       No disc  61         845            0            0
MYLAN INC                      COM  628530107          583        44700 SH       Sole     51       44700            0            0
MYLAN INC                      COM  628530107            7          510 SH       No disc  61         510            0            0
NABORS INDUSTRIES LTD          COM  G6359F103          103         6600 SH       Sole     51        6600            0            0
NAM TAI ELECTRS INC            COM  629865205           86        20140 SH       Sole     51       20140            0            0
NASDAQ OMX GROUP INC           COM  631103108         5533       259693 SH       Sole     51      259693            0            0
NASDAQ OMX GROUP INC           COM  631103108            3          155 SH       No disc  61         155            0            0
NATIONAL OILWELL VARCO INC     COM  637071101          519        15899 SH       Sole     51       15899            0            0
NATIONAL OILWELL VARCO INC     COM  637071101           42         1300 SH       Defined  60        1300            0            0
NATIONAL OILWELL VARCO INC     COM  637071101           18          540 SH       No disc  61         540            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103          231        18400 SH       Sole     51       18400            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103           11          890 SH       No disc  61         890            0            0
NAVISTAR INTL CORP NEW         COM  63934E108          261         5992 SH       Sole     51        5992            0            0
NBT BANCORP INC                COM  628778102          152         7000 SH       Sole     51        7000            0            0
NCR CORP NEW                   COM  62886E108            1           98 SH       No disc  61          98            0            0
NEENAH PAPER INC               COM  640079109            1           73 SH       No disc  61          73            0            0
NEKTAR THERAPEUTICS            COM  640268108            8         1189 SH       No disc  61        1189            0            0
NESS TECHNOLOGIES INC          COM  64104X108           48        12300 SH       Sole     51       12300            0            0
NETAPP INC                     COM  64110D104           56         2800 SH       Sole     51        2800            0            0
NETFLIX INC                    COM  64110L106           68         1650 SH       Defined  60        1650            0            0
NETSCOUT SYS INC               COM  64115T104            1          100 SH       No disc  61         100            0            0
NETSOL TECHNOLOGIES INC        COM  64115A204           13        20666 SH       No disc  61       20666            0            0
NEVSUN RES LTD                 COM  64156L101            4         3645 SH       No disc  61        3645            0            0
NEW GOLD INC CDA               COM  644535106           36        13510 SH       No disc  61       13510            0            0
NEW ORIENTAL ED & TECH GRP I   COM  647581107           29          429 SH       No disc  61         429            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103           11          995 SH       No disc  61         995            0            0
NEWELL RUBBERMAID INC          COM  651229106           67         6400 SH       Sole     51        6400            0            0
NEWMONT MINING CORP            COM  651639106           82         2000 SH       Defined  60        2000            0            0
NEWMONT MINING CORP            COM  651639106         1243        30406 SH       No disc  61       30406            0            0
NEWS CORP                      COM  65248E104         2720       298600 SH       Sole     51      298600            0            0
NEWS CORP                      COM  65248E104          606        66472 SH       No disc  61       66472            0            0
NEWS CORP                      COM  65248E203           13         1201 SH       No disc  61        1201            0            0
NEWS CORP                      COM  65248E104            6          701 SH       Sole     99         701            0            0
NEXEN INC                      COM  65334H102           82         3800 SH       Defined  60        3800            0            0
NEXEN INC                      COM  65334H102           22         1000 SH       No disc  61        1000            0            0
NICOR INC                      COM  654086107          176         5100 SH       Sole     51        5100            0            0
NICOR INC                      COM  654086107            1           24 SH       No disc  61          24            0            0
NIKE INC                       COM  654106103           20          393 SH       Sole     20           0          393            0
NIKE INC                       COM  654106103          101         1936 SH       Sole     51        1936            0            0
NIKE INC                       COM  654106103            9          168 SH       No disc  61         168            0            0
NMT MED INC                    COM  629294109           26        12000 SH       Sole     99       12000            0            0
NN INC                         COM  629337106           13         7600 SH       Sole     51        7600            0            0
NOBLE ENERGY INC               COM  655044105           71         1200 SH       Sole     51        1200            0            0
NOBLE ENERGY INC               COM  655044105            2           38 SH       No disc  61          38            0            0
NORDSTROM INC                  COM  655664100           46         2300 SH       Sole     51        2300            0            0
NORFOLK SOUTHERN CORP          COM  655844108         4486       119107 SH       Sole     51      119107            0            0
NORTH AMERN ENERGY PARTNERS    COM  656844107           34         5632 SH       Sole     51        5632            0            0
NORTH AMERN GALVANZNG & CTNG   COM  65686Y109           10         1642 SH       Sole     51        1642            0            0
NORTH AMERN PALLADIUM LTD      COM  656912102            6         2400 SH       No disc  61        2400            0            0
NORTHEAST UTILS                COM  664397106            0            5 SH       No disc  10           5            0            0
NORTHEAST UTILS                COM  664397106          314        14100 SH       Sole     51       14100            0            0
NORTHERN DYNASTY MINERALS LT   COM  66510M204          115        16317 SH       No disc  61       16317            0            0
NORTHERN TR CORP               COM  665859104         2420        45084 SH       Sole     51       45084            0            0
NORTHERN TR CORP               COM  665859104          119         2208 SH       Defined  60        2208            0            0
NORTHERN TR CORP               COM  665859104           95         1765 SH       No disc  61        1765            0            0
NORTHGATE MINERALS CORP        COM  666416102          112        52300 SH       Sole     51       52300            0            0
NORTHGATE MINERALS CORP        COM  666416102           11         5392 SH       No disc  61        5392            0            0
NORTHGATE MINERALS CORP        COM  666416102          214       100000 SH       Sole     99      100000            0            0
NORTHROP GRUMMAN CORP          COM  666807102            1           12 SH       No disc  61          12            0            0
NORTHSTAR RLTY FIN CORP        COM  66704R100           28         9900 SH       No disc  61        9900            0            0
NOVA CHEMICALS CORP            COM  66977W109            0           22 SH       No disc  61          22            0            0
NOVAGOLD RES INC               COM  66987E206           14         3199 SH       Defined  60        3199            0            0
NOVAGOLD RES INC               COM  66987E206            1          145 SH       No disc  61         145            0            0
NOVELL INC                     COM  670006105           19         4213 SH       No disc  61        4213            0            0
NOVELL INC                     COM  670006105            6         1255 SH       Sole     99        1255            0            0
NOVELLUS SYS INC               COM  670008101           93         5600 SH       Sole     51        5600            0            0
NOVELLUS SYS INC               COM  670008101           15          900 SH       No disc  61         900            0            0
NPS PHARMACEUTICALS INC        COM  62936P103            5         1100 SH       No disc  61        1100            0            0
NRG ENERGY INC                 COM  629377508          817        31421 SH       Sole     51       31421            0            0
NU SKIN ENTERPRISES INC        COM  67018T105           33         2150 SH       No disc  61        2150            0            0
NUANCE COMMUNICATIONS INC      COM  67020Y100           66         5489 SH       No disc  61        5489            0            0
NUCOR CORP                     COM  670346105           45         1000 SH       Sole     51        1000            0            0
NUCOR CORP                     COM  670346105          147         3315 SH       Defined  60        3315            0            0
NUVASIVE INC                   COM  670704105           45         1000 SH       Defined  60        1000            0            0
NVIDIA CORP                    COM  67066G104          322        28600 SH       Sole     51       28600            0            0
NVIDIA CORP                    COM  67066G104           35         3120 SH       No disc  61        3120            0            0
NYFIX INC                      COM  670712108          152       183005 SH       No disc  61      183005            0            0
NYSE EURONEXT                  COM  629491101         6747       247589 SH       Sole     51      247589            0            0
NYSE EURONEXT                  COM  629491101           16          585 SH       No disc  61         585            0            0
O REILLY AUTOMOTIVE INC        COM  686091109          275         7200 SH       Sole     51        7200            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          855        13000 SH       Sole     51       13000            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          481         7314 SH       No disc  61        7314            0            0
OCEAN PWR TECHNOLOGIES INC     COM  674870308           57         9743 SH       No disc  50        9743            0            0
OCEAN PWR TECHNOLOGIES INC     COM  674870308            1           99 SH       No disc  61          99            0            0
OCEANFIRST FINL CORP           COM  675234108           13         1100 SH       Sole     51        1100            0            0
OCH ZIFF CAP MGMT GROUP        COM  67551U105           27         3000 SH       No disc  61        3000            0            0
OCLARO INC                     COM  67555N107           49        76804 SH       No disc  61       76804            0            0
OCULUS INNOVATIVE SCIENCES I   COM  67575P108           12         3620 SH       No disc  61        3620            0            0
OFFICE DEPOT INC               COM  676220106           90        19600 SH       Sole     51       19600            0            0
OFFICE DEPOT INC               COM  676220106           18         3958 SH       No disc  61        3958            0            0
OIL DRI CORP AMER              COM  677864100           18         1200 SH       Sole     51        1200            0            0
OIL SVC HOLDRS TR              COM  678002106           66          680 SH       Defined  60         680            0            0
OILSANDS QUEST INC             COM  678046103            9         9500 SH       No disc  61        9500            0            0
OMNICOM GROUP INC              COM  681919106          425        13468 SH       No disc  10       13468            0            0
OMNICOM GROUP INC              COM  681919106          129         4100 SH       Defined  60        4100            0            0
OMNICOM GROUP INC              COM  681919106          261         8262 SH       No disc  61        8262            0            0
OMNICOM GROUP INC              COM  681919106          425        13468 SH       Shared/  61       13468            0            0
OMNITURE INC                   COM  68212S109           38         3000 SH       No disc  61        3000            0            0
ON SEMICONDUCTOR CORP          COM  682189105           10         1500 SH       Sole     12           0            0         1500
ONEOK INC NEW                  COM  682680103            4          120 SH       No disc  61         120            0            0
ONYX PHARMACEUTICALS INC       COM  683399109            3          100 SH       No disc  61         100            0            0
OPEN TEXT CORP                 COM  683715106           47         1300 SH       Sole     51        1300            0            0
OPEN TEXT CORP                 COM  683715106          113         3100 SH       Defined  60        3100            0            0
OPENWAVE SYS INC               COM  683718308            0          119 SH       No disc  61         119            0            0
OPENWAVE SYS INC               COM  683718308            0           57 SH       Sole     99          57            0            0
OPTIONSXPRESS HLDGS INC        COM  684010101           19         1200 SH       Defined  60        1200            0            0
ORACLE CORP                    COM  68389X105         1918        89551 SH       Sole     51       89551            0            0
ORACLE CORP                    COM  68389X105           30         1400 SH       Defined  60        1400            0            0
ORACLE CORP                    COM  68389X105         1105        51596 SH       No disc  61       51596            0            0
ORACLE CORP                    COM  68389X105          438        20450 SH       Sole     99       20450            0            0
ORMAT TECHNOLOGIES INC         COM  686688102           12          300 SH       No disc  61         300            0            0
OSCIENT PHARMACEUTICALS CORP   COM  68812R303           15        73258 SH       No disc  61       73258            0            0
OSI PHARMACEUTICALS INC        COM  671040103            1           21 SH       No disc  61          21            0            0
OTTER TAIL CORP                COM  689648103            1           60 SH       No disc  61          60            0            0
OVERHILL FARMS INC             COM  690212105           51         9731 SH       Sole     51        9731            0            0
OVERHILL FARMS INC             COM  690212105            2          300 SH       No disc  61         300            0            0
OVERSEAS SHIPHOLDING GROUP I   COM  690368105          116         3400 SH       Sole     51        3400            0            0
OWENS ILL INC                  COM  690768403           45         1600 SH       Sole     51        1600            0            0
PACCAR INC                     COM  693718108           12          402 SH       Sole     51         402            0            0
PACCAR INC                     COM  693718108            7          225 SH       No disc  61         225            0            0
PACIFIC ETHANOL INC            COM  69423U107            0          711 SH       No disc  61         711            0            0
PACKAGING CORP AMER            COM  695156109          381        23500 SH       Sole     51       23500            0            0
PACTIV CORP                    COM  695257105          360        16600 SH       Sole     51       16600            0            0
PACTIV CORP                    COM  695257105            4          201 SH       No disc  61         201            0            0
PALL CORP                      COM  696429307           14          500 SH       Sole     51         500            0            0
PALM INC NEW                   COM  696643105            5          316 SH       No disc  61         316            0            0
PALOMAR MED TECHNOLOGIES INC   COM  697529303            6          385 SH       No disc  61         385            0            0
PAN AMERICAN SILVER CORP       COM  697900108           10          560 SH       No disc  61         560            0            0
PAN AMERICAN SILVER CORP       COM  697900108            3          175 SH       Sole     99         175            0            0
PAR PHARMACEUTICAL COS INC     COM  69888P106           15         1000 SH       No disc  61        1000            0            0
PARAMETRIC TECHNOLOGY CORP     COM  699173209           41         3486 SH       No disc  61        3486            0            0
PARAMOUNT GOLD & SILVER CORP   COM  69924P102           16        10600 SH       No disc  61       10600            0            0
PAREXEL INTL CORP              COM  699462107          201        13998 SH       No disc  61       13998            0            0
PARKER DRILLING CO             COM  701081101            2          400 SH       No disc  61         400            0            0
PARKER HANNIFIN CORP           COM  701094104          103         2397 SH       No disc  61        2397            0            0
PATNI COMPUTER SYS             COM  703248203           24         2200 SH       Sole     51        2200            0            0
PATRIOT COAL CORP              COM  70336T104            6          969 SH       No disc  61         969            0            0
PAYCHEX INC                    COM  704326107          406        16100 SH       Sole     51       16100            0            0
PDL BIOPHARMA INC              COM  69329Y104            0           40 SH       No disc  61          40            0            0
PEABODY ENERGY CORP            COM  704549104          404        13400 SH       Sole     51       13400            0            0
PEABODY ENERGY CORP            COM  704549104          161         5331 SH       No disc  61        5331            0            0
PEABODY ENERGY CORP            COM  704549104           12          400 SH       Sole     99         400            0            0
PENN WEST ENERGY TR            COM  707885109         2712       212999 SH       Sole     51      212999            0            0
PENN WEST ENERGY TR            COM  707885109           28         2239 SH       No disc  61        2239            0            0
PENNEY J C INC                 COM  708160106           92         3200 SH       Sole     51        3200            0            0
PENSON WORLDWIDE INC           COM  709600100           25         2838 SH       No disc  61        2838            0            0
PEOPLES UNITED FINANCIAL INC   COM  712704105          122         8100 SH       Sole     51        8100            0            0
PEPCO HOLDINGS INC             COM  713291102           11          800 SH       No disc  61         800            0            0
PEPSI BOTTLING GROUP INC       COM  713409100           96         2800 SH       Sole     51        2800            0            0
PEPSICO INC                    COM  713448108           10          174 SH       Sole     20           0          174            0
PEPSICO INC                    COM  713448108         1707        31050 SH       Sole     51       31050            0            0
PEPSICO INC                    COM  713448108          184         3350 SH       Defined  60        3350            0            0
PEPSICO INC                    COM  713448108          546         9932 SH       No disc  61        9932            0            0
PEPSICO INC                    COM  713448108           33          610 SH       Sole     99         610            0            0
PEREGRINE PHARMACEUTICALS IN   COM  713661106            2         2160 SH       No disc  61        2160            0            0
PERFECT WORLD CO LTD           COM  71372U104            3          100 SH       No disc  61         100            0            0
PERKINELMER INC                COM  714046109           10          560 SH       No disc  61         560            0            0
PEROT SYS CORP                 COM  714265105          222        15476 SH       No disc  61       15476            0            0
PETROBRAS ENERGIA PARTCPTNS    COM  71646M102           43         7377 SH       Sole     51        7377            0            0
PETROBRAS ENERGIA PARTCPTNS    COM  71646M102            7         1160 SH       No disc  61        1160            0            0
PETROHAWK ENERGY CORP          COM  716495106           67         3000 SH       Defined  60        3000            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V101         2869        86000 SH       Sole     51       86000            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V101          415        12437 SH       Defined  60       12437            0            0
PFIZER INC                     COM  717081103        12295       819600 SH       Sole     51      819600            0            0
PFIZER INC                     COM  717081103          225        15000 SH       Defined  60       15000            0            0
PFIZER INC                     COM  717081103          920        61363 SH       No disc  61       61363            0            0
PFIZER INC                     COM  717081103          442        29475 SH       Sole     99       29475            0            0
PG&E CORP                      COM  69331C108          729        18959 SH       Sole     51       18959            0            0
PG&E CORP                      COM  69331C108            2           50 SH       No disc  61          50            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101           13          564 SH       Sole     99         564            0            0
PHH CORP                       COM  693320202          257        14110 SH       Sole     51       14110            0            0
PHILIP MORRIS INTL INC         COM  718172109           42          970 SH       No disc  10         970            0            0
PHILIP MORRIS INTL INC         COM  718172109          678        15545 SH       Sole     51       15545            0            0
PHILIP MORRIS INTL INC         COM  718172109          416         9536 SH       No disc  61        9536            0            0
PHILIP MORRIS INTL INC         COM  718172109           42          970 SH       Shared/  61         970            0            0
PHILIP MORRIS INTL INC         COM  718172109          173         3965 SH       Sole     99        3965            0            0
PHOENIX TECHNOLOGY LTD         COM  719153108           14         5070 SH       No disc  61        5070            0            0
PIKE ELEC CORP                 COM  721283109            2          167 SH       Sole     51         167            0            0
PINNACLE WEST CAP CORP         COM  723484101          379        12600 SH       Sole     51       12600            0            0
PIONEER NAT RES CO             COM  723787107          220         8600 SH       Sole     51        8600            0            0
PITNEY BOWES INC               COM  724479100          147         6700 SH       Sole     51        6700            0            0
PITNEY BOWES INC               COM  724479100           11          500 SH       No disc  61         500            0            0
PLAINS EXPL& PRODTN CO         COM  726505100            3          118 SH       No disc  61         118            0            0
PLUG POWER INC                 COM  72919P103            0           35 SH       Sole     99          35            0            0
PLUM CREEK TIMBER CO INC       COM  729251108           63         2100 SH       Sole     51        2100            0            0
PLUM CREEK TIMBER CO INC       COM  729251108            2           77 SH       No disc  61          77            0            0
PMA CAP CORP                   COM  693419202           31         6866 SH       Sole     51        6866            0            0
PMC-SIERRA INC                 COM  69344F106            0           10 SH       No disc  61          10            0            0
PNC FINL SVCS GROUP INC        COM  693475105          465        12000 SH       Sole     51       12000            0            0
PNC FINL SVCS GROUP INC        COM  693475105           38          977 SH       No disc  61         977            0            0
POLO RALPH LAUREN CORP         COM  731572103          535        10000 SH       Sole     51       10000            0            0
POSCO                          ADR  693483109          684         8273 SH       Sole     17        8273            0            0
POTASH CORP SASK INC           COM  73755L107         3020        32459 SH       Sole     51       32459            0            0
POTASH CORP SASK INC           COM  73755L107          649         6977 SH       No disc  61        6977            0            0
POWERSHS DB MULTI SECT COMM    COM  73936B408          645        25347 SH       Sole     17       25347            0            0
POWERWAVE TECHNOLOGIES INC     COM  739363109            0          128 SH       No disc  61         128            0            0
PPG INDS INC                   COM  693506107          817        18600 SH       Sole     51       18600            0            0
PPL CORP                       COM  69351T106          352        10682 SH       Sole     51       10682            0            0
PRAXAIR INC                    COM  74005P104           78         1100 SH       Sole     51        1100            0            0
PRAXAIR INC                    COM  74005P104           21          300 SH       No disc  61         300            0            0
PRECISION CASTPARTS CORP       COM  740189105           20          277 SH       Sole     51         277            0            0
PRECISION CASTPARTS CORP       COM  740189105            1           19 SH       No disc  61          19            0            0
PRECISION DRILLING TR          COM  740215108            3          577 SH       No disc  61         577            0            0
PREMIERE GLOBAL SVCS INC       COM  740585104            9          790 SH       No disc  61         790            0            0
PRG-SCHULTZ INTERNATIONAL IN   COM  69357C503          107        39505 SH       Sole     51       39505            0            0
PRICE T ROWE GROUP INC         COM  74144T108          217         5200 SH       Sole     51        5200            0            0
PRICE T ROWE GROUP INC         COM  74144T108        12515       300338 SH       No disc  61      300338            0            0
PRIDE INTL INC DEL             COM  74153Q102           38         1500 SH       No disc  61        1500            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102          199        10600 SH       Sole     51       10600            0            0
PRIVATEBANCORP INC             COM  742962103           44         2000 SH       No disc  61        2000            0            0
PROCTER & GAMBLE CO            COM  742718109           66         1300 SH       Sole     20           0         1300            0
PROCTER & GAMBLE CO            COM  742718109         6881       134656 SH       Sole     51      134656            0            0
PROCTER & GAMBLE CO            COM  742718109          599        11731 SH       Defined  60       11731            0            0
PROCTER & GAMBLE CO            COM  742718109          708        13849 SH       No disc  61       13849            0            0
PROCTER & GAMBLE CO            COM  742718109          183         3595 SH       Sole     99        3595            0            0
PROGRESS ENERGY INC            COM  743263105          570        15100 SH       Sole     51       15100            0            0
PROGRESS ENERGY INC            COM  743263105            4          100 SH       No disc  61         100            0            0
PROGRESS SOFTWARE CORP         COM  743312100            3          150 SH       No disc  61         150            0            0
PROGRESSIVE CORP OHIO          COM  743315103          390        25800 SH       Sole     51       25800            0            0
PROLOGIS                       COM  743410102           35         4300 SH       Sole     51        4300            0            0
PROLOGIS                       COM  743410102           11         1380 SH       No disc  61        1380            0            0
PROSHARES TR                   UNIT 74347R297          438         8600 SH       Sole     20           0         8600            0
PROSHARES TR                   UNIT 74347R883          360         6500 SH       Sole     20           0         6500            0
PROSHARES TR                   COM  74347R206           38         1000 SH       Defined  60        1000            0            0
PROSHARES TR                   COM  74347R107           15          580 SH       No disc  61         580            0            0
PROSHARES TR                   COM  74347R503            2           30 SH       No disc  61          30            0            0
PROSHARES TR                   COM  74347R602           46          823 SH       No disc  61         823            0            0
PROSHARES TR                   COM  74347R701            2           25 SH       No disc  61          25            0            0
PROSPERITY BANCSHARES INC      COM  743606105          389        13015 SH       Sole     51       13015            0            0
PROTECTIVE LIFE CORP           COM  743674103          335        29314 SH       Sole     51       29314            0            0
PROVIDENT FINL SVCS INC        COM  74386T105          109        11896 SH       Sole     51       11896            0            0
PRUDENTIAL FINL INC            COM  744320102          452        12176 SH       Sole     51       12176            0            0
PRUDENTIAL FINL INC            COM  744320102            5          140 SH       No disc  61         140            0            0
PS BUSINESS PKS INC CALIF      COM  69360J107          456         9399 SH       Sole     51        9399            0            0
PSS WORLD MED INC              COM  69366A100            1           40 SH       No disc  61          40            0            0
PUBLIC STORAGE                 COM  74460D109          386         5900 SH       Sole     51        5900            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106           22          680 SH       Sole     51         680            0            0
PULTE HOMES INC                COM  745867101          105        12000 SH       Sole     51       12000            0            0
QLOGIC CORP                    COM  747277101           36         2800 SH       Sole     51        2800            0            0
QLOGIC CORP                    COM  747277101            6          480 SH       No disc  61         480            0            0
QUALCOMM INC                   COM  747525103         5758       127390 SH       Sole     51      127390            0            0
QUALCOMM INC                   COM  747525103          330         7282 SH       Defined  60        7282            0            0
QUALCOMM INC                   COM  747525103           70         1550 SH       No disc  61        1550            0            0
QUANEX BUILDING PRODUCTS COR   COM  747619104           91         8098 SH       Sole     51        8098            0            0
QUANTA SVCS INC                COM  74762E102         2489       107612 SH       Sole     51      107612            0            0
QUANTA SVCS INC                COM  74762E102           99         4292 SH       Defined  60        4292            0            0
QUANTUM FUEL SYS TECH WORLDW   COM  74765E109            6         7572 SH       No disc  61        7572            0            0
QUEST CAP CORP NEW             COM  74835U109            1         1719 SH       No disc  50        1719            0            0
QUEST CAP CORP NEW             COM  74835U109            0          431 SH       No disc  61         431            0            0
QUEST DIAGNOSTICS INC          COM  74834L100         4876        86400 SH       Sole     51       86400            0            0
QUEST RESOURCE CORP            COM  748349305            5        15000 SH       No disc  61       15000            0            0
QUESTAR CORP                   COM  748356102           40         1300 SH       Sole     51        1300            0            0
QUESTCOR PHARMACEUTICALS INC   COM  74835Y101           30         6000 SH       No disc  61        6000            0            0
QUICKSILVER RESOURCES INC      COM  74837R104            1          115 SH       No disc  61         115            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109          145        34700 SH       Sole     51       34700            0            0
RACKSPACE HOSTING INC          COM  750086100           21         1500 SH       Sole     99        1500            0            0
RADIOSHACK CORP                COM  750438103          180        12900 SH       Sole     51       12900            0            0
RAIT FINANCIAL TRUST           COM  749227104            8         5798 SH       Sole     51        5798            0            0
RAMBUS INC DEL                 COM  750917106           25         1632 SH       No disc  61        1632            0            0
RANGE RES CORP                 COM  75281A109           29          700 SH       Sole     51         700            0            0
RAYONIER INC                   COM  754907103         1011        27800 SH       Sole     51       27800            0            0
RAYONIER INC                   COM  754907103           25          693 SH       No disc  61         693            0            0
RAYTHEON CO                    COM  755111507           84         1900 SH       No disc  61        1900            0            0
RED HAT INC                    COM  756577102           17          804 SH       No disc  61         804            0            0
REHABCARE GROUP INC            COM  759148109           86         3600 SH       Sole     51        3600            0            0
RENT A CTR INC NEW             COM  76009N100          437        24548 SH       Sole     51       24548            0            0
RENTECH INC                    COM  760112102            1         1000 SH       No disc  61        1000            0            0
REPLIGEN CORP                  COM  759916109            1          106 SH       Sole     51         106            0            0
REPUBLIC BANCORP KY            COM  760281204          260        11488 SH       Sole     51       11488            0            0
REPUBLIC SVCS INC              COM  760759100          184         7540 SH       Sole     51        7540            0            0
RESEARCH IN MOTION LTD         COM  760975102          135         1900 SH       Defined  60        1900            0            0
RESEARCH IN MOTION LTD         COM  760975102           48          671 SH       No disc  61         671            0            0
RESEARCH IN MOTION LTD         COM  760975102           28          390 SH       Sole     99         390            0            0
REVLON INC                     COM  761525609            0           25 SH       No disc  61          25            0            0
REYNOLDS AMERICAN INC          COM  761713106         5762       149222 SH       Sole     51      149222            0            0
REYNOLDS AMERICAN INC          COM  761713106          362         9381 SH       Defined  60        9381            0            0
RIGHTNOW TECHNOLOGIES INC      COM  76657R106           12         1000 SH       No disc  61        1000            0            0
RIVERBED TECHNOLOGY INC        COM  768573107            2           70 SH       No disc  61          70            0            0
ROBERT HALF INTL INC           COM  770323103           66         2800 SH       Sole     51        2800            0            0
ROBERT HALF INTL INC           COM  770323103          118         5000 SH       Defined  60        5000            0            0
ROCKWELL AUTOMATION INC        COM  773903109          138         4300 SH       Sole     51        4300            0            0
ROGERS COMMUNICATIONS INC      COM  775109200          200         7750 SH       Defined  60        7750            0            0
ROWAN COS INC                  COM  779382100           29         1500 SH       Sole     51        1500            0            0
ROWAN COS INC                  COM  779382100            6          286 SH       No disc  61         286            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102          279         6840 SH       No disc  10        6840            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102           65         1600 SH       Sole     10        1600            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102           73         1800 SH       Sole     51        1800            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102         2774        67911 SH       Sole     99       67911            0            0
ROYAL BK SCOTLAND GROUP PLC    COM  780097689            0            3 SH       No disc  61           3            0            0
ROYAL BK SCOTLAND GROUP PLC    COM  780097739           18         1600 SH       No disc  61        1600            0            0
ROYAL GOLD INC                 COM  780287108            8          200 SH       No disc  61         200            0            0
RYLAND GROUP INC               COM  783764103            9          550 SH       Sole     99         550            0            0
S Y BANCORP INC                COM  785060104           49         2035 SH       Sole     51        2035            0            0
SABA SOFTWARE INC              COM  784932600            1          238 SH       No disc  61         238            0            0
SADIA S A                      COM  786326108           22         2959 SH       No disc  61        2959            0            0
SAFEWAY INC                    COM  786514208           26         1300 SH       No disc  61        1300            0            0
SAKS INC                       COM  79377W108            4         1000 SH       No disc  61        1000            0            0
SALESFORCE COM INC             COM  79466L302           13          350 SH       No disc  61         350            0            0
SALIX PHARMACEUTICALS INC      COM  795435106           95         9584 SH       No disc  61        9584            0            0
SALIX PHARMACEUTICALS INC      COM  795435106          130        13152 SH       Sole     99       13152            0            0
SANDISK CORP                   COM  80004C101          205        14000 SH       Sole     51       14000            0            0
SANDISK CORP                   COM  80004C101           15         1040 SH       No disc  61        1040            0            0
SANMINA SCI CORP               COM  800907107            0          700 SH       No disc  61         700            0            0
SAPIENT CORP                   COM  803062108           13         2068 SH       No disc  61        2068            0            0
SARA LEE CORP                  COM  803111103          200        20500 SH       Sole     51       20500            0            0
SARA LEE CORP                  COM  803111103           82         8435 SH       No disc  61        8435            0            0
SATYAM COMPUTER SERVICES LTD   ADR  804098101            2          500 SH       Sole     20           0          500            0
SCANA CORP NEW                 COM  80589M102          302         9300 SH       Sole     51        9300            0            0
SCHERING PLOUGH CORP           COM  806605101         3863       153800 SH       Sole     51      153800            0            0
SCHERING PLOUGH CORP           COM  806605101          110         4376 SH       No disc  61        4376            0            0
SCHERING PLOUGH CORP           COM  806605101           18          717 SH       Sole     99         717            0            0
SCHLUMBERGER LTD               COM  806857108         1131        20900 SH       Sole     51       20900            0            0
SCHLUMBERGER LTD               COM  806857108          541        10000 SH       Defined  60       10000            0            0
SCHLUMBERGER LTD               COM  806857108          754        13941 SH       No disc  61       13941            0            0
SCHLUMBERGER LTD               COM  806857108          317         5884 SH       Sole     99        5884            0            0
SCHULMAN A INC                 COM  808194104          228        15100 SH       Sole     51       15100            0            0
SCHWAB CHARLES CORP NEW        COM  808513105         6417       365850 SH       Sole     51      365850            0            0
SCHWAB CHARLES CORP NEW        COM  808513105           88         5000 SH       Defined  60        5000            0            0
SCHWEITZER-MAUDUIT INTL INC    COM  808541106           84         3090 SH       Sole     51        3090            0            0
SEABRIDGE GOLD INC             COM  811916105           12          467 SH       No disc  61         467            0            0
SEALY CORP                     COM  812139301          118        60000 SH       No disc  61       60000            0            0
SEARS HLDGS CORP               COM  812350106         4454        66944 SH       Sole     51       66944            0            0
SEATTLE GENETICS INC           COM  812578102            5          500 SH       No disc  61         500            0            0
SELECT COMFORT CORP            COM  81616X103            1         1000 SH       Defined  60        1000            0            0
SELECT SECTOR SPDR TR          COM  81369Y605          216        18063 SH       Sole     12           0            0        18063
SELECT SECTOR SPDR TR          COM  81369Y605          955        79948 SH       Sole     17       79948            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y209           57         2175 SH       Sole     20           0         2175            0
SELECT SECTOR SPDR TR          UNIT 81369Y605         1078        90211 SH       Sole     20           0        90211            0
SELECT SECTOR SPDR TR          COM  81369Y506           60         1250 SH       Defined  60        1250            0            0
SELECT SECTOR SPDR TR          COM  81369Y506            2           50 SH       No disc  61          50            0            0
SEMICONDUCTOR HLDRS TR         COM  816636203         1287        60000 SH       Sole     20           0        60000            0
SEMTECH CORP                   COM  816850101            8          500 SH       No disc  61         500            0            0
SEPRACOR INC                   COM  817315104            0           20 SH       No disc  61          20            0            0
SEQUENOM INC                   COM  817337405            5         1393 SH       No disc  61        1393            0            0
SERVICE CORP INTL              COM  817565104           55        10000 SH       Sole     99       10000            0            0
SHERWIN WILLIAMS CO            COM  824348106          532         9900 SH       Sole     51        9900            0            0
SHUTTERFLY INC                 COM  82568P304            3          215 SH       No disc  61         215            0            0
SIGMA ALDRICH CORP             COM  826552101           30          600 SH       Sole     51         600            0            0
SIGMA DESIGNS INC              COM  826565103           10          628 SH       No disc  61         628            0            0
SILICON IMAGE INC              COM  82705T102            3         1324 SH       No disc  61        1324            0            0
SILVER STD RES INC             COM  82823L106          235        12542 SH       No disc  61       12542            0            0
SILVER WHEATON CORP            COM  828336107          264        32023 SH       No disc  61       32023            0            0
SILVERCORP METALS INC          COM  82835P103           22         6160 SH       No disc  61        6160            0            0
SIMON PPTY GROUP INC NEW       COM  828806109           75         1463 SH       Sole     51        1463            0            0
SIMPSON MANUFACTURING CO INC   COM  829073105            2          100 SH       No disc  61         100            0            0
SIRIUS XM RADIO INC            COM  82967N108           12        27137 SH       No disc  61       27137            0            0
SLM CORP                       COM  78442P106          332        32400 SH       Sole     51       32400            0            0
SMITH INTL INC                 COM  832110100          244         9497 SH       Sole     51        9497            0            0
SMITH INTL INC                 COM  832110100           20          779 SH       No disc  61         779            0            0
SMITH MICRO SOFTWARE INC       COM  832154108            3          319 SH       No disc  61         319            0            0
SMUCKER J M CO                 COM  832696405          619        12700 SH       Sole     51       12700            0            0
SMUCKER J M CO                 COM  832696405            3           54 SH       No disc  61          54            0            0
SMUCKER J M CO                 COM  832696405            0            8 SH       Sole     99           8            0            0
SNAP ON INC                    COM  833034101           40         1400 SH       Sole     51        1400            0            0
SOAPSTONE NETWORKS INC         COM  833570104            0           25 SH       No disc  61          25            0            0
SOCIEDAD QUIMICA MINERA DE C   COM  833635105           10          274 SH       No disc  61         274            0            0
SOCKET MOBILE INC              COM  83368E200            4         1103 SH       No disc  61        1103            0            0
SOFTBRANDS INC                 COM  83402A107           25        27534 SH       No disc  61       27534            0            0
SOHU COM INC                   COM  83408W103           87         1384 SH       No disc  61        1384            0            0
SONIC SOLUTIONS                COM  835460106            0          105 SH       No disc  61         105            0            0
SONUS NETWORKS INC             COM  835916107           21        12975 SH       No disc  61       12975            0            0
SOTHEBYS                       COM  835898107           10          733 SH       No disc  61         733            0            0
SOUTHERN CO                    COM  842587107          536        17200 SH       Sole     51       17200            0            0
SOUTHERN CO                    COM  842587107           37         1200 SH       Defined  60        1200            0            0
SOUTHERN CO                    COM  842587107           14          477 SH       No disc  61         477            0            0
SOUTHERN COPPER CORP           COM  84265V105          130         6347 SH       Sole     51        6347            0            0
SOUTHWEST AIRLS CO             COM  844741108          470        69900 SH       Sole     51       69900            0            0
SOUTHWESTERN ENERGY CO         COM  845467109          260         6700 SH       Sole     51        6700            0            0
SPDR SERIES TRUST              COM  78464A656          194         3900 SH       Sole     17        3900            0            0
SPDR TR                        COM  78462F103          598         6500 SH       Sole     17        6500            0            0
SPDR TR                        UNIT 78462F103         5250        57100 SH       Sole     20           0        57100            0
SPECTRA ENERGY CORP            COM  847560109          571        33700 SH       Sole     51       33700            0            0
SPECTRA ENERGY CORP            COM  847560109            4          257 SH       No disc  61         257            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108           54         7008 SH       No disc  61        7008            0            0
SPORT SUPPLY GROUP INC DEL     COM  84916A104            2          229 SH       Sole     51         229            0            0
SPRINT NEXTEL CORP             COM  852061100         2286       475070 SH       Sole     51      475070            0            0
SPRINT NEXTEL CORP             COM  852061100          149        31025 SH       Defined  60       31025            0            0
SPRINT NEXTEL CORP             COM  852061100           16         3408 SH       No disc  61        3408            0            0
STANDARD REGISTER CO           COM  853887107           34        10286 SH       Sole     51       10286            0            0
STANDEX INTL CORP              COM  854231107           67         5758 SH       Sole     51        5758            0            0
STANLEY WKS                    COM  854616109           92         2700 SH       Sole     51        2700            0            0
STAPLES INC                    COM  855030102          309        15300 SH       Sole     51       15300            0            0
STAR SCIENTIFIC INC            COM  85517P101            2         2000 SH       No disc  61        2000            0            0
STARBUCKS CORP                 COM  855244109         8075       581300 SH       Sole     51      581300            0            0
STARBUCKS CORP                 COM  855244109            5          366 SH       No disc  61         366            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401           15          682 SH       No disc  61         682            0            0
STATE STR CORP                 COM  857477103         6258       132569 SH       Sole     51      132569            0            0
STATE STR CORP                 COM  857477103          142         3000 SH       Defined  60        3000            0            0
STATE STR CORP                 COM  857477103            5          113 SH       No disc  61         113            0            0
STEAK N SHAKE CO               COM  857873103           73         8400 SH       Sole     51        8400            0            0
STEIN MART INC                 COM  858375108            1          150 SH       No disc  61         150            0            0
STEPAN CO                      COM  858586100          246         5573 SH       Sole     51        5573            0            0
STEPAN CO                      COM  858586100          247         5600 SH       No disc  61        5600            0            0
STERICYCLE INC                 COM  858912108          185         3600 SH       Sole     51        3600            0            0
STERICYCLE INC                 COM  858912108            1           20 SH       No disc  61          20            0            0
STERLING BANCORP               COM  859158107            1          105 SH       No disc  61         105            0            0
STERLITE INDS INDIA LTD        COM  859737207          629        50600 SH       Sole     17       50600            0            0
STERLITE INDS INDIA LTD        COM  859737207         1259       101240 SH       Sole     20           0       101240            0
STERLITE INDS INDIA LTD        COM  859737207           13         1050 SH       Sole     62           0         1050            0
STILLWATER MNG CO              COM  86074Q102           21         3700 SH       Defined  60        3700            0            0
STILLWATER MNG CO              COM  86074Q102            3          500 SH       No disc  61         500            0            0
STILLWATER MNG CO              COM  86074Q102            1          210 SH       Sole     99         210            0            0
STMICROELECTRONICS N V         COM  861012102            5          705 SH       No disc  61         705            0            0
STONE ENERGY CORP              COM  861642106            2          259 SH       No disc  61         259            0            0
STRYKER CORP                   COM  863667101          185         4655 SH       Sole     51        4655            0            0
STRYKER CORP                   COM  863667101           50         1259 SH       No disc  61        1259            0            0
SULPHCO INC                    COM  865378103           29        31720 SH       No disc  61       31720            0            0
SUMMER INFANT INC              COM  865646103           12         5000 SH       No disc  61        5000            0            0
SUN LIFE FINL INC              COM  866796105           34         1267 SH       No disc  10        1267            0            0
SUN LIFE FINL INC              COM  866796105          314        11682 SH       No disc  61       11682            0            0
SUN LIFE FINL INC              COM  866796105           34         1263 SH       Sole     99        1263            0            0
SUN MICROSYSTEMS INC           COM  866810203          185        20100 SH       Sole     51       20100            0            0
SUN MICROSYSTEMS INC           COM  866810203           36         3851 SH       No disc  61        3851            0            0
SUN MICROSYSTEMS INC           COM  866810203            0           50 SH       Sole     99          50            0            0
SUNCOR ENERGY INC              COM  867229106         4885       161021 SH       Sole     51      161021            0            0
SUNCOR ENERGY INC              COM  867229106          168         5550 SH       Defined  60        5550            0            0
SUNCOR ENERGY INC              COM  867229106          159         5252 SH       No disc  61        5252            0            0
SUNOCO INC                     COM  86764P109           83         3600 SH       Sole     51        3600            0            0
SUNOCO INC                     COM  86764P109            4          170 SH       No disc  61         170            0            0
SUNOCO LOGISTICS PRTNRS L P    COM  86764L108          163         3000 SH       Sole     51        3000            0            0
SUNOPTA INC                    COM  8676EP108           12         5000 SH       No disc  61        5000            0            0
SUNRISE SENIOR LIVING INC      COM  86768K106           10         5900 SH       No disc  61        5900            0            0
SUNTRUST BKS INC               COM  867914103           34         2100 SH       Sole     51        2100            0            0
SUPERGEN INC                   COM  868059106            1          500 SH       No disc  61         500            0            0
SUPERVALU INC                  COM  868536103            2          189 SH       No disc  61         189            0            0
SYCAMORE NETWORKS INC          COM  871206108            1          180 SH       No disc  61         180            0            0
SYMANTEC CORP                  COM  871503108          588        37700 SH       Sole     51       37700            0            0
SYMANTEC CORP                  COM  871503108           14          900 SH       No disc  61         900            0            0
SYSCO CORP                     COM  871829107         7580       337200 SH       Sole     51      337200            0            0
TALISMAN ENERGY INC            COM  87425E103          252        17604 SH       No disc  61       17604            0            0
TALISMAN ENERGY INC            COM  87425E103            7          480 SH       Sole     99         480            0            0
TANZANIAN ROYALTY EXPL CORP    COM  87600U104            1          173 SH       No disc  61         173            0            0
TARGET CORP                    COM  87612E106         6893       174650 SH       Sole     51      174650            0            0
TARGET CORP                    COM  87612E106          237         6000 SH       No disc  61        6000            0            0
TASEKO MINES LTD               COM  876511106          174       102000 SH       No disc  61      102000            0            0
TASER INTL INC                 COM  87651B104           14         2973 SH       No disc  61        2973            0            0
TECH DATA CORP                 COM  878237106          249         7600 SH       Sole     51        7600            0            0
TECK RESOURCES LTD             COM  878742204           47         2960 SH       Defined  60        2960            0            0
TECK RESOURCES LTD             COM  878742204          208        13041 SH       No disc  61       13041            0            0
TECK RESOURCES LTD             COM  878742204            8          532 SH       Sole     99         532            0            0
TECO ENERGY INC                COM  872375100          113         9500 SH       Sole     51        9500            0            0
TECO ENERGY INC                COM  872375100            1           50 SH       No disc  61          50            0            0
TECUMSEH PRODS CO              COM  878895101           20         1900 SH       Sole     51        1900            0            0
TELE NORTE LESTE PART S A      COM  879246106         4367       293661 SH       Sole     51      293661            0            0
TELE NORTE LESTE PART S A      COM  879246106          182        12250 SH       Defined  60       12250            0            0
TELECOM ARGENTINA S A          COM  879273209          207        16137 SH       Sole     51       16137            0            0
TELECOMMUNICATION SYS INC      COM  87929J103            3          404 SH       No disc  61         404            0            0
TELEPHONE & DATA SYS INC       COM  879433100            1           25 SH       No disc  61          25            0            0
TELEPHONE & DATA SYS INC       COM  879433860            1           25 SH       No disc  61          25            0            0
TELKONET INC                   COM  879604106            4        29500 SH       No disc  61       29500            0            0
TELLABS INC                    COM  879664100           94        16600 SH       Sole     51       16600            0            0
TELLABS INC                    COM  879664100           69        12000 SH       No disc  61       12000            0            0
TELULAR CORP                   COM  87970T208            1          413 SH       No disc  61         413            0            0
TEMPLETON DRAGON FD INC        COM  88018T101           25         1054 SH       No disc  61        1054            0            0
TEMPLETON EMERGING MKTS FD I   COM  880191101           39         2766 SH       Defined  60        2766            0            0
TEMPLETON RUS AND EAST EUR F   COM  88022F105           12          700 SH       No disc  61         700            0            0
TEMPUR PEDIC INTL INC          COM  88023U101          508        38888 SH       Sole     99       38888            0            0
TENARIS S A                    COM  88031M109         1541        57000 SH       Sole     51       57000            0            0
TENNECO INC                    COM  880349105            3          320 SH       No disc  61         320            0            0
TERADATA CORP DEL              COM  88076W103            2           98 SH       No disc  61          98            0            0
TERADYNE INC                   COM  880770102            2          347 SH       No disc  61         347            0            0
TESORO CORP                    COM  881609101          481        37800 SH       Sole     51       37800            0            0
TEVA PHARMACEUTICAL INDS LTD   COM  881624209         2023        41000 SH       Sole     51       41000            0            0
TEXAS INSTRS INC               COM  882508104           63         2940 SH       No disc  61        2940            0            0
TEXAS INSTRS INC               COM  882508104          128         6000 SH       Sole     99        6000            0            0
TEXTRON INC                    COM  883203101           71         7300 SH       Sole     51        7300            0            0
TEXTRON INC                    COM  883203101            9          937 SH       No disc  61         937            0            0
THERMADYNE HLDGS CORP NEW      COM  883435307           15         4400 SH       Sole     51        4400            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102          290         7121 SH       Sole     51        7121            0            0
THOMPSON CREEK METALS CO INC   COM  884768102            6          590 SH       No disc  61         590            0            0
THOMSON REUTERS CORP           COM  884903105           25          840 SH       No disc  50         840            0            0
THOMSON REUTERS CORP           COM  884903105           55         1860 SH       No disc  61        1860            0            0
THOMSON REUTERS CORP           COM  884903105            4          130 SH       Shared/  61         130            0            0
THOMSON REUTERS CORP           COM  884903105          170         5800 SH       Sole     99        5800            0            0
THQ INC                        COM  872443403            6          775 SH       No disc  61         775            0            0
TIBCO SOFTWARE INC             COM  88632Q103          101        14140 SH       No disc  61       14140            0            0
TICKETMASTER ENTMT INC         COM  88633P302            0           27 SH       No disc  61          27            0            0
TIFFANY & CO NEW               COM  886547108           16          636 SH       Sole     51         636            0            0
TIFFANY & CO NEW               COM  886547108            5          200 SH       No disc  61         200            0            0
TIGERLOGIC CORPORATION         COM  8867EQ101            1          600 SH       No disc  61         600            0            0
TIM HORTONS INC                COM  88706M103           26         1042 SH       No disc  61        1042            0            0
TIME WARNER CABLE INC          COM  88732J207           58         1821 SH       No disc  61        1821            0            0
TIME WARNER INC                COM  887317303           91         3599 SH       Sole     51        3599            0            0
TIME WARNER INC                COM  887317303          173         6860 SH       No disc  61        6860            0            0
TIMKEN CO                      COM  887389104            1           47 SH       No disc  61          47            0            0
TJX COS INC NEW                COM  872540109         6144       195290 SH       Sole     51      195290            0            0
TJX COS INC NEW                COM  872540109            1           43 SH       No disc  61          43            0            0
TNS INC                        COM  872960109           19         1001 SH       Sole     51        1001            0            0
TNS INC                        COM  872960109          460        24553 SH       No disc  61       24553            0            0
TOLL BROTHERS INC              COM  889478103            3          200 SH       No disc  61         200            0            0
TORCHMARK CORP                 COM  891027104          156         4200 SH       Sole     51        4200            0            0
TOREADOR RES CORP              COM  891050106           45         6770 SH       No disc  61        6770            0            0
TORONTO DOMINION BK ONT        COM  891160509          202         3900 SH       Sole     51        3900            0            0
TORONTO DOMINION BK ONT        COM  891160509          321         6200 SH       Defined  60        6200            0            0
TORONTO DOMINION BK ONT        COM  891160509          638        12336 SH       No disc  61       12336            0            0
TORONTO DOMINION BK ONT        COM  891160509          195         3770 SH       Sole     99        3770            0            0
TRANSALTA CORP                 COM  89346D107            5          252 SH       No disc  61         252            0            0
TRANSCANADA CORP               COM  89353D107          128         4770 SH       Defined  60        4770            0            0
TRANSCANADA CORP               COM  89353D107            3          112 SH       No disc  61         112            0            0
TRANSCEND SERVICES INC         COM  893929208            1           60 SH       No disc  61          60            0            0
TRANSWITCH CORP                COM  894065101            1         2000 SH       No disc  61        2000            0            0
TRAVELERS COMPANIES INC        COM  89417E109            5          112 SH       No disc  10         112            0            0
TRAVELERS COMPANIES INC        COM  89417E109          103         2500 SH       Sole     51        2500            0            0
TRAVELERS COMPANIES INC        COM  89417E109           16          396 SH       No disc  61         396            0            0
TRAVELERS COMPANIES INC        COM  89417E109            5          112 SH       Shared/  61         112            0            0
TREDEGAR CORP                  COM  894650100          184        13800 SH       Sole     51       13800            0            0
TREE COM INC                   COM  894675107           48         5000 SH       Sole     51        5000            0            0
TREE COM INC                   COM  894675107            0            4 SH       No disc  61           4            0            0
TRI CONTL CORP                 COM  895436103           19         2082 SH       No disc  61        2082            0            0
TRI VY CORP                    COM  895735108            6         6325 SH       No disc  61        6325            0            0
TRIAN ACQUISITION I CORP       COM  89582E108            4          427 SH       No disc  61         427            0            0
TRINITY INDS INC               COM  896522109           14         1023 SH       No disc  61        1023            0            0
TYSON FOODS INC                COM  902494103          109         8625 SH       Sole     51        8625            0            0
U S AIRWAYS GROUP INC          COM  90341W108            8         3255 SH       Defined  60        3255            0            0
U S AIRWAYS GROUP INC          COM  90341W108           10         4294 SH       No disc  61        4294            0            0
U S G CORP                     COM  903293405            4          400 SH       No disc  61         400            0            0
U S GEOTHERMAL INC             COM  90338S102            8         5500 SH       No disc  61        5500            0            0
U S GLOBAL INVS INC            COM  902952100         3120       337045 SH       Sole     51      337045            0            0
U S GLOBAL INVS INC            COM  902952100            6          700 SH       No disc  61         700            0            0
UAL CORP                       COM  902549807           15         4652 SH       No disc  61        4652            0            0
UNIFI INC                      COM  904677101           23        16127 SH       Sole     51       16127            0            0
UNION PAC CORP                 COM  907818108        10396       199708 SH       Sole     51      199708            0            0
UNION PAC CORP                 COM  907818108           33          640 SH       No disc  61         640            0            0
UNISYS CORP                    COM  909214108            2         1567 SH       No disc  61        1567            0            0
UNITED GUARDIAN INC            COM  910571108           19         2000 SH       No disc  61        2000            0            0
UNITED MICROELECTRONICS CORP   COM  910873405          284       107655 SH       Sole     51      107655            0            0
UNITED PARCEL SERVICE INC      COM  911312106          131         2623 SH       No disc  10        2623            0            0
UNITED PARCEL SERVICE INC      COM  911312106           35          700 SH       Sole     51         700            0            0
UNITED PARCEL SERVICE INC      COM  911312106           52         1038 SH       No disc  61        1038            0            0
UNITED PARCEL SERVICE INC      COM  911312106          128         2562 SH       Shared/  61        2562            0            0
UNITED STATES OIL FUND LP      U    91232N108          343         9030 SH       Sole     17        9030            0            0
UNITED STATES OIL FUND LP      UNIT 91232N108          637        16782 SH       Sole     20           0        16782            0
UNITED STATES OIL FUND LP      UNIT 91232N108           14          370 SH       Sole     62           0          370            0
UNITED STATES STL CORP NEW     COM  912909108          210         5880 SH       Sole     51        5880            0            0
UNITED STATES STL CORP NEW     COM  912909108           11          286 SH       No disc  61         286            0            0
UNITED TECHNOLOGIES CORP       COM  913017109           17          330 SH       Sole     20           0          330            0
UNITED TECHNOLOGIES CORP       COM  913017109         5287       101740 SH       Sole     51      101740            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          154         2960 SH       No disc  61        2960            0            0
UNITEDHEALTH GROUP INC         COM  91324P102          241         9700 SH       Sole     51        9700            0            0
UNITEDHEALTH GROUP INC         COM  91324P102            1           28 SH       No disc  61          28            0            0
UNUM GROUP                     COM  91529Y106          202        12724 SH       Sole     51       12724            0            0
UR ENERGY INC                  COM  91688R108           17        22100 SH       No disc  61       22100            0            0
URANIUM RES INC                COM  916901507            3         2000 SH       No disc  61        2000            0            0
US BANCORP DEL                 COM  902973304         5793       323275 SH       Sole     51      323275            0            0
US BANCORP DEL                 COM  902973304            1           33 SH       No disc  61          33            0            0
US DATAWORKS INC               COM  91729G301           13        42348 SH       No disc  61       42348            0            0
US GOLD CORPORATION            COM  912023207            3         1200 SH       No disc  61        1200            0            0
USA TRUCK INC                  COM  902925106           78         5747 SH       Sole     51        5747            0            0
USEC INC                       COM  90333E108            8         1500 SH       No disc  61        1500            0            0
V F CORP                       COM  918204108          462         8357 SH       Sole     51        8357            0            0
VALE S A                       COM  91912E204         2917       190000 SH       Sole     51      190000            0            0
VALE S A                       COM  91912E105          422        23964 SH       Defined  60       23964            0            0
VALE S A                       COM  91912E105          219        12446 SH       No disc  61       12446            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           25         1500 SH       Sole     51        1500            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           51         3028 SH       No disc  61        3028            0            0
VANGUARD INTL EQUITY INDEX F   UNIT 922042858          134         4210 SH       Sole     20           0         4210            0
VARIAN MED SYS INC             COM  92220P105          137         3900 SH       Sole     51        3900            0            0
VASCO DATA SEC INTL INC        COM  92230Y104            0           64 SH       No disc  61          64            0            0
VELOCITY EXPRESS CORP          COM  92257T707            2         8500 SH       No disc  61        8500            0            0
VENTAS INC                     COM  92276F100          311        10400 SH       Sole     51       10400            0            0
VEOLIA ENVIRONNEMENT           COM  92334N103           10          330 SH       No disc  61         330            0            0
VERISIGN INC                   COM  92343E102           63         3400 SH       Defined  60        3400            0            0
VERISIGN INC                   COM  92343E102            6          308 SH       No disc  61         308            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104         8025       261135 SH       Sole     51      261135            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          452        14722 SH       Defined  60       14722            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          208         6744 SH       No disc  61        6744            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104           12          400 SH       Sole     99         400            0            0
VERTEX PHARMACEUTICALS INC     COM  92532F100            1           34 SH       No disc  61          34            0            0
VERTRO INC                     COM  92535G105            1         5469 SH       No disc  61        5469            0            0
VIACOM INC NEW                 COM  92553P201          509        22400 SH       Sole     51       22400            0            0
VIACOM INC NEW                 COM  92553P102            1           47 SH       No disc  61          47            0            0
VIACOM INC NEW                 COM  92553P201            2           93 SH       No disc  61          93            0            0
VIACOM INC NEW                 COM  92553P201            3          145 SH       Sole     99         145            0            0
VICON INDS INC                 COM  925811101           73        12661 SH       No disc  61       12661            0            0
VIRGIN MEDIA INC               COM  92769L101           17         1858 SH       No disc  50        1858            0            0
VIRGIN MEDIA INC               COM  92769L101           65         6997 SH       No disc  61        6997            0            0
VIRGIN MEDIA INC               WARR 92769L119            0            9 SH       Sole     99           9            0            0
VIROPHARMA INC                 COM  928241108            1          200 SH       No disc  61         200            0            0
VISA INC                       COM  92826C839         4259        68408 SH       Sole     51       68408            0            0
VISA INC                       COM  92826C839          204         3283 SH       No disc  61        3283            0            0
VISHAY INTERTECHNOLOGY INC     COM  928298108            4          648 SH       Sole     99         648            0            0
VISIONCHINA MEDIA INC          COM  92833U103            6         1020 SH       No disc  61        1020            0            0
VISTA GOLD CORP                COM  927926303            8         4500 SH       No disc  61        4500            0            0
VMWARE INC                     COM  928563402           63         2312 SH       No disc  61        2312            0            0
VODAFONE GROUP PLC NEW         COM  92857W209           26         1312 SH       No disc  10        1312            0            0
VORNADO RLTY TR                COM  929042109          174         3868 SH       Sole     51        3868            0            0
VOXWARE INC                    COM  92906L501            0           20 SH       No disc  61          20            0            0
VULCAN MATLS CO                COM  929160109          306         7100 SH       Sole     51        7100            0            0
WAL MART STORES INC            COM  931142103           44          900 SH       Sole     20           0          900            0
WAL MART STORES INC            COM  931142103         6482       133800 SH       Sole     51      133800            0            0
WAL MART STORES INC            COM  931142103           16          325 SH       Defined  60         325            0            0
WAL MART STORES INC            COM  931142103          139         2874 SH       No disc  61        2874            0            0
WAL MART STORES INC            COM  931142103          146         3020 SH       Sole     99        3020            0            0
WALGREEN CO                    COM  931422109          176         6000 SH       Sole     51        6000            0            0
WALGREEN CO                    COM  931422109          192         6520 SH       Defined  60        6520            0            0
WALGREEN CO                    COM  931422109           85         2880 SH       No disc  61        2880            0            0
WALTER ENERGY INC              COM  93317Q105            2           64 SH       No disc  61          64            0            0
WALTER INVT MGMT CORP          COM  93317W102            0           23 SH       No disc  61          23            0            0
WASTE MGMT INC DEL             COM  94106L109         1518        53900 SH       Sole     51       53900            0            0
WASTE MGMT INC DEL             COM  94106L109           56         1986 SH       No disc  61        1986            0            0
WATERS CORP                    COM  941848103            2           32 SH       No disc  61          32            0            0
WATSON WYATT WORLDWIDE INC     COM  942712100           39         1043 SH       No disc  61        1043            0            0
WAVE SYSTEMS CORP              COM  943526301           41        37277 SH       No disc  61       37277            0            0
WEIS MKTS INC                  COM  948849104          131         3900 SH       Sole     51        3900            0            0
WELLPOINT INC                  COM  94973V107          508        10000 SH       Sole     51       10000            0            0
WELLPOINT INC                  COM  94973V107           51         1000 SH       Defined  60        1000            0            0
WELLPOINT INC                  COM  94973V107            1           18 SH       No disc  61          18            0            0
WELLS FARGO & CO NEW           COM  949746101         8153       336111 SH       Sole     51      336111            0            0
WELLS FARGO & CO NEW           COM  949746101           49         2000 SH       Defined  60        2000            0            0
WELLS FARGO & CO NEW           COM  949746101          195         8030 SH       No disc  61        8030            0            0
WELLS FARGO & CO NEW           COM  949746101           12          469 SH       Sole     99         469            0            0
WENDYS ARBYS GROUP INC         COM  950587105           13         3272 SH       No disc  61        3272            0            0
WEST COAST BANCORP ORE NEW     COM  952145100           12         6000 SH       No disc  61        6000            0            0
WESTERN REFNG INC              COM  959319104          173        24600 SH       Sole     51       24600            0            0
WESTERN UN CO                  COM  959802109          131         8000 SH       Sole     51        8000            0            0
WESTERN UN CO                  COM  959802109           57         3500 SH       Defined  60        3500            0            0
WESTERN UN CO                  COM  959802109           16          955 SH       No disc  61         955            0            0
WHIRLPOOL CORP                 COM  963320106           39          900 SH       Sole     51         900            0            0
WHOLE FOODS MKT INC            COM  966837106           33         1700 SH       Sole     51        1700            0            0
WHOLE FOODS MKT INC            COM  966837106            2          117 SH       No disc  61         117            0            0
WHOLE FOODS MKT INC            COM  966837106            1           60 SH       Sole     99          60            0            0
WILLIAMS COS INC DEL           COM  969457100           36         2300 SH       Sole     51        2300            0            0
WIND RIVER SYSTEMS INC         COM  973149107            5          400 SH       No disc  61         400            0            0
WINDSTREAM CORP                COM  97381W104           61         7300 SH       Sole     51        7300            0            0
WISCONSIN ENERGY CORP          COM  976657106           85         2100 SH       Sole     51        2100            0            0
WISCONSIN ENERGY CORP          COM  976657106           49         1200 SH       No disc  61        1200            0            0
WYETH                          COM  983024100          826        18200 SH       Sole     51       18200            0            0
WYETH                          COM  983024100          290         6400 SH       Defined  60        6400            0            0
WYETH                          COM  983024100          161         3543 SH       No disc  61        3543            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108          173        14300 SH       Sole     51       14300            0            0
WYNN RESORTS LTD               COM  983134107          162         4600 SH       Sole     51        4600            0            0
XCEL ENERGY INC                COM  98389B100           79         4300 SH       Sole     51        4300            0            0
XCORPOREAL INC                 COM  98400P104            0            2 SH       No disc  61           2            0            0
XEROX CORP                     COM  984121103           58         8977 SH       No disc  61        8977            0            0
XILINX INC                     COM  983919101          474        23200 SH       Sole     51       23200            0            0
XINYUAN REAL ESTATE CO LTD     COM  98417P105            2          250 SH       No disc  61         250            0            0
XTENT INC                      COM  984141101            2         2198 SH       No disc  61        2198            0            0
XTO ENERGY INC                 COM  98385X106           31          800 SH       Sole     51         800            0            0
XTO ENERGY INC                 COM  98385X106           27          700 SH       Defined  60         700            0            0
XTO ENERGY INC                 COM  98385X106            2           45 SH       No disc  61          45            0            0
YAHOO INC                      COM  984332106           11          699 SH       No disc  61         699            0            0
YAMANA GOLD INC                COM  98462Y100          933       105590 SH       No disc  50      105590            0            0
YAMANA GOLD INC                COM  98462Y100          320        36160 SH       No disc  61       36160            0            0
YINGLI GREEN ENERGY HLDG CO    COM  98584B103            5          352 SH       No disc  61         352            0            0
YM BIOSCIENCES INC             COM  984238105            0          855 SH       No disc  50         855            0            0
YUM BRANDS INC                 COM  988498101           74         2230 SH       No disc  61        2230            0            0
ZAPATA CORP                    COM  989070602            2          320 SH       No disc  61         320            0            0
ZEBRA TECHNOLOGIES CORP        COM  989207105            5          229 SH       No disc  61         229            0            0
ZHONE TECHNOLOGIES INC NEW     COM  98950P108            2         4750 SH       No disc  61        4750            0            0
ZIMMER HLDGS INC               COM  98956P102            1           20 SH       Sole     20           0           20            0
ZIMMER HLDGS INC               COM  98956P102           52         1230 SH       Defined  60        1230            0            0
ZIMMER HLDGS INC               COM  98956P102           13          302 SH       No disc  61         302            0            0
ZIONS BANCORPORATION           COM  989701107           96         8300 SH       Sole     51        8300            0            0
ZIX CORP                       COM  98974P100           12         7881 SH       No disc  61        7881            0            0
ZORAN CORP                     COM  98975F101            1           69 SH       No disc  61          69            0            0
ZYMOGENETICS INC               COM  98985T109           15         3368 SH       No disc  61        3368            0            0