| 1 |
SPDR S&P 500 ETF TR |
25,000 |
5,138 |
0.17% |
Put |
|
| 2 |
FIRSTENERGY CORP |
2,900,000 |
104,313 |
3.45% |
Call |
|
| 3 |
ISHARES TR |
3,000,000 |
101,295 |
3.35% |
Call |
|
| 4 |
PG&E CORP |
1,280,000 |
76,442 |
2.53% |
Call |
|
| 5 |
METHANEX CORP |
625,000 |
20,075 |
0.66% |
Call |
|
| 6 |
WR GRACE & CO |
200,000 |
14,236 |
0.47% |
Call |
|
| 7 |
HUNTSMAN CORP |
700,000 |
9,310 |
0.31% |
Call |
|
| 8 |
MONSANTO CO NEW |
100,000 |
8,774 |
0.29% |
Call |
|
| 9 |
BUNGE LIMITED |
100,000 |
5,667 |
0.19% |
Call |
|
| 10 |
CELANESE CORP DEL |
50,000 |
3,275 |
0.11% |
Call |
|
| 11 |
PG&E CORP |
3,940,575 |
235,331 |
7.79% |
|
|
| 12 |
FIRSTENERGY CORP |
5,909,685 |
212,572 |
7.04% |
|
|
| 13 |
CSX CORP |
4,492,933 |
115,693 |
3.83% |
|
|
| 14 |
RYDER SYS INC |
1,474,027 |
95,487 |
3.16% |
|
|
| 15 |
DOMINION ENERGY INC |
1,206,000 |
90,595 |
3.00% |
|
|
| 16 |
DOW CHEM CO |
1,628,591 |
82,830 |
2.74% |
|
|
| 17 |
SWIFT TRANSN CO |
4,000,307 |
74,526 |
2.47% |
|
|
| 18 |
VALERO ENERGY CORP NEW |
1,094,552 |
70,205 |
2.32% |
|
|
| 19 |
RIO TINTO PLC |
2,363,419 |
66,814 |
2.21% |
|
|
| 20 |
DUKE ENERGY CORP NEW |
798,523 |
64,425 |
2.13% |
|
|
| 21 |
ISHARES TR |
1,696,000 |
58,088 |
1.92% |
|
|
| 22 |
SPDR SERIES TRUST |
1,900,467 |
57,679 |
1.91% |
|
|
| 23 |
UNION PAC CORP |
696,502 |
55,407 |
1.83% |
|
|
| 24 |
ARCELORMITTAL SA LUXEMBOURG |
11,843,033 |
54,241 |
1.80% |
|
|
| 25 |
SPDR S&P 500 ETF TR |
263,590 |
54,173 |
1.79% |
|
|
| 26 |
LYONDELLBASELL INDUSTRIES N |
631,370 |
54,033 |
1.79% |
|
|
| 27 |
CELANESE CORP DEL |
806,903 |
52,852 |
1.75% |
|
|
| 28 |
ISHARES TR |
475,000 |
52,549 |
1.74% |
|
|
| 29 |
NORFOLK SOUTHERN CORP |
619,865 |
51,604 |
1.71% |
|
|
| 30 |
VALE S A |
11,476,454 |
48,316 |
1.60% |
|
|
| 31 |
PPG INDS INC |
413,213 |
46,069 |
1.52% |
|
|
| 32 |
CENTERPOINT ENERGY INC |
2,097,619 |
43,882 |
1.45% |
|
|
| 33 |
WR GRACE & CO |
553,166 |
39,374 |
1.30% |
|
|
| 34 |
XPO LOGISTICS INC |
1,277,155 |
39,209 |
1.30% |
|
|
| 35 |
HONEYWELL INTL INC |
331,994 |
37,200 |
1.23% |
|
|
| 36 |
AIR PRODS & CHEMS INC |
254,898 |
36,718 |
1.22% |
|
|
| 37 |
TRINSEO S A |
982,194 |
36,155 |
1.20% |
|
|
| 38 |
SEMPRA ENERGY |
300,000 |
31,215 |
1.03% |
|
|
| 39 |
PPL CORP |
810,000 |
30,837 |
1.02% |
|
|
| 40 |
OGE ENERGY CORP |
982,734 |
28,136 |
0.93% |
|
|
| 41 |
BERRY PLASTICS GROUP INC |
767,038 |
27,728 |
0.92% |
|
|
| 42 |
DYNEGY INCORPORATED NEW D |
1,922,250 |
27,623 |
0.91% |
|
|
| 43 |
DYCOM INDS INC |
398,583 |
25,776 |
0.85% |
|
|
| 44 |
CONSOLIDATED EDISON INC |
333,291 |
25,537 |
0.85% |
|
|
| 45 |
LACLEDE GROUP INC |
350,000 |
23,713 |
0.78% |
|
|
| 46 |
MARATHON PETE CORP |
574,624 |
21,365 |
0.71% |
|
|
| 47 |
CALPINE CORP |
1,281,292 |
19,437 |
0.64% |
|
|
| 48 |
WESTAR ENERGY |
382,435 |
18,973 |
0.63% |
|
|
| 49 |
AMEREN CORP |
370,513 |
18,563 |
0.61% |
|
|
| 50 |
PBF ENERGY INC |
555,000 |
18,426 |
0.61% |
|
|
