| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | POWERSHARES QQQ TRUST | 4,390,000 | 470,037 | 72.53% | Call | |
| 2 | BARCLAYS BK PLC IPATH S&P500 VIX | 2,812,000 | 56,522 | 8.72% | Put | |
| 3 | SPDR S&P 500 ETF TR | 200,000 | 41,170 | 6.35% | Put | |
| 4 | SPDR SERIES TRUST | 600,000 | 21,972 | 3.39% | Call | |
| 5 | POWERSHARES QQQ TRUST | 200,000 | 21,414 | 3.30% | Put | |
| 6 | SPDR S&P 500 ETF TR | 59,050 | 12,155 | 1.88% | ||
| 7 | ISHARES TR | 266,100 | 10,543 | 1.63% | ||
| 8 | ISHARES TR | 21,000 | 7,749 | 1.20% | ||
| 9 | BARCLAYS BK PLC IPATH S&P500 VIX | 200,000 | 4,020 | 0.62% | Call | |
| 10 | SELECT SECTOR SPDR TR | 100,000 | 2,438 | 0.38% | Call |
