UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: May 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Darrell King
Title: Head of Compliance Operations, Barclays PLC
Phone: +44 (0)20 7116 2654
Signature, Place, and Date of Signing:
Darrell King London, England May 13, 2008
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.
UNITED STATES
SECURITIES AND EXCHANGE
COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Natasha Hodgkinson
Title: Global Manager Large Holdings
Phone: +44 (0)20 313 42112
Signature, Place, and Date of Signing:
Natasha Hodgkinson London, England May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Address: Barclays Capital INC
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: Benoit Bosi
Title: Associate Director, Regulatory Reporting
Phone: +1 (973) 576-3687
Signature, Place, and Date of Signing:
Benoit Bosi New York, USA May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Natasha Hodgkinson
Title: Global Manager Large Holdings
Phone: +44 (0)20 313 42112
Signature, Place, and Date of Signing:
Natasha Hodgkinson London, England May 13, 2008
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
* File number not yet available
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: +44 (0)141 433 5225
Signature, Place, and Date of Signing:
Ramsay Urquhart Peterborough, England May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13,2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Benoit Bosi
Title: Associate Director, Regulatory Reporting
Phone: +1 (973) 576-3687
Signature, Place, and Date of Signing:
Benoit Bosi, New York USA, May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Benoit Bosi
Title: Associate Director, Regulatory Reporting
Phone: +1 (973) 576-3687
Signature, Place, and Date of Signing:
Benoit Bosi, New York USA, May 13, 2008
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[X] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 Woolis, London, England May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Natasha Hodgkinson
Title: Global Manager Large Holdings
Phone: +44 (0)20 313 42112
Signature, Place, and Date of Signing:
Natasha Hodgkinson London, England May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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
28-826 Barclays PLC
* File number not yet available
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2008
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 13, 2008
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: 17
Form 13F Information Table Value Total: 6436
Form 13F Information Table Entry Total: $40,556,18 (thousands)
List of Other Included Managers:
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
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
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
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------
02DIESEL CORP COM 67106S100 9 47041 SH No disc 61 47041 0 0
21ST CENTURY HOLDING CO USD 0. COM 90136Q100 16 1196 SH Defined 31 1196 0 0
3COM CORP COM 885535104 1003 438105 SH Sole 9 438105 0 0
3COM CORP COM 885535104 2 700 SH Defined 60 700 0 0
3COM CORP COM 885535104 4 1579 SH No disc 61 1579 0 0
3M CO COM 88579Y101 55 684 SH Defined 8 684 0 0
3M CO COM 88579Y101 2058 26005 SH Sole 9 26005 0 0
3M CO COM 88579Y101 47 600 SH No disc 10 600 0 0
3M CO COM 88579Y101 7 86 SH Sole 10 86 0 0
3M CO COM 88579Y101 2288 28900 SH Sole 51 28900 0 0
3M CO COM 88579Y101 59 750 SH Sole 57 750 0 0
3M CO COM 88579Y101 304 3837 SH No disc 61 3837 0 0
3M CO COM 88579Y101 47 600 SH Shared/ 61 600 0 0
3M CO COM 88579Y101 196 2480 SH Sole 99 2480 0 0
3M COMPANY USD 0.01 COM 88579Y101 17746 224200 SH Defined 31 224200 0 0
3PAR INC COM 88580F109 38 5520 SH No disc 61 5520 0 0
51JOB INC. ADR REP 2 ORD COM 316827104 148 9100 SH Defined 31 9100 0 0
8X8 INC NEW COM 282914100 2 2477 SH No disc 61 2477 0 0
99 CENTS ONLY STORES COM 65440K106 161 16200 SH Defined 8 16200 0 0
A D C TELECOMMUNICATIONS COM 000886309 1 100 SH Sole 9 100 0 0
A D C TELECOMMUNICATIONS COM 000886309 8 702 SH Sole 56 702 0 0
A.M. CASTLE & CO USD 0.01 COM 148411101 9 300 SH Defined 31 300 0 0
AAON INC USD 0.004 COM 000360206 92 4593 SH Defined 31 4593 0 0
AARON RENTS INC COM 002535201 13 600 SH Defined 8 600 0 0
AASTROM BIOSCIENCES INC USD NP COM 00253U107 14 34268 SH Defined 31 34268 0 0
ABAXIS USD NPV COM 002567105 573 24700 SH Defined 31 24700 0 0
ABB LTD COM 000375204 269 10000 SH Defined 60 10000 0 0
ABB LTD ADR REP 1 ORD COM 000375204 2736 101600 SH Defined 31 101600 0 0
ABBOTT LABS COM 002824100 85 1539 SH Defined 8 1539 0 0
ABBOTT LABS COM 002824100 8274 150025 SH Sole 9 150025 0 0
ABBOTT LABS OPT 002824100 2758 50000 SH Call Defined 9 0 50000 0
ABBOTT LABS OPT 002824100 13788 250000 SH Put Defined 9 0 250000 0
ABBOTT LABS COM 002824100 3941 71450 SH Sole 51 71450 0 0
ABBOTT LABS COM 002824100 864 15659 SH No disc 61 15659 0 0
ABBOTT LABS COM 002824100 1513 27440 SH Sole 99 27440 0 0
ABER DIAMOND CORP CAD NPV COM 41587B100 122 5100 SH Defined 31 5100 0 0
ABERCROMBIE & FITCH CO COM 002896207 1 7 SH Defined 8 7 0 0
ABERCROMBIE & FITCH CO COM 002896207 22 303 SH Sole 9 303 0 0
ABERCROMBIE & FITCH CO COM 002896207 212 2900 SH Sole 51 2900 0 0
ABERCROMBIE & FITCH CO COM 002896207 4 57 SH No disc 61 57 0 0
ABERCROMBIE & FITCH CO USD 0.0 COM 002896207 31100 425200 SH Defined 31 425200 0 0
ABERDEEN ASIA PACIFIC INCOM COM 003009107 695 112130 SH Defined 60 112130 0 0
ABINGTON BANCORP INC COM 00350L109 11 1000 SH Defined 8 1000 0 0
ABINGTON BANCORP INC USD 0.01 COM 00350L109 1 62 SH Defined 31 62 0 0
ABIOMED INC USD 0.01 COM 003654100 1 63 SH Defined 31 63 0 0
ABITIBIBOWATER INC COM 003687100 6455 500000 SH Sole 9 500000 0 0
ABITIBIBOWATER INC OPT 003687100 0 0 SH Put Defined 9 0 0 0
ABITIBIBOWATER INC COM 003687100 1 86 SH No disc 10 86 0 0
ABITIBIBOWATER INC COM 003687100 6 493 SH No disc 61 493 0 0
ABITIBIBOWATER INC COM 003687100 1 86 SH Shared/ 61 86 0 0
ABITIBIBOWATER INC COM 003687100 0 20 SH Sole 99 20 0 0
ABLEAUCTIONS COM INC COM 00371F206 0 119 SH No disc 61 119 0 0
ABLEAUCTIONS COM INC COM 00371F206 0 173 SH Sole 99 173 0 0
ABM INDS INC COM 000957100 71 3163 SH Sole 9 3163 0 0
ABM INDUSTRIES INC USD 0.01 COM 000957100 788 35100 SH Defined 31 35100 0 0
ABX HOLDINGS INC COM 00080S101 59 20000 SH Sole 9 20000 0 0
ABX HOLDINGS INC USD 0.01 COM 00080S101 33 11149 SH Defined 31 11149 0 0
AC MOORE ARTS & CRAFT INC USD COM 00086T103 1 31 SH Defined 31 31 0 0
ACACIA RESEARCH - ACACIA TECHN COM 003881307 22 3728 SH Defined 31 3728 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 28 3000 SH Defined 8 3000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 179 19730 SH Sole 9 19730 0 0
ACADIA RLTY TR COM 004239109 320 13242 SH Sole 9 13242 0 0
ACCELRYS INC COM 00430U103 11 2000 SH No disc 61 2000 0 0
ACCELRYS INC USD 0.0001 COM 00430U103 1 75 SH Defined 31 75 0 0
ACCENTURE LTD BERMUDA COM G1150G111 102 2900 SH Defined 8 2900 0 0
ACCENTURE LTD BERMUDA COM G1150G111 399 11348 SH Sole 9 11348 0 0
ACCO BRANDS CORP COM 00081T108 14 1000 SH No disc 61 1000 0 0
ACCURIDE CORP COM 004398103 5335 652200 SH Sole 1 652200 0 0
ACE LIMITED USD 0.04166667 COM G0070K103 6822 123900 SH Defined 31 123900 0 0
ACE LTD COM G0070K103 10 177 SH Defined 8 177 0 0
ACE LTD COM G0070K103 422 7661 SH Sole 9 7661 0 0
ACERGY S A ADR 00443E104 1515 70976 SH Sole 9 70976 0 0
ACERGY S A OPT 00443E104 0 0 SH Call Defined 9 0 0 0
ACERGY SA ADR REP 1 ORD COM 00443E104 8624 403904 SH Defined 31 403904 0 0
ACORDA THERAPEUTICS INC USD 0. COM 00484M106 2539 141435 SH Defined 31 141435 0 0
ACORN INTERNATIONAL INC. ADR R COM 004854105 163 21400 SH Defined 31 21400 0 0
ACTEL CORP COM 004934105 80 5200 SH Defined 8 5200 0 0
ACTEL CORP USD 0.001 COM 004934105 16 1005 SH Defined 31 1005 0 0
ACTIVE POWER INC COM 00504W100 0 82 SH No disc 61 82 0 0
ACTIVIDENTITY CORP COM 00506P103 35 14325 SH No disc 61 14325 0 0
ACTIVIDENTITY CORP COM 00506P103 0 160 SH Sole 99 160 0 0
ACTIVISION INC NEW COM 004930202 111 4057 SH Defined 8 4057 0 0
ACTIVISION INC NEW COM 004930202 14 513 SH Sole 9 513 0 0
ACTIVISION INC USD 0.000001 COM 004930202 10950 400935 SH Defined 31 400935 0 0
ACTUANT CORP COM 00508X203 3 100 SH No disc 61 100 0 0
ACTUANT CORPORATION USD 0.2 COM 00508X203 4619 152888 SH Defined 31 152888 0 0
ACTUATE CORP COM 00508B102 1 339 SH No disc 61 339 0 0
ACXIOM CORP COM 005125109 736 62000 SH Sole 9 62000 0 0
ACXIOM CORP COM 005125109 2 172 SH No disc 61 172 0 0
ADAPTEC INC COM 00651F108 63 21400 SH Defined 8 21400 0 0
ADAPTEC INC COM 00651F108 984 334671 SH Sole 9 334671 0 0
ADAPTEC INC OPT 00651F108 147 50000 SH Call Defined 9 0 50000 0
ADMINISTAFF INC COM 007094105 109 4600 SH Defined 8 4600 0 0
ADMINISTAFF INC USD 0.01 COM 007094105 333 14100 SH Defined 31 14100 0 0
ADMINISTRADORA DE FONDOS DE PE COM 00709P108 819 22100 SH Defined 31 22100 0 0
ADOBE SYS INC COM 00724F101 46 1277 SH Defined 8 1277 0 0
ADOBE SYS INC COM 00724F101 1238 34793 SH Sole 9 34793 0 0
ADOBE SYS INC OPT 00724F101 4449 125000 SH Call Defined 9 0 125000 0
ADOBE SYS INC OPT 00724F101 15126 425000 SH Put Defined 9 0 425000 0
ADOBE SYS INC COM 00724F101 11147 313185 SH Sole 51 313185 0 0
ADOBE SYS INC COM 00724F101 2365 66440 SH Sole 56 66440 0 0
ADOBE SYS INC COM 00724F101 66 1863 SH No disc 61 1863 0 0
ADOBE SYSTEMS INCORPORATED USD COM 00724F101 20927 587982 SH Defined 31 587982 0 0
ADOLOR CORP USD 0.0001 COM 00724X102 1 90 SH Defined 31 90 0 0
ADTRAN INC COM 00738A106 15 800 SH Defined 8 800 0 0
ADTRAN INC COM 00738A106 8 440 SH Sole 56 440 0 0
ADTRAN INC USD 0.01 COM 00738A106 327 17644 SH Defined 31 17644 0 0
ADVANCE AMERICA CASH ADVANCE C COM 00739W107 1361 180200 SH Defined 31 180200 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 69 2000 SH Defined 8 2000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10 300 SH Sole 9 300 0 0
ADVANCE AUTO PARTS USD 0.0001 COM 00751Y106 11516 338200 SH Defined 31 338200 0 0
ADVANCED ANALOGIC TECHNOLOGI U COM 00752J108 19 3265 SH Defined 31 3265 0 0
ADVANCED ENERGY INDUSTRIES INC COM 007973100 27 1977 SH Defined 31 1977 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4 575 SH Defined 8 575 0 0
ADVANCED MICRO DEVICES INC COM 007903107 28025 4758109 SH Sole 9 4758109 0 0
ADVANCED MICRO DEVICES INC OPT 007903107 9160 1555100 SH Put Defined 9 0 1555100 0
ADVANCED MICRO DEVICES INC COM 007903107 339 57500 SH Sole 51 57500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 47 7916 SH No disc 61 7916 0 0
ADVANCED PHOTONIX INC COM 00754E107 1 1000 SH No disc 61 1000 0 0
ADVANCED SEMICONDUCTOR ENGINEE COM 00756M404 4 707 SH Defined 31 707 0 0
ADVANCED SEMICONDUCTOR ENGR COM 00756M404 8453 1750000 SH Sole 9 1750000 0 0
ADVANTA CORPORATION USD 0.01 COM 007942105 154 25700 SH Defined 31 25700 0 0
ADVANTEST CORPORATION ADR REP COM 00762U200 6 200 SH Defined 31 200 0 0
ADVENT CLAY GBL CONV SEC INC COM 007639107 371 28100 SH Defined 32 28100 0 0
ADVENT SOFTWARE INC USD 0.01 COM 007974108 355 8307 SH Defined 31 8307 0 0
ADVISORY BOARD CO USD 0.01 COM 00762W107 1814 33006 SH Defined 31 33006 0 0
ADVISORY BRD CO COM 00762W107 39 700 SH Defined 8 700 0 0
AEGON N V COM 007924103 26 1746 SH No disc 61 1746 0 0
AEGON NV NY REG SHRS REP 1 ORD COM 007924103 6972 476172 SH Defined 31 476172 0 0
AEP INDUSTRIES INC USD 0.01 COM 001031103 161 5300 SH Defined 31 5300 0 0
AERCAP HOLDINGS NV USD 0.01 COM N00985106 4174 237400 SH Defined 31 237400 0 0
AEROSPATIALE USD 0.01 COM 007865108 14322 528291 SH Defined 31 528291 0 0
AEROVIRONMENT INC COM 008073108 70 3400 SH Defined 8 3400 0 0
AES CORP COM 00130H105 2 100 SH Defined 8 100 0 0
AES CORP OPT 00130H105 2914 174800 SH Call Defined 9 0 174800 0
AES CORP OPT 00130H105 13850 830800 SH Put Defined 9 0 830800 0
AES CORP COM 00130H105 177 10620 SH Sole 56 10620 0 0
AES CORP COM 00130H105 100 6000 SH Sole 57 6000 0 0
AES CORP COM 00130H105 175 10522 SH Defined 60 10522 0 0
AETNA INC NEW COM 00817Y108 2 40 SH Sole 1 40 0 0
AETNA INC NEW COM 00817Y108 25 590 SH Defined 8 590 0 0
AETNA INC NEW COM 00817Y108 84 2007 SH Sole 9 2007 0 0
AETNA INC NEW OPT 00817Y108 4209 100000 SH Call Defined 9 0 100000 0
AETNA INC NEW COM 00817Y108 22695 539188 SH Sole 51 539188 0 0
AETNA INC NEW COM 00817Y108 84 2000 SH No disc 61 2000 0 0
AETNA INC NEW COM 00817Y108 82 1948 SH Sole 99 1948 0 0
AETNA INC USD 0.01 COM 00817Y108 64 1500 SH Defined 31 1500 0 0
AFC ENTERPRISES USD 0.01 COM 00104Q107 39 4329 SH Defined 31 4329 0 0
AFFILIATED COMPUTER SERVICES COM 008190100 2 37 SH Defined 8 37 0 0
AFFILIATED COMPUTER SERVICES COM 008190100 835 16667 SH Sole 9 16667 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1561 17200 SH Sole 9 17200 0 0
AFFILIATED MANAGERS GROUP USD COM 008252108 16029 176640 SH Defined 31 176640 0 0
AFFORDABLE RESIDENTIAL COMMUNI COM 432748101 22 2100 SH Defined 31 2100 0 0
AFFYMETRIX INC COM 00826T108 161 9200 SH Defined 8 9200 0 0
AFFYMETRIX INC BOND 00826T108 6175 354674 PRN Sole 9 354674 0 0
AFFYMETRIX INC COM 00826T108 23 1320 SH No disc 61 1320 0 0
AFLAC INC COM 001055102 28 430 SH Defined 8 430 0 0
AFLAC INC COM 001055102 3345 51503 SH Sole 9 51503 0 0
AFLAC INC COM 001055102 11648 179345 SH Sole 51 179345 0 0
AFTERMARKET TECHNOLOGY CORP US COM 008318107 279 14351 SH Defined 31 14351 0 0
AGCO CORP COM 001084102 90 1500 SH Defined 8 1500 0 0
AGCO CORP COM 001084102 356 5952 SH Sole 9 5952 0 0
AGCO CORP COM 001084102 31 520 SH Defined 60 520 0 0
AGCO CORP USD 0.01 COM 001084102 13273 221645 SH Defined 31 221645 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 24 774 SH Defined 8 774 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 274 9196 SH Sole 9 9196 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20 660 SH Sole 56 660 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 341 11443 SH No disc 61 11443 0 0
AGL RES INC COM 001204106 614 17898 SH Sole 9 17898 0 0
AGL RESOURCES INC. USD 5 COM 001204106 401 11657 SH Defined 31 11657 0 0
AGNICO EAGLE MINES CAD NPV COM 008474108 4609 68060 SH Defined 31 68060 0 0
AGNICO EAGLE MINES LTD COM 008474108 20 300 SH Sole 9 300 0 0
AGNICO EAGLE MINES LTD COM 008474108 295 4360 SH No disc 61 4360 0 0
AGRIUM INC COM 008916108 2628 42315 SH Sole 9 42315 0 0
AGRIUM INC COM 008916108 224 3600 SH Defined 60 3600 0 0
AGRIUM INC COM 008916108 17 274 SH No disc 61 274 0 0
AGRIUM INC CAD NPV COM 008916108 39552 636800 SH Defined 31 636800 0 0
AIR PRODS & CHEMS INC COM 009158106 994 10800 SH Sole 1 10800 0 0
AIR PRODS & CHEMS INC COM 009158106 13 135 SH Defined 8 135 0 0
AIR PRODS & CHEMS INC COM 009158106 2277 24751 SH Sole 9 24751 0 0
AIR PRODS & CHEMS INC COM 009158106 26 285 SH Sole 20 0 285 0
AIR PRODS & CHEMS INC COM 009158106 1628 17700 SH Sole 51 17700 0 0
AIR PRODS & CHEMS INC COM 009158106 119 1297 SH Sole 56 1297 0 0
AIR PRODS & CHEMS INC COM 009158106 114 1237 SH Sole 57 1237 0 0
AIR PRODS & CHEMS INC COM 009158106 70 758 SH No disc 61 758 0 0
AIRGAS INC USD 0.01 COM 009363102 18507 407000 SH Defined 31 407000 0 0
AIRSPAN NETWORKS INC COM 00950H102 2 2537 SH No disc 61 2537 0 0
AIRSPAN NETWORKS INC USD 0.000 COM 00950H102 90 95721 SH Defined 31 95721 0 0
AIRTRAN HLDGS INC COM 00949P108 150 22700 SH Defined 8 22700 0 0
AK STEEL HOLDING CORP USD 0.01 COM 001547108 31765 583690 SH Defined 31 583690 0 0
AK STL HLDG CORP COM 001547108 432 7930 SH Sole 9 7930 0 0
AK STL HLDG CORP COM 001547108 185 3400 SH Sole 51 3400 0 0
AK STL HLDG CORP COM 001547108 42 765 SH No disc 61 765 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 87 3059 SH Defined 8 3059 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 493 17504 SH Sole 9 17504 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 18358 651900 SH Sole 51 651900 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 14 500 SH Sole 57 500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1 48 SH No disc 61 48 0 0
AKORN INC COM 009728106 95 20000 SH No disc 61 20000 0 0
ALADDIN KNOWLEDGE SYSTEMS ILS COM M0392N101 65 3400 SH Defined 31 3400 0 0
ALAMO GROUP INC USD 0.1 COM 011311107 128 6000 SH Defined 31 6000 0 0
ALASKA COMMUNICATIONS SY USD 0 COM 01167P101 19 1522 SH Defined 31 1522 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 94 7600 SH Defined 8 7600 0 0
ALBANY INTERNATIONAL CORP USD COM 012348108 756 20900 SH Defined 31 20900 0 0
ALBANY INTL CORP COM 012348108 3325 91990 SH Sole 9 91990 0 0
ALBERTO CULVER CO NEW COM 013078100 1456 53099 SH Sole 51 53099 0 0
ALBERTO-CULVER CO USD 0.01 COM 013078100 39 1400 SH Defined 31 1400 0 0
ALCATEL-LUCENT ADR 013904305 28 4915 SH Sole 9 4915 0 0
ALCATEL-LUCENT COM 013904305 1 111 SH Sole 57 111 0 0
ALCATEL-LUCENT COM 013904305 0 73 SH Sole 99 73 0 0
ALCOA INC COM 013817101 30 815 SH Defined 8 815 0 0
ALCOA INC COM 013817101 6311 175016 SH Sole 9 175016 0 0
ALCOA INC COM 013817101 24 660 SH Sole 20 0 660 0
ALCOA INC COM 013817101 681 18890 SH Sole 51 18890 0 0
ALCOA INC COM 013817101 9 250 SH Sole 56 250 0 0
ALCOA INC COM 013817101 47 1305 SH No disc 61 1305 0 0
ALCON INC COM H01301102 574 4033 SH Sole 9 4033 0 0
ALCON INC USD 0.2 COM H01301102 2533 17800 SH Defined 31 17800 0 0
ALDABRA AQUISITION CORPORATION COM 390607109 5 844 SH Defined 31 844 0 0
ALESCO FINL INC COM 014485106 10 3430 SH No disc 61 3430 0 0
ALEXANDER & BALDWIN INC COM 014482103 138 3200 SH Defined 8 3200 0 0
ALEXANDER & BALDWIN INC USD NP COM 014482103 6634 153984 SH Defined 31 153984 0 0
ALEXANDERS INC COM 014752109 311 878 SH Sole 9 878 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 227 2444 SH Sole 9 2444 0 0
ALEXANDRIA REAL ESTATE EQUITIE COM 015271109 37784 407500 SH Defined 31 407500 0 0
ALEXCO RESOURCE CORP COM 01535P106 8 1920 SH No disc 61 1920 0 0
ALFA CORP USD 1 COM 015385107 2 76 SH Defined 31 76 0 0
ALIGN TECHNOLOGY INC USD 0.000 COM 016255101 2187 196842 SH Defined 31 196842 0 0
ALKERMES INC COM 01642T108 0 36 SH No disc 61 36 0 0
ALLEGHANY CORP USD 1 COM 017175100 718 2100 SH Defined 31 2100 0 0
ALLEGHENY ENERGY INC COM 017361106 9 163 SH Defined 8 163 0 0
ALLEGHENY ENERGY INC COM 017361106 16 323 SH Sole 9 323 0 0
ALLEGHENY ENERGY INC COM 017361106 10284 203629 SH Sole 51 203629 0 0
ALLEGHENY ENERGY INC USD 1.25 COM 017361106 21973 435100 SH Defined 31 435100 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3 34 SH Defined 8 34 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 32 446 SH Sole 9 446 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 296 4152 SH Sole 51 4152 0 0
ALLEGIANT TRAVEL COMPANY USD 0 COM 01748X102 8 300 SH Defined 31 300 0 0
ALLERGAN INC COM 018490102 17 284 SH Defined 8 284 0 0
ALLERGAN INC COM 018490102 488 8648 SH Sole 9 8648 0 0
ALLERGAN INC COM 018490102 124 2200 SH Sole 51 2200 0 0
ALLIANCE DATA SYSTEMS USD 0.01 COM 018581108 4476 94200 SH Defined 31 94200 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 312 51500 SH Defined 31 51500 0 0
ALLIANT ENERGY CORP COM 018802108 11 300 SH Sole 9 300 0 0
ALLIANT ENERGY CORP COM 018802108 77 2207 SH Sole 56 2207 0 0
ALLIANT ENERGY CORP COM 018802108 21 611 SH No disc 61 611 0 0
ALLIANT ENERGY CORP USD 0.01 COM 018802108 9208 263000 SH Defined 31 263000 0 0
ALLIANT TECHSYSTEMS INC USD 0. COM 018804104 9505 91800 SH Defined 31 91800 0 0
ALLIANZ SE ADR 018805101 0 2 SH Sole 9 2 0 0
ALLIED CAP CORP NEW COM 01903Q108 895 48564 SH Sole 9 48564 0 0
ALLIED CAP CORP NEW COM 01903Q108 18520 1004900 SH Sole 51 1004900 0 0
ALLIED CAP CORP NEW COM 01903Q108 61 3300 SH Sole 59 3300 0 0
ALLIED CAP CORP NEW COM 01903Q108 247 13400 SH Defined 60 13400 0 0
ALLIED CAPITAL CORPORATION USD COM 01903Q108 5846 317198 SH Defined 31 317198 0 0
ALLIED HEALTHCARE INTL INC COM 01923A109 1 511 SH No disc 50 511 0 0
ALLIED WASTE INDS INC COM 019589308 2 93 SH Defined 8 93 0 0
ALLIED WASTE INDS INC COM 019589308 325 30063 SH Sole 9 30063 0 0
ALLIED WASTE INDUSTRIES INC US COM 019589308 19986 1848786 SH Defined 31 1848786 0 0
ALLIED WORLD ASSURANCE HOLDING COM G0219G203 3720 93700 SH Defined 31 93700 0 0
ALLION HEALTHCARE INC USD 0.00 COM 019615103 41 9788 SH Defined 31 9788 0 0
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 1985 192300 SH Sole 9 192300 0 0
ALLSTATE CORP COM 020002101 30 605 SH Defined 8 605 0 0
ALLSTATE CORP COM 020002101 1470 30578 SH Sole 9 30578 0 0
ALLSTATE CORP COM 020002101 226 4700 SH Sole 51 4700 0 0
ALLSTATE CORP COM 020002101 3 69 SH Sole 56 69 0 0
ALLSTATE CORP COM 020002101 168 3500 SH Defined 60 3500 0 0
ALLSTATE CORP COM 020002101 38 795 SH No disc 61 795 0 0
ALLSTATE CORP COM 020002101 17 360 SH Sole 99 360 0 0
ALMADEN MINERALS LTD COM 020283107 21 9157 SH No disc 61 9157 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 62 2529 SH No disc 61 2529 0 0
ALNYLAM PHARMACEUTICALS INC US COM 02043Q107 807 33050 SH Defined 31 33050 0 0
ALON USA ENERGY INC COM 020520102 427 28100 SH Sole 9 28100 0 0
ALPHA NATURAL RESOURCES INC US COM 02076X102 38571 887900 SH Defined 31 887900 0 0
ALPHARMA INC COM 020813101 129 4900 SH Defined 8 4900 0 0
ALPINE GLOBAL PREMIER PPTYS COM 02083A103 482 37800 SH Defined 32 37800 0 0
ALTAIR NANOTECHNOLOGIES INC COM 021373105 16 6000 SH No disc 61 6000 0 0
ALTERA CORP COM 021441100 21 1094 SH Defined 8 1094 0 0
ALTERA CORP COM 021441100 65 3518 SH Sole 9 3518 0 0
ALTERA CORP OPT 021441100 5238 284200 SH Call Defined 9 0 284200 0
ALTERA CORP OPT 021441100 9040 490500 SH Put Defined 9 0 490500 0
ALTERA CORP COM 021441100 242 13100 SH Sole 51 13100 0 0
ALTERA CORP COM 021441100 44 2380 SH Sole 56 2380 0 0
ALTERA CORPORATION USD 0.001 COM 021441100 4441 240912 SH Defined 31 240912 0 0
ALTRA HOLDINGS INC USD 0.001 COM 02208R106 10 700 SH Defined 31 700 0 0
ALTRIA GROUP INC COM 02209S103 50 2221 SH Defined 8 2221 0 0
ALTRIA GROUP INC COM 02209S103 39315 1770932 SH Sole 9 1770932 0 0
ALTRIA GROUP INC OPT 02209S103 0 0 SH Call Defined 9 0 0 0
ALTRIA GROUP INC OPT 02209S103 0 0 SH Put Defined 9 0 0 0
ALTRIA GROUP INC COM 02209S103 22 970 SH No disc 10 970 0 0
ALTRIA GROUP INC COM 02209S103 73 3289 SH Sole 12 0 0 3289
ALTRIA GROUP INC COM 02209S103 80 3625 SH Sole 20 0 3625 0
ALTRIA GROUP INC COM 02209S103 27492 1210000 SH Defined 32 1210000 0 0
ALTRIA GROUP INC COM 02209S103 260 11745 SH Sole 51 11745 0 0
ALTRIA GROUP INC COM 02209S103 421 18960 SH Sole 56 18960 0 0
ALTRIA GROUP INC COM 02209S103 73 3275 SH Sole 57 3275 0 0
ALTRIA GROUP INC COM 02209S103 282 12694 SH Defined 60 12694 0 0
ALTRIA GROUP INC COM 02209S103 144 6451 SH No disc 61 6451 0 0
ALTRIA GROUP INC COM 02209S103 22 970 SH Shared/ 61 970 0 0
ALTRIA GROUP INC COM 02209S103 93 4200 SH Sole 99 4200 0 0
ALTUS PHARMACEUTICALS INC USD COM 02216N105 1 23 SH Defined 31 23 0 0
ALVARION LIMITED ILS 0.0001 COM M0861T100 625 86122 SH Defined 31 86122 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 13 300 SH Defined 8 300 0 0
AMAG PHARMACEUTICALS INC USD 0 COM 00163U106 5394 133401 SH Defined 31 133401 0 0
AMAZON COM INC COM 023135106 49 684 SH Defined 8 684 0 0
AMAZON COM INC COM 023135106 8305 116477 SH Sole 9 116477 0 0
AMAZON COM INC COM 023135106 5267 73862 SH Sole 51 73862 0 0
AMAZON COM INC COM 023135106 62 867 SH Sole 56 867 0 0
AMAZON COM INC COM 023135106 151 2123 SH No disc 61 2123 0 0
AMAZON COM INC COM 023135106 9 120 SH Sole 99 120 0 0
AMB PROPERTY CORP COM 00163T109 460 8444 SH Sole 9 8444 0 0
AMB PROPERTY CORP REIT USD 0.0 COM 00163T109 16789 308500 SH Defined 31 308500 0 0
AMBAC FINL GROUP INC COM 023139108 1 40 SH Defined 8 40 0 0
AMBAC FINL GROUP INC COM 023139108 1 100 SH Sole 9 100 0 0
AMDL INC COM 00167K500 85 24000 SH No disc 61 24000 0 0
AMDOCS GBP 0.0001 COM G02602103 17813 628080 SH Defined 31 628080 0 0
AMDOCS LTD COM G02602103 210 7400 SH Sole 9 7400 0 0
AMEDISYS INC USD 0.001 COM 023436108 1704 43290 SH Defined 31 43290 0 0
AMERCO USD 0.25 COM 023586100 602 10529 SH Defined 31 10529 0 0
AMEREN CORP COM 023608102 9 204 SH Defined 8 204 0 0
AMEREN CORP COM 023608102 1105 25094 SH Sole 9 25094 0 0
AMEREN CORP COM 023608102 568 12900 SH Sole 51 12900 0 0
AMEREN CORP COM 023608102 88 2000 SH Sole 59 2000 0 0
AMEREN CORP COM 023608102 9 200 SH No disc 61 200 0 0
AMERICA MOVIL SAB DE CV COM 02364W105 560 8800 SH Sole 51 8800 0 0
AMERICA`S CAR-MART INC USD 0.0 COM 03062T105 12 900 SH Defined 31 900 0 0
AMERICAN AXLE & MFG HLDGS IN OPT 024061103 2698 131600 SH Put Defined 9 0 131600 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 327 11959 SH Sole 9 11959 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 343 12520 SH Sole 59 12520 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 108 3144 SH Defined 8 3144 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 335 9821 SH Sole 9 9821 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 85 2500 SH Sole 59 2500 0 0
AMERICAN CAPITAL STRATEGIES COM 024937104 222 6500 SH Defined 60 6500 0 0
AMERICAN DAIRY INC COM 025334103 10 1110 SH No disc 61 1110 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 132 7551 SH Sole 9 7551 0 0
AMERICAN ELEC PWR INC COM 025537101 174097 4182000 SH Sole 1 4182000 0 0
AMERICAN ELEC PWR INC COM 025537101 12 276 SH Defined 8 276 0 0
AMERICAN ELEC PWR INC COM 025537101 3755 90210 SH Sole 9 90210 0 0
AMERICAN ELEC PWR INC OPT 025537101 8326 200000 SH Call Defined 9 0 200000 0
AMERICAN ELEC PWR INC OPT 025537101 8326 200000 SH Put Defined 9 0 200000 0
AMERICAN ELEC PWR INC COM 025537101 1968 47253 SH Sole 51 47253 0 0
AMERICAN ELEC PWR INC COM 025537101 126 3034 SH Sole 56 3034 0 0
AMERICAN ELEC PWR INC COM 025537101 5 120 SH No disc 61 120 0 0
AMERICAN ELEC PWR INC COM 025537101 73 1760 SH Sole 99 1760 0 0
AMERICAN ELECTRIC POWER CO USD COM 025537101 15649 375900 SH Defined 31 375900 0 0
AMERICAN EXPRESS CO COM 025816109 53 1209 SH Defined 8 1209 0 0
AMERICAN EXPRESS CO COM 025816109 3487 79754 SH Sole 9 79754 0 0
AMERICAN EXPRESS CO OPT 025816109 10930 250000 SH Call Defined 9 0 250000 0
AMERICAN EXPRESS CO OPT 025816109 19674 450000 SH Put Defined 9 0 450000 0
AMERICAN EXPRESS CO COM 025816109 46 1048 SH Sole 20 0 1048 0
AMERICAN EXPRESS CO COM 025816109 179 4100 SH Sole 51 4100 0 0
AMERICAN EXPRESS CO COM 025816109 203 4643 SH Sole 56 4643 0 0
AMERICAN EXPRESS CO COM 025816109 409 9355 SH No disc 61 9355 0 0
AMERICAN EXPRESS CO USD 0.2 COM 025816109 25526 583849 SH Defined 31 583849 0 0
AMERICAN FINANCIAL GROUP USD N COM 025932104 5363 209800 SH Defined 31 209800 0 0
AMERICAN FINANCIAL REALTY TRUS COM 02607P305 13624 1715800 SH Defined 31 1715800 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 67 2600 SH Defined 8 2600 0 0
AMERICAN FINL RLTY TR COM 02607P305 76 9512 SH Sole 9 9512 0 0
AMERICAN FINL RLTY TR COM 02607P305 2674 336745 SH Sole 59 336745 0 0
AMERICAN GREETINGS USD 1 COM 026375105 254 13648 SH Defined 31 13648 0 0
AMERICAN INTL GROUP INC COM 026874107 118 2710 SH Defined 8 2710 0 0
AMERICAN INTL GROUP INC COM 026874107 8618 199273 SH Sole 9 199273 0 0
AMERICAN INTL GROUP INC OPT 026874107 4217 97500 SH Call Defined 9 0 97500 0
AMERICAN INTL GROUP INC OPT 026874107 20735 479400 SH Put Defined 9 0 479400 0
AMERICAN INTL GROUP INC COM 026874107 982 22700 SH Sole 20 0 22700 0
AMERICAN INTL GROUP INC COM 026874107 1068 24690 SH Sole 51 24690 0 0
AMERICAN INTL GROUP INC COM 026874107 288 6652 SH Sole 56 6652 0 0
AMERICAN INTL GROUP INC COM 026874107 151 3490 SH Defined 60 3490 0 0
AMERICAN INTL GROUP INC COM 026874107 445 10283 SH No disc 61 10283 0 0
AMERICAN INTL GROUP INC COM 026874107 91 2093 SH Sole 99 2093 0 0
AMERICAN LAND LEASE, INC. REIT COM 027118108 330 16000 SH Defined 31 16000 0 0
AMERICAN NATIONAL INSURANCE CO COM 028591105 11 100 SH Defined 31 100 0 0
AMERICAN ORIENTAL BIOENGR IN COM 028731107 9 1095 SH No disc 61 1095 0 0
AMERICAN PHYSICIANS SERV.GROUP COM 028882108 18 900 SH Defined 31 900 0 0
AMERICAN SAFETY INSURANCE GRP COM G02995101 72 4200 SH Defined 31 4200 0 0
AMERICAN SOFTWARE INC USD 0.1 COM 029683109 153 24294 SH Defined 31 24294 0 0
AMERICAN STS WTR CO COM 029899101 522 14498 SH Sole 9 14498 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 348 15010 SH Sole 9 15010 0 0
AMERICAN TOWER CORP COM 029912201 16 395 SH Defined 8 395 0 0
AMERICAN TOWER CORP COM 029912201 879 22426 SH Sole 9 22426 0 0
AMERICAN TOWER CORP COM 029912201 135 3423 SH Sole 51 3423 0 0
AMERICAN TOWER CORP COM 029912201 199 5076 SH Defined 60 5076 0 0
AMERICAN WOODMARK CORP USD NPV COM 030506109 445 21630 SH Defined 31 21630 0 0
AMERICAN XTAL TECHNOLOGY INC U COM 00246W103 1 77 SH Defined 31 77 0 0
AMERICAWEST BANCORPORATION USD COM 03058P109 1 6 SH Defined 31 6 0 0
AMERICREDIT CORP COM 03060R101 162 16000 SH Defined 8 16000 0 0
AMERICREDIT CORP COM 03060R101 673 66837 SH Sole 9 66837 0 0
AMERICREDIT CORP COM 03060R101 22 2232 SH Sole 56 2232 0 0
AMERICREDIT CORP COM 03060R101 15 1500 SH Sole 99 1500 0 0
AMERICREDIT CORPORATION USD 0. COM 03060R101 601 59600 SH Defined 31 59600 0 0
AMERIGON INC USD NPV COM 03070L300 153 10300 SH Defined 31 10300 0 0
AMERIGROUP CORP COM 03073T102 1857 67945 SH Sole 9 67945 0 0
AMERIGROUP CORPORATION USD 0.0 COM 03073T102 5363 196200 SH Defined 31 196200 0 0
AMERIPRISE FINANCIAL INCORPORA COM 03076C106 5040 97200 SH Defined 31 97200 0 0
AMERIPRISE FINL INC COM 03076C106 127 2445 SH Defined 8 2445 0 0
AMERIPRISE FINL INC COM 03076C106 918 17711 SH Sole 9 17711 0 0
AMERIPRISE FINL INC COM 03076C106 11 208 SH Sole 20 0 208 0
AMERIPRISE FINL INC COM 03076C106 56 1091 SH Sole 51 1091 0 0
AMERIPRISE FINL INC COM 03076C106 302 5832 SH Sole 56 5832 0 0
AMERIPRISE FINL INC COM 03076C106 56 1085 SH No disc 61 1085 0 0
AMERIS BANCORP USD 1 COM 03076K108 1 46 SH Defined 31 46 0 0
AMERISOURCEBERGEN CORP COM 03073E105 20 477 SH Defined 8 477 0 0
AMERISOURCEBERGEN CORP COM 03073E105 298 7275 SH Sole 9 7275 0 0
AMERISTAR CASINOS INC USD 0.01 COM 03070Q101 4546 249092 SH Defined 31 249092 0 0
AMERON INTL INC COM 030710107 253 2700 SH Sole 9 2700 0 0
AMETEK INC USD 0.01 COM 031100100 14174 322779 SH Defined 31 322779 0 0
AMGEN INC BOND 031162100 3 63 PRN Sole 1 63 0 0
AMGEN INC COM 031162100 75 1775 SH Defined 8 1775 0 0
AMGEN INC COM 031162100 5076 121487 SH Sole 9 121487 0 0
AMGEN INC OPT 031162100 63715 1525000 SH Call Defined 9 0 1525000 0
AMGEN INC OPT 031162100 41989 1005000 SH Put Defined 9 0 1005000 0
AMGEN INC COM 031162100 104 2500 SH Sole 12 0 0 2500
AMGEN INC COM 031162100 114 2740 SH Sole 20 0 2740 0
AMGEN INC COM 031162100 20735 500000 SH Defined 32 500000 0 0
AMGEN INC COM 031162100 155 3700 SH Sole 51 3700 0 0
AMGEN INC COM 031162100 430 10281 SH Sole 56 10281 0 0
AMGEN INC COM 031162100 125 3000 SH Defined 60 3000 0 0
AMGEN INC COM 031162100 87 2091 SH No disc 61 2091 0 0
AMGEN INC COM 031162100 35 820 SH Sole 99 820 0 0
AMICUS THERAPEUTICS, INC. USD COM 03152W109 185 17200 SH Defined 31 17200 0 0
AMKOR TECHNOLOGIES INC USD 0.0 COM 031652100 1326 123908 SH Defined 31 123908 0 0
AMKOR TECHNOLOGY INC COM 031652100 183 17100 SH Sole 51 17100 0 0
AMN HEALTHCARE SERVICES INC US COM 001744101 1996 129400 SH Defined 31 129400 0 0
AMPAL AMERN ISRAEL CORP COM 032015109 3 400 SH Defined 8 400 0 0
AMPAL AMERN ISRAEL CORP COM 032015109 9 1375 SH No disc 61 1375 0 0
AMPCO-PITTSBURGH CORP COM 032037103 297 6900 SH Sole 9 6900 0 0
AMPHENOL CORP NEW COM 032095101 231 6209 SH Sole 9 6209 0 0
AMPHENOL CORP NEW COM 032095101 125 3366 SH Defined 60 3366 0 0
AMPHENOL CORP USD 0.001 COM 032095101 7708 206900 SH Defined 31 206900 0 0
AMR CORP COM 001765106 749 82985 SH Sole 9 82985 0 0
AMR CORP OPT 001765106 3715 411800 SH Call Defined 9 0 411800 0
AMR CORP OPT 001765106 6864 760900 SH Put Defined 9 0 760900 0
AMR CORP COM 001765106 7 769 SH Sole 56 769 0 0
AMR CORP USD 1 COM 001765106 5572 617645 SH Defined 31 617645 0 0
AMR REAL ESTATE PTR/FIN LTD PA COM 451100101 66 800 SH Defined 31 800 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 37 2236 SH Defined 31 2236 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 6 179 SH Defined 8 179 0 0
AMYLIN PHARMACEUTICALS INC COM 032346108 424 14501 SH Sole 9 14501 0 0
AMYLIN PHARMACEUTICALS INC USD COM 032346108 1924 65839 SH Defined 31 65839 0 0
ANADARKO PETE CORP COM 032511107 133 2101 SH Defined 8 2101 0 0
ANADARKO PETE CORP COM 032511107 10508 166707 SH Sole 9 166707 0 0
ANADARKO PETE CORP OPT 032511107 36463 578500 SH Call Defined 9 0 578500 0
ANADARKO PETE CORP OPT 032511107 45672 724600 SH Put Defined 9 0 724600 0
ANADARKO PETE CORP COM 032511107 1116 17700 SH Sole 51 17700 0 0
ANADARKO PETE CORP COM 032511107 491 7788 SH Defined 60 7788 0 0
ANADARKO PETE CORP COM 032511107 32 496 SH No disc 61 496 0 0
ANADARKO PETROLEUM CORP USD 0. COM 032511107 13798 218900 SH Defined 31 218900 0 0
ANALOG DEVICES INC COM 032654105 105 3535 SH Defined 8 3535 0 0
ANALOG DEVICES INC COM 032654105 1871 63379 SH Sole 9 63379 0 0
ANALOG DEVICES INC COM 032654105 761 25796 SH Sole 51 25796 0 0
ANALOG DEVICES INC COM 032654105 27 914 SH Sole 56 914 0 0
ANALOG DEVICES INC COM 032654105 7 242 SH No disc 61 242 0 0
ANALOGIC CORP COM 032657207 140 2100 SH Defined 8 2100 0 0
ANALOGIC CORP USD 0.05 COM 032657207 14 200 SH Defined 31 200 0 0
ANGELICA CORP USD 1 COM 034663104 22 1200 SH Defined 31 1200 0 0
ANGIOTECH PHARMACEUTICALS INC COM 034918102 548 260524 SH Defined 31 260524 0 0
ANGLO AMERICAN PLC ADR REP 0.5 COM 03485P201 2609 87623 SH Defined 31 87623 0 0
ANGLOGOLD ASHANTI LIMITED ADR COM 035128206 8507 250500 SH Defined 31 250500 0 0
ANGLOGOLD ASHANTI LTD BOND 035128206 5225 153846 PRN Sole 1 153846 0 0
ANGLOGOLD ASHANTI LTD ADR 035128206 129 3795 SH Sole 9 3795 0 0
ANGLOGOLD ASHANTI LTD COM 035128206 238 7000 SH Defined 60 7000 0 0
ANHEUSER BUSCH COS INC COM 035229103 45 935 SH Defined 8 935 0 0
ANHEUSER BUSCH COS INC COM 035229103 7134 150354 SH Sole 9 150354 0 0
ANHEUSER BUSCH COS INC OPT 035229103 6881 145000 SH Call Defined 9 0 145000 0
ANHEUSER BUSCH COS INC COM 035229103 493 10386 SH Sole 56 10386 0 0
ANHEUSER BUSCH COS INC COM 035229103 40 844 SH No disc 61 844 0 0
ANHEUSER BUSCH COS INC COM 035229103 85 1800 SH Sole 99 1800 0 0
ANHEUSER-BUSCH COS INC USD 1 COM 035229103 22994 484577 SH Defined 31 484577 0 0
ANIKA THERAPEUTICS INC USD 0.0 COM 035255108 193 22650 SH Defined 31 22650 0 0
ANIXTER INTERNATIONAL INC. USD COM 035290105 2325 36300 SH Defined 31 36300 0 0
ANIXTER INTL INC COM 035290105 320 5000 SH Sole 9 5000 0 0
ANIXTER INTL INC COM 035290105 15 242 SH No disc 61 242 0 0
ANNALY CAP MGMT INC COM 035710409 1624 106028 SH Sole 9 106028 0 0
ANNALY CAP MGMT INC COM 035710409 2175 142000 SH Sole 51 142000 0 0
ANNALY MORTGAGE MANAGEMENT REI COM 035710409 48664 3176494 SH Defined 31 3176494 0 0
ANNTAYLOR STORES CORP USD 0.00 COM 036115103 941 38900 SH Defined 31 38900 0 0
ANSYS INC COM 03662Q105 97 2800 SH Sole 9 2800 0 0
ANSYS INC COM 03662Q105 4 105 SH No disc 61 105 0 0
ANSYS INC USD 0.01 COM 03662Q105 1833 53094 SH Defined 31 53094 0 0
ANTHRACITE CAPITAL INC REIT US COM 037023108 55 8200 SH Defined 31 8200 0 0
ANTIGENICS INC DEL COM 037032109 13 5717 SH No disc 61 5717 0 0
ANWORTH MORTGAGE ASSET CORP RE COM 037347101 4260 694800 SH Defined 31 694800 0 0
AO VIMPELCOM ADR REP 0.05 ORD COM 68370R109 17519 586100 SH Defined 31 586100 0 0
AON CORP COM 037389103 18 440 SH Defined 8 440 0 0
AON CORP COM 037389103 338 8402 SH Sole 9 8402 0 0
AON CORP COM 037389103 88 2200 SH Sole 51 2200 0 0
AON CORP COM 037389103 25 631 SH Sole 56 631 0 0
AON CORP COM 037389103 291 7229 SH No disc 61 7229 0 0
AON CORP USD 1 COM 037389103 24366 606099 SH Defined 31 606099 0 0
APACHE CORP COM 037411105 38 313 SH Defined 8 313 0 0
APACHE CORP COM 037411105 2401 19874 SH Sole 9 19874 0 0
APACHE CORP OPT 037411105 6041 50000 SH Call Defined 9 0 50000 0
APACHE CORP OPT 037411105 40101 331900 SH Put Defined 9 0 331900 0
APACHE CORP COM 037411105 448 3698 SH Sole 51 3698 0 0
APACHE CORP COM 037411105 240 1986 SH Sole 56 1986 0 0
APACHE CORP COM 037411105 101 840 SH No disc 61 840 0 0
APARTMENT INVT & MGMT CO COM 03748R101 486 13572 SH Sole 9 13572 0 0
APEX SILVER MINES LTD BOND G04074103 1768 145877 PRN Sole 9 145877 0 0
APOGEE ENTERPRISES INC COM 037598109 7 400 SH Defined 8 400 0 0
APOGEE ENTERPRISES INC USD 0.3 COM 037598109 317 20546 SH Defined 31 20546 0 0
APOLLO GROUP INC COM 037604105 12 272 SH Defined 8 272 0 0
APOLLO GROUP INC COM 037604105 118 2733 SH Sole 9 2733 0 0
APOLLO GROUP INC COM 037604105 2320 53700 SH Sole 51 53700 0 0
APOLLO GROUP INC COM 037604105 80 1848 SH Sole 56 1848 0 0
APOLLO INVESTMENT CORPORATION COM 03761U106 1962 123925 SH Defined 31 123925 0 0
APOLLO INVT CORP COM 03761U106 812 51300 SH Sole 9 51300 0 0
APPLE INC COM 037833100 360 2508 SH Defined 8 2508 0 0
APPLE INC COM 037833100 125992 877992 SH Sole 9 877992 0 0
APPLE INC OPT 037833100 4305 30000 SH Call Defined 9 0 30000 0
APPLE INC OPT 037833100 18655 130000 SH Put Defined 9 0 130000 0
APPLE INC COM 037833100 25 175 SH Sole 20 0 175 0
APPLE INC COM 037833100 4609 31979 SH Defined 32 31979 0 0
APPLE INC COM 037833100 18703 130342 SH Sole 51 130342 0 0
APPLE INC COM 037833100 797 5557 SH Sole 56 5557 0 0
APPLE INC COM 037833100 43 300 SH Sole 57 300 0 0
APPLE INC COM 037833100 205 1430 SH Defined 60 1430 0 0
APPLE INC COM 037833100 1864 12992 SH No disc 61 12992 0 0
APPLE INC COM 037833100 136 948 SH Sole 99 948 0 0
APPLE INC USD NPV COM 037833100 61174 426295 SH Defined 31 426295 0 0
APPLERA CORP COM 038020103 73 2221 SH Defined 8 2221 0 0
APPLERA CORP COM 038020103 15 442 SH Sole 9 442 0 0
APPLERA CORP COM 038020103 453 13800 SH Sole 51 13800 0 0
APPLERA CORP COM 038020103 3 100 SH No disc 61 100 0 0
APPLERA CORP COM 038020202 23 1558 SH No disc 61 1558 0 0
APPLIED DIGITAL SOLUTIONS COM 038188306 3 4100 SH No disc 61 4100 0 0
APPLIED MATLS INC COM 038222105 55 2777 SH Defined 8 2777 0 0
APPLIED MATLS INC COM 038222105 1606 82340 SH Sole 9 82340 0 0
APPLIED MATLS INC OPT 038222105 5366 275000 SH Call Defined 9 0 275000 0
APPLIED MATLS INC OPT 038222105 15279 783100 SH Put Defined 9 0 783100 0
APPLIED MATLS INC COM 038222105 119 6100 SH Sole 51 6100 0 0
APPLIED MATLS INC COM 038222105 27 1400 SH Sole 56 1400 0 0
APPLIED MATLS INC COM 038222105 293 15000 SH Defined 60 15000 0 0
APPLIED MATLS INC COM 038222105 12 597 SH No disc 61 597 0 0
APPLIED MATLS INC COM 038222105 23 1150 SH Sole 99 1150 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W406 153 21200 SH Defined 8 21200 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W406 0 5 SH No disc 61 5 0 0
APPLIED SIGNAL TECHNOLOGIES US COM 038237103 244 20600 SH Defined 31 20600 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 8 424 SH Sole 56 424 0 0
APTARGROUP INC COM 038336103 8 200 SH Defined 8 200 0 0
APTARGROUP INC USD 0.01 COM 038336103 4594 118000 SH Defined 31 118000 0 0
AQUA AMERICA INC COM 03836W103 4155 221244 SH Sole 9 221244 0 0
AQUA AMERICA INC USD 0.5 COM 03836W103 5919 315140 SH Defined 31 315140 0 0
AQUILA INC USD 1 COM 03840P102 2082 648500 SH Defined 31 648500 0 0
ARBITRON INC COM 03875Q108 95 2200 SH Defined 8 2200 0 0
ARBITRON INCORPORATED USD 0.5 COM 03875Q108 432 10000 SH Defined 31 10000 0 0
ARCH CAP GROUP LTD COM G0450A105 309 4500 SH Sole 9 4500 0 0
ARCH CAPITAL GROUP LTD USD 0.0 COM G0450A105 4688 68254 SH Defined 31 68254 0 0
ARCH CHEMICALS INC COM 03937R102 94 2500 SH Defined 8 2500 0 0
ARCH CHEMICALS INC USD 1 COM 03937R102 1405 37700 SH Defined 31 37700 0 0
ARCH COAL INC COM 039380100 2393 55000 SH Sole 9 55000 0 0
ARCH COAL INC COM 039380100 117 2700 SH Defined 60 2700 0 0
ARCH COAL INC USD 0.01 COM 039380100 42348 973500 SH Defined 31 973500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 26 628 SH Defined 8 628 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 25503 619604 SH Sole 9 619604 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 173 4200 SH Sole 51 4200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 121 2937 SH No disc 61 2937 0 0
ARENA RESOURCES, INC. USD 0.00 COM 040049108 3561 91968 SH Defined 31 91968 0 0
ARGO GROUP INTERNATIONAL HOLDI COM G0464B107 308 8647 SH Defined 31 8647 0 0
ARIAD PHARMACEUTICALS INC USD COM 04033A100 1 4 SH Defined 31 4 0 0
ARIBA INC COM 04033V203 0 7 SH Sole 56 7 0 0
ARIBA INC COM 04033V203 1 147 SH No disc 61 147 0 0
ARM HLDGS ADR REP 3 ORD COM 042068106 1 33 SH Defined 31 33 0 0
ARMSTRONG WORLD INDUSTRIES INC COM 04247X102 9714 272400 SH Defined 31 272400 0 0
AROTECH CORP COM 042682203 2 847 SH No disc 61 847 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM 042698308 18 3000 SH No disc 61 3000 0 0
ARRIS GROUP INC COM 04269Q100 291 50000 SH Sole 9 50000 0 0
ARROW ELECTRONICS INC USD 1 COM 042735100 12131 360500 SH Defined 31 360500 0 0
ARROW ELECTRS INC COM 042735100 142 4200 SH Defined 8 4200 0 0
ARROW ELECTRS INC COM 042735100 10 300 SH Sole 9 300 0 0
ARROW ELECTRS INC COM 042735100 3 100 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 OPT 043353101 26 2000 SH Put Defined 9 0 2000 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 150 10900 SH Defined 8 10900 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 108 7848 SH Sole 9 7848 0 0
ASE TEST LIMITED USD 0.25 COM Y02516105 1 41 SH Defined 31 41 0 0
ASHFORD HOSPITALITY TR INC COM 044103109 306 53857 SH Sole 9 53857 0 0
ASHFORD HOSPITALITY TRUST REIT COM 044103109 5905 1039500 SH Defined 31 1039500 0 0
ASHLAND INC NEW COM 044209104 76 1604 SH Defined 8 1604 0 0
ASHLAND INC NEW COM 044209104 9 182 SH Sole 9 182 0 0
ASHLAND INC NEW COM 044209104 127 2681 SH Sole 56 2681 0 0
ASIAINFO HLDGS INC COM 04518A104 26 2400 SH No disc 61 2400 0 0
ASIAINFO HLDGS INC COM 04518A104 10 915 SH Sole 99 915 0 0
ASM INTERNATIONAL NV EUR 0.04 COM N07045102 63 3361 SH Defined 31 3361 0 0
ASML HOLDINGS NV NY REG SHRS R COM N07059186 29938 1206655 SH Defined 31 1206655 0 0
ASPECT MEDICAL SYSTEMS INC USD COM 045235108 15 2376 SH Defined 31 2376 0 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 154 5800 SH Defined 8 5800 0 0
ASSET ACCEP CAP CORP COM 04543P100 29 3000 SH Defined 8 3000 0 0
ASSISTED LIVING CONCPT NEV N COM 04544X102 18 2900 SH Defined 8 2900 0 0
ASSOCIATED BANC CORP COM 045487105 651 24444 SH Sole 9 24444 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 82 7180 SH Sole 9 7180 0 0
ASSURANT INC COM 04621X108 7 103 SH Defined 8 103 0 0
ASSURANT INC COM 04621X108 360 5911 SH Sole 9 5911 0 0
ASSURANT INC COM 04621X108 1935 31800 SH Sole 51 31800 0 0
ASSURANT INC USD 0.01 COM 04621X108 19062 313200 SH Defined 31 313200 0 0
ASTA FUNDING INC USD 0.01 COM 046220109 112 7983 SH Defined 31 7983 0 0
ASTEC INDUSTRIES INC USD 0.2 COM 046224101 27 676 SH Defined 31 676 0 0
ASTORIA FINANCIAL CORPORATION COM 046265104 3 97 SH Defined 31 97 0 0
ASTORIA FINL CORP COM 046265104 1470 54118 SH Sole 9 54118 0 0
ASTRAZENECA PLC ADR 046353108 75 1985 SH Sole 9 1985 0 0
ASTRAZENECA PLC COM 046353108 11 300 SH Sole 99 300 0 0
ASTRAZENECA PLC ADR REP 1 ORD COM 046353108 55610 1463800 SH Defined 31 1463800 0 0
AT&T INC COM 00206R102 157 4100 SH Sole 1 4100 0 0
AT&T INC COM 00206R102 226 5894 SH Defined 8 5894 0 0
AT&T INC COM 00206R102 60163 1570838 SH Sole 9 1570838 0 0
AT&T INC OPT 00206R102 3830 100000 SH Call Defined 9 0 100000 0
AT&T INC COM 00206R102 1172 30607 SH Sole 56 30607 0 0
AT&T INC COM 00206R102 8 196 SH Sole 57 196 0 0
AT&T INC COM 00206R102 519 13551 SH No disc 61 13551 0 0
AT&T INC COM 00206R102 272 7104 SH Sole 99 7104 0 0
ATHEROS COMMUNICATIONS INC COM 04743P108 3 150 SH No disc 61 150 0 0
ATLANTIC TELE NETWORK INC COM 049079205 24 700 SH Defined 8 700 0 0
ATLANTIC TELE-NETWORK INC USD COM 049079205 7 200 SH Defined 31 200 0 0
ATLAS AIR WORLDWIDE HOLDINGS I COM 049164205 126 2283 SH Defined 31 2283 0 0
ATLAS AMER INC COM 049167109 3753 62100 SH Sole 51 62100 0 0
ATLAS AMERICA INC USD 0.01 COM 049167109 3708 61348 SH Defined 31 61348 0 0
ATLAS ENERGY RESOURCES LLC NPV COM 049303100 2502 80700 SH Defined 31 80700 0 0
ATMEL CORP COM 049513104 34 9848 SH No disc 61 9848 0 0
ATMEL CORPORATION USD 0.001 COM 049513104 749 215089 SH Defined 31 215089 0 0
ATMI INC COM 00207R101 140 5000 SH Defined 8 5000 0 0
ATMOS ENERGY CORPORATION USD N COM 049560105 2354 92300 SH Defined 31 92300 0 0
ATWOOD OCEANICS INC COM 050095108 60 659 SH Sole 9 659 0 0
AU OPTRONICS CORP COM 002255107 2974 173000 SH Sole 51 173000 0 0
AU OPTRONICS CORP COM 002255107 371 21602 SH Sole 56 21602 0 0
AU OPTRONICS CORP ADR REP 10 O COM 002255107 15793 918680 SH Defined 31 918680 0 0
AUDIBLE INC COM 05069A302 14 1200 SH Defined 8 1200 0 0
AUDIOCODES LTD BOND M15342104 1072 267237 PRN Sole 9 267237 0 0
AUGUSTA RES CORP COM 050912203 18 4595 SH No disc 61 4595 0 0
AUGUSTA RES CORP COM 050912203 13 3500 SH Sole 99 3500 0 0
AUTHENTEC INC. USD 0.01 COM 052660107 66 6600 SH Defined 31 6600 0 0
AUTODESK INC COM 052769106 11 348 SH Defined 8 348 0 0
AUTODESK INC COM 052769106 28 902 SH Sole 9 902 0 0
AUTODESK INC COM 052769106 104 3300 SH Sole 51 3300 0 0
AUTODESK INC COM 052769106 132 4179 SH Sole 56 4179 0 0
AUTODESK INC COM 052769106 69 2178 SH Defined 60 2178 0 0
AUTOLIV INC COM 052800109 15 300 SH Sole 9 300 0 0
AUTOLIV INC GDR 052800109 49 971 SH Sole 9 971 0 0
AUTOLIV INC USD 1 COM 052800109 24453 487100 SH Defined 31 487100 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 28 651 SH Defined 8 651 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1635 38579 SH Sole 9 38579 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 65 1531 SH No disc 10 1531 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 85 2000 SH Sole 57 2000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 456 10748 SH Defined 60 10748 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 41 966 SH No disc 61 966 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 57 1350 SH Shared/ 61 1350 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 170 4000 SH Sole 99 4000 0 0
AUTONATION INC COM 05329W102 29 1928 SH Defined 8 1928 0 0
AUTONATION INC COM 05329W102 154 10302 SH Sole 9 10302 0 0
AUTONATION INC COM 05329W102 64 4300 SH Sole 51 4300 0 0
AUTONATION INC USD 0.01 COM 05329W102 2873 191900 SH Defined 31 191900 0 0
AUTOZONE INC COM 053332102 5 42 SH Defined 8 42 0 0
AUTOZONE INC COM 053332102 19 170 SH Sole 9 170 0 0
AUTOZONE INC COM 053332102 225 1975 SH Sole 51 1975 0 0
AUTOZONE INC USD 0.01 COM 053332102 20262 178000 SH Defined 31 178000 0 0
AUXILIUM PHARMACEUTICALS INC U COM 05334D107 79 2950 SH Defined 31 2950 0 0
AVALONBAY CMNTYS INC COM 053484101 4 38 SH Defined 8 38 0 0
AVALONBAY CMNTYS INC COM 053484101 9218 95500 SH Sole 9 95500 0 0
AVANEX CORP COM 05348W109 4 5600 SH No disc 61 5600 0 0
AVENTINE RENEWABLE ENERGY COM 05356X403 104 20051 SH Sole 9 20051 0 0
AVERY DENNISON CORP COM 053611109 9 163 SH Defined 8 163 0 0
AVERY DENNISON CORP COM 053611109 1094 22205 SH Sole 9 22205 0 0
AVI BIOPHARMA INC COM 002346104 74 40070 SH Sole 9 40070 0 0
AVI BIOPHARMA INC COM 002346104 28 15000 SH No disc 61 15000 0 0
AVIS BUDGET GROUP INC USD 0.01 COM 053774105 2923 275217 SH Defined 31 275217 0 0
AVISTA CORP USD NPV COM 05379B107 2268 115900 SH Defined 31 115900 0 0
AVIZA TECHNOLOGY INC COM 05381A105 32 60000 SH No disc 61 60000 0 0
AVNET INC COM 053807103 161 4900 SH Defined 8 4900 0 0
AVNET INC COM 053807103 10 300 SH Sole 9 300 0 0
AVOCENT CORP COM 053893103 12 700 SH Defined 8 700 0 0
AVOCENT CORPORATION USD 0.001 COM 053893103 2557 151267 SH Defined 31 151267 0 0
AVON PRODS INC COM 054303102 22 538 SH Defined 8 538 0 0
AVON PRODS INC COM 054303102 2568 64956 SH Sole 9 64956 0 0
AVON PRODS INC COM 054303102 620 15665 SH Sole 51 15665 0 0
AVON PRODS INC COM 054303102 211 5344 SH Defined 60 5344 0 0
AVON PRODS INC COM 054303102 76 1920 SH No disc 61 1920 0 0
AVON PRODS INC COM 054303102 16 400 SH Sole 99 400 0 0
AVON PRODUCTS INC USD 0.25 COM 054303102 40157 1015600 SH Defined 31 1015600 0 0
AVX CORP NEW COM 002444107 76 5945 SH No disc 61 5945 0 0
AXA COM 054536107 7 200 SH No disc 61 200 0 0
AXIS CAPITAL HOLDINGS COM G0692U109 7 200 SH Sole 9 200 0 0
AXIS CAPITAL HOLDINGS LIMITED COM G0692U109 11105 326800 SH Defined 31 326800 0 0
AXSYS TECHNOLOGIES INC USD 0.0 COM 054615109 1377 27600 SH Defined 31 27600 0 0
AZZ INC COM 002474104 353 9924 SH Sole 9 9924 0 0
BAIDU COM INC COM 056752108 14 58 SH Sole 57 58 0 0
BAKER HUGHES INC COM 057224107 27 384 SH Defined 8 384 0 0
BAKER HUGHES INC COM 057224107 11500 167878 SH Sole 9 167878 0 0
BAKER HUGHES INC OPT 057224107 26715 390000 SH Call Defined 9 0 390000 0
BAKER HUGHES INC OPT 057224107 13700 200000 SH Put Defined 9 0 200000 0
BAKER HUGHES INC COM 057224107 19 280 SH Sole 20 0 280 0
BAKER HUGHES INC COM 057224107 1130 16500 SH Sole 51 16500 0 0
BAKER HUGHES INC COM 057224107 137 2000 SH Defined 60 2000 0 0
BAKER HUGHES INC COM 057224107 44 640 SH No disc 61 640 0 0
BALCHEM CORPORATION USD 0.0667 COM 057665200 69 2999 SH Defined 31 2999 0 0
BALDOR ELEC CO COM 057741100 360 12845 SH Sole 9 12845 0 0
BALDWIN & LYONS INC USD NPV COM 057755209 348 13515 SH Defined 31 13515 0 0
BALL CORP COM 058498106 6 126 SH Defined 8 126 0 0
BALL CORP COM 058498106 319 6947 SH Sole 9 6947 0 0
BALL CORP COM 058498106 412 8960 SH Sole 51 8960 0 0
BALL CORP USD NPV COM 058498106 1664 36217 SH Defined 31 36217 0 0
BALLARD PWR SYS INC COM 05858H104 296 72300 SH Sole 9 72300 0 0
BALLARD PWR SYS INC COM 05858H104 5 1214 SH No disc 61 1214 0 0
BALLARD PWR SYS INC COM 05858H104 4 1024 SH Sole 99 1024 0 0
BALLY TECHNOLOGIES INC COM 05874B107 134 3900 SH Defined 8 3900 0 0
BALLY TECHNOLOGIES INC COM 05874B107 1579 45981 SH Sole 51 45981 0 0
BALLY TECHNOLOGIES INC USD 0.1 COM 05874B107 2009 58500 SH Defined 31 58500 0 0
BANCO BILBAO VIZCAYA ARG ADR R COM 05946K101 2 46 SH Defined 31 46 0 0
BANCO BILBAO VIZCAYA ARGENTA ADR 05946K101 299 13580 SH Sole 9 13580 0 0
BANCO BRADESCO S A ADR 059460303 5796 208796 SH Sole 9 208796 0 0
BANCO DE CHILE ADR REP 600 ORD COM 059520106 64 1200 SH Defined 31 1200 0 0
BANCO ITAU HLDG FINANCIERA S ADR 059602201 715 31408 SH Sole 9 31408 0 0
BANCO ITAU HLDG FINANCIERA S COM 059602201 1920 84346 SH Sole 51 84346 0 0
BANCO MACRO S.A. ADR REP 1 ORD COM 05961W105 5719 225600 SH Defined 31 225600 0 0
BANCO SANTANDER CHILE NEW COM 05965X109 348 6661 SH Sole 51 6661 0 0
BANCOLOMBIA S A COM 05968L102 817 23031 SH Sole 51 23031 0 0
BANCORPSOUTH INC USD 2.5 COM 059692103 1 1 SH Defined 31 1 0 0
BANK HAWAII CORP COM 062540109 709 14313 SH Sole 9 14313 0 0
BANK MONTREAL QUE COM 063671101 40 900 SH Sole 9 900 0 0
BANK MONTREAL QUE COM 063671101 67 1500 SH No disc 10 1500 0 0
BANK MONTREAL QUE COM 063671101 1163 25952 SH No disc 61 25952 0 0
BANK MONTREAL QUE COM 063671101 67 1500 SH Shared/ 61 1500 0 0
BANK MONTREAL QUE COM 063671101 1056 23553 SH Sole 99 23553 0 0
BANK MUTUAL CORP NEW COM 063750103 107 9900 SH Defined 8 9900 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 77 1700 SH Sole 9 1700 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 406 8980 SH No disc 61 8980 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 626 13845 SH Sole 99 13845 0 0
BANK OF AMERICA CORPORATION COM 060505104 283 7448 SH Defined 8 7448 0 0
BANK OF AMERICA CORPORATION BOND 060505104 948 25000 PRN Sole 9 25000 0 0
BANK OF AMERICA CORPORATION COM 060505104 43073 1136200 SH Sole 9 1136200 0 0
BANK OF AMERICA CORPORATION OPT 060505104 20282 535000 SH Call Defined 9 0 535000 0
BANK OF AMERICA CORPORATION OPT 060505104 31803 838900 SH Put Defined 9 0 838900 0
BANK OF AMERICA CORPORATION COM 060505104 14 360 SH Sole 17 360 0 0
BANK OF AMERICA CORPORATION COM 060505104 61 1600 SH Sole 20 0 1600 0
BANK OF AMERICA CORPORATION COM 060505104 6019 158778 SH Sole 51 158778 0 0
BANK OF AMERICA CORPORATION COM 060505104 714 18824 SH Sole 56 18824 0 0
BANK OF AMERICA CORPORATION COM 060505104 608 16028 SH Sole 59 16028 0 0
BANK OF AMERICA CORPORATION COM 060505104 495 13058 SH Defined 60 13058 0 0
BANK OF AMERICA CORPORATION COM 060505104 514 13564 SH No disc 61 13564 0 0
BANK OF AMERICA CORPORATION COM 060505104 181 4770 SH Sole 99 4770 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 48 1142 SH Defined 8 1142 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 660 15813 SH Sole 9 15813 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 23 558 SH Sole 10 558 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 463 11084 SH Sole 56 11084 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 234 5610 SH No disc 61 5610 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 23 558 SH Shared/ 61 558 0 0
BANKFINANCIAL CORP COM 06643P104 7 400 SH Defined 8 400 0 0
BANKRATE INC USD 0.01 COM 06646V108 7456 149442 SH Defined 31 149442 0 0
BANNER CORP COM 06652V109 33 1400 SH Defined 8 1400 0 0
BANRO CORP COM 066800103 5 632 SH No disc 61 632 0 0
BARCLAYS BANK PLC UNIT 06739H206 289050 5000000 SH Sole 1 5000000 0 0
BARCLAYS BANK PLC UNIT 06739H305 300050 5000000 SH Sole 1 5000000 0 0
BARCLAYS BANK PLC UNIT 06739H644 316350 5000000 SH Sole 1 5000000 0 0
BARCLAYS BANK PLC UNIT 06739H743 200400 5000000 SH Sole 1 5000000 0 0
BARCLAYS BANK PLC UNIT 06739H750 309800 5000000 SH Sole 1 5000000 0 0
BARCLAYS BK PLC UNIT 06738C778 614000 10000000 SH Sole 1 10000000 0 0
BARCLAYS BK PLC UNIT 06738C786 604300 10000000 SH Sole 1 10000000 0 0
BARCLAYS BK PLC UNIT 06738C794 584100 10000000 SH Sole 1 10000000 0 0
BARCLAYS BK PLC UNIT 06738G407 261700 5000000 SH Sole 1 5000000 0 0
BARCLAYS BK PLC UNIT 06739F101 270650 5000000 SH Sole 1 5000000 0 0
BARCLAYS BK PLC UNIT 06739F119 233800 5000000 SH Sole 1 5000000 0 0
BARCLAYS BK PLC UNIT 06739F291 586302 8900900 SH Sole 1 8900900 0 0
BARD C R INC COM 067383109 5 45 SH Defined 8 45 0 0
BARD C R INC COM 067383109 840 8716 SH Sole 9 8716 0 0
BARD C R INC COM 067383109 48 500 SH Sole 51 500 0 0
BARE ESCENTUALS INC OPT 067511105 0 0 SH Put Defined 9 0 0 0
BARNES & NOBLE INC COM 067774109 555 18100 SH Sole 9 18100 0 0
BARNES AND NOBLE INC USD 0.001 COM 067774109 9793 319500 SH Defined 31 319500 0 0
BARNES GROUP INC USD 0.01 COM 067806109 4283 186600 SH Defined 31 186600 0 0
BARR PHARMACEUTICALS INC COM 068306109 25 510 SH Sole 9 510 0 0
BARRETT BUSINESS SERVICES INC COM 068463108 1 43 SH Defined 31 43 0 0
BARRICK GOLD CORP COM 067901108 3763 86594 SH Sole 9 86594 0 0
BARRICK GOLD CORP COM 067901108 652 15000 SH Sole 56 15000 0 0
BARRICK GOLD CORP COM 067901108 288 6639 SH No disc 61 6639 0 0
BARRICK GOLD CORP COM 067901108 31 702 SH Sole 99 702 0 0
BARRICK GOLD CORP CAD NPV COM 067901108 22 500 SH Defined 31 500 0 0
BASSETT FURNITURE INDUSTRIES I COM 070203104 10 765 SH Defined 31 765 0 0
BAUER EDDIE HLDGS INC COM 071625107 148 37961 SH Sole 9 37961 0 0
BAXTER INTERNATIONAL INC USD 1 COM 071813109 6619 114473 SH Defined 31 114473 0 0
BAXTER INTL INC COM 071813109 93 1607 SH Defined 8 1607 0 0
BAXTER INTL INC COM 071813109 941 16270 SH Sole 9 16270 0 0
BAXTER INTL INC OPT 071813109 943 16300 SH Call Defined 9 0 16300 0
BAXTER INTL INC OPT 071813109 376 6500 SH Put Defined 9 0 6500 0
BAXTER INTL INC COM 071813109 3848 66561 SH Sole 51 66561 0 0
BAXTER INTL INC COM 071813109 533 9211 SH Sole 56 9211 0 0
BAXTER INTL INC COM 071813109 240 4159 SH Defined 60 4159 0 0
BAXTER INTL INC COM 071813109 28 480 SH No disc 61 480 0 0
BAXTER INTL INC COM 071813109 23 400 SH Sole 99 400 0 0
BAYTEX ENERGY TR COM 073176109 0 8 SH No disc 61 8 0 0
BB&T CORP OPT 054937107 49 1500 SH Put Defined 1 0 1500 0
BB&T CORP COM 054937107 19 573 SH Defined 8 573 0 0
BB&T CORP COM 054937107 3303 103030 SH Sole 9 103030 0 0
BB&T CORP COM 054937107 708 22100 SH Sole 51 22100 0 0
BCE INC COM 05534B760 5414 160510 SH Sole 9 160510 0 0
BCE INC COM 05534B760 87 2585 SH No disc 61 2585 0 0
BCE INC COM 05534B760 40 1187 SH Sole 99 1187 0 0
BCE INC CAD NPV COM 05534B760 152 4485 SH Defined 31 4485 0 0
BE AEROSPACE INC COM 073302101 10 300 SH No disc 61 300 0 0
BE AEROSPACE USD 0.01 COM 073302101 4636 132619 SH Defined 31 132619 0 0
BEA SYS INC COM 073325102 10 512 SH Defined 8 512 0 0
BEA SYS INC COM 073325102 10894 568897 SH Sole 9 568897 0 0
BEA SYS INC COM 073325102 4 200 SH No disc 61 200 0 0
BEAR STEARNS COS INC COM 073902108 2 109 SH Defined 8 109 0 0
BEAR STEARNS COS INC COM 073902108 225 21447 SH Sole 9 21447 0 0
BEAR STEARNS COS INC OPT 073902108 525 50000 SH Put Defined 9 0 50000 0
BEAR STEARNS COS INC COM 073902108 5 472 SH Sole 56 472 0 0
BEAR STEARNS COS INC COM 073902108 1419 135251 SH Sole 59 135251 0 0
BEAR STEARNS COS INC COM 073902108 2 237 SH No disc 61 237 0 0
BEARINGPOINT INC USD 0.01 COM 074002106 1628 968736 SH Defined 31 968736 0 0
BEAZER HOMES USA INC OPT 07556Q105 1087 115000 SH Put Defined 9 0 115000 0
BEBE STORES INC COM 075571109 27 2500 SH Defined 60 2500 0 0
BECKMAN COULTER INC COM 075811109 285 4420 SH Defined 60 4420 0 0
BECKMAN COULTER INC USD 0.1 COM 075811109 1246 19300 SH Defined 31 19300 0 0
BECTON DICKINSON & CO COM 075887109 30 339 SH Defined 8 339 0 0
BECTON DICKINSON & CO COM 075887109 1380 16072 SH Sole 9 16072 0 0
BECTON DICKINSON & CO COM 075887109 254 2956 SH Sole 12 0 0 2956
BECTON DICKINSON & CO COM 075887109 1959 22821 SH Sole 17 22821 0 0
BECTON DICKINSON & CO COM 075887109 201 2337 SH Sole 20 0 2337 0
BECTON DICKINSON & CO COM 075887109 67 776 SH Sole 51 776 0 0
BECTON DICKINSON & CO COM 075887109 439 5114 SH Sole 56 5114 0 0
BECTON DICKINSON & CO COM 075887109 37 430 SH Sole 57 430 0 0
BECTON DICKINSON & CO COM 075887109 26 300 SH Sole 99 300 0 0
BED BATH & BEYOND INC COM 075896100 91 3078 SH Defined 8 3078 0 0
BED BATH & BEYOND INC COM 075896100 402 13618 SH Sole 9 13618 0 0
BED BATH & BEYOND INC COM 075896100 148 5000 SH No disc 61 5000 0 0
BEL FUSE INC COM 077347300 109 3900 SH Defined 8 3900 0 0
BEL FUSE INC USD 0.1 COM 077347300 162 5800 SH Defined 31 5800 0 0
BELDEN INC COM 077454106 152 4300 SH Defined 8 4300 0 0
BELO CORP COM 080555105 162 15300 SH Defined 8 15300 0 0
BELO CORP COM 080555105 264 25000 SH Sole 9 25000 0 0
BELO CORP USD 1.67 COM 080555105 3 200 SH Defined 31 200 0 0
BEMIS INC COM 081437105 141 5529 SH Defined 8 5529 0 0
BEMIS INC COM 081437105 2 77 SH Sole 9 77 0 0
BENCHMARK ELECTRONICS INC USD COM 08160H101 41 2283 SH Defined 31 2283 0 0
BENCHMARK ELECTRS INC COM 08160H101 160 8900 SH Defined 8 8900 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 58 5800 SH Defined 8 5800 0 0
BENEFICIAL MUTUAL BANCORP INC COM 08173R104 25 2437 SH Defined 31 2437 0 0
BENTLEY PHARMACEUTICALS INC COM 082657107 111 6800 SH Defined 8 6800 0 0
BERKLEY W R CORP COM 084423102 282 10201 SH Sole 9 10201 0 0
BERKLEY W R CORP COM 084423102 52 1870 SH Sole 56 1870 0 0
BERKLEY W R CORPORATION USD 0. COM 084423102 10959 395750 SH Defined 31 395750 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670108 0 11 SH Sole 9 11 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670207 671 150 SH Sole 9 150 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670207 8186 1830 SH Sole 51 1830 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670207 179 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 157 35 SH No disc 61 35 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670108 0 7 SH Sole 99 7 0 0
BERKSHIRE HATHAWAY INC DEL COM 084670207 134 30 SH Sole 99 30 0 0
BERKSHIRE HATHAWAY INC USD 0.1 COM 084670207 23796 5320 SH Defined 31 5320 0 0
BERRY PETE CO COM 085789105 198 4250 SH Sole 57 4250 0 0
BEST BUY CO INC USD 0.1 COM 086516101 32197 776578 SH Defined 31 776578 0 0
BEST BUY INC COM 086516101 54 1301 SH Defined 8 1301 0 0
BEST BUY INC COM 086516101 5237 126325 SH Sole 9 126325 0 0
BEST BUY INC OPT 086516101 4146 100000 SH Call Defined 9 0 100000 0
BEST BUY INC OPT 086516101 6219 150000 SH Put Defined 9 0 150000 0
BEST BUY INC COM 086516101 11069 266970 SH Sole 51 266970 0 0
BEST BUY INC COM 086516101 8 192 SH Sole 56 192 0 0
BEST BUY INC COM 086516101 12 285 SH No disc 61 285 0 0
BHP BILLITON LTD ADR 088606108 10030 152312 SH Sole 9 152312 0 0
BHP BILLITON PLC ADR REP 2 ORD COM 05545E209 24035 409100 SH Defined 31 409100 0 0
BIG 5 SPORTING GOODS CORP USD COM 08915P101 18 1949 SH Defined 31 1949 0 0
BIG FLOWER PRESS HLDGS USD 0.0 COM 05508R106 245 22200 SH Defined 31 22200 0 0
BIG LOTS INC COM 089302103 5 191 SH Defined 8 191 0 0
BIG LOTS INC COM 089302103 88 3946 SH Sole 51 3946 0 0
BIG LOTS INC COM 089302103 68 3043 SH Sole 56 3043 0 0
BIG LOTS INC USD 0.01 COM 089302103 4106 184100 SH Defined 31 184100 0 0
BIO RAD LABS INC COM 090572207 161 1800 SH Defined 8 1800 0 0
BIO RAD LABS INC COM 090572207 31 350 SH No disc 61 350 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 4 900 SH No disc 61 900 0 0
BIODEL INC COM 09064M105 82 7598 SH Defined 60 7598 0 0
BIOGEN IDEC INC COM 09062X103 143 2312 SH Defined 8 2312 0 0
BIOGEN IDEC INC COM 09062X103 543 8810 SH Sole 9 8810 0 0
BIOGEN IDEC INC OPT 09062X103 4319 70000 SH Call Defined 9 0 70000 0
BIOGEN IDEC INC COM 09062X103 413 6700 SH Sole 51 6700 0 0
BIOGEN IDEC INC COM 09062X103 279 4525 SH Sole 56 4525 0 0
BIOGEN IDEC INC COM 09062X103 399 6465 SH No disc 61 6465 0 0
BIOMARIN PHARMACEUTICAL INC US COM 09061G101 9068 256372 SH Defined 31 256372 0 0
BIOMED REALTY TRUST INC COM 09063H107 739 30900 SH Defined 8 30900 0 0
BIOMED REALTY TRUST INC BOND 09063H107 24024 1005609 PRN Sole 9 1005609 0 0
BIOMED REALTY TRUST INC COM 09063H107 111 4659 SH Sole 9 4659 0 0
BIOMED REALTY TRUST INC REIT U COM 09063H107 8486 355200 SH Defined 31 355200 0 0
BIOPURE CORP COM 09065H402 1 1252 SH No disc 61 1252 0 0
BIOSCRIP INC USD 0.0001 COM 09069N108 32 4679 SH Defined 31 4679 0 0
BIOSPHERE MEDICAL INC COM 09066V103 4 900 SH No disc 61 900 0 0
BIOTECH HOLDRS TR COM 09067D201 1909 11000 SH Sole 9 11000 0 0
BIOVAIL CORP COM 09067J109 160 15000 SH Defined 8 15000 0 0
BIOVAIL CORP COM 09067J109 3 300 SH Sole 9 300 0 0
BIOVAIL CORP COM 09067J109 91 8500 SH Sole 51 8500 0 0
BIOVAIL CORP COM 09067J109 9 805 SH No disc 61 805 0 0
BIOVAIL CORPORATION CAD NPV COM 09067J109 5258 493655 SH Defined 31 493655 0 0
BJ SVCS CO COM 055482103 7 230 SH Defined 8 230 0 0
BJ SVCS CO COM 055482103 2170 76119 SH Sole 9 76119 0 0
BJ SVCS CO COM 055482103 19 670 SH Sole 17 670 0 0
BJ SVCS CO COM 055482103 9 326 SH No disc 61 326 0 0
BJ SVCS CO COM 055482103 53 1862 SH Sole 99 1862 0 0
BJ`S RESTAURANTS INC USD NPV COM 09180C106 212 14649 SH Defined 31 14649 0 0
BJS WHOLESALE CLUB INC COM 05548J106 126 3526 SH Sole 56 3526 0 0
BJS WHOLESALE CLUB INC USD 0.0 COM 05548J106 17003 476400 SH Defined 31 476400 0 0
BLACK & DECKER CORP COM 091797100 11 157 SH Defined 8 157 0 0
BLACK & DECKER CORP COM 091797100 279 4218 SH Sole 9 4218 0 0
BLACK & DECKER CORP COM 091797100 258 3900 SH Sole 51 3900 0 0
BLACK & DECKER CORP COM 091797100 10 150 SH No disc 61 150 0 0
BLACK BOX CORP USD 0.001 COM 091826107 604 19548 SH Defined 31 19548 0 0
BLACK HILLS CORP COM 092113109 562 15721 SH Sole 9 15721 0 0
BLACK HILLS CORP COM 092113109 2 55 SH No disc 61 55 0 0
BLACK HILLS CORPORATION USD 1 COM 092113109 823 23000 SH Defined 31 23000 0 0
BLACKBAUD INC USD 0.001 COM 09227Q100 692 28487 SH Defined 31 28487 0 0
BLACKBOARD INC COM 091935502 17 500 SH Sole 56 500 0 0
BLACKBOARD INC USD 0.01 COM 091935502 3194 95825 SH Defined 31 95825 0 0
BLACKROCK DIVID ACHIEVRS TM COM 09250N107 22 1900 SH Defined 32 1900 0 0
BLACKROCK INC USD 0.01 COM 09247X101 4656 22800 SH Defined 31 22800 0 0
BLACKROCK KELSO CAPITAL CORPOR COM 092533108 23 1900 SH Defined 31 1900 0 0
BLACKROCK REAL ASSET EQUITY COM 09254B109 5818 376526 SH Defined 32 376526 0 0
BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 1212 106000 SH Defined 32 106000 0 0
BLACKSTONE GROUP L P COM 09253U108 7910 498100 SH Sole 51 498100 0 0
BLACKSTONE GROUP L P COM 09253U108 20 1251 SH No disc 61 1251 0 0
BLACKSTONE GROUP L P COM 09253U108 71 4500 SH Sole 99 4500 0 0
BLADELOGIC INC COM 09265M102 701 25008 SH Sole 9 25008 0 0
BLOCK H & R INC COM 093671105 5 225 SH Defined 8 225 0 0
BLOCK H & R INC COM 093671105 603 29046 SH Sole 9 29046 0 0
BLOCK H & R INC COM 093671105 329 15900 SH Sole 51 15900 0 0
BLOCK H & R INC COM 093671105 32 1547 SH Sole 56 1547 0 0
BLOCK H & R INC COM 093671105 21 1000 SH Defined 60 1000 0 0
BLOCK(H & R) INC USD NPV COM 093671105 3920 188800 SH Defined 31 188800 0 0
BLOCKBUSTER INC USD 0.01 COM 093679108 5335 1636400 SH Defined 31 1636400 0 0
BLOCKBUSTER INC USD 0.01 COM 093679207 255 89300 SH Defined 31 89300 0 0
BLOUNT INTERNATIONAL INC USD 0 COM 095180105 647 52300 SH Defined 31 52300 0 0
BLOUNT INTL INC NEW COM 095180105 27 2200 SH Sole 99 2200 0 0
BLUE COAT SYSTEMS INC COM 09534T508 0 4 SH No disc 61 4 0 0
BLUE NILE INC USD 0.001 COM 09578R103 660 12183 SH Defined 31 12183 0 0
BLUEGREEN CORPORATION USD 0.01 COM 096231105 6 800 SH Defined 31 800 0 0
BLUELINX HOLDINGS INC. USD 0.0 COM 09624H109 482 94500 SH Defined 31 94500 0 0
BLYTH INC COM 09643P108 83 4200 SH Defined 8 4200 0 0
BMC SOFTWARE INC COM 055921100 13 371 SH Defined 8 371 0 0
BMC SOFTWARE INC COM 055921100 130 4009 SH Sole 9 4009 0 0
BMC SOFTWARE INC COM 055921100 72 2211 SH Sole 56 2211 0 0
BOB EVANS FARMS INC COM 096761101 161 5800 SH Defined 8 5800 0 0
BOEING CO COM 097023105 66 878 SH Defined 8 878 0 0
BOEING CO COM 097023105 10812 145385 SH Sole 9 145385 0 0
BOEING CO OPT 097023105 11156 150000 SH Call Defined 9 0 150000 0
BOEING CO OPT 097023105 14874 200000 SH Put Defined 9 0 200000 0
BOEING CO COM 097023105 21719 292040 SH Sole 51 292040 0 0
BOEING CO COM 097023105 535 7189 SH Sole 56 7189 0 0
BOEING CO COM 097023105 285 3839 SH No disc 61 3839 0 0
BOEING CO USD 5 COM 097023105 16005 215200 SH Defined 31 215200 0 0
BOIS D`ARC ENERGY INC USD 0.01 COM 09738U103 435 20200 SH Defined 31 20200 0 0
BOLT TECHNOLOGY CORPORATION US COM 097698104 6 315 SH Defined 31 315 0 0
BOOKHAM INC COM 09856E105 0 211 SH No disc 50 211 0 0
BOOKHAM INC COM 09856E105 115 83587 SH No disc 61 83587 0 0
BOOKHAM INC COM 09856E105 0 59 SH Sole 99 59 0 0
BOOKHAM INC USD 0.01 COM 09856E105 178 129273 SH Defined 31 129273 0 0
BOOKS-A-MILLION INC USD 0.01 COM 098570104 1 100 SH Defined 31 100 0 0
BOOTS & COOTS/INTL WELL CTRL COM 099469504 1 625 SH No disc 61 625 0 0
BORGWARNER INC COM 099724106 404 9400 SH Sole 9 9400 0 0
BORG-WARNER INC USD 0.01 COM 099724106 19523 453700 SH Defined 31 453700 0 0
BORLAND SOFTWARE CORP COM 099849101 1 421 SH Sole 99 421 0 0
BOSTON PROPERTIES INC COM 101121101 2504 27188 SH Defined 8 27188 0 0
BOSTON PROPERTIES INC COM 101121101 979 10638 SH Sole 9 10638 0 0
BOSTON PROPERTIES INC COM 101121101 98 1062 SH No disc 61 1062 0 0
BOSTON PROPERTIES INC REIT USD COM 101121101 17698 192217 SH Defined 31 192217 0 0
BOSTON SCIENTIFIC CORP COM 101137107 17 1296 SH Defined 8 1296 0 0
BOSTON SCIENTIFIC CORP COM 101137107 73 5655 SH Sole 9 5655 0 0
BOSTON SCIENTIFIC CORP OPT 101137107 14479 1125000 SH Call Defined 9 0 1125000 0
BOSTON SCIENTIFIC CORP COM 101137107 22 1735 SH No disc 61 1735 0 0
BOYD GAMING CORP COM 103304101 568 28400 SH Sole 9 28400 0 0
BOYD GAMING CORP OPT 103304101 17714 885700 SH Put Defined 9 0 885700 0
BOYD GAMING CORP USD 0.01 COM 103304101 15732 786600 SH Defined 31 786600 0 0
BP PLC OPT 055622104 156769 2584800 SH Call Defined 9 0 2584800 0
BP PLC OPT 055622104 765 12600 SH Put Defined 9 0 12600 0
BP PLC COM 055622104 193 3176 SH Sole 57 3176 0 0
BP PLC COM 055622104 3065 50531 SH Defined 60 50531 0 0
BP PLC COM 055622104 143 2363 SH Sole 99 2363 0 0
BP PRUDHOE BAY ROYALTY TRUST R COM 055630107 3035 32500 SH Defined 31 32500 0 0
BP PRUDHOE BAY RTY TR COM 055630107 28 300 SH No disc 61 300 0 0
BPI ENERGY HOLDINGS INC COM 055934103 20 100000 SH No disc 61 100000 0 0
BRANDYWINE REALTY TRUST REIT U COM 105368203 8018 472751 SH Defined 31 472751 0 0
BRANDYWINE RLTY TR COM 105368203 106 6263 SH Sole 9 6263 0 0
BRASIL TELECOM PARTICIPACOES ADR 105530109 5008 76500 SH Sole 9 76500 0 0
BRASIL TELECOM PARTICIPACOES ADR 105530109 48 738 SH Sole 17 738 0 0
BRASIL TELECOM PARTICIPACOES S COM 105530109 6612 101000 SH Defined 31 101000 0 0
BRASKEM S.A. ADR REP 2 ORD COM 105532105 684 40300 SH Defined 31 40300 0 0
BRE PROPERTIES INC BOND 05564E106 7998 175540 PRN Sole 9 175540 0 0
BRE PROPERTIES INC COM 05564E106 167 3666 SH Sole 9 3666 0 0
BREITBURN ENERGY PARTNERS LP COM 106776107 558 27800 SH Sole 9 27800 0 0
BRIGGS & STRATTON CORP COM 109043109 162 9000 SH Defined 8 9000 0 0
BRIGGS & STRATTON CORP COM 109043109 279 15563 SH Sole 9 15563 0 0
BRIGHT HORIZONS FAMILY SOLUTIO COM 109195107 8 165 SH Defined 31 165 0 0
BRIGHTPOINT INC USD 0.01 COM 109473405 2904 347367 SH Defined 31 347367 0 0
BRINKS CO USD 1 COM 109696104 15327 228141 SH Defined 31 228141 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 151 7078 SH Defined 8 7078 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9831 461541 SH Sole 9 461541 0 0
BRISTOL MYERS SQUIBB CO OPT 110122108 39405 1850000 SH Call Defined 9 0 1850000 0
BRISTOL MYERS SQUIBB CO OPT 110122108 23430 1100000 SH Put Defined 9 0 1100000 0
BRISTOL MYERS SQUIBB CO COM 110122108 4 200 SH Sole 20 0 200 0
BRISTOL MYERS SQUIBB CO COM 110122108 2381 111793 SH Sole 51 111793 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 221 10392 SH Sole 56 10392 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 30 1400 SH Sole 57 1400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 206 9669 SH No disc 61 9669 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 105 4943 SH Sole 99 4943 0 0
BRISTOL-MYERS SQUIBB USD 0.1 COM 110122108 81819 3841262 SH Defined 31 3841262 0 0
BRISTOW GROUP INC COM 110394103 419 7800 SH Sole 9 7800 0 0
BRITISH SKY BROADCASTING GROUP COM 111013108 27 600 SH Defined 31 600 0 0
BROADCOM CORP COM 111320107 23 1162 SH Defined 8 1162 0 0
BROADCOM CORP COM 111320107 73 3784 SH Sole 9 3784 0 0
BROADCOM CORP COM 111320107 26 1350 SH Sole 56 1350 0 0
BROADCOM CORP COM 111320107 4 189 SH No disc 61 189 0 0
BROADCOM CORPORATION USD 0.000 COM 111320107 31299 1624210 SH Defined 31 1624210 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 8818 501000 SH Defined 31 501000 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 0 1 SH Sole 9 1 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6 336 SH No disc 10 336 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 19 1062 SH Sole 56 1062 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9 500 SH Sole 57 500 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 25 1400 SH Defined 60 1400 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
BROCADE COMMUNICATIONS SYS I COM 111621306 80 10854 SH No disc 61 10854 0 0
BRONCO DRILLING CO INC COM 112211107 9 500 SH Defined 8 500 0 0
BRONCO DRILLING CO INC COM 112211107 1207 74900 SH Sole 59 74900 0 0
BROOKDALE SR LIVING INC COM 112463104 72 3000 SH Defined 60 3000 0 0
BROOKFIELD ASSET MANAGEMENT IN COM 112585104 38964 1452225 SH Defined 31 1452225 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 263 9800 SH Sole 9 9800 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 0 15 SH No disc 10 15 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 8986 334900 SH Sole 51 334900 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 93 3450 SH Defined 60 3450 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 360 13428 SH No disc 61 13428 0 0
BROOKFIELD ASSET MGMT INC COM 112585104 76 2850 SH Sole 99 2850 0 0
BROOKFIELD INFRAST PARTNERS COM G16252101 325 19196 SH Sole 9 19196 0 0
BROOKFIELD PPTYS CORP COM 112900105 31 1590 SH Sole 9 1590 0 0
BROOKFIELD PROPERTIES CORP CAD COM 112900105 18654 965977 SH Defined 31 965977 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 67 5800 SH Defined 8 5800 0 0
BROOKS AUTOMATION INC COM 114340102 160 16400 SH Defined 8 16400 0 0
BROWN & BROWN INC COM 115236101 5 300 SH Sole 9 300 0 0
BROWN & BROWN INC USD 0.1 COM 115236101 4797 275976 SH Defined 31 275976 0 0
BROWN FORMAN CORP COM 115637209 3 32 SH Defined 8 32 0 0
BROWN FORMAN CORP COM 115637209 19 290 SH Sole 9 290 0 0
BROWN FORMAN CORP COM 115637209 2212 33400 SH Sole 51 33400 0 0
BROWN FORMAN CORP COM 115637209 86 1312 SH Sole 99 1312 0 0
BROWN SHOE COMPANY INC USD 0.0 COM 115736100 2525 167500 SH Defined 31 167500 0 0
BRT REALTY TRUST REIT USD 3 COM 055645303 425 30300 SH Defined 31 30300 0 0
BRUKER CORP USD 0.01 COM 116794108 1 59 SH Defined 31 59 0 0
BRUNSWICK CORP COM 117043109 165 10292 SH Defined 8 10292 0 0
BRUNSWICK CORP COM 117043109 3 198 SH Sole 9 198 0 0
BRUNSWICK CORP COM 117043109 72 4500 SH Sole 59 4500 0 0
BRUSH ENGINEERED MATLS INC COM 117421107 162 6300 SH Defined 8 6300 0 0
BRUSH ENGINEERED MATLS INC COM 117421107 1 50 SH No disc 61 50 0 0
BRUSH WELLMAN INC USD NPV COM 117421107 1351 52600 SH Defined 31 52600 0 0
BSQUARE CORP COM 11776U300 1 190 SH No disc 61 190 0 0
BT GROUP ADR REP 10 ORD COM 05577E101 12314 285700 SH Defined 31 285700 0 0
BT GROUP PLC COM 05577E101 3918 90900 SH Defined 60 90900 0 0
BUCKEYE GP HOLDINGS LP COM 118167105 3176 137700 SH Sole 51 137700 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 193 17264 SH Sole 51 17264 0 0
BUCKLE USD 0.01 COM 118440106 3311 74000 SH Defined 31 74000 0 0
BUCYRUS INTERNATIONAL INC USD COM 118759109 17824 175341 SH Defined 31 175341 0 0
BUCYRUS INTL INC NEW COM 118759109 374 3678 SH Sole 9 3678 0 0
BUCYRUS INTL INC NEW COM 118759109 203 2000 SH Defined 60 2000 0 0
BUFFALO WILD WINGS INC COM 119848109 18 725 SH Defined 60 725 0 0
BUFFALO WILD WINGS INC USD NPV COM 119848109 1443 58868 SH Defined 31 58868 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3 300 SH Defined 8 300 0 0
BUILDERS FIRSTSOURCE INC USD 0 COM 12008R107 1 22 SH Defined 31 22 0 0
BUNGE LIMITED COM G16962105 2103 24210 SH Sole 9 24210 0 0
BURGER KING HLDGS INC COM 121208201 589 21300 SH Sole 9 21300 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 27 289 SH Defined 8 289 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 98 1063 SH Sole 9 1063 0 0
BURLINGTON NORTHN SANTA FE C OPT 12189T104 46110 500000 SH Call Defined 9 0 500000 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 57 615 SH No disc 61 615 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 59 640 SH Sole 99 640 0 0
BWAY HOLDING COMPANY COM 12429T104 7234 730700 SH Sole 1 730700 0 0
C D I CORP COM 125071100 33 1300 SH Defined 8 1300 0 0
C D I CORP COM 125071100 99 3960 SH No disc 61 3960 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 28 509 SH Defined 8 509 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 198 3645 SH Sole 9 3645 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 70 1300 SH Sole 51 1300 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 21 392 SH Sole 56 392 0 0
CA INC COM 12673P105 3 115 SH Defined 8 115 0 0
CA INC COM 12673P105 154 6858 SH Sole 9 6858 0 0
CA INC COM 12673P105 27 1189 SH No disc 61 1189 0 0
CABELAS INC COM 126804301 152 10700 SH Defined 8 10700 0 0
CABLEVISION SYS CORP COM 12686C109 9816 458050 SH Sole 1 458050 0 0
CABLEVISION SYS CORP COM 12686C109 12359 576728 SH Sole 9 576728 0 0
CABLEVISION SYS CORP OPT 12686C109 1404 65500 SH Call Defined 9 0 65500 0
CABLEVISION SYS CORP OPT 12686C109 978 45600 SH Put Defined 9 0 45600 0
CABOT CORP COM 127055101 138 4900 SH Defined 8 4900 0 0
CABOT CORP COM 127055101 8 300 SH No disc 61 300 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 139 4300 SH Defined 8 4300 0 0
CABOT MICROELECTRONICS CORP US COM 12709P103 55 1680 SH Defined 31 1680 0 0
CABOT OIL & GAS CORP USD 0.1 COM 127097103 18562 365100 SH Defined 31 365100 0 0
CADBURY SCHWEPPES PLC ADR REP COM 127209302 18423 416600 SH Defined 31 416600 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5 411 SH Defined 8 411 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 106 9889 SH Sole 9 9889 0 0
CADIZ INC COM 127537207 0 5 SH No disc 61 5 0 0
CADIZ INC COM 127537207 11 700 SH Sole 99 700 0 0
CAE INC COM 124765108 6 500 SH Sole 9 500 0 0
CAE INC COM 124765108 32 2800 SH No disc 61 2800 0 0
CAE INC CAD NPV COM 124765108 62 5400 SH Defined 31 5400 0 0
CAL DIVE INTERNATIONAL INC USD COM 12802T101 1 93 SH Defined 31 93 0 0
CAL DIVE INTL INC DEL COM 12802T101 66 6394 SH Sole 9 6394 0 0
CAL MAINE FOODS INC COM 128030202 544 16300 SH Sole 51 16300 0 0
CALAMOS ASSET MANAGEMENT, INC COM 12811R104 1983 121787 SH Defined 31 121787 0 0
CALGON CARBON CORP COM 129603106 1137 75553 SH Sole 9 75553 0 0
CALIFORNIA COSTAL COMMUNITEIS COM 129915203 34 6880 SH Defined 31 6880 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 27 700 SH Defined 31 700 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 569 14926 SH Sole 9 14926 0 0
CALLAWAY GOLF CO COM 131193104 158 10700 SH Defined 8 10700 0 0
CALLAWAY GOLF CO USD 0.01 COM 131193104 4419 301000 SH Defined 31 301000 0 0
CALLIDUS SOFTWARE INC USD 0.00 COM 13123E500 84 17417 SH Defined 31 17417 0 0
CALPINE CORP COM 131347304 1105 60000 SH Sole 1 60000 0 0
CAMDEN PPTY TR COM 133131102 140 2789 SH Sole 9 2789 0 0
CAMECO CORP COM 13321L108 211 6400 SH Sole 1 6400 0 0
CAMECO CORP COM 13321L108 3583 108766 SH Sole 9 108766 0 0
CAMECO CORP COM 13321L108 165 5000 SH Sole 57 5000 0 0
CAMECO CORP COM 13321L108 553 16800 SH Defined 60 16800 0 0
CAMECO CORP COM 13321L108 256 7785 SH No disc 61 7785 0 0
CAMECO CORP COM 13321L108 29 880 SH Sole 99 880 0 0
CAMECO CORPORATION CAD NPV COM 13321L108 11312 343400 SH Defined 31 343400 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 9 200 SH Defined 8 200 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 49 1181 SH Sole 9 1181 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 395 9500 SH Sole 51 9500 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 416 10000 SH No disc 61 10000 0 0
CAMERON INTERNATIONAL CORPORAT COM 13342B105 18168 436300 SH Defined 31 436300 0 0
CAMPBELL SOUP CO COM 134429109 4 109 SH Defined 8 109 0 0
CAMPBELL SOUP CO COM 134429109 376 11071 SH Sole 9 11071 0 0
CAMPBELL SOUP CO COM 134429109 34 1000 SH Sole 57 1000 0 0
CAMPBELL SOUP CO USD 0.0375 COM 134429109 10395 306179 SH Defined 31 306179 0 0
CANADIAN NAT RES LTD COM 136385101 552 8091 SH Sole 9 8091 0 0
CANADIAN NAT RES LTD COM 136385101 9772 143150 SH Sole 51 143150 0 0
CANADIAN NAT RES LTD COM 136385101 335 4916 SH No disc 61 4916 0 0
CANADIAN NATIONAL RAILWAY COMP COM 136375102 29606 612700 SH Defined 31 612700 0 0
CANADIAN NATIONAL RECOURCES CA COM 136385101 16952 248333 SH Defined 31 248333 0 0
CANADIAN NATL RY CO COM 136375102 43 900 SH Sole 9 900 0 0
CANADIAN NATL RY CO COM 136375102 174 3600 SH Sole 57 3600 0 0
CANADIAN NATL RY CO COM 136375102 1 25 SH No disc 61 25 0 0
CANADIAN NATL RY CO COM 136375102 36 750 SH Sole 99 750 0 0
CANADIAN PAC RY LTD COM 13645T100 19 300 SH Sole 9 300 0 0
CANADIAN PAC RY LTD COM 13645T100 458 7125 SH Defined 60 7125 0 0
CANADIAN PAC RY LTD COM 13645T100 120 1863 SH No disc 61 1863 0 0
CANADIAN PAC RY LTD COM 13645T100 119 1856 SH Sole 99 1856 0 0
CANADIAN PACIFIC RAILWAY LTD N COM 13645T100 444 6900 SH Defined 31 6900 0 0
CANARGO ENERGY CORP COM 137225108 1 3000 SH Sole 9 3000 0 0
CANARGO ENERGY CORP COM 137225108 0 945 SH No disc 61 945 0 0
CANDELA CORPORATION USD 0.01 COM 136907102 176 51701 SH Defined 31 51701 0 0
CANON INC ADR REP 1 ORD COM 138006309 14445 311500 SH Defined 31 311500 0 0
CANTEL MEDICAL CORP COM 138098108 6 602 SH No disc 61 602 0 0
CAPITAL ONE FINL CORP COM 14040H105 130 2638 SH Defined 8 2638 0 0
CAPITAL ONE FINL CORP COM 14040H105 216 4381 SH Sole 9 4381 0 0
CAPITAL ONE FINL CORP OPT 14040H105 1128 22900 SH Put Defined 9 0 22900 0
CAPITAL ONE FINL CORP COM 14040H105 173 3500 SH Sole 51 3500 0 0
CAPITAL ONE FINL CORP COM 14040H105 104 2122 SH Sole 56 2122 0 0
CAPITAL SENIOR LIVING CORP USD COM 140475104 201 24900 SH Defined 31 24900 0 0
CAPITAL SOUTHWEST CORP USD 1 COM 140501107 285 2300 SH Defined 31 2300 0 0
CAPITALSOURCE INC REIT USD 0.0 COM 14055X102 9919 1025700 SH Defined 31 1025700 0 0
CAPLEASE INC REIT USD 0.01 COM 140288101 97 12400 SH Defined 31 12400 0 0
CAPSTEAD MORTGAGE CORPORATION COM 14067E506 7327 642700 SH Defined 31 642700 0 0
CAPSTONE TURBINE CORP COM 14067D102 107 50513 SH Sole 9 50513 0 0
CAPSTONE TURBINE CORP COM 14067D102 1 570 SH No disc 61 570 0 0
CAPSTONE TURBINE CORPORATION U COM 14067D102 22 9917 SH Defined 31 9917 0 0
CAPTARIS INC USD 0.01 COM 14071N104 1 96 SH Defined 31 96 0 0
CARACO PHARMACEUTICAL LABS L COM 14075T107 27 1500 SH Defined 8 1500 0 0
CARAUSTAR INDUSTRIES INC USD 0 COM 140909102 10 6721 SH Defined 31 6721 0 0
CARDIAC SCIENCE INC USD NPV COM 14141A108 107 12800 SH Defined 31 12800 0 0
CARDINAL HEALTH INC COM 14149Y108 23 422 SH Defined 8 422 0 0
CARDINAL HEALTH INC COM 14149Y108 933 17773 SH Sole 9 17773 0 0
CARDINAL HEALTH INC COM 14149Y108 185 3500 SH Sole 51 3500 0 0
CARDIOME PHARMA CORP COM 14159U202 6 750 SH No disc 61 750 0 0
CARDIOME PHARMA CORP CAD NPV COM 14159U202 6 706 SH Defined 31 706 0 0
CARE INVESTMENT TRUST INC REIT COM 141657106 45 4200 SH Defined 31 4200 0 0
CAREER EDUCATION CORP COM 141665109 1 100 SH Sole 9 100 0 0
CAREER EDUCATION CORP USD 0.01 COM 141665109 6632 521344 SH Defined 31 521344 0 0
CARLISLE COMPANIES INCORPORATE COM 142339100 7183 214800 SH Defined 31 214800 0 0
CARMAX INC COM 143130102 9 454 SH Sole 9 454 0 0
CARMAX INC USD 0.5 COM 143130102 24355 1254100 SH Defined 31 1254100 0 0
CARNIVAL CORP COM 143658300 103 2536 SH Defined 8 2536 0 0
CARNIVAL CORP COM 143658300 418 10324 SH Sole 9 10324 0 0
CARNIVAL CORP COM 143658300 79 1950 SH Sole 20 0 1950 0
CARNIVAL CORP COM 143658300 9 230 SH No disc 61 230 0 0
CARNIVAL CORP COM 143658300 12 290 SH Sole 99 290 0 0
CARNIVAL CORP USD 0.01 COM 143658300 6210 153400 SH Defined 31 153400 0 0
CARNIVAL PLC ADR 14365C103 1533 38021 SH Sole 9 38021 0 0
CARNIVAL PLC ADR REP 1 ORD COM 14365C103 5 100 SH Defined 31 100 0 0
CARRIAGE SERVICES INC USD 0.01 COM 143905107 54 6900 SH Defined 31 6900 0 0
CARRIZO OIL & GAS INC USD 0.01 COM 144577103 1070 18050 SH Defined 31 18050 0 0
CASELLA WASTE SYSTEMS INC USD COM 147448104 313 28556 SH Defined 31 28556 0 0
CASEY`S GENERAL STORES INC USD COM 147528103 955 42246 SH Defined 31 42246 0 0
CASH AMERICA INTERNATIONAL USD COM 14754D100 113 3100 SH Defined 31 3100 0 0
CASS INFORMATION SYS INC COM 14808P109 7 200 SH Defined 8 200 0 0
CASTLEPOINT HOLDINGS LTD. USD COM G19522112 267 27427 SH Defined 31 27427 0 0
CASUAL MALE RETAIL GROUP INC U COM 148711104 11 2510 SH Defined 31 2510 0 0
CATERPILLAR INC DEL COM 149123101 48 609 SH Defined 8 609 0 0
CATERPILLAR INC DEL COM 149123101 18104 231239 SH Sole 9 231239 0 0
CATERPILLAR INC DEL COM 149123101 281 3586 SH Sole 20 0 3586 0
CATERPILLAR INC DEL COM 149123101 20 253 SH No disc 50 253 0 0
CATERPILLAR INC DEL COM 149123101 17378 221965 SH Sole 51 221965 0 0
CATERPILLAR INC DEL COM 149123101 34 440 SH Sole 56 440 0 0
CATERPILLAR INC DEL COM 149123101 396 5060 SH Defined 60 5060 0 0
CATERPILLAR INC DEL COM 149123101 186 2373 SH No disc 61 2373 0 0
CATERPILLAR INC DEL COM 149123101 38 490 SH Sole 99 490 0 0
CATHAY GENERAL BANCORP COM 149150104 21 1000 SH Defined 8 1000 0 0
CATO CORP NEW COM 149205106 39 2600 SH Defined 8 2600 0 0
CATO CORP USD 0.033 COM 149205106 180 12000 SH Defined 31 12000 0 0
CB RICHARD ELLIS GROUP INC COM 12497T101 222 10246 SH Sole 9 10246 0 0
CB RICHARD ELLIS GROUP INC COM 12497T101 108 5010 SH Defined 60 5010 0 0
CBIZ INC COM 124805102 140 17200 SH Defined 8 17200 0 0
CBIZ INC COM 124805102 546 67300 SH Sole 9 67300 0 0
CBIZ INC USD 0.01 COM 124805102 86 10500 SH Defined 31 10500 0 0
CBL & ASSOC PPTYS INC COM 124830100 112 4762 SH Sole 9 4762 0 0
CBL & ASSOCIATES PROPERTIES IN COM 124830100 4116 174900 SH Defined 31 174900 0 0
CBS CORP NEW COM 124857202 17 757 SH Defined 8 757 0 0
CBS CORP NEW COM 124857103 222 10050 SH Sole 9 10050 0 0
CBS CORP NEW COM 124857202 4886 221266 SH Sole 9 221266 0 0
CBS CORP NEW OPT 124857202 7927 359000 SH Call Defined 9 0 359000 0
CBS CORP NEW OPT 124857202 5719 259000 SH Put Defined 9 0 259000 0
CBS CORP NEW COM 124857202 10 475 SH Sole 20 0 475 0
CBS CORP NEW COM 124857202 110 5032 SH Sole 51 5032 0 0
CBS CORP NEW COM 124857202 0 1 SH Sole 56 1 0 0
CBS CORP NEW COM 124857103 1 47 SH No disc 61 47 0 0
CBS CORP NEW COM 124857202 2 93 SH No disc 61 93 0 0
CBS CORP NEW COM 124857202 6 245 SH Sole 99 245 0 0
CBS CORPORATION USD 0.001 COM 124857103 65 2900 SH Defined 31 2900 0 0
CBS CORPORATION USD 0.001 COM 124857202 16020 725500 SH Defined 31 725500 0 0
CDI CORP USD 0.1 COM 125071100 724 28900 SH Defined 31 28900 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 39 600 SH Sole 9 600 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 46 720 SH No disc 10 720 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 962 14939 SH No disc 61 14939 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 794 12336 SH Sole 99 12336 0 0
CEC ENTERTAINMENT USD 0.1 COM 125137109 1444 50000 SH Defined 31 50000 0 0
CEDAR SHOPPING CENTERS INC REI COM 150602209 805 68900 SH Defined 31 68900 0 0
CEDAR SHOPPING CTRS INC COM 150602209 227 19394 SH Sole 9 19394 0 0
CELANESE CORP DEL COM 150870103 226 5800 SH Sole 9 5800 0 0
CELANESE CORP DEL COM 150870103 18 460 SH No disc 61 460 0 0
CELANESE CORPORATION USD 0.000 COM 150870103 24181 619219 SH Defined 31 619219 0 0
CELESTICA INC COM 15101Q108 142 21000 SH Defined 8 21000 0 0
CELESTICA INC COM 15101Q108 2 300 SH Sole 9 300 0 0
CELESTICA INC NPV COM 15101Q108 4524 673080 SH Defined 31 673080 0 0
CELGENE CORP COM 151020104 55 896 SH Defined 8 896 0 0
CELGENE CORP COM 151020104 99 1619 SH Sole 9 1619 0 0
CELGENE CORP OPT 151020104 35720 582800 SH Call Defined 9 0 582800 0
CELGENE CORP OPT 151020104 7870 128400 SH Put Defined 9 0 128400 0
CELGENE CORP COM 151020104 1371 22373 SH Sole 51 22373 0 0
CELGENE CORP COM 151020104 12 194 SH No disc 61 194 0 0
CELGENE CORP COM 151020104 15 239 SH Sole 99 239 0 0
CELL GENESYS INC BOND 150921104 5165 2197802 PRN Sole 9 2197802 0 0
CELL GENESYS INC COM 150921104 306 130000 SH Sole 9 130000 0 0
CELL GENESYS INC COM 150921104 7 3000 SH No disc 61 3000 0 0
CELL THERAPEUTIC INC USD NPV COM 150934404 42 62336 SH Defined 31 62336 0 0
CELLCOM ISRAEL LTD ILS 0.01 COM M2196U109 5416 172300 SH Defined 31 172300 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 S.A. DE C.V. ADR REP 10 COM 151290889 27446 1050730 SH Defined 31 1050730 0 0
CEMEX SAB DE CV ADR 151290889 20314 777730 SH Sole 9 777730 0 0
CEMEX SAB DE CV COM 151290889 78 3000 SH Defined 60 3000 0 0
CENTENNIAL BANK HOLDINGS INC U COM 151345303 1 20 SH Defined 31 20 0 0
CENTENNIAL COMMUNCTNS CORP N COM 15133V208 1182 200000 SH Sole 1 200000 0 0
CENTERLINE HOLDING COMPANY LTD COM 15188T108 561 138000 SH Defined 31 138000 0 0
CENTERPOINT ENERGY INC COM 15189T107 1098 76960 SH Sole 9 76960 0 0
CENTERPOINT ENERGY INC COM 15189T107 5951 417000 SH Sole 51 417000 0 0
CENTERPOINT ENERGY INC PRIV SH COM 15189T107 13016 912100 SH Defined 31 912100 0 0
CENTEX CORP COM 152312104 4 161 SH Defined 8 161 0 0
CENTEX CORP COM 152312104 210 8693 SH Sole 9 8693 0 0
CENTEX CORP OPT 152312104 10774 445000 SH Put Defined 9 0 445000 0
CENTEX CORP COM 152312104 114 4700 SH Sole 51 4700 0 0
CENTEX CORP COM 152312104 17 697 SH Sole 56 697 0 0
CENTRAL FD CDA LTD COM 153501101 135 10700 SH No disc 61 10700 0 0
CENTURY ALUM CO COM 156431108 364 5500 SH Sole 51 5500 0 0
CENTURY ALUMINIUM COMPANY USD COM 156431108 19715 297627 SH Defined 31 297627 0 0
CENTURY CASINOS INC USD 0.01 COM 156492100 3 840 SH Defined 31 840 0 0
CENTURYTEL INC COM 156700106 158 4728 SH Defined 8 4728 0 0
CENTURYTEL INC COM 156700106 315 9490 SH Sole 9 9490 0 0
CENTURYTEL INC COM 156700106 88 2656 SH Sole 51 2656 0 0
CENTURYTEL INC USD 1 COM 156700106 2002 60223 SH Defined 31 60223 0 0
CEPHALON INC COM 156708109 154 2391 SH Defined 8 2391 0 0
CEPHALON INC COM 156708109 7 110 SH No disc 61 110 0 0
CEPHALON INC. USD 0.01 COM 156708109 247 3823 SH Defined 31 3823 0 0
CERADYNE INC COM 156710105 10 300 SH Sole 56 300 0 0
CERNER CORPORATION USD 0.01 COM 156782104 3808 102120 SH Defined 31 102120 0 0
CERUS CORPORATION USD 0.001 COM 157085101 26 4456 SH Defined 31 4456 0 0
CEVA INC COM 157210105 2 281 SH No disc 50 281 0 0
CEVA INC COM 157210105 75 9832 SH No disc 61 9832 0 0
CEVA INC COM 157210105 1 94 SH Sole 99 94 0 0
CF INDS HLDGS INC COM 125269100 1088 10497 SH Sole 9 10497 0 0
CF INDS HLDGS INC COM 125269100 1150 11100 SH Sole 51 11100 0 0
CF INDS HLDGS INC COM 125269100 23 221 SH Sole 56 221 0 0
CF INDUSTRIES HOLDINGS INC USD COM 125269100 11927 115100 SH Defined 31 115100 0 0
CGG VERITAS ADR 204386106 59 1200 SH Sole 9 1200 0 0
CH ROBINSON WORLDWIDE INC USD COM 12541W209 18994 349152 SH Defined 31 349152 0 0
CHARLES RIV LABS INTL INC COM 159864107 136 2300 SH Defined 8 2300 0 0
CHARLES RIV LABS INTL INC COM 159864107 35 586 SH No disc 61 586 0 0
CHARLES RIVER LABORATORIES INC COM 159864107 1643 27869 SH Defined 31 27869 0 0
CHARLES SCHWAB CORP USD 0.01 COM 808513105 4979 264400 SH Defined 31 264400 0 0
CHARLOTTE RUSSE HLDG INC COM 161048103 2517 145141 SH Sole 9 145141 0 0
CHARLOTTE RUSSE HOLDING INC US COM 161048103 458 26405 SH Defined 31 26405 0 0
CHART INDUSTRIES INC USD 0.01 COM 16115Q308 1 1 SH Defined 31 1 0 0
CHATTEM INC USD NPV COM 162456107 5996 90375 SH Defined 31 90375 0 0
CHC HELICOPTER CORP-CL A CAD N COM 12541C203 24 800 SH Defined 31 800 0 0
CHECK POINT SOFTWARE TECH LT COM M22465104 90 4014 SH Defined 8 4014 0 0
CHECK POINT SOFTWARE TECH LT COM M22465104 213 9500 SH Sole 9 9500 0 0
CHECKPOINT SYS INC COM 162825103 314 11700 SH Sole 9 11700 0 0
CHEMED CORP NEW COM 16359R103 1963 46517 SH Sole 9 46517 0 0
CHEMED CORP USD 1 COM 16359R103 1085 25700 SH Defined 31 25700 0 0
CHEMTURA CORPORATION USD 0.01 COM 163893100 4691 639000 SH Defined 31 639000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2308 50000 SH Sole 1 50000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 22 476 SH Defined 8 476 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5691 123317 SH Sole 9 123317 0 0
CHESAPEAKE ENERGY CORP OPT 165167107 48592 1052900 SH Call Defined 9 0 1052900 0
CHESAPEAKE ENERGY CORP OPT 165167107 106330 2304000 SH Put Defined 9 0 2304000 0
CHESAPEAKE ENERGY CORP COM 165167107 125 2700 SH Sole 51 2700 0 0
CHESAPEAKE ENERGY CORP COM 165167107 46 1000 SH No disc 61 1000 0 0
CHESAPEAKE ENERGY CORP USD 0.0 COM 165167107 50546 1095249 SH Defined 31 1095249 0 0
CHESAPEAKE UTILITIES CORPORATI COM 165303108 18 600 SH Defined 31 600 0 0
CHEVRON CORP NEW COM 166764100 94 1100 SH Sole 1 1100 0 0
CHEVRON CORP NEW COM 166764100 174 2028 SH Defined 8 2028 0 0
CHEVRON CORP NEW COM 166764100 21271 249188 SH Sole 9 249188 0 0
CHEVRON CORP NEW OPT 166764100 45335 531100 SH Call Defined 9 0 531100 0
CHEVRON CORP NEW OPT 166764100 77046 902600 SH Put Defined 9 0 902600 0
CHEVRON CORP NEW COM 166764100 1463 17136 SH Sole 17 17136 0 0
CHEVRON CORP NEW COM 166764100 425 4974 SH Sole 20 0 4974 0
CHEVRON CORP NEW COM 166764100 31462 368581 SH Sole 51 368581 0 0
CHEVRON CORP NEW COM 166764100 554 6490 SH Sole 56 6490 0 0
CHEVRON CORP NEW COM 166764100 361 4235 SH Defined 60 4235 0 0
CHEVRON CORP NEW COM 166764100 466 5456 SH No disc 61 5456 0 0
CHEVRON CORP NEW COM 166764100 902 10572 SH Sole 99 10572 0 0
CHICAGO BRIDGE & IRON CO NV NY COM 167250109 30886 787100 SH Defined 31 787100 0 0
CHINA DIRECT INC COM 169384104 2 200 SH No disc 61 200 0 0
CHINA EASTERN AIRLINES CORP AD COM 16937R104 26 500 SH Defined 31 500 0 0
CHINA GRENTECH CORPATION LIMIT COM 16938P107 1 43 SH Defined 31 43 0 0
CHINA LIFE INS CO LTD ADR 16939P106 2190393 42074400 SH Sole 9 42074400 0 0
CHINA LIFE INS CO LTD COM 16939P106 85899 1650000 SH Sole 9 1650000 0 0
CHINA LIFE INS CO LTD COM 16939P106 278 5333 SH Defined 60 5333 0 0
CHINA LIFE INSURANCE COMPANY L COM 16939P106 10005 192167 SH Defined 31 192167 0 0
CHINA MEDICAL TECHNOLOGIES INC COM 169483104 3727 90699 SH Defined 31 90699 0 0
CHINA MOBILE LIMITED ADR 16941M109 506083 6746870 SH Sole 9 6746870 0 0
CHINA MOBILE LIMITED COM 16941M109 338 4500 SH Defined 60 4500 0 0
CHINA MOBILE LTD ADR REP 5 ORD COM 16941M109 8919 118900 SH Defined 31 118900 0 0
CHINA NETCOM GROUP CORP HK L COM 16940Q101 17397 300000 SH Sole 9 300000 0 0
CHINA NETCOM GROUP CORPORATION COM 16940Q101 2135 36800 SH Defined 31 36800 0 0
CHINA PETE & CHEM CORP ADR 16941R108 779409 9065000 SH Sole 9 9065000 0 0
CHINA PETE & CHEM CORP COM 16941R108 22 260 SH Sole 99 260 0 0
CHINA PETROLEUM & CHEMICAL COR COM 16941R108 20825 242200 SH Defined 31 242200 0 0
CHINA SOUTHERN AIRLINES COMPAN COM 169409109 492 12400 SH Defined 31 12400 0 0
CHINA TELECOM CORPORATION LTD COM 169426103 1226 19500 SH Defined 31 19500 0 0
CHINA YUCHAI INTL LTD USD 0.1 COM G21082105 1973 235400 SH Defined 31 235400 0 0
CHINDEX INTERNATIONAL INC USD COM 169467107 13 319 SH Defined 31 319 0 0
CHIPMOS TECHNOLOGIES BERMUDA U COM G2110R106 302 93858 SH Defined 31 93858 0 0
CHIPOTLE MEXICAN GRILL INC USD COM 169656105 18206 160500 SH Defined 31 160500 0 0
CHIQUITA BRANDS INTL INC OPT 170032809 7273 314700 SH Put Defined 9 0 314700 0
CHIQUITA BRANDS INTL INC WARR 170032809 9235 399600 SH Sole 9 399600 0 0
CHIQUITA BRANDS USD 0.01 COM 170032809 8265 357600 SH Defined 31 357600 0 0
CHOICE HOTELS INTERNATIONAL IN COM 169905106 4677 137100 SH Defined 31 137100 0 0
CHOICE HOTELS INTL INC COM 169905106 56 1649 SH Sole 56 1649 0 0
CHOICEPOINT INC COM 170388102 4750 99800 SH Sole 9 99800 0 0
CHOICEPOINT INC USD 0.1 COM 170388102 2490 52300 SH Defined 31 52300 0 0
CHORDIANT SOFTWARE INC COM 170404305 202 33566 SH No disc 61 33566 0 0
CHORDIANT SOFTWARE INC USD 0.0 COM 170404305 262 43316 SH Defined 31 43316 0 0
CHUBB CORP COM 171232101 18 362 SH Defined 8 362 0 0
CHUBB CORP COM 171232101 988 19972 SH Sole 9 19972 0 0
CHUBB CORP COM 171232101 2682 54200 SH Sole 51 54200 0 0
CHUBB CORP USD 1 COM 171232101 8659 175000 SH Defined 31 175000 0 0
CHUNGHWA TELECOM CO LTD COM 17133Q304 436 16765 SH Sole 56 16765 0 0
CHURCH & DWIGHT CO INC USD 1 COM 171340102 695 12800 SH Defined 31 12800 0 0
CHURCHILL DOWNS INCORPORATED U COM 171484108 293 6200 SH Defined 31 6200 0 0
CHYRON CORP COM 171605306 3 666 SH No disc 61 666 0 0
CIA CERVECERIAS UNIDAS S.A. AD COM 204429104 8 200 SH Defined 31 200 0 0
CIA ENERGETICA DE MINAS GERAIS COM 204409601 23898 1324670 SH Defined 31 1324670 0 0
CIBER INC USD 0.01 COM 17163B102 42 8500 SH Defined 31 8500 0 0
CIENA CORP COM 171779309 6393 207355 SH Sole 9 207355 0 0
CIENA CORP COM 171779309 188 6100 SH Sole 51 6100 0 0
CIENA CORP COM 171779309 2 54 SH No disc 61 54 0 0
CIGNA CORP COM 125509109 15 359 SH Defined 8 359 0 0
CIGNA CORP COM 125509109 48 1177 SH Sole 9 1177 0 0
CIGNA CORP COM 125509109 6148 151548 SH Sole 51 151548 0 0
CIGNA CORP COM 125509109 304 7500 SH Sole 99 7500 0 0
CIGNA CORP USD 0.25 COM 125509109 24566 605500 SH Defined 31 605500 0 0
CIMAREX ENERGY CO COM 171798101 591 10800 SH Sole 9 10800 0 0
CIMAREX ENERGY CO COM 171798101 2 38 SH No disc 61 38 0 0
CIMAREX ENERGY CO USD 0.01 COM 171798101 8075 147500 SH Defined 31 147500 0 0
CINCINNATI FINL CORP COM 172062101 5 111 SH Defined 8 111 0 0
CINCINNATI FINL CORP COM 172062101 1539 40451 SH Sole 9 40451 0 0
CINCINNATI FINL CORP COM 172062101 212 5600 SH Sole 51 5600 0 0
CINTAS CORP COM 172908105 12 394 SH Defined 8 394 0 0
CINTAS CORP COM 172908105 235 8218 SH Sole 9 8218 0 0
CINTAS CORP COM 172908105 11 400 SH Sole 51 400 0 0
CINTAS CORP USD NPV COM 172908105 1483 51950 SH Defined 31 51950 0 0
CIRCOR INTL INC COM 17273K109 328 7100 SH Sole 9 7100 0 0
CIRCUIT CITY STORE INC COM 172737108 199 50000 SH Sole 1 50000 0 0
CIRCUIT CITY STORE INC COM 172737108 3 580 SH Defined 8 580 0 0
CIRCUIT CITY STORE INC COM 172737108 887 222794 SH Sole 9 222794 0 0
CIRCUIT CITY STORE INC COM 172737108 79 19900 SH Defined 60 19900 0 0
CIRRUS LOGIC INC COM 172755100 0 20 SH No disc 61 20 0 0
CISCO SYS INC COM 17275R102 214 8879 SH Defined 8 8879 0 0
CISCO SYS INC COM 17275R102 30380 1261123 SH Sole 9 1261123 0 0
CISCO SYS INC OPT 17275R102 46494 1930000 SH Call Defined 9 0 1930000 0
CISCO SYS INC OPT 17275R102 42760 1775000 SH Put Defined 9 0 1775000 0
CISCO SYS INC COM 17275R102 1000 41492 SH Sole 20 0 41492 0
CISCO SYS INC COM 17275R102 20981 870963 SH Sole 51 870963 0 0
CISCO SYS INC COM 17275R102 849 35257 SH Sole 56 35257 0 0
CISCO SYS INC COM 17275R102 251 10410 SH Sole 57 10410 0 0
CISCO SYS INC COM 17275R102 11846 491718 SH Defined 60 491718 0 0
CISCO SYS INC COM 17275R102 541 22448 SH No disc 61 22448 0 0
CISCO SYS INC COM 17275R102 188 7813 SH Sole 99 7813 0 0
CIT GROUP INC COM 125581108 3 175 SH Defined 8 175 0 0
CIT GROUP INC COM 125581108 2675 225740 SH Sole 9 225740 0 0
CIT GROUP INC OPT 125581108 18686 1576800 SH Put Defined 9 0 1576800 0
CIT GROUP INC COM 125581108 21 1798 SH Sole 56 1798 0 0
CITADEL BROADCASTING CO USD 0. COM 17285T106 651 391746 SH Defined 31 391746 0 0
CITADEL BROADCASTING CORP COM 17285T106 0 134 SH Sole 9 134 0 0
CITADEL BROADCASTING CORP COM 17285T106 0 125 SH No disc 61 125 0 0
CITADEL BROADCASTING CORP COM 17285T106 0 203 SH Sole 99 203 0 0
CITIGROUP INC COM 172967101 92 4300 SH Sole 1 4300 0 0
CITIGROUP INC COM 172967101 193 8982 SH Defined 8 8982 0 0
CITIGROUP INC COM 172967101 334166 15600647 SH Sole 9 15600647 0 0
CITIGROUP INC OPT 172967101 24098 1125000 SH Call Defined 9 0 1125000 0
CITIGROUP INC OPT 172967101 61362 2864700 SH Put Defined 9 0 2864700 0
CITIGROUP INC COM 172967101 37 1710 SH No disc 10 1710 0 0
CITIGROUP INC COM 172967101 25 1183 SH Sole 17 1183 0 0
CITIGROUP INC COM 172967101 111 5200 SH Sole 20 0 5200 0
CITIGROUP INC COM 172967101 2 104 SH No disc 50 104 0 0
CITIGROUP INC COM 172967101 19209 896779 SH Sole 51 896779 0 0
CITIGROUP INC COM 172967101 595 27795 SH Sole 56 27795 0 0
CITIGROUP INC COM 172967101 57 2666 SH Sole 57 2666 0 0
CITIGROUP INC COM 172967101 92 4301 SH Defined 60 4301 0 0
CITIGROUP INC COM 172967101 862 40239 SH No disc 61 40239 0 0
CITIGROUP INC COM 172967101 37 1710 SH Shared/ 61 1710 0 0
CITIGROUP INC COM 172967101 149 6917 SH Sole 99 6917 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 151 14300 SH Defined 8 14300 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 1 70 SH Sole 9 70 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 77 7300 SH Sole 59 7300 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 65 6170 SH Sole 99 6170 0 0
CITIZENS COMMUNICATIONS CO USD COM 17453B101 6599 629073 SH Defined 31 629073 0 0
CITIZENS INC USD NPV COM 174740100 45 6600 SH Defined 31 6600 0 0
CITIZENS REPUBLIC BANCORP IN COM 174420109 418 33604 SH Sole 9 33604 0 0
CITRIX SYS INC COM 177376100 12 406 SH Defined 8 406 0 0
CITRIX SYS INC COM 177376100 23 782 SH Sole 9 782 0 0
CITRIX SYS INC COM 177376100 422 14426 SH Sole 51 14426 0 0
CITRIX SYS INC COM 177376100 20 691 SH No disc 61 691 0 0
CITRIX SYSTEMS USD 0.001 COM 177376100 1832 62439 SH Defined 31 62439 0 0
CKE RESTAURANTS INC USD 0.01 COM 12561E105 466 41500 SH Defined 31 41500 0 0
CKX INC USD 0.01 COM 12562M106 6 549 SH Defined 31 549 0 0
CLARCOR INC USD 1 COM 179895107 1327 37300 SH Defined 31 37300 0 0
CLAYTON WILLAMS ENERGY INC USD COM 969490101 36 684 SH Defined 31 684 0 0
CLEAN DIESEL TECHNOLOGIES IN COM 18449C302 112 8556 SH No disc 50 8556 0 0
CLEAN DIESEL TECHNOLOGIES IN COM 18449C302 3923 300150 SH No disc 61 300150 0 0
CLEAN HARBOURS INC USD 0.01 COM 184496107 6253 96194 SH Defined 31 96194 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 12 394 SH Defined 8 394 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 11995 410514 SH Sole 9 410514 0 0
CLEAR CHANNEL COMMUNICATIONS OPT 184502102 5076 173700 SH Call Defined 9 0 173700 0
CLEAR CHANNEL COMMUNICATIONS OPT 184502102 3589 122800 SH Put Defined 9 0 122800 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1232 42120 SH Sole 51 42120 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 11 380 SH Sole 99 380 0 0
CLEAR CHANNEL COMUNICAT USD 0. COM 184502102 36175 1238000 SH Defined 31 1238000 0 0
CLECO CORPORATION USD 1 COM 12561W105 65 2904 SH Defined 31 2904 0 0
CLEVELAND CLIFFS INC COM 185896107 1282 10700 SH Sole 9 10700 0 0
CLEVELAND CLIFFS INC COM 185896107 1809 15100 SH Sole 51 15100 0 0
CLEVELAND CLIFFS INC USD 0.25 COM 185896107 22843 190640 SH Defined 31 190640 0 0
CLIFTON SAVINGS BANCORP INC US COM 18712Q103 1 24 SH Defined 31 24 0 0
CLINICAL DATA INC USD 0.01 COM 18725U109 343 18549 SH Defined 31 18549 0 0
CLOROX CO DEL COM 189054109 15 248 SH Defined 8 248 0 0
CLOROX CO DEL COM 189054109 748 13210 SH Sole 9 13210 0 0
CLOROX CO USD 1 COM 189054109 10912 192650 SH Defined 31 192650 0 0
CLOUGH GLOBAL EQUITY FD COM 18914C100 772 43160 SH Defined 32 43160 0 0
CME GROUP INC COM 12572Q105 73 154 SH Defined 8 154 0 0
CME GROUP INC COM 12572Q105 518 1104 SH Sole 9 1104 0 0
CME GROUP INC COM 12572Q105 421 897 SH Sole 51 897 0 0
CME GROUP INC COM 12572Q105 1088 2320 SH Sole 59 2320 0 0
CMGI INC COM 125750307 0 25 SH No disc 61 25 0 0
CMS ENERGY CORP COM 125896100 5 398 SH Sole 9 398 0 0
CMS ENERGY CORP USD 0.01 COM 125896100 12570 928329 SH Defined 31 928329 0 0
CNA FINANCIAL CORP USD 2.5 COM 126117100 1937 75100 SH Defined 31 75100 0 0
CNA SURETY USD 0.01 COM 12612L108 94 6100 SH Defined 31 6100 0 0
CNOOC LIMITED ADR REP 100 ORD COM 126132109 7325 49900 SH Defined 31 49900 0 0
CNX GAS CORPORATION USD 0.01 COM 12618H309 2631 81500 SH Defined 31 81500 0 0
COACH INC COM 189754104 9 266 SH Defined 8 266 0 0
COACH INC COM 189754104 1028 34082 SH Sole 9 34082 0 0
COACH INC COM 189754104 1246 41298 SH Sole 51 41298 0 0
COACH INC COM 189754104 77 2549 SH Sole 56 2549 0 0
COACH INC USD 0.01 COM 189754104 52404 1738097 SH Defined 31 1738097 0 0
COCA COLA CO COM 191216100 123 2005 SH Defined 8 2005 0 0
COCA COLA CO COM 191216100 19248 316220 SH Sole 9 316220 0 0
COCA COLA CO OPT 191216100 108653 1785000 SH Put Defined 9 0 1785000 0
COCA COLA CO COM 191216100 10 160 SH Sole 12 0 0 160
COCA COLA CO COM 191216100 849 13950 SH Sole 20 0 13950 0
COCA COLA CO COM 191216100 20381 334000 SH Defined 32 334000 0 0
COCA COLA CO COM 191216100 6714 110296 SH Sole 51 110296 0 0
COCA COLA CO COM 191216100 64 1058 SH Sole 56 1058 0 0
COCA COLA CO COM 191216100 189 3100 SH Sole 57 3100 0 0
COCA COLA CO COM 191216100 667 10960 SH Defined 60 10960 0 0
COCA COLA CO COM 191216100 1100 18083 SH No disc 61 18083 0 0
COCA COLA CO COM 191216100 321 5280 SH Sole 99 5280 0 0
COCA COLA ENTERPRISES INC COM 191219104 13 553 SH Sole 9 553 0 0
COCA COLA ENTERPRISES INC COM 191219104 2255 93200 SH Sole 51 93200 0 0
COCA COLA ENTERPRISES INC COM 191219104 277 11447 SH Sole 56 11447 0 0
COCA COLA FEMSA S A B DE C V COM 191241108 535 9500 SH Sole 57 9500 0 0
COCA-COLA BOTTLING COMPANY CON COM 191098102 74 1200 SH Defined 31 1200 0 0
COCA-COLA FEMSA SA ADR REP 10 COM 191241108 3859 68500 SH Defined 31 68500 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 12 3058 SH Sole 9 3058 0 0
COEUR D ALENE MINES CORP IDA GDR 192108108 92 22735 SH Sole 9 22735 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 1050 260000 SH Sole 56 260000 0 0
COEUR D ALENE MINES CORP IDA COM 192108108 12 3000 SH No disc 61 3000 0 0
COGDELL SPENCER INC REIT USD 0 COM 19238U107 1106 70300 SH Defined 31 70300 0 0
COGENT COMM GROUP INC COM 19239V302 17 900 SH Defined 8 900 0 0
COGENT INC USD 0.001 COM 19239Y108 838 88845 SH Defined 31 88845 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 18 594 SH Defined 8 594 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 90 3106 SH Sole 9 3106 0 0
COHEN & STEERS DIV MJRS FDIN COM 19248G106 349 22600 SH Defined 32 22600 0 0
COHEN & STEERS REIT & UTIL I COM 19247Y108 10185 589736 SH Defined 32 589736 0 0
COHERENT INC COM 192479103 160 5700 SH Defined 8 5700 0 0
COINSTAR INC COM 19259P300 110 3900 SH Defined 8 3900 0 0
COLDWATER CREEK INC COM 193068103 95 18884 SH Sole 9 18884 0 0
COLGATE PALMOLIVE CO COM 194162103 31 397 SH Defined 8 397 0 0
COLGATE PALMOLIVE CO COM 194162103 6073 77955 SH Sole 9 77955 0 0
COLGATE PALMOLIVE CO OPT 194162103 7791 100000 SH Put Defined 9 0 100000 0
COLGATE PALMOLIVE CO COM 194162103 28 360 SH Sole 20 0 360 0
COLGATE PALMOLIVE CO COM 194162103 4402 56505 SH Sole 51 56505 0 0
COLGATE PALMOLIVE CO COM 194162103 667 8566 SH Sole 56 8566 0 0
COLGATE PALMOLIVE CO COM 194162103 23 300 SH Sole 57 300 0 0
COLGATE PALMOLIVE CO COM 194162103 86 1100 SH Defined 60 1100 0 0
COLGATE PALMOLIVE CO COM 194162103 184 2362 SH No disc 61 2362 0 0
COLGATE PALMOLIVE CO COM 194162103 12 160 SH Sole 99 160 0 0
COLLAGENEX PHARMACEUTICALS I COM 19419B100 746 45000 SH Sole 9 45000 0 0
COLLAGENEX PHARMACEUTICALS INC COM 19419B100 2 81 SH Defined 31 81 0 0
COLONIAL BANCGROUP INC COM 195493309 214 22202 SH Sole 9 22202 0 0
COLONIAL PPTYS TR COM 195872106 79 3299 SH Sole 9 3299 0 0
COLUMBIA BKG SYS INC COM 197236102 38 1700 SH Defined 8 1700 0 0
COLUMBIA SPORTSWEAR COMPANY US COM 198516106 401 9103 SH Defined 31 9103 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 84 2700 SH Defined 8 2700 0 0
COMBINATORX INC USD NPV COM 20010A103 12 3253 SH Defined 31 3253 0 0
COMCAST CORP NEW COM 20030N101 22556 1166300 SH Sole 1 1166300 0 0
COMCAST CORP NEW COM 20030N101 205 10589 SH Defined 8 10589 0 0
COMCAST CORP NEW COM 20030N101 1565 80914 SH Sole 9 80914 0 0
COMCAST CORP NEW COM 20030N200 71 3723 SH Sole 9 3723 0 0
COMCAST CORP NEW OPT 20030N101 3578 185000 SH Call Defined 9 0 185000 0
COMCAST CORP NEW OPT 20030N101 7253 375000 SH Put Defined 9 0 375000 0
COMCAST CORP NEW COM 20030N101 2550 131843 SH Sole 51 131843 0 0
COMCAST CORP NEW COM 20030N200 5 270 SH Defined 60 270 0 0
COMCAST CORP NEW COM 20030N101 36 1867 SH No disc 61 1867 0 0
COMCAST CORP USD 1 COM 20030N101 12544 648584 SH Defined 31 648584 0 0
COMERICA INC COM 200340107 67 1882 SH Defined 8 1882 0 0
COMERICA INC COM 200340107 3696 105353 SH Sole 9 105353 0 0
COMERICA INC COM 200340107 113 3200 SH Sole 51 3200 0 0
COMFORT SYSTEMS USA USD 0.01 COM 199908104 634 48700 SH Defined 31 48700 0 0
COMMERCE BANCORP INC NJ COM 200519106 0 572 SH Sole 9 572 0 0
COMMERCE BANCORP INC NJ COM 200519106 0 34500 SH Sole 51 34500 0 0
COMMERCE BANCSHARES INC COM 200525103 143 3400 SH Defined 8 3400 0 0
COMMERCE BANCSHARES INC USD 5 COM 200525103 1 8 SH Defined 31 8 0 0
COMMERCE GROUP INC MASS COM 200641108 6861 190280 SH Sole 9 190280 0 0
COMMERCIAL METALS CO COM 201723103 123 4100 SH Defined 8 4100 0 0
COMMERCIAL METALS CO COM 201723103 544 18156 SH Sole 9 18156 0 0
COMMERCIAL METALS CO COM 201723103 32 1081 SH Sole 56 1081 0 0
COMMERCIAL VEHICLE GROUP INC U COM 202608105 4 399 SH Defined 31 399 0 0
COMMSCOPE INC COM 203372107 84 2411 SH Defined 60 2411 0 0
COMMSCOPE INC USD 0.01 COM 203372107 2539 72882 SH Defined 31 72882 0 0
COMMTOUCH SOFTWARE LTD NPV COM M25596202 68 16580 SH Defined 31 16580 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 3357 100000 SH Sole 1 100000 0 0
COMMUNITY HEALTH SYS INC NEW OPT 203668108 36703 1093300 SH Put Defined 9 0 1093300 0
COMMUNITY TR BANCORP INC COM 204149108 6 200 SH Defined 8 200 0 0
COMPAGNIE GENERALE DE GEOPHYSI COM 204386106 11828 238900 SH Defined 31 238900 0 0
COMPANHIA DE BEBIDAS DAS AME ADR 20441W203 35516 470100 SH Sole 9 470100 0 0
COMPANHIA DE BEBIDAS DAS AMERI COM 20441W104 59 900 SH Defined 31 900 0 0
COMPANHIA DE BEBIDAS DAS AMERI COM 20441W203 10547 139600 SH Defined 31 139600 0 0
COMPANHIA DE SANEAMENTO BASI ADR 20441A102 26 586 SH Sole 9 586 0 0
COMPANHIA ENERGETICA DE MINA ADR 204409601 23 1287 SH Sole 9 1287 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 433 12023 SH Sole 9 12023 0 0
COMPANHIA SIDERURGICA NACIONAL COM 20440W105 32345 898700 SH Defined 31 898700 0 0
COMPANHIA VALE DO RIO DOCE ADR 204412209 5272 152184 SH Sole 9 152184 0 0
COMPANHIA VALE DO RIO DOCE COM 204412209 932 26910 SH Defined 60 26910 0 0
COMPANHIA VALE DO RIO DOCE COM 204412209 31 900 SH Sole 99 900 0 0
COMPANHIA VALE DO RIO DOCE ADR COM 204412100 39904 1368900 SH Defined 31 1368900 0 0
COMPANIA DE TELECOMUNICACIONES COM 204449300 73 8500 SH Defined 31 8500 0 0
COMPRASS DIVERSIFIED HOLDING COM 20451Q104 83 6300 SH Defined 8 6300 0 0
COMPTON PETE CORP COM 204940100 1 104 SH No disc 61 104 0 0
COMPTON PETROLEUM CORP CAD NPV COM 204940100 19 1700 SH Defined 31 1700 0 0
COMPUTER SCIENCES CORP COM 205363104 3 68 SH Defined 8 68 0 0
COMPUTER SCIENCES CORP COM 205363104 2144 52560 SH Sole 9 52560 0 0
COMPUTER SCIENCES CORP COM 205363104 6 150 SH Sole 20 0 150 0
COMPUTER SCIENCES CORP COM 205363104 52 1285 SH Sole 56 1285 0 0
COMPUWARE CORP COM 205638109 6 792 SH Defined 8 792 0 0
COMPUWARE CORP COM 205638109 3 427 SH Sole 9 427 0 0
COMPUWARE CORP COM 205638109 105 14280 SH Sole 51 14280 0 0
COMSTOCK RESOURCES INC USD 0.5 COM 205768203 3410 84600 SH Defined 31 84600 0 0
COMSYS IT PARTNERS INC COM 20581E104 2392 282800 SH Sole 9 282800 0 0
COMSYS IT PARTNERS INC USD 0.0 COM 20581E104 6 673 SH Defined 31 673 0 0
COMTECH GROUP INC USD 0.01 COM 205821200 364 33693 SH Defined 31 33693 0 0
COMTECH TELECOMMUNCATIONS USD COM 205826209 1493 38264 SH Defined 31 38264 0 0
COMVERGE INC COM 205859101 90 8728 SH Sole 9 8728 0 0
CONAGRA FOODS INC COM 205887102 23 937 SH Defined 8 937 0 0
CONAGRA FOODS INC COM 205887102 819 34208 SH Sole 9 34208 0 0
CONAGRA FOODS INC COM 205887102 60 2489 SH Sole 51 2489 0 0
CONAGRA FOODS INC USD 5 COM 205887102 2590 108105 SH Defined 31 108105 0 0
CONCURRENT COMPUTER CORP NEW COM 206710204 1 750 SH Sole 99 750 0 0
CONEXANT SYSTEMS INC COM 207142100 25 43000 SH Sole 57 43000 0 0
CONEXANT SYSTEMS INC COM 207142100 20 33970 SH No disc 61 33970 0 0
CONEXANT SYSTEMS INC USD 0.01 COM 207142100 234 402912 SH Defined 31 402912 0 0
CONMED CORP COM 207410101 152 5900 SH Defined 8 5900 0 0
CONOCOPHILLIPS COM 20825C104 93 1220 SH Sole 1 1220 0 0
CONOCOPHILLIPS COM 20825C104 125 1638 SH Defined 8 1638 0 0
CONOCOPHILLIPS COM 20825C104 38757 508560 SH Sole 9 508560 0 0
CONOCOPHILLIPS OPT 20825C104 64108 841200 SH Call Defined 9 0 841200 0
CONOCOPHILLIPS OPT 20825C104 28328 371700 SH Put Defined 9 0 371700 0
CONOCOPHILLIPS COM 20825C104 173 2270 SH Sole 10 2270 0 0
CONOCOPHILLIPS COM 20825C104 187 2454 SH Sole 12 0 0 2454
CONOCOPHILLIPS COM 20825C104 46 600 SH Sole 20 0 600 0
CONOCOPHILLIPS COM 20825C104 4488 58900 SH Sole 51 58900 0 0
CONOCOPHILLIPS COM 20825C104 1040 13647 SH Sole 56 13647 0 0
CONOCOPHILLIPS COM 20825C104 748 9800 SH Defined 60 9800 0 0
CONOCOPHILLIPS COM 20825C104 1034 13567 SH No disc 61 13567 0 0
CONOCOPHILLIPS COM 20825C104 173 2270 SH Shared/ 61 2270 0 0
CONOCOPHILLIPS COM 20825C104 164 2153 SH Sole 99 2153 0 0
CONOCOPHILLIPS USD 0.01 COM 20825C104 36453 478313 SH Defined 31 478313 0 0
CONSOL ENERGY INC COM 20854P109 9 125 SH Defined 8 125 0 0
CONSOL ENERGY INC COM 20854P109 1411 20386 SH Sole 9 20386 0 0
CONSOL ENERGY INC OPT 20854P109 5190 75000 SH Call Defined 9 0 75000 0
CONSOL ENERGY INC OPT 20854P109 5190 75000 SH Put Defined 9 0 75000 0
CONSOL ENERGY INC COM 20854P109 210 3033 SH Sole 12 0 0 3033
CONSOL ENERGY INC COM 20854P109 1740 25148 SH Sole 17 25148 0 0
CONSOL ENERGY INC COM 20854P109 164 2364 SH Sole 20 0 2364 0
CONSOL ENERGY INC COM 20854P109 720 10400 SH Sole 51 10400 0 0
CONSOL ENERGY INC COM 20854P109 35 500 SH Sole 57 500 0 0
CONSOL ENERGY INC COM 20854P109 40 575 SH No disc 61 575 0 0
CONSOL ENERGY INC USD 0.01 COM 20854P109 22003 318000 SH Defined 31 318000 0 0
CONSOLIDATED COMMUNICATIONS IL COM 209034107 209 13792 SH Defined 31 13792 0 0
CONSOLIDATED EDISON INC COM 209115104 4 76 SH Defined 8 76 0 0
CONSOLIDATED EDISON INC COM 209115104 3338 84084 SH Sole 9 84084 0 0
CONSOLIDATED EDISON INC COM 209115104 23 590 SH Sole 99 590 0 0
CONSOLIDATED WATER CO-ORD SHAR COM G23773107 4 145 SH Defined 31 145 0 0
CONSTELLATION BRANDS INC COM 21036P108 3 116 SH Defined 8 116 0 0
CONSTELLATION BRANDS INC COM 21036P108 122 6901 SH Sole 9 6901 0 0
CONSTELLATION BRANDS INC OPT 21036P108 1773 100300 SH Put Defined 9 0 100300 0
CONSTELLATION BRANDS INC COM 21036P108 112 6350 SH Sole 12 0 0 6350
CONSTELLATION BRANDS INC COM 21036P108 5 295 SH Sole 17 295 0 0
CONSTELLATION BRANDS INC COM 21036P108 23 1315 SH Sole 20 0 1315 0
CONSTELLATION BRANDS INC COM 21036P108 979 55400 SH Sole 51 55400 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 16 174 SH Defined 8 174 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 5132 58145 SH Sole 9 58145 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 3803 43085 SH Sole 51 43085 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 56 634 SH Sole 56 634 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 35 400 SH Sole 99 400 0 0
CONSTELLATION ENERGY GRP USD N COM 210371100 13029 147600 SH Defined 31 147600 0 0
CONTINENTAL AIRLINES INC USD 0 COM 210795308 1316 68400 SH Defined 31 68400 0 0
CONTINENTAL AIRLS INC COM 210795308 771 40100 SH Sole 9 40100 0 0
CONTINENTAL AIRLS INC OPT 210795308 4591 238700 SH Put Defined 9 0 238700 0
CONTINENTAL AIRLS INC COM 210795308 14 743 SH Sole 56 743 0 0
CONTINENTAL RESOURCES USD 0.01 COM 212015101 5371 168400 SH Defined 31 168400 0 0
CONVERA CORP COM 211919105 1 500 SH No disc 61 500 0 0
CONVERGYS CORP COM 212485106 33 2135 SH Defined 8 2135 0 0
CON-WAY INC USD 0.625 COM 205944101 23889 482800 SH Defined 31 482800 0 0
COOPER INDS LTD COM G24182100 2 39 SH Defined 8 39 0 0
COOPER INDS LTD COM G24182100 32 801 SH Sole 9 801 0 0
COOPER INDUSTRIES INC USD 0.01 COM G24182100 12869 320500 SH Defined 31 320500 0 0
COPART INC COM 217204106 194 5000 SH Sole 9 5000 0 0
COPART INC USD NPV COM 217204106 6946 179190 SH Defined 31 179190 0 0
CORE MARK HOLDING CO INC COM 218681104 52 1800 SH Defined 8 1800 0 0
CORN PRODS INTL INC COM 219023108 54 1448 SH Sole 56 1448 0 0
CORN PRODS INTL INC COM 219023108 2 44 SH No disc 61 44 0 0
CORNELL COMPANIES INC COM 219141108 737 32825 SH Sole 9 32825 0 0
CORNING INC COM 219350105 30 1218 SH Defined 8 1218 0 0
CORNING INC COM 219350105 5565 231484 SH Sole 9 231484 0 0
CORNING INC OPT 219350105 2404 100000 SH Call Defined 9 0 100000 0
CORNING INC OPT 219350105 2404 100000 SH Put Defined 9 0 100000 0
CORNING INC COM 219350105 646 26900 SH Sole 51 26900 0 0
CORNING INC COM 219350105 102 4242 SH No disc 61 4242 0 0
CORPORATE EXECUTIVE BOARD CO U COM 21988R102 118 2900 SH Defined 31 2900 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 1 14 SH No disc 61 14 0 0
CORPORATE OFFICE PPTYS TR COM 22002T108 3546 105500 SH Defined 8 105500 0 0
CORPORATE OFFICE PPTYS TR BOND 22002T108 11203 333333 PRN Sole 9 333333 0 0
CORPORATE OFFICE PPTYS TR COM 22002T108 122 3627 SH Sole 9 3627 0 0
CORPORATE OFFICE PROPERTIES TR COM 22002T108 585 17400 SH Defined 31 17400 0 0
CORRECTIONS CORP OF AMER USD 0 COM 22025Y407 12753 463400 SH Defined 31 463400 0 0
CORUS BANKSHARES INC COM 220873103 107 10900 SH Defined 8 10900 0 0
CORUS ENTERTAINMENT INC NPV COM 220874101 258 14600 SH Defined 31 14600 0 0
COSTAR GROUP INC COM 22160N109 61 1400 SH Defined 8 1400 0 0
COSTAR GROUP INC COM 22160N109 25 570 SH No disc 61 570 0 0
COSTAR GROUP INC USD 0.01 COM 22160N109 1353 31460 SH Defined 31 31460 0 0
COSTCO WHSL CORP NEW COM 22160K105 147 2257 SH Defined 8 2257 0 0
COSTCO WHSL CORP NEW COM 22160K105 558 8584 SH Sole 9 8584 0 0
COSTCO WHSL CORP NEW COM 22160K105 38 600 SH Sole 51 600 0 0
COSTCO WHSL CORP NEW COM 22160K105 135 2083 SH Sole 56 2083 0 0
COSTCO WHSL CORP NEW COM 22160K105 10 150 SH No disc 61 150 0 0
COTT CORP QUE COM 22163N106 16 4500 SH Defined 60 4500 0 0
COTT CORPORATION CAD NPV COM 22163N106 520 147900 SH Defined 31 147900 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 3 543 SH Defined 8 543 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 1962 356642 SH Sole 9 356642 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 5028 927600 SH Defined 32 927600 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 14 2477 SH Sole 56 2477 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 265 48150 SH Sole 59 48150 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 22 3998 SH Defined 60 3998 0 0
COUNTRYWIDE FINANCIAL CORP COM 222372104 3 500 SH No disc 61 500 0 0
COURIER CORP COM 222660102 58 2300 SH Defined 8 2300 0 0
COURIER CORP USD 1 COM 222660102 2 59 SH Defined 31 59 0 0
COUSINS PPTYS INC COM 222795106 76 3084 SH Sole 9 3084 0 0
COVAD COMMUNICATIONS GROUP I COM 222814204 337 343982 SH No disc 61 343982 0 0
COVANTA HLDG CORP COM 22282E102 570 20739 SH Sole 9 20739 0 0
COVANTA HOLDING CORPORATION US COM 22282E102 7558 274807 SH Defined 31 274807 0 0
COVENTRY HEALTH CARE INC COM 222862104 8 177 SH Defined 8 177 0 0
COVENTRY HEALTH CARE INC COM 222862104 26 638 SH Sole 9 638 0 0
COVENTRY HEALTH CARE INC COM 222862104 6894 170881 SH Sole 51 170881 0 0
COVIDIEN LTD COM G2552X108 25 556 SH Defined 8 556 0 0
COVIDIEN LTD COM G2552X108 2229 50378 SH Sole 9 50378 0 0
COX RADIO INC COM 224051102 49 4100 SH Defined 8 4100 0 0
CP HOLDRS COM 12616K106 671 4172 SH No disc 61 4172 0 0
CP HOLDRS COM 12616K106 1035 6430 SH Sole 99 6430 0 0
CPFL ENERGIA S A ADR 126153105 25 405 SH Sole 9 405 0 0
CPFL ENERGIA S A COM 126153105 21 343 SH No disc 61 343 0 0
CPI INTERNATIONAL INC USD 0.01 COM 12618M100 106 10665 SH Defined 31 10665 0 0
CR BARD INC USD 0.25 COM 067383109 5935 61562 SH Defined 31 61562 0 0
CRA INTERNATIONAL INC USD NPV COM 12618T105 106 3291 SH Defined 31 3291 0 0
CRANE CO COM 224399105 13 333 SH No disc 61 333 0 0
CRAY INC COM 225223304 1 135 SH No disc 61 135 0 0
CREDENCE SYSTEMS CORPORATION U COM 225302108 1350 793738 SH Defined 31 793738 0 0
CREDICORP LTD COM G2519Y108 725 10100 SH Sole 9 10100 0 0
CREDIT ACCEPTANCE CORPORATION COM 225310101 14 900 SH Defined 31 900 0 0
CREDIT SUISSE GROUP ADR REP 1 COM 225401108 14150 278100 SH Defined 31 278100 0 0
CREE INC COM 225447101 541 19347 SH Sole 9 19347 0 0
CREE INC COM 225447101 77 2769 SH No disc 61 2769 0 0
CREE INC USD 0.00125 COM 225447101 4328 154790 SH Defined 31 154790 0 0
CRESUD SA ADR REP 10 ORD COM 226406106 91 5800 SH Defined 31 5800 0 0
CROCS INC COM 227046109 114 6534 SH Sole 9 6534 0 0
CROCS INC COM 227046109 1066 61000 SH No disc 61 61000 0 0
CROCS INC COM 227046109 3 150 SH Sole 99 150 0 0
CROSS COUNTRY HEALTHCARE INC U COM 227483104 376 30387 SH Defined 31 30387 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 25 2000 SH Defined 8 2000 0 0
CROSS TIMBERS ROYALTY TRUST RO COM 22757R109 40 800 SH Defined 31 800 0 0
CROSSHAIR EXPL & MNG CORP COM 22763R101 14 16190 SH No disc 61 16190 0 0
CROSSTEX ENERGY INC COM 22765Y104 29 848 SH Sole 9 848 0 0
CROSSTEX ENERGY L P COM 22765U102 20 658 SH No disc 61 658 0 0
CROWN CASTLE INTL CORP COM 228227104 101 2900 SH Defined 8 2900 0 0
CROWN CASTLE INTL CORP COM 228227104 64763 1877722 SH Sole 9 1877722 0 0
CROWN CASTLE INTL CORP OPT 228227104 8499 246400 SH Put Defined 9 0 246400 0
CROWN HOLDINGS INC COM 228368106 267 10600 SH Sole 9 10600 0 0
CROWN HOLDINGS INC COM 228368106 28 1129 SH Sole 56 1129 0 0
CROWN HOLDINGS INC COM 228368106 13 533 SH No disc 61 533 0 0
CROWN HOLDINGS INC USD 5 COM 228368106 12022 477816 SH Defined 31 477816 0 0
CRYPTOLOGIC INC NPV COM G3159C109 62 3900 SH Defined 31 3900 0 0
CSG SYS INTL INC COM 126349109 329 28965 SH Sole 9 28965 0 0
CSG SYSTEMS INTERNATIONAL INC COM 126349109 666 58562 SH Defined 31 58562 0 0
CSK AUTO CORP COM 125965103 93 10000 SH Sole 9 10000 0 0
CSS INDS INC COM 125906107 116 3300 SH Defined 8 3300 0 0
CSX CORP COM 126408103 13 228 SH Defined 8 228 0 0
CSX CORP COM 126408103 415 7408 SH Sole 9 7408 0 0
CSX CORP COM 126408103 266 4740 SH Sole 12 0 0 4740
CSX CORP COM 126408103 191 3410 SH Sole 20 0 3410 0
CSX CORP COM 126408103 33192 600000 SH Defined 32 600000 0 0
CSX CORP COM 126408103 547 9765 SH Sole 51 9765 0 0
CSX CORP COM 126408103 44 790 SH Sole 57 790 0 0
CSX CORP USD 1 COM 126408103 77635 1384600 SH Defined 31 1384600 0 0
CTC MEDIA INC COM 12642X106 23 800 SH Defined 8 800 0 0
CTC MEDIA INC USD 0.01 COM 12642X106 3714 133816 SH Defined 31 133816 0 0
CTRIP.COM INTERNATIONAL LTD AD COM 22943F100 5179 97668 SH Defined 31 97668 0 0
CTS CORP COM 126501105 41 3800 SH Defined 8 3800 0 0
CULP INC USD 0.05 COM 230215105 11 1400 SH Defined 31 1400 0 0
CUMMINS INC COM 231021106 92 1952 SH Defined 8 1952 0 0
CUMMINS INC COM 231021106 29 628 SH Sole 9 628 0 0
CUMMINS INC COM 231021106 3226 68894 SH Sole 51 68894 0 0
CUMMINS INC USD 2.5 COM 231021106 17446 372600 SH Defined 31 372600 0 0
CURIS INC COM 231269101 1 521 SH No disc 61 521 0 0
CURTISS-WRIGHT CORPORATION USD COM 231561101 2724 65656 SH Defined 31 65656 0 0
CUTERA INC USD 0.001 COM 232109108 848 62932 SH Defined 31 62932 0 0
CV THERAPEUTICS INC COM 126667104 17156 2406200 SH Sole 9 2406200 0 0
CV THERAPEUTICS INC COM 126667104 16988 2406200 SH Defined 32 2406200 0 0
CV THERAPEUTICS INC COM 126667104 1 100 SH No disc 61 100 0 0
CVS CAREMARK CORPORATION COM 126650100 70 1716 SH Defined 8 1716 0 0
CVS CAREMARK CORPORATION COM 126650100 1150 28396 SH Sole 9 28396 0 0
CVS CAREMARK CORPORATION COM 126650100 69 1696 SH Sole 20 0 1696 0
CVS CAREMARK CORPORATION COM 126650100 14021 346107 SH Sole 51 346107 0 0
CVS CAREMARK CORPORATION COM 126650100 135 3320 SH Defined 60 3320 0 0
CYBERONICS INC COM 23251P102 712 49072 SH Sole 9 49072 0 0
CYBERSOURCE CORP USD 0.001 COM 23251J106 2675 183052 SH Defined 31 183052 0 0
CYPRESS BIOSCIENCE INC. USD 0. COM 232674507 22 2996 SH Defined 31 2996 0 0
CYPRESS BIOSCIENCES INC COM 232674507 44 6000 SH Defined 8 6000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3881 164375 SH Sole 9 164375 0 0
CYPRESS SEMICONDUCTOR CORP USD COM 232806109 22586 956600 SH Defined 31 956600 0 0
CYTEC INDS INC COM 232820100 135 2500 SH Defined 8 2500 0 0
CYTEC INDS INC COM 232820100 48 894 SH Sole 56 894 0 0
CYTEC INDS INC COM 232820100 49 921 SH No disc 61 921 0 0
CYTEC INDS INC COM 232820100 7 129 SH Sole 99 129 0 0
CYTEC INDUSTRIES INC USD 0.01 COM 232820100 23958 444900 SH Defined 31 444900 0 0
CYTOGEN CORP COM 232824300 0 61 SH No disc 61 61 0 0
CYTOKINETICS INC COM 23282W100 2 560 SH Sole 99 560 0 0
CYTOKINETICS INCORPORATED USD COM 23282W100 8 2228 SH Defined 31 2228 0 0
CYTORI THERAPEUTICS INC COM 23283K105 2 420 SH No disc 61 420 0 0
CYTORI THERAPEUTICS INC USD 0. COM 23283K105 11 2200 SH Defined 31 2200 0 0
D R HORTON INC COM 23331A109 3 170 SH Defined 8 170 0 0
D R HORTON INC COM 23331A109 1166 74046 SH Sole 9 74046 0 0
D R HORTON INC OPT 23331A109 7768 493200 SH Put Defined 9 0 493200 0
D R HORTON INC COM 23331A109 32501 2063600 SH Sole 51 2063600 0 0
D R HORTON INC COM 23331A109 23 1470 SH Defined 60 1470 0 0
D.R. HORTON INC USD 0.01 COM 23331A109 1315 83438 SH Defined 31 83438 0 0
DAIMLERCHRYSLER AG NPV COM D1668R123 23381 273300 SH Defined 31 273300 0 0
DAMPSKIBSSELSKABET TORM AS ADR COM 00208W109 48 1600 SH Defined 31 1600 0 0
DANAHER CORP DEL COM 235851102 19 249 SH Defined 8 249 0 0
DANAHER CORP DEL COM 235851102 619 8142 SH Sole 9 8142 0 0
DANAHER CORP DEL COM 235851102 121 1600 SH Sole 51 1600 0 0
DANAOS CORPORATION COM Y1968P105 141 5700 SH Defined 8 5700 0 0
DANAOS CORPORATION USD 0.01 COM Y1968P105 876 35600 SH Defined 31 35600 0 0
DARDEN RESTAURANTS INC COM 237194105 12 342 SH Defined 8 342 0 0
DARDEN RESTAURANTS INC COM 237194105 589 18099 SH Sole 9 18099 0 0
DARDEN RESTAURANTS INC COM 237194105 3262 100200 SH Sole 51 100200 0 0
DARDEN RESTAURANTS INC COM 237194105 101 3103 SH Sole 56 3103 0 0
DARLING INTERNATIONAL INC USD COM 237266101 3057 236000 SH Defined 31 236000 0 0
DARWIN PROFESSIONAL UNDERWRITE COM 237502109 176 7800 SH Defined 31 7800 0 0
DATASCOPE CORP USD 0.01 COM 238113104 1 15 SH Defined 31 15 0 0
DAVITA INC COM 23918K108 4298 90000 SH Sole 1 90000 0 0
DAVITA INC COM 23918K108 14 300 SH Sole 9 300 0 0
DAVITA INC USD 0.001 COM 23918K108 10422 218200 SH Defined 31 218200 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 118 11841 SH Sole 9 11841 0 0
DEAN FOODS CO NEW COM 242370104 2 55 SH Defined 8 55 0 0
DEAN FOODS CO NEW COM 242370104 983 48936 SH Sole 9 48936 0 0
DEAN FOODS CO NEW OPT 242370104 22503 1120100 SH Put Defined 9 0 1120100 0
DEAN FOODS CO NEW COM 242370104 24 1207 SH Sole 51 1207 0 0
DEAN FOODS CO NEW COM 242370104 7 330 SH Sole 56 330 0 0
DECKERS OUTDOOR CORP COM 243537107 22 200 SH Sole 56 200 0 0
DECODE GENETICS INC COM 243586104 3 2125 SH No disc 61 2125 0 0
DECODE GENETICS INC COM 243586104 1 700 SH Sole 99 700 0 0
DECODE GENETICS INC USD 0.001 COM 243586104 1 74 SH Defined 31 74 0 0
DEERE & CO COM 244199105 40 496 SH Defined 8 496 0 0
DEERE & CO COM 244199105 3752 46648 SH Sole 9 46648 0 0
DEERE & CO COM 244199105 17185 213640 SH Sole 51 213640 0 0
DEERE & CO COM 244199105 149 1848 SH Sole 56 1848 0 0
DEERE & CO COM 244199105 151 1873 SH Defined 60 1873 0 0
DEERE & CO COM 244199105 19 240 SH No disc 61 240 0 0
DEERE & CO COM 244199105 43 540 SH Sole 99 540 0 0
DEERFIELD CAPITAL CORP COM 244331104 3 1431 SH Defined 8 1431 0 0
DEL MONTE FOODS CO COM 24522P103 287 30091 SH Sole 9 30091 0 0
DEL MONTE FOODS CO COM 24522P103 6 603 SH No disc 61 603 0 0
DEL MONTE FOODS COMPANY INC US COM 24522P103 4715 494700 SH Defined 31 494700 0 0
DELEK US HLDGS INC COM 246647101 31 2400 SH Defined 8 2400 0 0
DELEK US HOLDINGS INC USD 0.01 COM 246647101 919 72500 SH Defined 31 72500 0 0
DELL INC COM 24702R101 71 3555 SH Defined 8 3555 0 0
DELL INC COM 24702R101 5243 263214 SH Sole 9 263214 0 0
DELL INC OPT 24702R101 13287 667000 SH Call Defined 9 0 667000 0
DELL INC OPT 24702R101 20259 1017000 SH Put Defined 9 0 1017000 0
DELL INC COM 24702R101 926 46500 SH Sole 51 46500 0 0
DELL INC COM 24702R101 37 1840 SH Sole 56 1840 0 0
DELL INC COM 24702R101 20 1000 SH Defined 60 1000 0 0
DELL INC COM 24702R101 153 7686 SH No disc 61 7686 0 0
DELL INC COM 24702R101 47 2370 SH Sole 99 2370 0 0
DELL INC. USD 0.01 COM 24702R101 36027 1808552 SH Defined 31 1808552 0 0
DELPHI FINANCIAL USD 0.01 COM 247131105 2107 72050 SH Defined 31 72050 0 0
DELTA AIR LINES INC NPV COM 247361702 1375 159800 SH Defined 31 159800 0 0
DELTA PETE CORP COM 247907207 211 9354 SH Sole 9 9354 0 0
DELTA PETROLEUM CORPORATION US COM 247907207 225 9949 SH Defined 31 9949 0 0
DELTATHREE INC COM 24783N102 0 2200 SH No disc 61 2200 0 0
DELTIC TIMBER CORP COM 247850100 134 2400 SH Defined 8 2400 0 0
DELUXE CORP COM 248019101 247 12851 SH Sole 9 12851 0 0
DELUXE CORP COM 248019101 13 700 SH Sole 56 700 0 0
DELUXE CORP USD 1 COM 248019101 581 30200 SH Defined 31 30200 0 0
DEMANDTEC INC USD 0.001 COM 24802R506 50 4855 SH Defined 31 4855 0 0
DENBURY RES INC COM 247916208 14 485 SH Sole 9 485 0 0
DENBURY RESOURCES INC USD 0.00 COM 247916208 2761 96700 SH Defined 31 96700 0 0
DENDREON CORP COM 24823Q107 174 36000 SH Sole 9 36000 0 0
DENDREON CORP OPT 24823Q107 2892 600000 SH Put Defined 9 0 600000 0
DENDREON CORP COM 24823Q107 11 2283 SH No disc 61 2283 0 0
DENISON MINES CORP COM 248356107 388 61675 SH Sole 9 61675 0 0
DENISON MINES CORP COM 248356107 472 75000 SH Sole 56 75000 0 0
DENISON MINES CORP COM 248356107 13 2085 SH No disc 61 2085 0 0
DENNY`S CORPORATION USD 0.01 COM 24869P104 17 5632 SH Defined 31 5632 0 0
DENTSPLY INTERNATIONAL INC USD COM 249030107 16882 437355 SH Defined 31 437355 0 0
DENTSPLY INTL INC NEW COM 249030107 8 206 SH Defined 8 206 0 0
DENTSPLY INTL INC NEW COM 249030107 12 300 SH Sole 9 300 0 0
DENTSPLY INTL INC NEW COM 249030107 78 2013 SH Sole 56 2013 0 0
DENTSPLY INTL INC NEW COM 249030107 685 17750 SH No disc 61 17750 0 0
DEPOMED INC COM 249908104 180 53000 SH Sole 51 53000 0 0
DESARROLLADORA HOMEX S.A. DE C COM 25030W100 12226 210600 SH Defined 31 210600 0 0
DESCARTES SYS GROUP INC COM 249906108 0 49 SH No disc 61 49 0 0
DEUTSCHE BANK AG EUR NPV COM D18190898 204 1800 SH Defined 31 1800 0 0
DEUTSCHE TELEKOM AG ADR 251566105 9645 581740 SH Sole 9 581740 0 0
DEUTSCHE TELEKOM AG ADR REP 1 COM 251566105 10008 603592 SH Defined 31 603592 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1479 35296 SH Defined 8 35296 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 2835 67682 SH Sole 9 67682 0 0
DEVON ENERGY CORP NEW COM 25179M103 47 448 SH Defined 8 448 0 0
DEVON ENERGY CORP NEW COM 25179M103 7030 67383 SH Sole 9 67383 0 0
DEVON ENERGY CORP NEW OPT 25179M103 30256 290000 SH Call Defined 9 0 290000 0
DEVON ENERGY CORP NEW OPT 25179M103 14607 140000 SH Put Defined 9 0 140000 0
DEVON ENERGY CORP NEW COM 25179M103 146 1400 SH Sole 51 1400 0 0
DEVON ENERGY CORP NEW COM 25179M103 234 2241 SH Sole 56 2241 0 0
DEVON ENERGY CORP NEW COM 25179M103 139 1335 SH No disc 61 1335 0 0
DEVON ENERGY CORP USD 0.1 COM 25179M103 387 3700 SH Defined 31 3700 0 0
DEXCOM INC USD 0.001 COM 252131107 1 57 SH Defined 31 57 0 0
DIAGEO P L C COM 25243Q205 106 1300 SH Sole 99 1300 0 0
DIAGEO PLC ADR REP 4 ORD COM 25243Q205 57274 704300 SH Defined 31 704300 0 0
DIAMOND MANAGEMENT & TECHNOLOG COM 25269L106 1 33 SH Defined 31 33 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1477 12690 SH Sole 9 12690 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 93 7301 SH Sole 9 7301 0 0
DIAMONDROCK HOSPITALITY COMPAN COM 252784301 5533 436700 SH Defined 31 436700 0 0
DIAMONDS TR UNIT 252787106 11174 91291 SH Sole 9 91291 0 0
DIAMONDS TR COM 252787106 118 967 SH Defined 60 967 0 0
DIAMONDS TR COM 252787106 49 400 SH No disc 61 400 0 0
DICE HOLDINGS INC USD 0.01 COM 253017107 221 24800 SH Defined 31 24800 0 0
DICK`S SPORTING GOODS INC USD COM 253393102 15217 568200 SH Defined 31 568200 0 0
DIEBOLD INC COM 253651103 106 2820 SH Sole 9 2820 0 0
DIEBOLD INC COM 253651103 3 70 SH No disc 61 70 0 0
DIGI INTERNATIONAL INC USD 0.0 COM 253798102 359 31099 SH Defined 31 31099 0 0
DIGIMARC CORP USD 0.001 COM 253807101 233 23240 SH Defined 31 23240 0 0
DIGITAL REALTY TRUST INC REIT COM 253868103 8620 242800 SH Defined 31 242800 0 0
DIGITAL RLTY TR INC COM 253868103 165 4660 SH Sole 9 4660 0 0
DILLARDS INC COM 254067101 1 49 SH Defined 8 49 0 0
DILLARDS INC COM 254067101 2 116 SH Sole 9 116 0 0
DIODES INC COM 254543101 74 3375 SH No disc 61 3375 0 0
DIODES INCORPORATED USD 0.667 COM 254543101 1358 61820 SH Defined 31 61820 0 0
DIONEX CORP COM 254546104 162 2100 SH Defined 8 2100 0 0
DIRECTV GROUP INC COM 25459L106 8 303 SH Defined 8 303 0 0
DIRECTV GROUP INC COM 25459L106 73 2931 SH Sole 9 2931 0 0
DIRECTV GROUP INC COM 25459L106 1801 72642 SH Sole 51 72642 0 0
DIRECTV GROUP INC COM 25459L106 483 19493 SH Sole 56 19493 0 0
DIRECTV GROUP INC COM 25459L106 0 14 SH No disc 61 14 0 0
DISCOVER FINL SVCS COM 254709108 9 547 SH Defined 8 547 0 0
DISCOVER FINL SVCS COM 254709108 427 26104 SH Sole 9 26104 0 0
DISCOVER FINL SVCS COM 254709108 36 2179 SH Sole 56 2179 0 0
DISCOVER FINL SVCS COM 254709108 241 14711 SH No disc 61 14711 0 0
DISCOVER FINL SVCS COM 254709108 7 400 SH Sole 99 400 0 0
DISCOVERY HOLDING CO COM 25468Y107 8 336 SH Defined 8 336 0 0
DISCOVERY HOLDING CO COM 25468Y107 379 17873 SH Sole 9 17873 0 0
DISCOVERY HOLDING CO COM 25468Y107 0 11 SH No disc 61 11 0 0
DISCOVERY HOLDING CO COM 25468Y107 3 156 SH Sole 99 156 0 0
DISCOVERY HOLDING COMPANY USD COM 25468Y107 21360 1006557 SH Defined 31 1006557 0 0
DISCOVERY LABORATORIES INC N COM 254668106 4 1840 SH No disc 61 1840 0 0
DISH NETWORK CORP COM 25470M109 9 303 SH Defined 8 303 0 0
DISH NETWORK CORP COM 25470M109 11 371 SH Sole 9 371 0 0
DISH NETWORK CORP OPT 25470M109 64 2200 SH Put Defined 9 0 2200 0
DISH NETWORK CORP COM 25470M109 110 3836 SH Sole 56 3836 0 0
DISH NETWORK CORP USD 0.01 COM 25470M109 12460 433669 SH Defined 31 433669 0 0
DISNEY WALT CO COM 254687106 142 4495 SH Defined 8 4495 0 0
DISNEY WALT CO COM 254687106 6127 195256 SH Sole 9 195256 0 0
DISNEY WALT CO COM 254687106 992 31614 SH Sole 51 31614 0 0
DISNEY WALT CO COM 254687106 127 4047 SH Sole 56 4047 0 0
DISNEY WALT CO COM 254687106 162 5170 SH Defined 60 5170 0 0
DISNEY WALT CO COM 254687106 58 1844 SH No disc 61 1844 0 0
DISNEY WALT CO COM 254687106 89 2840 SH Sole 99 2840 0 0
DOLAN MEDIA USD 1 COM 25659P402 163 8100 SH Defined 31 8100 0 0
DOLBY LABORATORIES INC COM 25659T107 53 1460 SH Sole 9 1460 0 0
DOLBY LABORATORIES INC COM 25659T107 169 4650 SH No disc 61 4650 0 0
DOLLAR TREE INC COM 256746108 69 2500 SH Sole 9 2500 0 0
DOLLAR TREE INC COM 256746108 74 2689 SH Sole 56 2689 0 0
DOLLAR TREE INC USD 0.01 COM 256746108 1143 41400 SH Defined 31 41400 0 0
DOMINION RES BLACK WARRIIR ROY COM 25746Q108 64 3000 SH Defined 31 3000 0 0
DOMINION RES INC VA NEW COM 25746U109 23 561 SH Defined 8 561 0 0
DOMINION RES INC VA NEW COM 25746U109 7317 179168 SH Sole 9 179168 0 0
DOMINION RES INC VA NEW COM 25746U109 4 88 SH No disc 61 88 0 0
DOMINION RESOURCES INC USD NPV COM 25746U109 22811 558524 SH Defined 31 558524 0 0
DOMINOS PIZZA USD 0.01 COM 25754A201 29 2100 SH Defined 31 2100 0 0
DOMTAR CORP COM 257559104 168 24484 SH Sole 9 24484 0 0
DOMTAR CORP COM 257559104 2 242 SH No disc 61 242 0 0
DOMTAR CORPORATION CAD NPV COM 257559104 4629 677698 SH Defined 31 677698 0 0
DONALDSON INC COM 257651109 137 3400 SH Defined 8 3400 0 0
DONNELLEY (R.R) & SONS USD 1.2 COM 257867101 31906 1052649 SH Defined 31 1052649 0 0
DONNELLEY R R & SONS CO COM 257867101 1250 41235 SH Sole 9 41235 0 0
DONNELLEY R R & SONS CO OPT 257867101 6426 212000 SH Call Defined 9 0 212000 0
DONNELLEY R R & SONS CO OPT 257867101 12612 416100 SH Put Defined 9 0 416100 0
DONNELLEY R R & SONS CO COM 257867101 83 2762 SH Sole 51 2762 0 0
DONNELLEY R R & SONS CO COM 257867101 2 75 SH No disc 61 75 0 0
DORAL FINANCIAL CORP USD 0.01 COM 25811P886 2 72 SH Defined 31 72 0 0
DORAL FINL CORP COM 25811P886 10 500 SH Defined 60 500 0 0
DOT HILL SYSTEMS CORP. USD 0.0 COM 25848T109 48 15797 SH Defined 31 15797 0 0
DOUGLAS EMMETT INC COM 25960P109 259 11755 SH Sole 9 11755 0 0
DOUGLAS EMMETT INC REIT USD 0. COM 25960P109 16332 740300 SH Defined 31 740300 0 0
DOVER CORP COM 260003108 361 8651 SH Sole 9 8651 0 0
DOVER CORP COM 260003108 13 300 SH Sole 51 300 0 0
DOVER CORPORATION USD 1 COM 260003108 1895 45349 SH Defined 31 45349 0 0
DOW CHEM CO COM 260543103 39 1045 SH Defined 8 1045 0 0
DOW CHEM CO COM 260543103 8375 227277 SH Sole 9 227277 0 0
DOW CHEM CO COM 260543103 157 4250 SH Sole 12 0 0 4250
DOW CHEM CO COM 260543103 197 5350 SH Sole 20 0 5350 0
DOW CHEM CO COM 260543103 8070 218993 SH Sole 51 218993 0 0
DOW CHEM CO COM 260543103 80 2186 SH No disc 61 2186 0 0
DOW CHEM CO COM 260543103 15 410 SH Sole 99 410 0 0
DOW CHEMICAL CO (USA) USD 2.5 COM 260543103 9424 255727 SH Defined 31 255727 0 0
DPL INC COM 233293109 358 13946 SH Sole 9 13946 0 0
DPL INC USD 0.01 COM 233293109 4426 172600 SH Defined 31 172600 0 0
DR REDDY`S LABORATORIES LIMITE COM 256135203 2786 192400 SH Defined 31 192400 0 0
DREAMWORKS ANIMATION INC USD 0 COM 26153C103 52 2000 SH Defined 31 2000 0 0
DRESSER-RAND GROUP INC COM 261608103 29 931 SH Sole 56 931 0 0
DRESSER-RAND GROUP INC USD 0.0 COM 261608103 8712 283310 SH Defined 31 283310 0 0
DREW INDS INC COM 26168L205 142 5800 SH Defined 8 5800 0 0
DREW INDUSTRIES INC USD 0.01 COM 26168L205 984 40200 SH Defined 31 40200 0 0
DRUGSTORE.COM INC USD 0.0001 COM 262241102 1 60 SH Defined 31 60 0 0
DSP GROUP INC COM 23332B106 105 8200 SH Defined 8 8200 0 0
DSP GROUP INC USD 0.001 COM 23332B106 10 749 SH Defined 31 749 0 0
DST SYS INC DEL COM 233326107 139 2100 SH Defined 8 2100 0 0
DST SYSTEMS INC USD 0.01 COM 233326107 6193 94200 SH Defined 31 94200 0 0
DTE ENERGY CO COM 233331107 4 92 SH Defined 8 92 0 0
DTE ENERGY CO COM 233331107 1075 27632 SH Sole 9 27632 0 0
DTS INC COM 23335C101 75 3100 SH Defined 8 3100 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 35 738 SH Defined 8 738 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 880 18809 SH Sole 9 18809 0 0
DU PONT E I DE NEMOURS & CO OPT 263534109 3507 75000 SH Put Defined 9 0 75000 0
DU PONT E I DE NEMOURS & CO COM 263534109 23703 506900 SH Sole 51 506900 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 463 9918 SH Sole 56 9918 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 160 3424 SH No disc 61 3424 0 0
DUCOMMUN INC USD 0.01 COM 264147109 119 4300 SH Defined 31 4300 0 0
DUKE ENERGY CORP NEW COM 26441C105 24 1306 SH Defined 8 1306 0 0
DUKE ENERGY CORP NEW COM 26441C105 13584 760989 SH Sole 9 760989 0 0
DUKE ENERGY CORP NEW OPT 26441C105 3570 200000 SH Call Defined 9 0 200000 0
DUKE ENERGY CORP NEW OPT 26441C105 5355 300000 SH Put Defined 9 0 300000 0
DUKE ENERGY CORP NEW COM 26441C105 8 465 SH No disc 61 465 0 0
DUKE ENERGY CORP NEW COM 26441C105 10 550 SH Sole 99 550 0 0
DUKE REALTY CORP COM 264411505 37 1600 SH Defined 8 1600 0 0
DUKE REALTY CORP COM 264411505 2428 106456 SH Sole 9 106456 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 301 3700 SH Sole 9 3700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 65 796 SH Sole 56 796 0 0
DUN & BRADSTREET CORPORATION U COM 26483E100 9678 118921 SH Defined 31 118921 0 0
DUNE ENERGY INC BOND 265338202 3 1582 PRN Sole 1 1582 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 257 15569 SH Sole 9 15569 0 0
DUSA PHARMACEUTICALS INC COM 266898105 7 2946 SH No disc 61 2946 0 0
DWS DREMAN VAL INCOME EDGE F COM 23339M105 1001 79640 SH Defined 32 79640 0 0
DWS GLOBAL COMMODITIES STK F COM 23338Y100 9389 555200 SH Defined 32 555200 0 0
DWS RREEF REAL ESTATE FD II COM 23338X102 6719 547073 SH Defined 32 547073 0 0
DYCOM INDUSTRIES INC USD 0.333 COM 267475101 318 26400 SH Defined 31 26400 0 0
DYNAMEX INC. USD 0.01 COM 26784F103 71 2800 SH Defined 31 2800 0 0
DYNEGY INC DEL COM 26817G102 3 311 SH Defined 8 311 0 0
DYNEGY INC DEL COM 26817G102 19 2458 SH Sole 9 2458 0 0
DYNEGY INC DEL COM 26817G102 284 36000 SH Sole 51 36000 0 0
DYNEGY INC DEL COM 26817G102 0 25 SH No disc 61 25 0 0
E M C CORP MASS COM 268648102 1769 123326 SH Defined 8 123326 0 0
E M C CORP MASS COM 268648102 904 63036 SH Sole 9 63036 0 0
E M C CORP MASS COM 268648102 9 600 SH Sole 20 0 600 0
E M C CORP MASS COM 268648102 14687 1024202 SH Sole 51 1024202 0 0
E M C CORP MASS COM 268648102 1 80 SH Sole 56 80 0 0
E M C CORP MASS COM 268648102 6 400 SH Sole 57 400 0 0
E M C CORP MASS COM 268648102 28 1970 SH Defined 60 1970 0 0
E M C CORP MASS COM 268648102 69 4813 SH No disc 61 4813 0 0
E M C CORP MASS COM 268648102 1 100 SH Sole 99 100 0 0
E TRADE FINANCIAL CORP BOND 269246104 1783 462045 PRN Sole 1 462045 0 0
E TRADE FINANCIAL CORP COM 269246104 1 91 SH Defined 8 91 0 0
E TRADE FINANCIAL CORP COM 269246104 116 30113 SH Sole 9 30113 0 0
E TRADE FINANCIAL CORP COM 269246104 62 16000 SH Defined 60 16000 0 0
E TRADE FINANCIAL CORP COM 269246104 9 2442 SH No disc 61 2442 0 0
E. I. DU PONT DE NEMOURS USD 0 COM 263534109 9878 211245 SH Defined 31 211245 0 0
EAGLE BULK SHIPPING INC COM Y2187A101 137 5300 SH Defined 8 5300 0 0
EAGLE MATERIALS INC USD 0.01 COM 26969P108 10228 287700 SH Defined 31 287700 0 0
EAGLE TEST SYSTEMS INC USD 0.0 COM 270006109 91 8660 SH Defined 31 8660 0 0
EARTHLINK INC COM 270321102 34 4500 SH Defined 8 4500 0 0
EASTGROUP PPTY INC COM 277276101 482 10378 SH Sole 9 10378 0 0
EASTGROUP PROPERTIES INC REIT COM 277276101 1492 32100 SH Defined 31 32100 0 0
EASTMAN CHEM CO COM 277432100 915 14644 SH Sole 9 14644 0 0
EASTMAN CHEM CO COM 277432100 330 5299 SH Sole 51 5299 0 0
EASTMAN CHEM CO COM 277432100 6 108 SH No disc 61 108 0 0
EASTMAN CHEMICAL USD 0.01 COM 277432100 8920 142822 SH Defined 31 142822 0 0
EASTMAN KODAK CO COM 277461109 39 2192 SH Sole 9 2192 0 0
EASTMAN KODAK CO OPT 277461109 1326 75000 SH Put Defined 9 0 75000 0
EASTMAN KODAK CO COM 277461109 229 12900 SH Sole 51 12900 0 0
EASTMAN KODAK CO COM 277461109 16 890 SH No disc 61 890 0 0
EASTMAN KODAK CO COM 277461109 4 250 SH Sole 99 250 0 0
EASTMAN KODAK CO USD 2.5 COM 277461109 7530 426095 SH Defined 31 426095 0 0
EATON CORP COM 278058102 4 46 SH Defined 8 46 0 0
EATON CORP COM 278058102 469 5890 SH Sole 9 5890 0 0
EATON CORP COM 278058102 52 650 SH Sole 20 0 650 0
EATON CORP COM 278058102 645 8098 SH Sole 51 8098 0 0
EATON CORP COM 278058102 241 3026 SH Sole 56 3026 0 0
EATON CORP COM 278058102 14 173 SH No disc 61 173 0 0
EATON CORPORATION USD 0.5 COM 278058102 26076 327300 SH Defined 31 327300 0 0
EBAY INC COM 278642103 175 5852 SH Defined 8 5852 0 0
EBAY INC COM 278642103 8548 286445 SH Sole 9 286445 0 0
EBAY INC COM 278642103 6 200 SH Sole 10 200 0 0
EBAY INC COM 278642103 529 17713 SH Sole 56 17713 0 0
EBAY INC COM 278642103 469 15704 SH Defined 60 15704 0 0
EBAY INC COM 278642103 102 3429 SH No disc 61 3429 0 0
EBAY INC COM 278642103 6 200 SH Shared/ 61 200 0 0
ECHELON CORP COM 27874N105 103 7638 SH Sole 9 7638 0 0
ECHOSTAR CORP COM 278768106 2 60 SH Defined 8 60 0 0
ECHOSTAR CORP COM 278768106 222 7525 SH Sole 9 7525 0 0
ECLIPSYS CORP USD 0.01 COM 278856109 546 27840 SH Defined 31 27840 0 0
ECOLAB INC COM 278865100 14 306 SH Defined 8 306 0 0
ECOLAB INC COM 278865100 33 760 SH Sole 9 760 0 0
ECOLAB INC COM 278865100 157 3600 SH Sole 51 3600 0 0
ECOLAB INC COM 278865100 61 1408 SH Sole 56 1408 0 0
ECOLAB INC USD 1 COM 278865100 15414 354900 SH Defined 31 354900 0 0
EDISON INTERNATIONAL INC USD N COM 281020107 8150 166248 SH Defined 31 166248 0 0
EDISON INTL COM 281020107 16 318 SH Defined 8 318 0 0
EDISON INTL COM 281020107 818 16696 SH Sole 9 16696 0 0
EDISON INTL COM 281020107 718 14635 SH Sole 51 14635 0 0
EDISON INTL COM 281020107 558 11374 SH Sole 56 11374 0 0
EDUCATION RLTY TR INC COM 28140H104 157 12499 SH Sole 9 12499 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2 40 SH Sole 99 40 0 0
EHEALTH INC COM 28238P109 56 2552 SH Sole 9 2552 0 0
E-HOUSE CHINA HOLDINGS LTD. AD COM 26852W103 6164 468700 SH Defined 31 468700 0 0
EINSTEIN NOAH RESTAURANT GROUP COM 28257U104 2 200 SH Defined 31 200 0 0
EL PASO CORP COM 28336L109 6 358 SH Defined 8 358 0 0
EL PASO CORP COM 28336L109 2367 142252 SH Sole 9 142252 0 0
EL PASO CORP OPT 28336L109 185 11100 SH Put Defined 9 0 11100 0
EL PASO CORP COM 28336L109 11144 669700 SH Sole 51 669700 0 0
EL PASO CORP COM 28336L109 170 10200 SH Defined 60 10200 0 0
EL PASO CORP COM 28336L109 38 2322 SH No disc 61 2322 0 0
EL PASO CORPORATION USD 3 COM 28336L109 15053 904583 SH Defined 31 904583 0 0
EL PASO ELECTRIC COMPANY USD 1 COM 283677854 1039 48600 SH Defined 31 48600 0 0
ELAN PLC ADR 284131208 3425 164200 SH Sole 9 164200 0 0
ELAN PLC OPT 284131208 414 19800 SH Call Defined 9 0 19800 0
ELAN PLC OPT 284131208 7802 374000 SH Put Defined 9 0 374000 0
ELBIT SYSTEMS LTD ILS 1 COM M3760D101 6 100 SH Defined 31 100 0 0
ELDORADO GOLD CORP NEW COM 284902103 4 600 SH Sole 9 600 0 0
ELDORADO GOLD CORP NEW COM 284902103 477 70000 SH Sole 56 70000 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 129 7800 SH Defined 8 7800 0 0
ELECTRONCIS FOR IMAGING USD 0. COM 286082102 653 43754 SH Defined 31 43754 0 0
ELECTRONIC ARTS INC COM 285512109 38 752 SH Defined 8 752 0 0
ELECTRONIC ARTS INC COM 285512109 1352 27091 SH Sole 9 27091 0 0
ELECTRONIC ARTS INC COM 285512109 130 2600 SH Sole 51 2600 0 0
ELECTRONIC ARTS INC COM 285512109 6 130 SH Sole 56 130 0 0
ELECTRONIC ARTS INC COM 285512109 343 6878 SH Defined 60 6878 0 0
ELECTRONIC ARTS INC COM 285512109 1 27 SH No disc 61 27 0 0
ELECTRONIC DATA SYS NEW COM 285661104 99 5898 SH Defined 8 5898 0 0
ELECTRONIC DATA SYS NEW COM 285661104 6676 400990 SH Sole 9 400990 0 0
ELECTRONIC DATA SYS NEW COM 285661104 274 16442 SH Sole 56 16442 0 0
ELECTRONIC DATA SYS NEW COM 285661104 50 3004 SH No disc 61 3004 0 0
ELITE PHARMACEUTICALS INC COM 28659T200 61 66300 SH No disc 61 66300 0 0
ELONG INC ADR REP 2 ORD COM 290138205 36 4315 SH Defined 31 4315 0 0
EMBARQ CORP COM 29078E105 488 12159 SH Sole 9 12159 0 0
EMBARQ CORP COM 29078E105 1451 36167 SH Sole 51 36167 0 0
EMBARQ CORP COM 29078E105 2 40 SH No disc 61 40 0 0
EMBARQ CORPORATION USD 0.01 COM 29078E105 33981 847400 SH Defined 31 847400 0 0
EMC CORPORATION USD 0.01 COM 268648102 68993 4811200 SH Defined 31 4811200 0 0
EMC INS GROUP INC USD 1 COM 268664109 73 2701 SH Defined 31 2701 0 0
EMCOR GROUP INC USD 0.01 COM 29084Q100 3831 172488 SH Defined 31 172488 0 0
EMCORE CORP COM 290846104 18 3100 SH No disc 61 3100 0 0
EMERSON ELEC CO COM 291011104 44 848 SH Defined 8 848 0 0
EMERSON ELEC CO COM 291011104 2032 39481 SH Sole 9 39481 0 0
EMERSON ELEC CO COM 291011104 234 4538 SH Sole 12 0 0 4538
EMERSON ELEC CO COM 291011104 186 3621 SH Sole 20 0 3621 0
EMERSON ELEC CO COM 291011104 16584 322263 SH Sole 51 322263 0 0
EMERSON ELEC CO COM 291011104 497 9652 SH Sole 56 9652 0 0
EMERSON ELEC CO COM 291011104 33 650 SH Sole 57 650 0 0
EMERSON ELEC CO COM 291011104 51 1000 SH Defined 60 1000 0 0
EMERSON ELEC CO COM 291011104 194 3776 SH No disc 61 3776 0 0
EMERSON ELEC CO COM 291011104 351 6824 SH Sole 99 6824 0 0
EMP DISTRIBUIDORA NORTE ADR RE COM 29244A102 108 5500 SH Defined 31 5500 0 0
EMPIRE DISTRICT ELECTRIC CO US COM 291641108 21 1000 SH Defined 31 1000 0 0
EMPIRE RESORTS INC USD 0.01 COM 292052107 1 200 SH Defined 31 200 0 0
EMPRESA BRASILEIRA DE AERONAUT COM 29081M102 4840 122500 SH Defined 31 122500 0 0
EMPRESAS ICA SOCIEDAD CONTROLA COM 292448206 883 37300 SH Defined 31 37300 0 0
EMS TECHNOLOGIES INC COM 26873N108 68 2500 SH Defined 8 2500 0 0
EMS TECHNOLOGIES INC COM 26873N108 312 11500 SH Sole 9 11500 0 0
EMULEX CORP COM 292475209 33 2000 SH Defined 8 2000 0 0
EMULEX CORP COM 292475209 40 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 1082 26297 SH Sole 9 26297 0 0
ENBRIDGE INC COM 29250N105 272 6610 SH No disc 61 6610 0 0
ENBRIDGE INC COM 29250N105 19 450 SH Sole 99 450 0 0
ENCANA CORP COM 292505104 1247 16465 SH Sole 9 16465 0 0
ENCANA CORP OPT 292505104 9090 120000 SH Put Defined 9 0 120000 0
ENCANA CORP COM 292505104 33 440 SH No disc 10 440 0 0
ENCANA CORP COM 292505104 379 5000 SH Defined 60 5000 0 0
ENCANA CORP COM 292505104 789 10415 SH No disc 61 10415 0 0
ENCANA CORP COM 292505104 428 5655 SH Sole 99 5655 0 0
ENCORE ACQUISITION CO USD 0.01 COM 29255W100 4230 105000 SH Defined 31 105000 0 0
ENCORE WIRE CORPORATION USD 0. COM 292562105 225 12348 SH Defined 31 12348 0 0
ENCYSIVE PHARMACEUTICALS INC COM 29256X107 4 1500 SH No disc 61 1500 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 12 3615 SH No disc 61 3615 0 0
ENDO PHARMACEUT HLDGS INC USD COM 29264F205 12373 516806 SH Defined 31 516806 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 161 6700 SH Defined 8 6700 0 0
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 26 1090 SH Sole 56 1090 0 0
ENERGEN CORP COM 29265N108 27 433 SH Sole 56 433 0 0
ENERGEN CORP COM 29265N108 75 1200 SH No disc 61 1200 0 0
ENERGEN CORPORATION USD 0.01 COM 29265N108 5919 95000 SH Defined 31 95000 0 0
ENERGIZER HLDGS INC USD 0.01 COM 29266R108 4633 51200 SH Defined 31 51200 0 0
ENERGY CONVERSION DEVICES IN COM 292659109 159 5300 SH Defined 8 5300 0 0
ENERGY CONVERSION DEVICES IN COM 292659109 3117 104242 SH Sole 9 104242 0 0
ENERGY CONVERSION DEVICES IN COM 292659109 12 400 SH No disc 61 400 0 0
ENERGY EAST CORP COM 29266M109 445 18431 SH Sole 9 18431 0 0
ENERGY EAST CORP COM 29266M109 29 1200 SH No disc 61 1200 0 0
ENERGY EAST CORPORATION USD 0. COM 29266M109 79 3258 SH Defined 31 3258 0 0
ENERGY TRANSFER PRTNRS L P COM 29273R109 1692 37050 SH Sole 9 37050 0 0
ENERNOC INC COM 292764107 110 9665 SH Sole 9 9665 0 0
ENERPLUS RES FD COM 29274D604 9 200 SH Sole 9 200 0 0
ENERPLUS RESOURCES FUND NPV COM 29274D604 18741 431800 SH Defined 31 431800 0 0
ENERSIS S A ADR 29274F104 1130 63900 SH Sole 9 63900 0 0
ENERSIS SA ADR REP 50 ORD COM 29274F104 3471 196300 SH Defined 31 196300 0 0
ENERSYS COM 29275Y102 289 12100 SH Sole 9 12100 0 0
ENI SPA ADR REP 2 ORD COM 26874R108 44899 659200 SH Defined 31 659200 0 0
ENNIS INC COM 293389102 32 1900 SH Defined 8 1900 0 0
ENPRO INDS INC COM 29355X107 128 4100 SH Defined 8 4100 0 0
ENPRO INDUSTRIES INC USD 0.01 COM 29355X107 147 4700 SH Defined 31 4700 0 0
ENSCO INTL INC COM 26874Q100 23 360 SH Defined 8 360 0 0
ENSCO INTL INC COM 26874Q100 594 9483 SH Sole 9 9483 0 0
ENSCO INTL INC COM 26874Q100 1356 21658 SH Sole 56 21658 0 0
ENSCO INTL INC COM 26874Q100 250 4000 SH No disc 61 4000 0 0
ENSTAR GROUP INC USD 1 COM G3075P101 112 1000 SH Defined 31 1000 0 0
ENTEGRIS INC COM 29362U104 154 21400 SH Defined 8 21400 0 0
ENTERGY CORP NEW COM 29364G103 15 131 SH Defined 8 131 0 0
ENTERGY CORP NEW COM 29364G103 5198 47649 SH Sole 9 47649 0 0
ENTERGY CORP NEW COM 29364G103 4839 44371 SH Sole 51 44371 0 0
ENTERGY CORP USD 0.01 COM 29364G103 3915 35890 SH Defined 31 35890 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 1136 38250 SH Sole 9 38250 0 0
ENTERTAINMENT PROPERTY TRUST R COM 29380T105 2160 43778 SH Defined 31 43778 0 0
ENTREE GOLD INC COM 29383G100 18 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
ENTRUST INC USD 0.01 COM 293848107 107 42554 SH Defined 31 42554 0 0
EOG RES INC COM 26875P101 29 241 SH Defined 8 241 0 0
EOG RES INC COM 26875P101 3241 27011 SH Sole 9 27011 0 0
EOG RES INC OPT 26875P101 24000 200000 SH Call Defined 9 0 200000 0
EOG RES INC COM 26875P101 275 2295 SH Sole 12 0 0 2295
EOG RES INC COM 26875P101 1823 15188 SH Sole 17 15188 0 0
EOG RES INC COM 26875P101 199 1655 SH Sole 20 0 1655 0
EOG RES INC COM 26875P101 6 50 SH No disc 61 50 0 0
EPICEPT CORP COM 294264205 2 4000 SH Sole 9 4000 0 0
EPICOR SOFTWARE CORP COM 29426L108 101 9000 SH Defined 8 9000 0 0
EPOCH HOLDING CORP COM 29428R103 6 500 SH Defined 8 500 0 0
EQUIFAX INC COM 294429105 3 84 SH Defined 8 84 0 0
EQUIFAX INC COM 294429105 3041 88204 SH Sole 9 88204 0 0
EQUIFAX INC COM 294429105 93 2700 SH Sole 51 2700 0 0
EQUINIX INC COM 29444U502 407 6110 SH Defined 8 6110 0 0
EQUITABLE RES INC COM 294549100 18 300 SH Sole 9 300 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 85 1712 SH Sole 9 1712 0 0
EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 1215 24600 SH Defined 31 24600 0 0
EQUITY ONE COM 294752100 393 16416 SH Sole 9 16416 0 0
EQUITY RESIDENTIAL COM 29476L107 620 14942 SH Defined 8 14942 0 0
EQUITY RESIDENTIAL COM 29476L107 3133 75513 SH Sole 9 75513 0 0
EQUITY RESIDENTIAL PROPERTY TR COM 29476L107 21372 515100 SH Defined 31 515100 0 0
ERESEARCHTECHNOLOGY INC COM 29481V108 95 7600 SH Defined 8 7600 0 0
ERESEARCHTECHNOLOGY INC COM 29481V108 25 2000 SH Sole 56 2000 0 0
ERICSSON L M TEL CO ADR 294821608 3170 161300 SH Sole 9 161300 0 0
ERICSSON L M TEL CO ADR 294821608 4 200 SH Sole 57 200 0 0
ERICSSON L M TEL CO COM 294821608 2 80 SH Sole 99 80 0 0
ERICSSON LM TELEFON AB ADR REP COM 294821608 8048 409538 SH Defined 31 409538 0 0
ERIE INDEMNITY CO USD NPV COM 29530P102 958 18700 SH Defined 31 18700 0 0
ESCALON MED CORP COM 296074305 24 7414 SH No disc 61 7414 0 0
ESPEED INC COM 296643109 17 1400 SH Defined 8 1400 0 0
ESPEED INC COM 296643109 18 1507 SH Sole 56 1507 0 0
ESSEX PPTY TR INC COM 297178105 227 1990 SH Sole 9 1990 0 0
ESSEX PPTY TR INC COM 297178105 137 1200 SH No disc 61 1200 0 0
ESTERLINE TECHNOLOGIES CORPORA COM 297425100 8856 175800 SH Defined 31 175800 0 0
EURONET WORLDWIDE INC USD 0.02 COM 298736109 4092 212410 SH Defined 31 212410 0 0
EUROPE 2001 HOLDRS TR COM 29875G105 467 6400 SH Defined 60 6400 0 0
EUROSEAS LTD COM Y23592200 39 3200 SH Defined 8 3200 0 0
EV3 INC USD 0.01 COM 26928A200 90 10941 SH Defined 31 10941 0 0
EVCI CAREER COLLEGES HLDG CO COM 26926P308 3 27107 SH No disc 61 27107 0 0
EVERCORE PARTNERS INC USD 0.01 COM 29977A105 43 2400 SH Defined 31 2400 0 0
EVEREST RE GROUP LTD COM G3223R108 126 1410 SH Sole 9 1410 0 0
EVEREST RE GROUP LTD USD 0.01 COM G3223R108 24245 270800 SH Defined 31 270800 0 0
EVERGREEN ENERGY INC COM 30024B104 260 169150 SH Sole 9 169150 0 0
EVERGREEN ENERGY INC COM 30024B104 0 140 SH No disc 61 140 0 0
EVERGREEN SOLAR INC COM 30033R108 7190 775607 SH Sole 9 775607 0 0
EVERGREEN SOLAR INC COM 30033R108 3 361 SH No disc 61 361 0 0
EVERGREEN SOLAR INC USD 0.01 COM 30033R108 545 58771 SH Defined 31 58771 0 0
EXACT SCIENCES CORP USD 0.01 COM 30063P105 14 4800 SH Defined 31 4800 0 0
EXAR CORP COM 300645108 22 2600 SH Defined 8 2600 0 0
EXAR CORP COM 300645108 2 267 SH Sole 57 267 0 0
EXAR CORP COM 300645108 1 105 SH No disc 61 105 0 0
EXCEL MARITIME CARRIERS LTD COM V3267N107 141 4800 SH Defined 8 4800 0 0
EXCEL TECHNOLOGY INC COM 30067T103 63 2300 SH Defined 8 2300 0 0
EXCO RESOURCES INC COM 269279402 50 2697 SH Sole 1 2697 0 0
EXCO RESOURCES INC COM 269279402 160 8600 SH Defined 8 8600 0 0
EXCO RESOURCES INC USD 0.001 COM 269279402 169 9100 SH Defined 31 9100 0 0
EXELON CORP COM 30161N101 59 719 SH Defined 8 719 0 0
EXELON CORP COM 30161N101 5022 61797 SH Sole 9 61797 0 0
EXELON CORP OPT 30161N101 2032 25000 SH Call Defined 9 0 25000 0
EXELON CORP OPT 30161N101 4064 50000 SH Put Defined 9 0 50000 0
EXELON CORP COM 30161N101 646 7947 SH Sole 51 7947 0 0
EXETER RES CORP COM 301835104 8 1840 SH No disc 61 1840 0 0
EXIDE TECHNOLOGIES COM 302051206 253 19300 SH Sole 9 19300 0 0
EXIDE TECHNOLOGIES USD 0.01 COM 302051206 1 12 SH Defined 31 12 0 0
EXPEDIA INC DEL COM 30212P105 10 422 SH Defined 8 422 0 0
EXPEDIA INC DEL COM 30212P105 18 831 SH Sole 9 831 0 0
EXPEDIA INC DEL COM 30212P105 694 31700 SH Sole 51 31700 0 0
EXPEDIA INC DEL COM 30212P105 3 138 SH No disc 61 138 0 0
EXPEDIA INC USD 0.001 COM 30212P105 6339 289583 SH Defined 31 289583 0 0
EXPEDITORS INTL WASH INC COM 302130109 23 495 SH Defined 8 495 0 0
EXPEDITORS INTL WASH INC COM 302130109 38 835 SH Sole 9 835 0 0
EXPEDITORS INTL WASH INC COM 302130109 303 6700 SH Sole 51 6700 0 0
EXPONENT, INC. USD 0.001 COM 30214U102 33 1000 SH Defined 31 1000 0 0
EXPRESS SCRIPTS INC COM 302182100 37 574 SH Defined 8 574 0 0
EXPRESS SCRIPTS INC COM 302182100 1558 24229 SH Sole 9 24229 0 0
EXPRESS SCRIPTS INC COM 302182100 1268 19700 SH Sole 51 19700 0 0
EXPRESS SCRIPTS INC COM 302182100 9 144 SH Sole 56 144 0 0
EXPRESS SCRIPTS INC USD 0.01 COM 302182100 42397 659152 SH Defined 31 659152 0 0
EXTRA SPACE STORAGE INC COM 30225T102 465 28732 SH Sole 9 28732 0 0
EXTRA SPACE STORAGE INC REIT U COM 30225T102 1516 93600 SH Defined 31 93600 0 0
EXTREME NETWORKS INC COM 30226D106 148 47600 SH Defined 8 47600 0 0
EXTREME NETWORKS INC COM 30226D106 1 192 SH No disc 61 192 0 0
EXXON MOBIL CORP COM 30231G102 57669 681830 SH Sole 1 681830 0 0
EXXON MOBIL CORP COM 30231G102 442 5224 SH Defined 8 5224 0 0
EXXON MOBIL CORP COM 30231G102 61513 727273 SH Sole 9 727273 0 0
EXXON MOBIL CORP OPT 30231G102 80292 949300 SH Call Defined 9 0 949300 0
EXXON MOBIL CORP OPT 30231G102 52635 622300 SH Put Defined 9 0 622300 0
EXXON MOBIL CORP COM 30231G102 110 1300 SH No disc 10 1300 0 0
EXXON MOBIL CORP COM 30231G102 550 6500 SH Sole 12 0 0 6500
EXXON MOBIL CORP COM 30231G102 3033 35855 SH Sole 17 35855 0 0
EXXON MOBIL CORP COM 30231G102 442 5220 SH Sole 20 0 5220 0
EXXON MOBIL CORP COM 30231G102 74 877 SH No disc 50 877 0 0
EXXON MOBIL CORP COM 30231G102 60347 713481 SH Sole 51 713481 0 0
EXXON MOBIL CORP COM 30231G102 2823 33379 SH Sole 56 33379 0 0
EXXON MOBIL CORP COM 30231G102 1615 19096 SH Defined 60 19096 0 0
EXXON MOBIL CORP COM 30231G102 10085 119233 SH No disc 61 119233 0 0
EXXON MOBIL CORP COM 30231G102 42 500 SH Shared/ 61 500 0 0
EXXON MOBIL CORP COM 30231G102 2210 26130 SH Sole 99 26130 0 0
EZCORP INC COM 302301106 123 10000 SH Defined 8 10000 0 0
EZCORP INC. USD 0.01 COM 302301106 1654 134333 SH Defined 31 134333 0 0
E-Z-EM INC USD 0.1 COM 269305405 15 700 SH Defined 31 700 0 0
F M C CORP COM 302491303 433 7800 SH Sole 9 7800 0 0
F5 NETWORKS INC COM 315616102 31 1700 SH Sole 9 1700 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1 68 SH No disc 61 68 0 0
FAIRCHILD SEMICONDUCTOR USD 0. COM 303726103 5509 462096 SH Defined 31 462096 0 0
FAIRFAX FINANCIAL HOLDINGS LTD COM 303901102 9015 31400 SH Defined 31 31400 0 0
FALCONSTOR SOFTWARE INC COM 306137100 114 15000 SH Defined 8 15000 0 0
FAMILY DLR STORES INC COM 307000109 141 7189 SH Defined 8 7189 0 0
FAMILY DLR STORES INC COM 307000109 377 19321 SH Sole 9 19321 0 0
FAMILY DLR STORES INC COM 307000109 95 4874 SH Sole 56 4874 0 0
FAMOUS DAVES AMERICA INC USD 0 COM 307068106 158 16500 SH Defined 31 16500 0 0
FARMER BROS CO USD 1 COM 307675108 65 2791 SH Defined 31 2791 0 0
FARO TECHNOLOGIES INC COM 311642102 2 50 SH No disc 61 50 0 0
FASTENAL CO COM 311900104 10 204 SH Defined 8 204 0 0
FASTENAL CO COM 311900104 14 300 SH Sole 9 300 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 29529 642909 SH Defined 31 642909 0 0
FBL FINANCIAL GROUP INC USD NP COM 30239F106 149 5200 SH Defined 31 5200 0 0
FBR CAPITAL MARKETS CORP USD 0 COM 30247C301 181 26786 SH Defined 31 26786 0 0
FCSTONE GROUP INC USD 0.0001 COM 31308T100 61 2200 SH Defined 31 2200 0 0
FEDERAL HOME LN MTG CORP COM 313400301 17 666 SH Defined 8 666 0 0
FEDERAL HOME LN MTG CORP COM 313400301 60 2362 SH Sole 9 2362 0 0
FEDERAL HOME LN MTG CORP COM 313400301 334 13200 SH Sole 51 13200 0 0
FEDERAL HOME LN MTG CORP COM 313400301 83 3290 SH Sole 56 3290 0 0
FEDERAL HOME LN MTG CORP COM 313400301 13 500 SH No disc 61 500 0 0
FEDERAL NATL MTG ASSN COM 313586109 28 1048 SH Defined 8 1048 0 0
FEDERAL NATL MTG ASSN COM 313586109 160523 6098880 SH Sole 9 6098880 0 0
FEDERAL NATL MTG ASSN COM 313586109 158497 6012758 SH Defined 32 6012758 0 0
FEDERAL NATL MTG ASSN COM 313586109 656 24900 SH Sole 51 24900 0 0
FEDERAL NATL MTG ASSN COM 313586109 115 4358 SH Sole 56 4358 0 0
FEDERAL REALTY INVT TR COM 313747206 404 5183 SH Sole 9 5183 0 0
FEDERATED INVESTORS INC NPV COM 314211103 1523 38881 SH Defined 31 38881 0 0
FEDERATED INVS INC PA COM 314211103 4 84 SH Defined 8 84 0 0
FEDERATED INVS INC PA COM 314211103 9 235 SH Sole 9 235 0 0
FEDEX CORP COM 31428X106 27 291 SH Defined 8 291 0 0
FEDEX CORP COM 31428X106 1427 15396 SH Sole 9 15396 0 0
FEDEX CORP OPT 31428X106 3707 40000 SH Call Defined 9 0 40000 0
FEDEX CORP OPT 31428X106 7414 80000 SH Put Defined 9 0 80000 0
FEDEX CORP COM 31428X106 8 83 SH Sole 17 83 0 0
FEDEX CORP COM 31428X106 21 225 SH Sole 20 0 225 0
FEDEX CORP COM 31428X106 32358 349165 SH Sole 51 349165 0 0
FEDEX CORP COM 31428X106 30 324 SH Sole 56 324 0 0
FEDEX CORP COM 31428X106 16 170 SH Sole 99 170 0 0
FEI CO COM 30241L109 7 302 SH No disc 61 302 0 0
FELCOR LODGING TR INC COM 31430F101 54 4448 SH Sole 9 4448 0 0
FELCOR LODGING TRUST INC. REIT COM 31430F101 10180 846200 SH Defined 31 846200 0 0
FELDMAN MALL PROPERTIES, INC. COM 314308107 36 13600 SH Defined 31 13600 0 0
FEMALE HEALTH CO COM 314462102 23 9350 SH No disc 61 9350 0 0
FERRO CORP COM 315405100 154 10300 SH Defined 8 10300 0 0
FERRO CORP USD 1 COM 315405100 4943 332600 SH Defined 31 332600 0 0
FIBERTOWER CORP USD 0.001 COM 31567R100 44 24837 SH Defined 31 24837 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R105 17 922 SH Sole 9 922 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R105 92 5000 SH Sole 59 5000 0 0
FIDELITY NATIONAL FINANCIAL COM 31620R105 4 233 SH No disc 61 233 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 884 23152 SH Defined 31 23152 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1 24 SH Defined 8 24 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 25 661 SH Sole 9 661 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 839 21980 SH Sole 51 21980 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 4 102 SH No disc 61 102 0 0
FIFTH THIRD BANCORP COM 316773100 9 422 SH Defined 8 422 0 0
FIFTH THIRD BANCORP COM 316773100 1310 62619 SH Sole 9 62619 0 0
FIFTH THIRD BANCORP OPT 316773100 1172 56000 SH Put Defined 9 0 56000 0
FIFTH THIRD BANCORP COM 316773100 150 7200 SH Sole 51 7200 0 0
FIFTH THIRD BANCORP COM 316773100 5 260 SH No disc 61 260 0 0
FINANCIAL FED CORP COM 317492106 68 3100 SH Defined 8 3100 0 0
FINISH LINE INC USD 0.01 COM 317923100 930 195213 SH Defined 31 195213 0 0
FIRST ACCEPTANCE CORPORATION U COM 318457108 35 12200 SH Defined 31 12200 0 0
FIRST ADVANTAGE CORP COM 31845F100 68 3200 SH Defined 8 3200 0 0
FIRST AMERN CORP CALIF COM 318522307 3 100 SH Sole 9 100 0 0
FIRST BANCORP P R COM 318672102 158 15576 SH Sole 9 15576 0 0
FIRST COMMUNITY BANCORP USD NP COM 31983B101 1 9 SH Defined 31 9 0 0
FIRST HORIZON NATL CORP COM 320517105 1 7 SH Defined 8 7 0 0
FIRST HORIZON NATL CORP COM 320517105 274 19593 SH Sole 9 19593 0 0
FIRST HORIZON NATL CORP COM 320517105 56 4000 SH Sole 59 4000 0 0
FIRST HORIZON NATL CORP COM 320517105 22 1600 SH No disc 61 1600 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 699 22631 SH Sole 9 22631 0 0
FIRST ISRAEL FD INC FUND 32063L100 15 700 SH Sole 99 700 0 0
FIRST MERCURY FINANCIAL CORP U COM 320841109 20 1100 SH Defined 31 1100 0 0
FIRST MIDWEST BANCORP USD 0.01 COM 320867104 2 39 SH Defined 31 39 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 262 19287 SH Sole 9 19287 0 0
FIRST PLACE FINANCIAL CORPORAT COM 33610T109 1 18 SH Defined 31 18 0 0
FIRST POTOMAC RLTY TR COM 33610F109 162 10570 SH Sole 9 10570 0 0
FIRST SOLAR INC COM 336433107 2229 9643 SH Sole 9 9643 0 0
FIRST SOLAR INC COM 336433107 81 350 SH No disc 61 350 0 0
FIRST SOLAR INC USD 0.001 COM 336433107 43726 189172 SH Defined 31 189172 0 0
FIRSTENERGY CORP COM 337932107 21 298 SH Defined 8 298 0 0
FIRSTENERGY CORP COM 337932107 4127 60142 SH Sole 9 60142 0 0
FIRSTENERGY CORP COM 337932107 2073 30209 SH Sole 51 30209 0 0
FIRSTENERGY CORP COM 337932107 579 8440 SH Sole 56 8440 0 0
FIRSTENERGY CORP USD 0.1 COM 337932107 7068 103000 SH Defined 31 103000 0 0
FIRSTFED FINL CORP COM 337907109 211 7774 SH Sole 51 7774 0 0
FIRSTMERIT CORP COM 337915102 666 32224 SH Sole 9 32224 0 0
FIRSTSERVICE CORP CAD NPV COM 33761N109 167 7700 SH Defined 31 7700 0 0
FISERV INC COM 337738108 30 605 SH Defined 8 605 0 0
FISERV INC COM 337738108 25 517 SH Sole 9 517 0 0
FISERV INC USD 0.01 COM 337738108 5610 116641 SH Defined 31 116641 0 0
FISHER COMMUNICATIONS INC COM 337756209 41 1300 SH Defined 8 1300 0 0
FISHER COMMUNICATIONS INC USD COM 337756209 91 2918 SH Defined 31 2918 0 0
FLEXTRONICS INTL LTD COM Y2573F102 9 931 SH Defined 8 931 0 0
FLEXTRONICS INTL LTD COM Y2573F102 234 24872 SH Sole 9 24872 0 0
FLEXTRONICS INTL LTD USD NPV COM Y2573F102 11319 1205379 SH Defined 31 1205379 0 0
FLIR SYS INC COM 302445101 81 2700 SH Sole 9 2700 0 0
FLIR SYSTEMS INC USD 0.01 COM 302445101 4064 135058 SH Defined 31 135058 0 0
FLOWERS FOODS INC COM 343498101 453 18300 SH Sole 9 18300 0 0
FLOWERS FOODS INC COM 343498101 42 1702 SH No disc 61 1702 0 0
FLOWERS FOODS INC USD 0.01 COM 343498101 3641 147100 SH Defined 31 147100 0 0
FLOWSERVE CORP COM 34354P105 73 700 SH Sole 9 700 0 0
FLOWSERVE CORPORATION USD 1.25 COM 34354P105 52023 498400 SH Defined 31 498400 0 0
FLUOR CORP NEW COM 343412102 13 87 SH Defined 8 87 0 0
FLUOR CORP NEW COM 343412102 461 3268 SH Sole 9 3268 0 0
FLUOR CORP NEW COM 343412102 2174 15400 SH Sole 51 15400 0 0
FLUOR CORP NEW COM 343412102 303 2148 SH Sole 56 2148 0 0
FLUOR CORP NEW COM 343412102 483 3413 SH Defined 60 3413 0 0
FLUOR CORP NEW COM 343412102 108 765 SH No disc 61 765 0 0
FLUOR CORP USD 0.01 COM 343412102 32016 226800 SH Defined 31 226800 0 0
FMC TECHNOLOGIES INC COM 30249U101 364 6400 SH Sole 9 6400 0 0
FNB CORP PA COM 302520101 410 26260 SH Sole 9 26260 0 0
FOMENTO ECONOMIC MEXICANO SA D COM 344419106 22532 539300 SH Defined 31 539300 0 0
FOMENTO ECONOMICO MEXICANO S ADR 344419106 4223 101070 SH Sole 9 101070 0 0
FOOT LOCKER INC COM 344849104 157 13300 SH Defined 8 13300 0 0
FOOT LOCKER INC COM 344849104 1038 88200 SH Sole 9 88200 0 0
FOOT LOCKER INC COM 344849104 2 150 SH No disc 61 150 0 0
FOOT LOCKER INC USD 0.01 COM 344849104 3762 319601 SH Defined 31 319601 0 0
FORBES MEDI-TECH INC NEW COM 345155105 0 136 SH No disc 61 136 0 0
FORD MTR CO DEL COM 345370860 12 1994 SH Defined 8 1994 0 0
FORD MTR CO DEL COM 345370860 9333 1631626 SH Sole 9 1631626 0 0
FORD MTR CO DEL OPT 345370860 10660 1863600 SH Put Defined 9 0 1863600 0
FORD MTR CO DEL COM 345370860 98 17100 SH Sole 51 17100 0 0
FORD MTR CO DEL COM 345370860 94 16429 SH No disc 61 16429 0 0
FORDING CDN COAL TR COM 345425102 303 5800 SH Sole 9 5800 0 0
FORDING CDN COAL TR COM 345425102 1007 19300 SH Sole 51 19300 0 0
FORDING CDN COAL TR COM 345425102 44 852 SH Sole 99 852 0 0
FOREST CITY ENTERPRISES INC COM 345550107 1366 37100 SH Defined 8 37100 0 0
FOREST CITY ENTERPRISES INC COM 345550107 407 11055 SH Sole 9 11055 0 0
FOREST CITY ENTERPRISES INC US COM 345550107 7993 217200 SH Defined 31 217200 0 0
FOREST CITY ENTERPRISES INC US COM 345550305 44 1200 SH Defined 31 1200 0 0
FOREST LABS INC COM 345838106 8 194 SH Defined 8 194 0 0
FOREST LABS INC COM 345838106 551 13782 SH Sole 9 13782 0 0
FOREST LABS INC OPT 345838106 4001 100000 SH Call Defined 9 0 100000 0
FOREST LABS INC COM 345838106 221 5524 SH Sole 12 0 0 5524
FOREST LABS INC COM 345838106 1719 42971 SH Sole 17 42971 0 0
FOREST LABS INC COM 345838106 169 4225 SH Sole 20 0 4225 0
FOREST LABS INC COM 345838106 398 9951 SH Sole 56 9951 0 0
FOREST LABS INC COM 345838106 36 890 SH Sole 57 890 0 0
FOREST OIL CORP OPT 346091705 2336 47700 SH Put Defined 9 0 47700 0
FOREST OIL CORPORATION USD 0.1 COM 346091705 16533 337679 SH Defined 31 337679 0 0
FORESTAR REAL ESTATE GROUP I COM 346233109 117 4700 SH Sole 1 4700 0 0
FORESTAR REAL ESTATE GROUP I COM 346233109 2 71 SH Defined 8 71 0 0
FORESTAR REAL ESTATE GROUP I COM 346233109 614 24634 SH Sole 9 24634 0 0
FORGENT NETWORKS INC COM 34629U103 1 1000 SH No disc 61 1000 0 0
FORMFACTOR INC USD 0.001 COM 346375108 2081 108921 SH Defined 31 108921 0 0
FORRESTER RESH INC COM 346563109 14 500 SH Defined 8 500 0 0
FORTRESS INVESTMENT GROUP LL COM 34958B106 4 340 SH No disc 61 340 0 0
FORTUNE BRANDS INC COM 349631101 2 22 SH Defined 8 22 0 0
FORTUNE BRANDS INC COM 349631101 154 2213 SH Sole 9 2213 0 0
FORTUNE BRANDS INC COM 349631101 265 3800 SH Sole 51 3800 0 0
FORTUNE BRANDS INC COM 349631101 243 3500 SH Sole 57 3500 0 0
FORTUNE BRANDS INC USD 3.125 COM 349631101 41031 590367 SH Defined 31 590367 0 0
FORTUNET INC COM 34969Q100 2 300 SH No disc 61 300 0 0
FORWARD AIR CORPORATION USD 0. COM 349853101 1390 39218 SH Defined 31 39218 0 0
FOSTER WHEELER LIMITED USD 0.0 COM G36535139 139 2454 SH Defined 31 2454 0 0
FOSTER WHEELER LTD COM G36535139 10 170 SH Defined 8 170 0 0
FOSTER WHEELER LTD COM G36535139 11 200 SH Sole 9 200 0 0
FOUNDATION COAL HLDGS INC COM 35039W100 4 78 SH No disc 61 78 0 0
FOUNDATION COAL HOLDINGS INC U COM 35039W100 9251 183805 SH Defined 31 183805 0 0
FOUNDRY NETWORKS INC COM 35063R100 161 13900 SH Defined 8 13900 0 0
FOUNDRY NETWORKS INC USD 0.000 COM 35063R100 1940 167486 SH Defined 31 167486 0 0
FPL GROUP INC COM 302571104 991 15800 SH Sole 1 15800 0 0
FPL GROUP INC COM 302571104 26 401 SH Defined 8 401 0 0
FPL GROUP INC COM 302571104 4811 76679 SH Sole 9 76679 0 0
FPL GROUP INC COM 302571104 5292 84351 SH Sole 51 84351 0 0
FPL GROUP INC COM 302571104 3 50 SH No disc 61 50 0 0
FPL GROUP INC COM 302571104 88 1400 SH Sole 99 1400 0 0
FPL GROUP INC USD 0.01 COM 302571104 1853 29521 SH Defined 31 29521 0 0
FRANCE TELECOM ADR 35177Q105 12976 386426 SH Sole 9 386426 0 0
FRANCE TELECOM ADR REP 1 ORD COM 35177Q105 7218 214945 SH Defined 31 214945 0 0
FRANKLIN ELEC INC COM 353514102 113 3300 SH Defined 8 3300 0 0
FRANKLIN ELECTRIC CO INC USD 0 COM 353514102 306 8930 SH Defined 31 8930 0 0
FRANKLIN RES INC COM 354613101 45 454 SH Defined 8 454 0 0
FRANKLIN RES INC COM 354613101 172 1778 SH Sole 9 1778 0 0
FRANKLIN RES INC COM 354613101 96 992 SH Sole 51 992 0 0
FRANKLIN RES INC COM 354613101 38 395 SH Sole 56 395 0 0
FREDS INC COM 356108100 39 3800 SH Defined 8 3800 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 35 361 SH Defined 8 361 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4872 50634 SH Sole 9 50634 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 17586 180700 SH Defined 32 180700 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 843 8764 SH Sole 51 8764 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 8 83 SH No disc 61 83 0 0
FRESH DEL MONTE PRODUCE NV USD COM G36738105 2534 69600 SH Defined 31 69600 0 0
FRIEDMAN BILLING RAMSEY GROUP COM 358434108 437 256800 SH Defined 31 256800 0 0
FRONTEER DEV GROUP INC COM 35903Q106 39 8020 SH No disc 61 8020 0 0
FRONTIER AIRLINES HOLDINGS I COM 359059102 0 172 SH Sole 99 172 0 0
FRONTIER OIL CORP COM 35914P105 939 34450 SH Sole 9 34450 0 0
FRONTLINE LTD NOK 2.5 COM G3682E127 7419 161200 SH Defined 31 161200 0 0
FTD GROUP USD 0.01 COM 30267U108 29 2100 SH Defined 31 2100 0 0
FTI CONSULTING INC COM 302941109 99 1400 SH Sole 9 1400 0 0
FTI CONSULTING INC USD 0.01 COM 302941109 16318 229700 SH Defined 31 229700 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 1 86 SH No disc 61 86 0 0
FUEL TECH INC COM 359523107 886 43232 SH Sole 9 43232 0 0
FUEL TECH INC COM 359523107 1 50 SH No disc 61 50 0 0
FUELCELL ENERGY INC COM 35952H106 392 58873 SH Sole 9 58873 0 0
FUELCELL ENERGY INC COM 35952H106 1 80 SH Sole 99 80 0 0
FUJI FILM HOLDINGS CORPORATION COM 35958N107 4 90 SH Defined 31 90 0 0
FULTON FINANCIAL CORP USD 2.5 COM 360271100 1 70 SH Defined 31 70 0 0
FULTON FINL CORP PA COM 360271100 264 21460 SH Sole 9 21460 0 0
FUNDTECH LTD USD 0.01 COM M47095100 81 6600 SH Defined 31 6600 0 0
FX ENERGY INC COM 302695101 9 2200 SH No disc 61 2200 0 0
FX ENERGY INC USD 0.001 COM 302695101 100 23303 SH Defined 31 23303 0 0
G & K SERVICES INC USD 0.5 COM 361268105 101 2823 SH Defined 31 2823 0 0
G & K SVCS INC COM 361268105 157 4400 SH Defined 8 4400 0 0
GAFISA SA ADR REP 2 ORD COM 362607301 13191 395400 SH Defined 31 395400 0 0
GAIAM INC USD 0.0001 COM 36268Q103 2 82 SH Defined 31 82 0 0
GALLAGHER ARTHUR J & CO COM 363576109 456 19326 SH Sole 9 19326 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1415 59888 SH No disc 61 59888 0 0
GAMESTOP CORP NEW COM 36467W109 6 100 SH Defined 8 100 0 0
GAMESTOP CORP NEW COM 36467W109 520 10062 SH Sole 9 10062 0 0
GAMESTOP CORP NEW COM 36467W109 3009 58200 SH Sole 51 58200 0 0
GAMESTOP CORP NEW COM 36467W109 52 1000 SH No disc 61 1000 0 0
GAMMON GOLD INC COM 36467T106 0 60 SH No disc 61 60 0 0
GANNETT INC COM 364730101 5 165 SH Defined 8 165 0 0
GANNETT INC COM 364730101 6353 218694 SH Sole 9 218694 0 0
GANNETT INC COM 364730101 273 9391 SH No disc 10 9391 0 0
GANNETT INC COM 364730101 12 422 SH No disc 61 422 0 0
GANNETT INC COM 364730101 273 9391 SH Shared/ 61 9391 0 0
GAP INC DEL COM 364760108 111 5598 SH Defined 8 5598 0 0
GAP INC DEL COM 364760108 228 11583 SH Sole 9 11583 0 0
GAP INC DEL COM 364760108 214 10900 SH Sole 51 10900 0 0
GAP INC DEL COM 364760108 175 8912 SH Sole 56 8912 0 0
GAP INC USD 0.05 COM 364760108 25092 1274978 SH Defined 31 1274978 0 0
GARDNER DENVER INC COM 365558105 11 291 SH Sole 56 291 0 0
GARDNER DENVER INC USD 0.01 COM 365558105 3009 81100 SH Defined 31 81100 0 0
GARMIN LTD COM G37260109 16 283 SH Defined 8 283 0 0
GARMIN LTD COM G37260109 2103 38931 SH Sole 9 38931 0 0
GARTNER INC COM 366651107 15 750 SH No disc 61 750 0 0
GASCO ENERGY INC COM 367220100 0 63 SH No disc 61 63 0 0
GATX CORP COM 361448103 137 3500 SH Defined 8 3500 0 0
GATX CORPORATION USD 0.625 COM 361448103 6404 163897 SH Defined 31 163897 0 0
GAYLORD ENTMT CO NEW COM 367905106 134 4400 SH Defined 8 4400 0 0
GEN PROBE INC USD 0.0001 COM 36866T103 12628 261987 SH Defined 31 261987 0 0
GENELABS TECHNOLOGIES INC COM 368706206 0 164 SH No disc 61 164 0 0
GENENTECH INC COM 368710406 3480 42871 SH Sole 9 42871 0 0
GENENTECH INC OPT 368710406 16017 197300 SH Put Defined 9 0 197300 0
GENENTECH INC COM 368710406 234 2886 SH Sole 12 0 0 2886
GENENTECH INC COM 368710406 1870 23039 SH Sole 17 23039 0 0
GENENTECH INC COM 368710406 176 2172 SH Sole 20 0 2172 0
GENENTECH INC COM 368710406 40 490 SH Sole 57 490 0 0
GENENTECH INC COM 368710406 24 300 SH Defined 60 300 0 0
GENENTECH INC COM 368710406 38 470 SH No disc 61 470 0 0
GENENTECH INC COM 368710406 9 105 SH Sole 99 105 0 0
GENERAL CABLE CORPORATION USD COM 369300108 5020 84975 SH Defined 31 84975 0 0
GENERAL COMMUNICATIONS INC USD COM 369385109 433 70365 SH Defined 31 70365 0 0
GENERAL DYNAMICS CORP COM 369550108 25 299 SH Defined 8 299 0 0
GENERAL DYNAMICS CORP COM 369550108 567 6802 SH Sole 9 6802 0 0
GENERAL DYNAMICS CORP COM 369550108 33 400 SH Sole 20 0 400 0
GENERAL DYNAMICS CORP COM 369550108 1588 19056 SH Sole 51 19056 0 0
GENERAL DYNAMICS CORP COM 369550108 66 790 SH Sole 56 790 0 0
GENERAL DYNAMICS CORP USD 1 COM 369550108 27774 333133 SH Defined 31 333133 0 0
GENERAL ELECTRIC CO COM 369604103 361 9751 SH Defined 8 9751 0 0
GENERAL ELECTRIC CO COM 369604103 38253 1033584 SH Sole 9 1033584 0 0
GENERAL ELECTRIC CO OPT 369604103 26737 722400 SH Call Defined 9 0 722400 0
GENERAL ELECTRIC CO OPT 369604103 112640 3043500 SH Put Defined 9 0 3043500 0
GENERAL ELECTRIC CO COM 369604103 520 14048 SH No disc 10 14048 0 0
GENERAL ELECTRIC CO COM 369604103 4913 132760 SH Sole 17 132760 0 0
GENERAL ELECTRIC CO COM 369604103 168 4549 SH Sole 20 0 4549 0
GENERAL ELECTRIC CO COM 369604103 14832 400000 SH Defined 32 400000 0 0
GENERAL ELECTRIC CO COM 369604103 18 497 SH No disc 50 497 0 0
GENERAL ELECTRIC CO COM 369604103 56200 1518525 SH Sole 51 1518525 0 0
GENERAL ELECTRIC CO COM 369604103 1534 41444 SH Sole 56 41444 0 0
GENERAL ELECTRIC CO COM 369604103 802 21670 SH Sole 57 21670 0 0
GENERAL ELECTRIC CO COM 369604103 722 19500 SH Defined 60 19500 0 0
GENERAL ELECTRIC CO COM 369604103 8089 218556 SH No disc 61 218556 0 0
GENERAL ELECTRIC CO COM 369604103 511 13799 SH Shared/ 61 13799 0 0
GENERAL ELECTRIC CO COM 369604103 2473 66823 SH Sole 99 66823 0 0
GENERAL GROWTH PPTYS INC COM 370021107 9 229 SH Defined 8 229 0 0
GENERAL GROWTH PPTYS INC COM 370021107 1821 47720 SH Sole 9 47720 0 0
GENERAL GROWTH PPTYS INC OPT 370021107 691 18100 SH Put Defined 9 0 18100 0
GENERAL GROWTH PROPERTIES REIT COM 370021107 6573 172200 SH Defined 31 172200 0 0
GENERAL MARITIME CORP COM Y2692M103 19 814 SH Sole 9 814 0 0
GENERAL MLS INC BOND 370334104 22163 370130 PRN Sole 1 370130 0 0
GENERAL MLS INC COM 370334104 22 360 SH Defined 8 360 0 0
GENERAL MLS INC BOND 370334104 30 500 PRN Sole 9 500 0 0
GENERAL MLS INC COM 370334104 8470 141449 SH Sole 9 141449 0 0
GENERAL MLS INC COM 370334104 438 7315 SH Sole 51 7315 0 0
GENERAL MLS INC COM 370334104 234 3913 SH Sole 56 3913 0 0
GENERAL MLS INC COM 370334104 60 1000 SH No disc 61 1000 0 0
GENERAL MOLY INC COM 370373102 9 1146 SH No disc 61 1146 0 0
GENERAL MOTORS CORP USD 1.666 COM 370442105 3235 169800 SH Defined 31 169800 0 0
GENERAL MTRS CORP COM 370442105 2 58 SH Defined 8 58 0 0
GENERAL MTRS CORP COM 370442105 21491 1128150 SH Sole 9 1128150 0 0
GENERAL MTRS CORP OPT 370442105 36883 1936100 SH Put Defined 9 0 1936100 0
GENERAL MTRS CORP COM 370442105 1511 79300 SH Sole 51 79300 0 0
GENERAL MTRS CORP COM 370442105 51 2659 SH Sole 56 2659 0 0
GENERAL MTRS CORP COM 370442105 34 1799 SH No disc 61 1799 0 0
GENERAL MTRS CORP COM 370442105 21 1093 SH Sole 99 1093 0 0
GENEREX BIOTECHNOLOGY CP DEL COM 371485103 6 5500 SH No disc 61 5500 0 0
GENESCO INC COM 371532102 288 12480 SH Sole 9 12480 0 0
GENESEE & WYO INC COM 371559105 35 1000 SH Defined 8 1000 0 0
GENOMIC HEALTH INC USD 0.0001 COM 37244C101 55 2900 SH Defined 31 2900 0 0
GENTA INC COM 37245M504 0 55 SH No disc 61 55 0 0
GENTEK INC COM 37245X203 656 21800 SH Sole 9 21800 0 0
GENTEK INC USD NPV COM 37245X203 127 4205 SH Defined 31 4205 0 0
GENTIVA HEALTH SERVICES INC COM 37247A102 61 2800 SH Defined 8 2800 0 0
GENTIVA HEALTH SERVICES INC US COM 37247A102 1 40 SH Defined 31 40 0 0
GENUINE PARTS CO COM 372460105 114 2812 SH Defined 8 2812 0 0
GENUINE PARTS CO COM 372460105 517 12844 SH Sole 9 12844 0 0
GENUINE PARTS CO COM 372460105 13 314 SH Sole 56 314 0 0
GENUINE PARTS CO USD 1 COM 372460105 34073 847159 SH Defined 31 847159 0 0
GENVEC INC USD 0.001 COM 37246C109 1 2 SH Defined 31 2 0 0
GENWORTH FINL INC COM 37247D106 10 422 SH Defined 8 422 0 0
GENWORTH FINL INC COM 37247D106 457 20179 SH Sole 9 20179 0 0
GENWORTH FINL INC COM 37247D106 37 1648 SH Sole 56 1648 0 0
GENZYME CORP COM 372917104 92 1228 SH Defined 8 1228 0 0
GENZYME CORP COM 372917104 499 6701 SH Sole 9 6701 0 0
GENZYME CORP OPT 372917104 9571 128400 SH Call Defined 9 0 128400 0
GENZYME CORP COM 372917104 232 3100 SH Sole 51 3100 0 0
GENZYME CORP COM 372917104 33 437 SH Sole 56 437 0 0
GENZYME CORP COM 372917104 47 635 SH No disc 61 635 0 0
GEO GROUP INC COM 36159R103 55 1900 SH Defined 8 1900 0 0
GEOEYE INC COM 37250W108 301 11566 SH Sole 51 11566 0 0
GEORESOURCES INC COM 372476101 6 430 SH No disc 61 430 0 0
GERDAU AMERISTEEL CORP COM 37373P105 3 200 SH Sole 9 200 0 0
GERDAU AMERISTEEL CORP CAD NPV COM 37373P105 173 12200 SH Defined 31 12200 0 0
GERDAU S A ADR 373737105 296 9687 SH Sole 9 9687 0 0
GERON CORP COM 374163103 2 300 SH Defined 8 300 0 0
GERON CORP USD 0.001 COM 374163103 252 51438 SH Defined 31 51438 0 0
GETTY IMAGES INC COM 374276103 2368 74000 SH Sole 9 74000 0 0
GETTY IMAGES INC OPT 374276103 61 1900 SH Put Defined 9 0 1900 0
GETTY IMAGES INC COM 374276103 88 2755 SH No disc 61 2755 0 0
GETTY IMAGES INC USD 0.01 COM 374276103 3127 97700 SH Defined 31 97700 0 0
GETTY REALTY CORP REIT USD 0.0 COM 374297109 67 4200 SH Defined 31 4200 0 0
GFI GROUP INC USD 0.01 COM 361652209 8084 141065 SH Defined 31 141065 0 0
GIBRALTAR INDUSTRIES INC USD 0 COM 374689107 16 1286 SH Defined 31 1286 0 0
GILDAN ACTIVEWEAR INC COM 375916103 7 200 SH Sole 9 200 0 0
GILEAD SCIENCES INC COM 375558103 117 2262 SH Defined 8 2262 0 0
GILEAD SCIENCES INC COM 375558103 1498 29061 SH Sole 9 29061 0 0
GILEAD SCIENCES INC OPT 375558103 36071 700000 SH Call Defined 9 0 700000 0
GILEAD SCIENCES INC OPT 375558103 12883 250000 SH Put Defined 9 0 250000 0
GILEAD SCIENCES INC COM 375558103 16458 319387 SH Sole 51 319387 0 0
GILEAD SCIENCES INC COM 375558103 115 2224 SH Sole 56 2224 0 0
GILEAD SCIENCES INC COM 375558103 33 640 SH No disc 61 640 0 0
GIVEN IMAGING LTD ILS 0.05 COM M52020100 872 51620 SH Defined 31 51620 0 0
GLADSTONE INVESTMENT CORPORATI COM 376546107 152 16095 SH Defined 31 16095 0 0
GLAXOSMITHKLINE PLC COM 37733W105 7210 169920 SH Sole 51 169920 0 0
GLAXOSMITHKLINE PLC COM 37733W105 13 300 SH Sole 99 300 0 0
GLAXOSMITHKLINE PLC ADR REP 2 COM 37733W105 39489 930665 SH Defined 31 930665 0 0
GLG PARTNERS INC USD 0.0001 COM 37929X107 3361 283100 SH Defined 31 283100 0 0
GLIMCHER REALTY TRUST REIT USD COM 379302102 767 64100 SH Defined 31 64100 0 0
GLIMCHER RLTY TR COM 379302102 198 16523 SH Sole 9 16523 0 0
GLOBAL INDS LTD COM 379336100 36 2208 SH Sole 9 2208 0 0
GLOBAL INDS LTD COM 379336100 64 3985 SH Sole 56 3985 0 0
GLOBAL INDUSTRIES LTD USD 0.01 COM 379336100 3630 225545 SH Defined 31 225545 0 0
GLOBAL PMTS INC COM 37940X102 162 3900 SH Defined 8 3900 0 0
GLOBAL SOURCES LIMITED USD 0.0 COM G39300101 38 2500 SH Defined 31 2500 0 0
GLOBECOMM SYSTEMS INC USD 0.00 COM 37956X103 133 15200 SH Defined 31 15200 0 0
GLU MOBILE INC COM 379890106 651 145000 SH No disc 61 145000 0 0
GMH CMNTYS TR COM 36188G102 149 17120 SH Sole 9 17120 0 0
GMH CMNTYS TR COM 36188G102 2104 242400 SH Sole 59 242400 0 0
GOL - LINHAS AEREAS INTELIGENT COM 38045R107 3151 211600 SH Defined 31 211600 0 0
GOLAR LNG LTD USD 1 COM G9456A100 5 258 SH Defined 31 258 0 0
GOLD FIELDS LTD NEW ADR 38059T106 15 1116 SH Sole 9 1116 0 0
GOLD FIELDS LTD NEW COM 38059T106 188 13587 SH Sole 9 13587 0 0
GOLD FIELDS LTD NEW COM 38059T106 415 30000 SH Sole 56 30000 0 0
GOLDCORP INC CAD NPV COM 380956409 1533 39547 SH Defined 31 39547 0 0
GOLDCORP INC NEW COM 380956409 1211 31250 SH Sole 9 31250 0 0
GOLDCORP INC NEW COM 380956409 252 6503 SH No disc 61 6503 0 0
GOLDEN CYCLE GOLD CORP COM 380894105 2 175 SH No disc 61 175 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 1300 380000 SH Sole 56 380000 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 37 10700 SH No disc 61 10700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 75 449 SH Defined 8 449 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 47484 287104 SH Sole 9 287104 0 0
GOLDMAN SACHS GROUP INC OPT 38141G104 18193 110000 SH Call Defined 9 0 110000 0
GOLDMAN SACHS GROUP INC OPT 38141G104 50444 305000 SH Put Defined 9 0 305000 0
GOLDMAN SACHS GROUP INC COM 38141G104 36168 218682 SH Sole 51 218682 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 344 2080 SH Sole 56 2080 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17 100 SH Sole 57 100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 49978 302180 SH Defined 60 302180 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2432 14702 SH No disc 61 14702 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 22 133 SH Sole 99 133 0 0
GOLDMAN SACHS GROUP INC USD 0. COM 38141G104 14009 84700 SH Defined 31 84700 0 0
GOODRICH CORP COM 382388106 1333 23187 SH Sole 9 23187 0 0
GOODRICH CORP COM 382388106 2513 43686 SH Sole 51 43686 0 0
GOODRICH CORPORATION USD 5 COM 382388106 19015 330632 SH Defined 31 330632 0 0
GOODYEAR TIRE & RUBBER USD NPV COM 382550101 18011 698068 SH Defined 31 698068 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 5 188 SH Defined 8 188 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6 222 SH Sole 9 222 0 0
GOODYEAR TIRE & RUBR CO OPT 382550101 12844 497800 SH Put Defined 9 0 497800 0
GOODYEAR TIRE & RUBR CO COM 382550101 276 10723 SH Sole 51 10723 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 8 320 SH No disc 61 320 0 0
GOOGLE INC COM 38259P508 191 433 SH Defined 8 433 0 0
GOOGLE INC COM 38259P508 7976 18109 SH Sole 9 18109 0 0
GOOGLE INC OPT 38259P508 3965 9000 SH Call Defined 9 0 9000 0
GOOGLE INC OPT 38259P508 14976 34000 SH Put Defined 9 0 34000 0
GOOGLE INC COM 38259P508 50 113 SH Sole 12 0 0 113
GOOGLE INC COM 38259P508 33 75 SH No disc 50 75 0 0
GOOGLE INC COM 38259P508 14386 32658 SH Sole 51 32658 0 0
GOOGLE INC COM 38259P508 407 923 SH Sole 56 923 0 0
GOOGLE INC COM 38259P508 144 328 SH Defined 60 328 0 0
GOOGLE INC COM 38259P508 468 1062 SH No disc 61 1062 0 0
GOOGLE INC COM 38259P508 22 49 SH Sole 99 49 0 0
GORMAN RUPP CO COM 383082104 7 200 SH Defined 8 200 0 0
GP STRATEGIES CORP COM 36225V104 2 200 SH No disc 61 200 0 0
GPO AEROPORTUARIO DEL PAC SA COM 400506101 810 18000 SH Sole 51 18000 0 0
GRACO INC USD 1 COM 384109104 5194 143226 SH Defined 31 143226 0 0
GRAFTECH INTL LTD COM 384313102 384 23690 SH Sole 51 23690 0 0
GRAHAM CORP COM 384556106 63 1761 SH Sole 9 1761 0 0
GRAHAM CORP COM 384556106 123 3472 SH Sole 51 3472 0 0
GRAINGER W W INC COM 384802104 102 1330 SH Defined 8 1330 0 0
GRAINGER W W INC COM 384802104 330 4320 SH Sole 9 4320 0 0
GRAINGER W W INC COM 384802104 213 2800 SH Sole 51 2800 0 0
GRAINGER W W INC COM 384802104 174 2276 SH Sole 56 2276 0 0
GRAINGER(W.W.) INC USD 0.5 COM 384802104 14201 185900 SH Defined 31 185900 0 0
GRAMERCY CAP CORP COM 384871109 686 32772 SH Sole 59 32772 0 0
GRANITE CONSTRUCTION USD 0.01 COM 387328107 2529 77300 SH Defined 31 77300 0 0
GRANT PRIDECO INC COM 38821G101 15 300 SH Sole 9 300 0 0
GRANT PRIDECO INC COM 38821G101 62 1252 SH Sole 56 1252 0 0
GRANT PRIDECO INC COM 38821G101 10608 215518 SH Sole 59 215518 0 0
GRANT PRIDECO INC COM 38821G101 11 223 SH No disc 61 223 0 0
GRAPHIC PACKAGING CORP USD 0.0 COM 388689101 187 63900 SH Defined 31 63900 0 0
GREAT ATLANTIC & PAC TEA USD 1 COM 390064103 7093 270512 SH Defined 31 270512 0 0
GREAT BASIN GOLD LTD COM 390124105 549 150000 SH Sole 56 150000 0 0
GREAT BASIN GOLD LTD COM 390124105 18 4868 SH No disc 61 4868 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 27 5200 SH Defined 8 5200 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 82 15871 SH Sole 9 15871 0 0
GREAT PLAINS ENERGY INCORPORAT COM 391164100 4437 179999 SH Defined 31 179999 0 0
GREATBATCH INC COM 39153L106 48 2600 SH Defined 8 2600 0 0
GREATER CHINA FD INC COM 39167B102 12 664 SH No disc 61 664 0 0
GREENBRIER COS INC COM 393657101 3867 145800 SH Sole 1 145800 0 0
GREENFIELD ONLINE INC COM 395150105 90 7600 SH Defined 8 7600 0 0
GREENFIELD ONLINE, INC. USD 0. COM 395150105 407 34305 SH Defined 31 34305 0 0
GREENHILL & CO INC COM 395259104 63 906 SH Sole 9 906 0 0
GREENHILL & CO INC COM 395259104 45 642 SH No disc 61 642 0 0
GREENHILL & CO USD 0.01 COM 395259104 17008 244500 SH Defined 31 244500 0 0
GREENLIGHT CAPITAL RE LTD USD COM G4095J109 175 9406 SH Defined 31 9406 0 0
GREIF INC. USD NPV COM 397624107 10428 153500 SH Defined 31 153500 0 0
GREY WOLF INC COM 397888108 3 421 SH No disc 61 421 0 0
GRIFFON CORP COM 398433102 530 61600 SH Sole 9 61600 0 0
GRIFFON CORP USD 0.25 COM 398433102 1258 146200 SH Defined 31 146200 0 0
GROUPE CGI INC COM 39945C109 231 21800 SH Sole 9 21800 0 0
GRUPO AEROPORTUARIO DEL CENTRO COM 400501102 128 5700 SH Defined 31 5700 0 0
GRUPO AEROPORTUARIO DEL PACIFI COM 400506101 8811 195800 SH Defined 31 195800 0 0
GRUPO AEROPORTUARIO DEL SURE ADR 40051E202 677 11890 SH Sole 9 11890 0 0
GRUPO AEROPORTUARIO SUR ADR RE COM 40051E202 3585 62900 SH Defined 31 62900 0 0
GRUPO FINANCIERO GALICIA S.A. COM 399909100 163 24484 SH Defined 31 24484 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 18519 764005 SH Sole 9 764005 0 0
GRUPO TELEVISA SA DE CV ADR RE COM 40049J206 20655 852100 SH Defined 31 852100 0 0
GRUPO TMM SA ADR REP 1 ORD COM 40051D105 75 37100 SH Defined 31 37100 0 0
GSI COMMERCE INC USD 0.01 COM 36238G102 1 19 SH Defined 31 19 0 0
GSI GROUP INC CAD NPV COM 36229U102 171 21900 SH Defined 31 21900 0 0
GSI GROUP INC CDA COM 36229U102 1 175 SH No disc 61 175 0 0
GUANGSHEN RAILWAY CO LTD ADR R COM 40065W107 487 18500 SH Defined 31 18500 0 0
GUARANTY FINL GROUP INC COM 40108N106 50 4700 SH Sole 1 4700 0 0
GUARANTY FINL GROUP INC COM 40108N106 1 71 SH Defined 8 71 0 0
GUARANTY FINL GROUP INC COM 40108N106 507 47734 SH Sole 9 47734 0 0
GUESS INC COM 401617105 61 1498 SH Sole 9 1498 0 0
GUESS INC COM 401617105 16 400 SH No disc 61 400 0 0
GULFPORT ENERGY CORPORATION US COM 402635304 1 6 SH Defined 31 6 0 0
GYMBOREE CORP USD 0.001 COM 403777105 10559 264761 SH Defined 31 264761 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 47 3775 SH Sole 9 3775 0 0
HACKETT GROUP INC COM 404609109 12 3000 SH No disc 61 3000 0 0
HACKETT GROUP INC USD 0.001 COM 404609109 26 6500 SH Defined 31 6500 0 0
HALLIBURTON CO COM 406216101 32 812 SH Defined 8 812 0 0
HALLIBURTON CO COM 406216101 13589 345523 SH Sole 9 345523 0 0
HALLIBURTON CO OPT 406216101 16322 415000 SH Call Defined 9 0 415000 0
HALLIBURTON CO OPT 406216101 43460 1105000 SH Put Defined 9 0 1105000 0
HALLIBURTON CO COM 406216101 117 2963 SH Sole 56 2963 0 0
HALLIBURTON CO COM 406216101 147 3724 SH No disc 61 3724 0 0
HANCOCK JOHN TAX-ADV DIV INC COM 41013V100 9496 621860 SH Defined 32 621860 0 0
HANESBRANDS INC COM 410345102 432 14800 SH Sole 9 14800 0 0
HANESBRANDS INC COM 410345102 22 734 SH No disc 61 734 0 0
HANGER ORTHOPEDIC GROUP USD 0. COM 41043F208 107 9900 SH Defined 31 9900 0 0
HANMI FINANCIAL CORPORATION US COM 410495105 1 22 SH Defined 31 22 0 0
HANMI FINL CORP COM 410495105 35 4700 SH Defined 8 4700 0 0
HANOVER INSURANCE GROUP INC US COM 410867105 161 3900 SH Defined 31 3900 0 0
HANSEN MEDICAL INC USD 0.0001 COM 411307101 910 64709 SH Defined 31 64709 0 0
HANSEN NAT CORP COM 411310105 169 4800 SH Sole 9 4800 0 0
HANSEN NATURAL CORP USD 0.005 COM 411310105 269 7604 SH Defined 31 7604 0 0
HARLEY DAVIDSON INC COM 412822108 9 216 SH Defined 8 216 0 0
HARLEY DAVIDSON INC COM 412822108 5001 133364 SH Sole 9 133364 0 0
HARLEY DAVIDSON INC COM 412822108 7 187 SH No disc 61 187 0 0
HARLEYSVILLE NATIONAL CORPORAT COM 412850109 1 34 SH Defined 31 34 0 0
HARLEYSVILLE NATL CORP PA COM 412850109 24 1600 SH Defined 8 1600 0 0
HARMAN INTL INDS INC COM 413086109 1 6 SH Defined 8 6 0 0
HARMAN INTL INDS INC COM 413086109 140 3204 SH Sole 9 3204 0 0
HARMAN INTL INDS INC COM 413086109 95 2182 SH Sole 51 2182 0 0
HARMONIC INC COM 413160102 2 200 SH No disc 61 200 0 0
HARMONY GOLD MINING CO LTD ADR COM 413216300 3085 260500 SH Defined 31 260500 0 0
HARMONY GOLD MNG LTD ADR 413216300 1046 88316 SH Sole 9 88316 0 0
HARMONY GOLD MNG LTD COM 413216300 1372 115883 SH Sole 9 115883 0 0
HARRIS & HARRIS GROUP INCORPOR COM 413833104 266 37192 SH Defined 31 37192 0 0
HARRIS CORP DEL COM 413875105 206 4238 SH Sole 9 4238 0 0
HARRIS CORP DEL COM 413875105 14 279 SH Sole 56 279 0 0
HARRIS STRATEX NTWRKS INC COM 41457P106 1 58 SH No disc 61 58 0 0
HARSCO CORP COM 415864107 410 7400 SH Sole 9 7400 0 0
HARSCO CORPORATION USD 1.25 COM 415864107 27020 487900 SH Defined 31 487900 0 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 4835 63800 SH Defined 31 63800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 61 804 SH Defined 8 804 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 361 4764 SH Sole 9 4764 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 208 2750 SH Sole 56 2750 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 515 6802 SH Defined 60 6802 0 0
HARTMARX CORP COM 417119104 2 697 SH No disc 61 697 0 0
HARTMARX CORP USD 2.5 COM 417119104 246 84200 SH Defined 31 84200 0 0
HARVEST ENERGY TR COM 41752X101 4 200 SH Sole 9 200 0 0
HARVEST ENERGY TR COM 41752X101 44 1985 SH No disc 61 1985 0 0
HARVEST NATURAL RESOURCES IN COM 41754V103 162 13400 SH Defined 8 13400 0 0
HARVEST NATURAL RESOURCES INC COM 41754V103 345 28600 SH Defined 31 28600 0 0
HASBRO INC COM 418056107 2 53 SH Defined 8 53 0 0
HASBRO INC COM 418056107 259 9294 SH Sole 9 9294 0 0
HASBRO INC COM 418056107 121 4329 SH Sole 51 4329 0 0
HASBRO INC COM 418056107 72 2595 SH Sole 56 2595 0 0
HASBRO INC COM 418056107 11 400 SH Defined 60 400 0 0
HASBRO INC USD 0.5 COM 418056107 8044 288300 SH Defined 31 288300 0 0
HAVERTY FURNITURE COMPANIES US COM 419596101 331 31100 SH Defined 31 31100 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 5 200 SH No disc 61 200 0 0
HAWAIIAN ELECTRIC INDUSTRIES U COM 419870100 2126 89030 SH Defined 31 89030 0 0
HAYES LEMMERZ INTL INC COM 420781304 5266 1887411 SH Sole 9 1887411 0 0
HCC INSURANCE HOLDINGS INC USD COM 404132102 15244 671795 SH Defined 31 671795 0 0
HCP INC COM 40414L109 1715 50730 SH Sole 9 50730 0 0
HDFC BANK LTD ADR 40415F101 486 4947 SH Sole 9 4947 0 0
HEADWATERS INC BOND 42210P102 6377 483500 PRN Sole 9 483500 0 0
HEADWATERS INC COM 42210P102 2299 174297 SH Sole 9 174297 0 0
HEADWATERS INC COM 42210P102 1 100 SH No disc 61 100 0 0
HEALTH CARE PROPERTY INVESTORS COM 40414L109 6228 184185 SH Defined 31 184185 0 0
HEALTH CARE REIT INC COM 42217K106 380 8400 SH Defined 8 8400 0 0
HEALTH CARE REIT INC COM 42217K106 1306 28935 SH Sole 9 28935 0 0
HEALTH GRADES INC USD 0.001 COM 42218Q102 185 34957 SH Defined 31 34957 0 0
HEALTH MGMT ASSOC INC NEW COM 421933102 2 350 SH Sole 9 350 0 0
HEALTH NET INC COM 42222G108 6 200 SH Sole 9 200 0 0
HEALTH NET INC COM 42222G108 40 1300 SH Sole 56 1300 0 0
HEALTH NET INC USD 0.001 COM 42222G108 385 12500 SH Defined 31 12500 0 0
HEALTHAXIS INC COM 42219D308 0 40 SH Sole 99 40 0 0
HEALTHCARE REIT INC REIT USD 1 COM 42217K106 10976 243197 SH Defined 31 243197 0 0
HEALTHCARE RLTY TR COM 421946104 104 3994 SH Sole 9 3994 0 0
HEALTHCARE RLTY TR COM 421946104 8 300 SH No disc 61 300 0 0
HEALTHCARE SERVICES GROUP USD COM 421906108 35 1650 SH Defined 31 1650 0 0
HEALTHCARE SVCS GRP INC COM 421906108 15 700 SH Defined 8 700 0 0
HEALTHEXTRAS INC USD 0.01 COM 422211102 1209 48649 SH Defined 31 48649 0 0
HEALTHSPRING INC USD 0.01 COM 42224N101 1606 114000 SH Defined 31 114000 0 0
HEARST-ARGYLE TELEVISION INC COM 422317107 21 1000 SH Defined 8 1000 0 0
HEARTLAND EXPRESS INC COM 422347104 146 10200 SH Defined 8 10200 0 0
HEARTLAND EXPRESS INC USD 0.01 COM 422347104 1900 133192 SH Defined 31 133192 0 0
HEELYS INC USD NPV COM 42279M107 97 22538 SH Defined 31 22538 0 0
HEICO CORPORATION USD 0.01 COM 422806208 581 14800 SH Defined 31 14800 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 291 8936 SH No disc 61 8936 0 0
HEINZ H J CO COM 423074103 22 457 SH Defined 8 457 0 0
HEINZ H J CO COM 423074103 64 1360 SH Sole 9 1360 0 0
HEINZ H J CO COM 423074103 1282 27292 SH Sole 51 27292 0 0
HEINZ H J CO COM 423074103 87 1852 SH No disc 61 1852 0 0
HEINZ H J CO COM 423074103 87 1850 SH Sole 99 1850 0 0
HELEN OF TROY LTD USD 0.1 COM G4388N106 1 6 SH Defined 31 6 0 0
HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 2796 88736 SH Defined 31 88736 0 0
HELLENIC TELECOM ORGANIZATN COM 423325307 13 925 SH Sole 57 925 0 0
HELLENIC TELECOM ORGANIZATN COM 423325307 2 177 SH No disc 61 177 0 0
HELMERICH & PAYNE INC COM 423452101 66 1404 SH Sole 9 1404 0 0
HELMERICH & PAYNE INC USD 0.1 COM 423452101 3080 65696 SH Defined 31 65696 0 0
HENRY JACK & ASSOC INC COM 426281101 121 4900 SH Defined 8 4900 0 0
HENRY JACK & ASSOC INC COM 426281101 2 93 SH No disc 61 93 0 0
HENRY SCHEIN INC USD 0.01 COM 806407102 13998 243854 SH Defined 31 243854 0 0
HERBALIFE LTD. USD 0.002 COM G4412G101 10810 227575 SH Defined 31 227575 0 0
HERCULES INC COM 427056106 3 189 SH Sole 9 189 0 0
HERCULES INC USD 0.5208 COM 427056106 4140 226334 SH Defined 31 226334 0 0
HERCULES OFFSHORE INC COM 427093109 545 21700 SH Sole 9 21700 0 0
HERCULES OFFSHORE INC COM 427093109 31 1241 SH No disc 61 1241 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 131 12000 SH Defined 8 12000 0 0
HERLEY INDUSTRIES INC USD 0.1 COM 427398102 124 11950 SH Defined 31 11950 0 0
HERSHA HOSPITALITY TR COM 427825104 163 18064 SH Sole 9 18064 0 0
HERSHEY CO COM 427866108 14 365 SH Defined 8 365 0 0
HERSHEY CO COM 427866108 18 484 SH Sole 9 484 0 0
HERSHEY CO COM 427866108 52 1400 SH Sole 51 1400 0 0
HERSHEY CO COM 427866108 35 938 SH No disc 61 938 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 161 13300 SH Defined 8 13300 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 617 51200 SH Sole 9 51200 0 0
HESS CORP COM 42809H107 18 202 SH Defined 8 202 0 0
HESS CORP COM 42809H107 1476 16739 SH Sole 9 16739 0 0
HESS CORP OPT 42809H107 6614 75000 SH Call Defined 9 0 75000 0
HESS CORP COM 42809H107 27 300 SH Sole 51 300 0 0
HESS CORP COM 42809H107 22 250 SH Defined 60 250 0 0
HESS CORP COM 42809H107 194 2196 SH No disc 61 2196 0 0
HEWITT ASSOCS INC COM 42822Q100 132 3300 SH Defined 8 3300 0 0
HEWLETT PACKARD CO COM 428236103 110 2407 SH Defined 8 2407 0 0
HEWLETT PACKARD CO COM 428236103 12452 272709 SH Sole 9 272709 0 0
HEWLETT PACKARD CO OPT 428236103 8242 180500 SH Call Defined 9 0 180500 0
HEWLETT PACKARD CO OPT 428236103 15767 345300 SH Put Defined 9 0 345300 0
HEWLETT PACKARD CO COM 428236103 44079 965367 SH Sole 51 965367 0 0
HEWLETT PACKARD CO COM 428236103 735 16104 SH Sole 56 16104 0 0
HEWLETT PACKARD CO COM 428236103 187 4087 SH Sole 57 4087 0 0
HEWLETT PACKARD CO COM 428236103 298 6530 SH Defined 60 6530 0 0
HEWLETT PACKARD CO COM 428236103 2807 61469 SH No disc 61 61469 0 0
HEWLETT PACKARD CO COM 428236103 606 13276 SH Sole 99 13276 0 0
HEXCEL CORP USD 0.01 COM 428291108 7057 369239 SH Defined 31 369239 0 0
HHGREGG INC COM 42833L108 51 4564 SH Sole 51 4564 0 0
HIGHLAND DISTRESSED OPPORTUNIT COM 430067108 202 28800 SH Defined 31 28800 0 0
HIGHVELD STL & VANADIUM LTD COM 431232206 61 3113 SH Sole 9 3113 0 0
HIGHWOODS PPTYS INC COM 431284108 133 4294 SH Sole 9 4294 0 0
HILB ROGAL & HOBBS COMPANY USD COM 431294107 1923 61100 SH Defined 31 61100 0 0
HILL INTERNATIONAL INC USD 0.0 COM 431466101 5 320 SH Defined 31 320 0 0
HILLENBRAND INDS INC COM 431573104 58 1200 SH Defined 8 1200 0 0
HILLENBRAND INDS INC COM 431573104 52 1093 SH Sole 9 1093 0 0
HILLENBRAND INDUSTRIES INC USD COM 431573104 7701 161100 SH Defined 31 161100 0 0
HIMAX TECHNOLOGIES INC ADR REP COM 43289P106 1253 258175 SH Defined 31 258175 0 0
HITACHI LTD ADR REP 10 ORD COM 433578507 881 14800 SH Defined 31 14800 0 0
HI-TECH PHARMACAL CO USD 0.01 COM 42840B101 2 172 SH Defined 31 172 0 0
HITTITE MICROWAVE CORPORATION COM 43365Y104 2047 54696 SH Defined 31 54696 0 0
HLTH CORP USD 0.0001 COM 40422Y101 4234 443734 SH Defined 31 443734 0 0
HLTH CORPORATION COM 40422Y101 717 75116 SH Sole 59 75116 0 0
HNI CORPORATION USD 1 COM 404251100 4316 160499 SH Defined 31 160499 0 0
HOKU SCIENTIFIC INC COM 434712105 5 670 SH No disc 61 670 0 0
HOKU SCIENTIFIC INC USD 0.001 COM 434712105 6 700 SH Defined 31 700 0 0
HOLLIS-EDEN PHARMACEUTICALS COM 435902101 1 300 SH No disc 61 300 0 0
HOLLY CORP COM 435758305 85 1966 SH No disc 61 1966 0 0
HOLOGIC INC COM 436440101 14 252 SH Sole 9 252 0 0
HOLOGIC INC USD 0.01 COM 436440101 25527 459111 SH Defined 31 459111 0 0
HOME BANCSHARES INC COM 436893200 3 100 SH Defined 8 100 0 0
HOME DEPOT INC COM 437076102 135 4804 SH Defined 8 4804 0 0
HOME DEPOT INC COM 437076102 10412 372265 SH Sole 9 372265 0 0
HOME DEPOT INC OPT 437076102 11944 427000 SH Call Defined 9 0 427000 0
HOME DEPOT INC OPT 437076102 18936 677000 SH Put Defined 9 0 677000 0
HOME DEPOT INC COM 437076102 38 1360 SH Sole 17 1360 0 0
HOME DEPOT INC COM 437076102 15 543 SH Sole 20 0 543 0
HOME DEPOT INC COM 437076102 23167 828300 SH Sole 51 828300 0 0
HOME DEPOT INC COM 437076102 257 9168 SH Sole 56 9168 0 0
HOME DEPOT INC COM 437076102 42 1500 SH Sole 57 1500 0 0
HOME DEPOT INC COM 437076102 30 1061 SH No disc 61 1061 0 0
HOME DEPOT INC COM 437076102 57 2050 SH Sole 99 2050 0 0
HOME INNS & HOTELS MANAGEMENT COM 43713W107 2751 139702 SH Defined 31 139702 0 0
HOME PROPERTIES INC COM 437306103 2928 60999 SH Defined 8 60999 0 0
HOME PROPERTIES INC BOND 437306103 11011 229439 PRN Sole 9 229439 0 0
HOME PROPERTIES INC COM 437306103 109 2278 SH Sole 9 2278 0 0
HONDA MOTOR CO ADR REP 1 ORD COM 438128308 20581 714359 SH Defined 31 714359 0 0
HONDA MOTOR LTD COM 438128308 286 9940 SH Sole 99 9940 0 0
HONEYWELL INTERNATIONAL USD 1 COM 438516106 28938 512900 SH Defined 31 512900 0 0
HONEYWELL INTL INC COM 438516106 54 941 SH Defined 8 941 0 0
HONEYWELL INTL INC COM 438516106 11002 194999 SH Sole 9 194999 0 0
HONEYWELL INTL INC OPT 438516106 565 10000 SH Call Defined 9 0 10000 0
HONEYWELL INTL INC OPT 438516106 4796 85000 SH Put Defined 9 0 85000 0
HONEYWELL INTL INC COM 438516106 25 445 SH Sole 20 0 445 0
HONEYWELL INTL INC COM 438516106 21616 383116 SH Sole 51 383116 0 0
HONEYWELL INTL INC COM 438516106 444 7877 SH Sole 56 7877 0 0
HONEYWELL INTL INC COM 438516106 38 671 SH No disc 61 671 0 0
HONEYWELL INTL INC COM 438516106 45 800 SH Sole 99 800 0 0
HOOKER FURNITURE CORP COM 439038100 81 3600 SH Defined 8 3600 0 0
HOOPER HOLMES INC COM 439104100 3 4000 SH No disc 61 4000 0 0
HORACE MANN EDUCATORS USD 0.00 COM 440327104 750 42900 SH Defined 31 42900 0 0
HORMEL FOODS CORP COM 440452100 30 714 SH Sole 56 714 0 0
HORMEL FOODS CORP USD 0.0586 COM 440452100 1854 44494 SH Defined 31 44494 0 0
HORNBECK OFFSHORE SERVICES INC COM 440543106 1622 35500 SH Defined 31 35500 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1900 41600 SH Sole 9 41600 0 0
HORSEHEAD HOLDING CORPORATION COM 440694305 16 1331 SH Defined 31 1331 0 0
HOSPIRA INC COM 441060100 9 203 SH Defined 8 203 0 0
HOSPIRA INC COM 441060100 1264 29555 SH Sole 9 29555 0 0
HOSPIRA INC COM 441060100 201 4700 SH Sole 51 4700 0 0
HOSPIRA INC COM 441060100 56 1298 SH No disc 61 1298 0 0
HOSPIRA INC COM 441060100 57 1330 SH Sole 99 1330 0 0
HOSPIRA INC USD 0.01 COM 441060100 9222 215610 SH Defined 31 215610 0 0
HOSPITALITY PPTYS TR COM 44106M102 1333 39185 SH Sole 9 39185 0 0
HOSPITALITY PPTYS TR COM 44106M102 18 528 SH Sole 56 528 0 0
HOST HOTELS & RESORTS INC COM 44107P104 973 61073 SH Defined 8 61073 0 0
HOST HOTELS & RESORTS INC COM 44107P104 800 50220 SH Sole 9 50220 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5298 325000 SH Defined 32 325000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 19527 1226600 SH Sole 51 1226600 0 0
HOST HOTELS & RESORTS INC COM 44107P104 227 14255 SH Sole 56 14255 0 0
HOST HOTELS & RESORTS INC COM 44107P104 7 417 SH No disc 61 417 0 0
HOT TOPIC INC USD NPV COM 441339108 227 52542 SH Defined 31 52542 0 0
HOVNANIAN ENTERPRISES INC COM 442487203 1113 105000 SH Sole 9 105000 0 0
HOVNANIAN ENTERPRISES INC OPT 442487203 2925 275900 SH Put Defined 9 0 275900 0
HQ SUSTAINABLE MARITIM IND I COM 40426A208 7 621 SH No disc 61 621 0 0
HRPT PPTYS TR COM 40426W101 109 16169 SH Sole 9 16169 0 0
HSBC HLDGS PLC ADR 404280406 31458 382230 SH Sole 9 382230 0 0
HSBC HLDGS PLC COM 404280406 91 1100 SH Sole 99 1100 0 0
HUANENG POWER INTERNATIONAL AD COM 443304100 6231 204000 SH Defined 31 204000 0 0
HUANENG PWR INTL INC COM 443304100 5647 184908 SH Sole 51 184908 0 0
HUB GROUP INC USD 0.01 COM 443320106 2465 74922 SH Defined 31 74922 0 0
HUBBELL INC COM 443510201 253 5800 SH Sole 9 5800 0 0
HUBBELL INC USD 0.01 COM 443510201 5829 133400 SH Defined 31 133400 0 0
HUDSON CITY BANCORP COM 443683107 98 5507 SH Defined 8 5507 0 0
HUDSON CITY BANCORP COM 443683107 751 42484 SH Sole 9 42484 0 0
HUDSON CITY BANCORP COM 443683107 760 43000 SH Sole 51 43000 0 0
HUDSON CITY BANCORP INC USD 0. COM 443683107 2 79 SH Defined 31 79 0 0
HUDSON HIGHLAND GROUP INC COM 443792106 42 5000 SH No disc 61 5000 0 0
HUGHES COMMUNICATIONS INC COM 444398101 0 2 SH No disc 61 2 0 0
HUGOTON ROYALTY TRUST ROYALTY COM 444717102 2621 95000 SH Defined 31 95000 0 0
HUGOTON RTY TR TEX COM 444717102 0 2 SH No disc 61 2 0 0
HUMAN GENOME SCIENCES INC COM 444903108 5 897 SH No disc 61 897 0 0
HUMANA INC COM 444859102 8 166 SH Defined 8 166 0 0
HUMANA INC COM 444859102 556 12404 SH Sole 9 12404 0 0
HUMANA INC COM 444859102 162 3604 SH Sole 56 3604 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4 335 SH Defined 8 335 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1620 150704 SH Sole 9 150704 0 0
HUNTINGTON BANCSHARES INC COM 446150104 59 5500 SH Sole 59 5500 0 0
HUNTSMAN CORP COM 447011107 3007 127700 SH Sole 9 127700 0 0
HYPERCOM CORP COM 44913M105 20 4700 SH No disc 61 4700 0 0
HYPERCOM CORP USD 0.001 COM 44913M105 20 4500 SH Defined 31 4500 0 0
I2 TECHNOLOGIES INC COM 465754208 2 158 SH No disc 61 158 0 0
IAC INTERACTIVE CORP USD 0.01 COM 44919P300 19596 943924 SH Defined 31 943924 0 0
IAC INTERACTIVECORP COM 44919P300 12 531 SH Defined 8 531 0 0
IAC INTERACTIVECORP COM 44919P300 1785 85976 SH Sole 9 85976 0 0
IAC INTERACTIVECORP OPT 44919P300 1557 75000 SH Put Defined 9 0 75000 0
IAC INTERACTIVECORP COM 44919P300 3 138 SH No disc 61 138 0 0
IAMGOLD CORP COM 450913108 1 200 SH No disc 61 200 0 0
IAMGOLD CORPORATION CAD NPV COM 450913108 2711 369800 SH Defined 31 369800 0 0
ICAHN ENTERPRISES LP COM 451100101 7369 89325 SH Sole 51 89325 0 0
ICF INTL INC COM 44925C103 50 2500 SH Sole 51 2500 0 0
ICICI BK LTD ADR 45104G104 18767 491406 SH Sole 9 491406 0 0
ICICI BK LTD ADR 45104G104 823 21552 SH Sole 17 21552 0 0
ICICI BK LTD ADR 45104G104 1820 47661 SH Sole 20 0 47661 0
ICICI BK LTD COM 45104G104 1833 48000 SH Sole 51 48000 0 0
ICONIX BRAND GROUP INC USD 0.0 COM 451055107 3905 225025 SH Defined 31 225025 0 0
ICU MED INC COM 44930G107 32 1100 SH Defined 8 1100 0 0
ICU MEDICAL INC USD 0.1 COM 44930G107 28 972 SH Defined 31 972 0 0
IDEARC INC COM 451663108 480 131842 SH Sole 9 131842 0 0
IDEARC INC OPT 451663108 62 16800 SH Put Defined 9 0 16800 0
IDEARC INC COM 451663108 0 60 SH Sole 20 0 60 0
IDEARC INC COM 451663108 0 198 SH No disc 61 198 0 0
IDEARC INC COM 451663108 0 138 SH Sole 99 138 0 0
IDEX CORP COM 45167R104 81 2642 SH No disc 10 2642 0 0
IDEX CORP COM 45167R104 81 2642 SH Shared/ 61 2642 0 0
IDEX CORP USD 0.01 COM 45167R104 1945 63375 SH Defined 31 63375 0 0
IDEXX LABORATORIES INC USD 0.1 COM 45168D104 3638 73848 SH Defined 31 73848 0 0
IDEXX LABS INC COM 45168D104 1 12 SH No disc 61 12 0 0
IDT CORP COM 448947309 194 50000 SH Sole 9 50000 0 0
IDT CORP NPV COM 448947309 8 2000 SH Defined 31 2000 0 0
I-FLOW CORP COM 449520303 21 1500 SH Defined 8 1500 0 0
IGATE CAPITAL CORP USD 0.01 COM 45169U105 194 27232 SH Defined 31 27232 0 0
IHS INC COM 451734107 116 1800 SH Sole 9 1800 0 0
II VI INC COM 902104108 73 1923 SH Sole 9 1923 0 0
IKANOS COMMUNICATIONS COM 45173E105 7 1500 SH No disc 61 1500 0 0
IKANOS COMMUNICATIONS INC USD COM 45173E105 238 51932 SH Defined 31 51932 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 65 8550 SH No disc 61 8550 0 0
ILLINOIS TOOL WKS INC COM 452308109 18 361 SH Defined 8 361 0 0
ILLINOIS TOOL WKS INC COM 452308109 76 1570 SH Sole 9 1570 0 0
ILLINOIS TOOL WKS INC COM 452308109 675 14000 SH Sole 51 14000 0 0
ILLINOIS TOOL WKS INC COM 452308109 58 1200 SH Sole 99 1200 0 0
ILLINOIS TOOL WORKS USD 0.01 COM 452308109 34832 722200 SH Defined 31 722200 0 0
ILLUMINA INC COM 452327109 6133 80810 SH Sole 9 80810 0 0
ILLUMINA INC COM 452327109 23 308 SH No disc 61 308 0 0
ILLUMINA INC USD 0.01 COM 452327109 547 7202 SH Defined 31 7202 0 0
IMATION CORP COM 45245A107 153 6700 SH Defined 8 6700 0 0
IMCLONE SYS INC COM 45245W109 132 3100 SH Defined 8 3100 0 0
IMMUCOR INC USD 0.1 COM 452526106 713 33377 SH Defined 31 33377 0 0
IMMUNOGEN INC COM 45253H101 9 2450 SH Sole 57 2450 0 0
IMMUNOGEN INC COM 45253H101 6 1600 SH No disc 61 1600 0 0
IMPERIAL INDS INC COM 452848401 1 115 SH No disc 61 115 0 0
IMPERIAL OIL LTD COM 453038408 314 6000 SH Sole 9 6000 0 0
IMPERIAL OIL LTD COM 453038408 254 4869 SH No disc 61 4869 0 0
IMPERIAL OIL LTD COM 453038408 42 800 SH Sole 99 800 0 0
IMPERIAL SUGAR CO NEW COM 453096208 41 2200 SH Sole 51 2200 0 0
IMS HEALTH INC COM 449934108 4 168 SH Defined 8 168 0 0
IMS HEALTH INC COM 449934108 261 12422 SH Sole 9 12422 0 0
IMS HEALTH INC COM 449934108 409 19500 SH Sole 51 19500 0 0
IMS HEALTH INC COM 449934108 26 1221 SH Sole 56 1221 0 0
IMS HEALTH INC COM 449934108 3 144 SH No disc 61 144 0 0
IMS HEALTH USD 0.01 COM 449934108 20401 971000 SH Defined 31 971000 0 0
INCYTE CORP COM 45337C102 17 1640 SH No disc 61 1640 0 0
INDEVUS PHARMACEUTICALS INC COM 454072109 9 1832 SH Sole 9 1832 0 0
INDEVUS PHARMACEUTICALS USD 0. COM 454072109 2 395 SH Defined 31 395 0 0
INDYMAC BANCORP INC COM 456607100 15191 3062700 SH Sole 9 3062700 0 0
INDYMAC BANCORP INC COM 456607100 15651 3062700 SH Defined 32 3062700 0 0
INFINEON TECHNOLOGIES AG ADR 45662N103 2407 342872 SH Sole 9 342872 0 0
INFINEON TECHNOLOGIES AG ADR R COM 45662N103 16635 2369600 SH Defined 31 2369600 0 0
INFINITY ENERGY RESOURCES IN COM 45663L403 2 4000 SH No disc 61 4000 0 0
INFORMATION SERVICES GROUP USD COM 45675Y104 54 10412 SH Defined 31 10412 0 0
INFOSPACE INC COM 45678T201 21 1839 SH No disc 61 1839 0 0
INFOSYS TECHNOLOGIES LTD ADR 456788108 4018 112327 SH Sole 9 112327 0 0
INFOSYS TECHNOLOGIES LTD COM 456788108 2754 77000 SH Sole 51 77000 0 0
INFOUSA INC NEW COM 456818301 1295 211888 SH Sole 9 211888 0 0
ING GROEP NV ADR REP 1 ORD COM 456837103 6282 168100 SH Defined 31 168100 0 0
ING PRIME RATE TR UNIT 44977W106 5886 1080000 SH Sole 1 1080000 0 0
INGERSOLL-RAND COMPANY LTD COM G4776G101 15 332 SH Defined 8 332 0 0
INGERSOLL-RAND COMPANY LTD COM G4776G101 2833 63542 SH Sole 9 63542 0 0
INGERSOLL-RAND COMPANY LTD COM G4776G101 2918 65460 SH Sole 59 65460 0 0
INGRAM MICRO INC COM 457153104 160 10100 SH Defined 8 10100 0 0
INLAND REAL ESTATE CORP COM 457461200 381 25000 SH Defined 8 25000 0 0
INLAND REAL ESTATE CORP COM 457461200 395 25941 SH Sole 9 25941 0 0
INLAND REAL ESTATE CORPORATION COM 457461200 481 31600 SH Defined 31 31600 0 0
INNOPHOS HOLDINGS INC COM 45774N108 20 1200 SH Defined 8 1200 0 0
INNOPHOS HOLDINGS INC USD 0.00 COM 45774N108 348 21596 SH Defined 31 21596 0 0
INNOVEX INC COM 457647105 0 250 SH No disc 61 250 0 0
INOVIO BIOMEDICAL CORP COM 45773H102 0 250 SH No disc 61 250 0 0
INSIGHT ENTERPRISE INC USD 0.0 COM 45765U103 3614 206492 SH Defined 31 206492 0 0
INSIGHT ENTERPRISES INC COM 45765U103 161 9200 SH Defined 8 9200 0 0
INSITE VISION INC COM 457660108 1 1443 SH No disc 61 1443 0 0
INSITUFORM TECHNOLOGIES INC COM 457667103 1548 111928 SH Sole 9 111928 0 0
INSTEEL INDUSTRIES INC COM 45774W108 21 1800 SH No disc 61 1800 0 0
INTEGRA LIFESCIENCES HLDGS C COM 457985208 1157 26615 SH Sole 9 26615 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 31 3489 SH Sole 56 3489 0 0
INTEGRATED DEVICE TECHNOLOGY I COM 458118106 2684 300451 SH Defined 31 300451 0 0
INTEGRATED SILICON SOLUTIONS I COM 45812P107 107 17615 SH Defined 31 17615 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 10 214 SH Sole 9 214 0 0
INTEGRYS ENERGY GROUP INC USD COM 45822P105 18081 387664 SH Defined 31 387664 0 0
INTEL CORPORATION USD 0.001 COM 458140100 638 30084 SH Defined 31 30084 0 0
INTEL CORP COM 458140100 2309 109000 SH Sole 1 109000 0 0
INTEL CORP COM 458140100 190 8970 SH Defined 8 8970 0 0
INTEL CORP COM 458140100 50153 2367933 SH Sole 9 2367933 0 0
INTEL CORP OPT 458140100 14750 696400 SH Call Defined 9 0 696400 0
INTEL CORP OPT 458140100 51673 2439700 SH Put Defined 9 0 2439700 0
INTEL CORP COM 458140100 26 1234 SH Sole 20 0 1234 0
INTEL CORP COM 458140100 16049 757750 SH Sole 51 757750 0 0
INTEL CORP COM 458140100 1171 55276 SH Sole 56 55276 0 0
INTEL CORP COM 458140100 410 19360 SH Sole 57 19360 0 0
INTEL CORP COM 458140100 875 41296 SH Defined 60 41296 0 0
INTEL CORP COM 458140100 438 20693 SH No disc 61 20693 0 0
INTEL CORP COM 458140100 61 2890 SH Sole 99 2890 0 0
INTERACTIVE DATA CORP COM 45840J107 137 4800 SH Defined 8 4800 0 0
INTERACTIVE DATA CORP COM 45840J107 9 300 SH Sole 99 300 0 0
INTERACTIVE DATA CORP USD 0.01 COM 45840J107 761 26700 SH Defined 31 26700 0 0
INTERACTIVE INTELLIGENCE INC COM 45839M103 48 4084 SH Sole 9 4084 0 0
INTERCONTINENTAL HOTELS GROUP COM 45857P301 310 20500 SH Defined 31 20500 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 14 100 SH Defined 8 100 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 904 6930 SH Sole 9 6930 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 9634 73824 SH Sole 51 73824 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 23 180 SH Defined 60 180 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 149 1142 SH No disc 61 1142 0 0
INTERDIGITAL INC COM 45867G101 20 1000 SH Sole 56 1000 0 0
INTERDIGITAL INC COM 45867G101 28 1400 SH Defined 60 1400 0 0
INTERDIGITAL INC COM 45867G101 20 1000 SH Sole 99 1000 0 0
INTERFACE INC COM 458665106 38 2700 SH Defined 8 2700 0 0
INTERFACE INC COM 458665106 9 635 SH Sole 99 635 0 0
INTERFACE INC USD 0.1 COM 458665106 2 97 SH Defined 31 97 0 0
INTERLINE BRANDS INC COM 458743101 43 2300 SH Defined 8 2300 0 0
INTERLINE BRANDS INC USD 0.01 COM 458743101 30 1600 SH Defined 31 1600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 156 1354 SH Defined 8 1354 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 34752 301821 SH Sole 9 301821 0 0
INTERNATIONAL BUSINESS MACHS OPT 459200101 1728 15000 SH Call Defined 9 0 15000 0
INTERNATIONAL BUSINESS MACHS OPT 459200101 12666 110000 SH Put Defined 9 0 110000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 232 2015 SH Sole 12 0 0 2015
INTERNATIONAL BUSINESS MACHS COM 459200101 1864 16190 SH Sole 17 16190 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 201 1746 SH Sole 20 0 1746 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13691 118911 SH Sole 51 118911 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 726 6307 SH Sole 56 6307 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 495 4300 SH Sole 57 4300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4675 40600 SH Defined 60 40600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1342 11662 SH No disc 61 11662 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 430 3732 SH Sole 99 3732 0 0
INTERNATIONAL COAL GROUP INC U COM 45928H106 710 111800 SH Defined 31 111800 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2 42 SH Defined 8 42 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 292 6631 SH Sole 9 6631 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 42 959 SH Sole 51 959 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3 75 SH No disc 61 75 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 87 1968 SH Sole 99 1968 0 0
INTERNATIONAL FLAVOURS AND FRA COM 459506101 20170 457875 SH Defined 31 457875 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 10 228 SH Defined 8 228 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 295 7329 SH Sole 9 7329 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 12391 308170 SH Sole 51 308170 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 153 7100 SH Defined 8 7100 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 365 16959 SH Sole 9 16959 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 88 4081 SH No disc 61 4081 0 0
INTERNATIONAL RECTIFIER CORPOR COM 460254105 1533 71300 SH Defined 31 71300 0 0
INTERNATIONAL SHIPHOLDING CORP COM 460321201 85 4400 SH Defined 31 4400 0 0
INTERNATIONAL SPEEDWAY CORPORA COM 460335201 2114 51297 SH Defined 31 51297 0 0
INTERNATIONAL TOWER HILL MIN COM 46051L104 5 3100 SH No disc 61 3100 0 0
INTERNET CAP GROUP INC COM 46059C205 33 3100 SH Defined 8 3100 0 0
INTERNET CAP GROUP INC COM 46059C205 1 52 SH No disc 61 52 0 0
INTEROIL CORP COM 460951106 53 3206 SH No disc 61 3206 0 0
INTERPUBLIC GROUP COS INC COM 460690100 15 1816 SH Sole 9 1816 0 0
INTERPUBLIC GROUP COS INC COM 460690100 127 15135 SH Defined 60 15135 0 0
INTERPUBLIC GROUP COS INC COM 460690100 269 32005 SH No disc 61 32005 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4 500 SH Sole 99 500 0 0
INTERPUBLIC GROUP COS USD 0.1 COM 460690100 33546 3988761 SH Defined 31 3988761 0 0
INTERSIL CORP COM 46069S109 195 7600 SH Sole 9 7600 0 0
INTERSIL CORP COM 46069S109 162 6311 SH Defined 60 6311 0 0
INTERSIL CORPORATION USD 0.01 COM 46069S109 1609 62645 SH Defined 31 62645 0 0
INTERSTATE HOTELS & RESORTS IN COM 46088S106 18 3600 SH Defined 31 3600 0 0
INTERTAPE POLYMER GROUP INC COM 460919103 220 92960 SH Sole 9 92960 0 0
INTERVOICE INC NEW COM 461142101 26 3200 SH Defined 8 3200 0 0
INTERWOVEN INC COM 46114T508 143 13300 SH Defined 8 13300 0 0
INTEVAC INC USD NPV COM 461148108 308 23774 SH Defined 31 23774 0 0
INTL PAPER CO COM 460146103 631 23200 SH Sole 1 23200 0 0
INTL PAPER CO COM 460146103 11 387 SH Defined 8 387 0 0
INTL PAPER CO COM 460146103 680 24984 SH Sole 9 24984 0 0
INTL PAPER CO COM 460146103 125 4600 SH Sole 51 4600 0 0
INTL PAPER CO COM 460146103 187 6880 SH Sole 56 6880 0 0
INTL PAPER CO COM 460146103 5 200 SH Sole 99 200 0 0
INTROGEN THERAPEUTICS INC COM 46119F107 2 500 SH No disc 61 500 0 0
INTUIT COM 461202103 29 1064 SH Defined 8 1064 0 0
INTUIT COM 461202103 27 1013 SH Sole 9 1013 0 0
INTUIT COM 461202103 354 13100 SH Sole 51 13100 0 0
INTUIT COM 461202103 2 80 SH No disc 61 80 0 0
INTUITIVE SURGICAL INC COM 46120E602 18 53 SH Defined 8 53 0 0
INTUITIVE SURGICAL INC COM 46120E602 97 300 SH Sole 9 300 0 0
INTUITIVE SURGICAL INC. USD 0. COM 46120E602 608 1873 SH Defined 31 1873 0 0
INVACARE CORP COM 461203101 107 4800 SH Defined 8 4800 0 0
INVERNESS MED INNOVATIONS IN COM 46126P106 155 5142 SH No disc 50 5142 0 0
INVERNESS MED INNOVATIONS IN COM 46126P106 1 47 SH No disc 61 47 0 0
INVERNESS MED INNOVATIONS IN COM 46126P106 24 800 SH Sole 99 800 0 0
INVERSIONES Y REPRESENTA GDR R COM 450047204 1805 128400 SH Defined 31 128400 0 0
INVESCO LTD ADR G491BT108 17 690 SH Sole 9 690 0 0
INVESCO LTD COM G491BT108 278 11415 SH Sole 9 11415 0 0
INVESCO LTD COM G491BT108 44462 1825200 SH Defined 31 1825200 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 42 900 SH Defined 8 900 0 0
INVESTOOLS INC USD 0.01 COM 46145P103 1 76 SH Defined 31 76 0 0
INVESTORS BANCORP INC USD 0.01 COM 46146P102 2 77 SH Defined 31 77 0 0
INVESTORS REAL ESTATE TRUST RE COM 461730103 198 20207 SH Defined 31 20207 0 0
INVITROGEN CORP COM 46185R100 137 1600 SH Sole 9 1600 0 0
IOMEGA CORPORATION USD 0.033 COM 462030305 372 104100 SH Defined 31 104100 0 0
ION GEOPHYSICAL CORP COM 462044108 1035 75000 SH Sole 56 75000 0 0
ION GEOPHYSICAL CORP COM 462044108 1 100 SH No disc 61 100 0 0
ION GEOPHYSICAL CORPORATION US COM 462044108 1456 105500 SH Defined 31 105500 0 0
IPASS INC COM 46261V108 4 1307 SH No disc 61 1307 0 0
IPASS INC USD 0.001 COM 46261V108 1 21 SH Defined 31 21 0 0
IPC HOLDINGS LTD USD 0.01 COM G4933P101 1145 40876 SH Defined 31 40876 0 0
IPCS INC USD NPV COM 44980Y305 19 775 SH Defined 31 775 0 0
IRGRAM MIRCO INC USD 0.01 COM 457153104 17143 1082886 SH Defined 31 1082886 0 0
IROBOT CORP COM 462726100 38 2200 SH Defined 8 2200 0 0
IRON MOUNTAIN INC USD 0.01 COM 462846106 1344 50813 SH Defined 31 50813 0 0
IRON MTN INC COM 462846106 9 322 SH Sole 9 322 0 0
IRON MTN INC OPT 462846106 20024 757300 SH Put Defined 9 0 757300 0
IRVINE SENSORS CORP COM 463664508 0 395 SH Sole 99 395 0 0
ISCO INTL INC COM 46426P103 0 1423 SH No disc 61 1423 0 0
ISHARES COMEX GOLD TR UNIT 464285105 13601 150000 SH Sole 1 150000 0 0
ISHARES INC UNIT 464286400 16931 219800 SH Sole 1 219800 0 0
ISHARES INC COM 464286772 14374 257643 SH Sole 9 257643 0 0
ISHARES INC OPT 464286400 3313 43000 SH Call Defined 9 0 43000 0
ISHARES INC OPT 464286400 5554 72100 SH Put Defined 9 0 72100 0
ISHARES INC UNIT 464286400 56072 727927 SH Sole 9 727927 0 0
ISHARES INC UNIT 464286665 5227 38552 SH Sole 9 38552 0 0
ISHARES INC UNIT 464286731 0 3 SH Sole 9 3 0 0
ISHARES INC UNIT 464286822 1 10 SH Sole 9 10 0 0
ISHARES INC UNIT 464286848 40 3200 SH Sole 9 3200 0 0
ISHARES INC UNIT 464286871 24 1332 SH Sole 9 1332 0 0
ISHARES INC COM 464286699 573 26577 SH Sole 12 0 0 26577
ISHARES INC COM 464286848 1209 97699 SH Sole 12 0 0 97699
ISHARES INC COM 464286665 521 3843 SH Sole 17 3843 0 0
ISHARES INC COM 464286673 505 39560 SH Sole 17 39560 0 0
ISHARES INC COM 464286731 3560 224610 SH Sole 17 224610 0 0
ISHARES INC COM 464286772 2544 45594 SH Sole 17 45594 0 0
ISHARES INC COM 464286871 580 32300 SH Sole 17 32300 0 0
ISHARES INC FUND 464286830 767 64760 SH Sole 17 64760 0 0
ISHARES INC UNIT 464286400 50 650 SH Sole 20 0 650 0
ISHARES INC UNIT 464286665 1215 8961 SH Sole 20 0 8961 0
ISHARES INC UNIT 464286673 45 3500 SH Sole 20 0 3500 0
ISHARES INC UNIT 464286731 2285 144142 SH Sole 20 0 144142 0
ISHARES INC UNIT 464286772 3762 67419 SH Sole 20 0 67419 0
ISHARES INC UNIT 464286830 79 6595 SH Sole 20 0 6595 0
ISHARES INC UNIT 464286848 658 53174 SH Sole 20 0 53174 0
ISHARES INC UNIT 464286871 50 2800 SH Sole 20 0 2800 0
ISHARES INC COM 464286400 116310 1500000 SH Defined 32 1500000 0 0
ISHARES INC COM 464286822 89396 1525000 SH Defined 32 1525000 0 0
ISHARES INC COM 464286202 1009 30000 SH Defined 60 30000 0 0
ISHARES INC COM 464286301 237 10000 SH Defined 60 10000 0 0
ISHARES INC COM 464286509 12 405 SH Defined 60 405 0 0
ISHARES INC COM 464286764 614 10000 SH Defined 60 10000 0 0
ISHARES INC COM 464286806 630 20000 SH Defined 60 20000 0 0
ISHARES INC COM 464286822 333 5630 SH Defined 60 5630 0 0
ISHARES INC COM 464286848 313 25349 SH Defined 60 25349 0 0
ISHARES INC COM 464286848 15 1200 SH No disc 61 1200 0 0
ISHARES INC FUND 464286509 1640 54135 SH Sole 99 54135 0 0
ISHARES INC FUND 464286848 9 760 SH Sole 99 760 0 0
ISHARES S&P GSCI COMMODITY I UNIT 46428R107 18469 319202 SH Sole 9 319202 0 0
ISHARES TR UNIT 464287226 51459 501160 SH Sole 1 501160 0 0
ISHARES TR UNIT 464287432 1103 11500 SH Sole 1 11500 0 0
ISHARES TR UNIT 464287440 4633 50525 SH Sole 1 50525 0 0
ISHARES TR UNIT 464287457 4945 58700 SH Sole 1 58700 0 0
ISHARES TR UNIT 464287465 2876 40000 SH Sole 1 40000 0 0
ISHARES TR COM 464287390 73639 291640 SH Sole 9 291640 0 0
ISHARES TR UNIT 464287101 2270 37000 SH Sole 9 37000 0 0
ISHARES TR UNIT 464287168 14455 249791 SH Sole 9 249791 0 0
ISHARES TR UNIT 464287226 51459 501160 SH Sole 9 501160 0 0
ISHARES TR UNIT 464287234 89458 665711 SH Sole 9 665711 0 0
ISHARES TR UNIT 464287432 1103 11500 SH Sole 9 11500 0 0
ISHARES TR UNIT 464287440 4621 50400 SH Sole 9 50400 0 0
ISHARES TR UNIT 464287465 92847 1291337 SH Sole 9 1291337 0 0
ISHARES TR UNIT 464287564 5547 69000 SH Sole 9 69000 0 0
ISHARES TR UNIT 464287655 27258 399152 SH Sole 9 399152 0 0
ISHARES TR UNIT 464287739 1566 24050 SH Sole 9 24050 0 0
ISHARES TR UNIT 464288851 3448 50000 SH Sole 9 50000 0 0
ISHARES TR COM 464287200 11042 83504 SH Sole 12 0 0 83504
ISHARES TR COM 464287101 7600 123880 SH Sole 17 123880 0 0
ISHARES TR COM 464287176 4701 42775 SH Sole 17 42775 0 0
ISHARES TR COM 464287184 1429 10571 SH Sole 17 10571 0 0
ISHARES TR COM 464287200 8548 64643 SH Sole 17 64643 0 0
ISHARES TR COM 464287234 3622 26957 SH Sole 17 26957 0 0
ISHARES TR COM 464287390 245 970 SH Sole 17 970 0 0
ISHARES TR COM 464287549 853 16834 SH Sole 17 16834 0 0
ISHARES TR COM 464287630 341 5200 SH Sole 17 5200 0 0
ISHARES TR COM 464287655 198 2905 SH Sole 17 2905 0 0
ISHARES TR UNIT 464287101 350 5700 SH Sole 20 0 5700 0
ISHARES TR UNIT 464287184 76 563 SH Sole 20 0 563 0
ISHARES TR UNIT 464287200 29143 220400 SH Sole 20 0 220400 0
ISHARES TR UNIT 464287234 1284 9555 SH Sole 20 0 9555 0
ISHARES TR UNIT 464287549 3371 66498 SH Sole 20 0 66498 0
ISHARES TR UNIT 464288372 62 1380 SH Sole 20 0 1380 0
ISHARES TR COM 464287234 20093 150000 SH Defined 32 150000 0 0
ISHARES TR COM 464287655 390849 5700000 SH Defined 32 5700000 0 0
ISHARES TR COM 464288869 18612 400000 SH Defined 32 400000 0 0
ISHARES TR COM 464287200 3825 28927 SH Defined 60 28927 0 0
ISILON SYS INC COM 46432L104 4 800 SH Defined 8 800 0 0
ISIS PHARMACEUTICALS INC OPT 464330109 1553 110000 SH Call Defined 9 0 110000 0
ISIS PHARMACEUTICALS INC COM 464330109 1688 119600 SH Defined 60 119600 0 0
ISIS PHARMACEUTICALS INC COM 464330109 9 655 SH No disc 61 655 0 0
ISIS PHARMACEUTICALS INC USD 0 COM 464330109 3361 238182 SH Defined 31 238182 0 0
ISLE OF CAPRI CASINOS USD 0.01 COM 464592104 858 119914 SH Defined 31 119914 0 0
ISOLAGEN INC COM 46488N103 28 52924 SH No disc 61 52924 0 0
ISTAR FINL INC COM 45031U101 644 45910 SH Sole 9 45910 0 0
I-TRAX INC COM 45069D203 367 68600 SH Sole 9 68600 0 0
ITRON INC COM 465741106 359 3984 SH Sole 9 3984 0 0
ITRON INC USD NPV COM 465741106 4967 55042 SH Defined 31 55042 0 0
ITT CORP NEW COM 450911102 9 155 SH Defined 8 155 0 0
ITT CORP NEW COM 450911102 3904 75357 SH Sole 9 75357 0 0
ITT CORP NEW COM 450911102 83 1600 SH Sole 51 1600 0 0
ITT CORP NEW COM 450911102 154 2978 SH No disc 61 2978 0 0
ITT CORPORATION USD 1 COM 450911102 24885 480300 SH Defined 31 480300 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 803 17500 SH Sole 51 17500 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 42 915 SH Sole 56 915 0 0
ITT EDUCATIONAL SERVICES INC U COM 45068B109 2542 55344 SH Defined 31 55344 0 0
IVANHOE ENERGY INC COM 465790103 77 42265 SH No disc 61 42265 0 0
IVANHOE MINES LTD COM 46579N103 159 15400 SH Sole 9 15400 0 0
IVANHOE MINES LTD COM 46579N103 41 4000 SH No disc 61 4000 0 0
IVANHOE MINES LTD COM 46579N103 65 6300 SH Sole 99 6300 0 0
IXIA COM 45071R109 19 2400 SH Defined 8 2400 0 0
IXIA USD NPV COM 45071R109 480 61734 SH Defined 31 61734 0 0
J & J SNACK FOODS CORP USD NPV COM 466032109 44 1579 SH Defined 31 1579 0 0
J2 GLOBAL COMMUNICATIONS INC U COM 46626E205 2451 109800 SH Defined 31 109800 0 0
JABIL CIRCUIT INC COM 466313103 4 327 SH Defined 8 327 0 0
JABIL CIRCUIT INC COM 466313103 7 772 SH Sole 9 772 0 0
JABIL CIRCUIT INC USD 0.001 COM 466313103 3039 321164 SH Defined 31 321164 0 0
JACK IN THE BOX INC USD 0.01 COM 466367109 2368 88100 SH Defined 31 88100 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 120 1620 SH Defined 8 1620 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 535 7267 SH Sole 9 7267 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1935 26300 SH Sole 51 26300 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 117 1588 SH Sole 56 1588 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 4 51 SH No disc 61 51 0 0
JAMES RIVER COAL CO COM 470355207 4 250 SH No disc 61 250 0 0
JAMES RIVER COAL COMPANY USD 0 COM 470355207 1640 93577 SH Defined 31 93577 0 0
JANUS CAP GROUP INC COM 47102X105 4 155 SH Defined 8 155 0 0
JANUS CAP GROUP INC COM 47102X105 16 671 SH Sole 9 671 0 0
JANUS CAP GROUP INC COM 47102X105 110 4718 SH No disc 61 4718 0 0
JANUS CAPITAL GROUP INCORPORAT COM 47102X105 17913 769787 SH Defined 31 769787 0 0
JARDEN CORP COM 471109108 13 600 SH Defined 60 600 0 0
JARDEN CORPORATION USD 0.01 COM 471109108 394 18099 SH Defined 31 18099 0 0
JAZZ PHARMACEUTICALS INC COM 472147107 59 6588 SH No disc 61 6588 0 0
JB HUNT TRANSPORT SERVICES USD COM 445658107 17971 571761 SH Defined 31 571761 0 0
JDA SOFTWARE GROUP INC COM 46612K108 159 8700 SH Defined 8 8700 0 0
JDA SOFTWARE INC USD 0.01 COM 46612K108 1 37 SH Defined 31 37 0 0
JDS UNIPHASE CORP COM 46612J507 327 24457 SH Sole 9 24457 0 0
JDS UNIPHASE CORP COM 46612J507 1 50 SH Sole 12 0 0 50
JDS UNIPHASE CORP COM 46612J507 1 38 SH Sole 20 0 38 0
JDS UNIPHASE CORP COM 46612J507 43 3219 SH Sole 56 3219 0 0
JDS UNIPHASE CORP COM 46612J507 24 1783 SH No disc 61 1783 0 0
JER INVESTORS TRUST INC REIT U COM 46614H301 62 7200 SH Defined 31 7200 0 0
JETBLUE AWYS CORP COM 477143101 484 83414 SH Sole 9 83414 0 0
JO-ANN STORES INC COM 47758P307 65 4400 SH Defined 8 4400 0 0
JOES JEANS INC COM 47777N101 0 200 SH No disc 61 200 0 0
JOHNSON & JOHNSON COM 478160104 273 4200 SH Defined 8 4200 0 0
JOHNSON & JOHNSON COM 478160104 110262 1699739 SH Sole 9 1699739 0 0
JOHNSON & JOHNSON OPT 478160104 94062 1450000 SH Call Defined 9 0 1450000 0
JOHNSON & JOHNSON OPT 478160104 142714 2200000 SH Put Defined 9 0 2200000 0
JOHNSON & JOHNSON COM 478160104 9 141 SH No disc 10 141 0 0
JOHNSON & JOHNSON COM 478160104 144 2218 SH Sole 12 0 0 2218
JOHNSON & JOHNSON COM 478160104 208 3202 SH Sole 20 0 3202 0
JOHNSON & JOHNSON COM 478160104 9198 141802 SH Sole 51 141802 0 0
JOHNSON & JOHNSON COM 478160104 485 7484 SH Sole 56 7484 0 0
JOHNSON & JOHNSON COM 478160104 130 2000 SH Sole 57 2000 0 0
JOHNSON & JOHNSON COM 478160104 1425 21972 SH Defined 60 21972 0 0
JOHNSON & JOHNSON COM 478160104 753 11618 SH No disc 61 11618 0 0
JOHNSON & JOHNSON COM 478160104 668 10287 SH Sole 99 10287 0 0
JOHNSON CTLS INC COM 478366107 20 588 SH Defined 8 588 0 0
JOHNSON CTLS INC COM 478366107 755 22324 SH Sole 9 22324 0 0
JOHNSON CTLS INC COM 478366107 3506 103727 SH Sole 51 103727 0 0
JONES APPAREL GROUP INC COM 480074103 4 246 SH Defined 8 246 0 0
JONES APPAREL GROUP INC COM 480074103 1077 80287 SH Sole 9 80287 0 0
JONES APPAREL GROUP INC USD 0. COM 480074103 292 21697 SH Defined 31 21697 0 0
JONES LANG LASALLE INC COM 48020Q107 55 700 SH Defined 8 700 0 0
JONES LANG LASALLE INC COM 48020Q107 63 813 SH Sole 9 813 0 0
JONES LANG LASALLE INC COM 48020Q107 39 500 SH Sole 56 500 0 0
JONES LANG LASALLE INC USD 0.0 COM 48020Q107 11091 143396 SH Defined 31 143396 0 0
JOS A BANK CLOTHIERS INC USD 0 COM 480838101 2548 124280 SH Defined 31 124280 0 0
JOURNAL COMMUNICATIONS INC COM 481130102 60 8000 SH Defined 8 8000 0 0
JOY GLOBAL INC COM 481165108 10 150 SH Defined 8 150 0 0
JOY GLOBAL INC COM 481165108 562 8627 SH Sole 9 8627 0 0
JOY GLOBAL INC USD 1 COM 481165108 27670 424633 SH Defined 31 424633 0 0
JP MORGAN CHASE & CO COM 46625H100 86 2000 SH Sole 1 2000 0 0
JP MORGAN CHASE & CO COM 46625H100 260 6037 SH Defined 8 6037 0 0
JP MORGAN CHASE & CO COM 46625H100 21933 510672 SH Sole 9 510672 0 0
JP MORGAN CHASE & CO OPT 46625H100 14238 331500 SH Call Defined 9 0 331500 0
JP MORGAN CHASE & CO OPT 46625H100 47224 1099500 SH Put Defined 9 0 1099500 0
JP MORGAN CHASE & CO COM 46625H100 50 1165 SH Sole 20 0 1165 0
JP MORGAN CHASE & CO COM 46625H100 42802 996570 SH Sole 51 996570 0 0
JP MORGAN CHASE & CO COM 46625H100 814 18958 SH Sole 56 18958 0 0
JP MORGAN CHASE & CO COM 46625H100 120 2797 SH Sole 57 2797 0 0
JP MORGAN CHASE & CO COM 46625H100 984 22900 SH Sole 59 22900 0 0
JP MORGAN CHASE & CO COM 46625H100 1613 37549 SH No disc 61 37549 0 0
JP MORGAN CHASE & CO COM 46625H100 388 9022 SH Sole 99 9022 0 0
JP MORGAN CHASE & CO. USD 1 COM 46625H100 30310 705700 SH Defined 31 705700 0 0
JUNIPER NETWORKS INC COM 48203R104 26 1028 SH Defined 8 1028 0 0
JUNIPER NETWORKS INC COM 48203R104 483 19333 SH Sole 9 19333 0 0
JUNIPER NETWORKS INC COM 48203R104 2282 91252 SH Sole 51 91252 0 0
JUNIPER NETWORKS INC COM 48203R104 152 6064 SH No disc 61 6064 0 0
K V PHARMACEUTICAL CO COM 482740206 160 6400 SH Defined 8 6400 0 0
KAISER ALUMINUM CORPORATION US COM 483007704 4740 68396 SH Defined 31 68396 0 0
KAMAN CORP COM 483548103 159 5600 SH Defined 8 5600 0 0
KANSAS CITY SOUTHERN COM 485170302 161 4000 SH Defined 8 4000 0 0
KANSAS CITY SOUTHERN COM 485170302 27 679 SH No disc 61 679 0 0
KANSAS CITY SOUTHERN USD 0.01 COM 485170302 2026 50500 SH Defined 31 50500 0 0
KB HOME COM 48666K109 1 21 SH Defined 8 21 0 0
KB HOME COM 48666K109 496 20042 SH Sole 9 20042 0 0
KB HOME OPT 48666K109 2726 110200 SH Put Defined 9 0 110200 0
KBR INC COM 48242W106 161 5800 SH Defined 8 5800 0 0
KBR INC COM 48242W106 699 25203 SH Sole 9 25203 0 0
KBW INC COM 482423100 120 5400 SH Defined 8 5400 0 0
KEARNY FINL CORP COM 487169104 4 300 SH Defined 8 300 0 0
KEEGAN RES INC COM 487275109 0 100 SH No disc 61 100 0 0
KELLOGG CO COM 487836108 9 166 SH Defined 8 166 0 0
KELLOGG CO COM 487836108 53 1015 SH Sole 9 1015 0 0
KELLOGG CO COM 487836108 1534 29178 SH Sole 51 29178 0 0
KELLOGG CO COM 487836108 196 3712 SH No disc 61 3712 0 0
KELLY SERVICES INC USD 1 COM 488152208 49 2369 SH Defined 31 2369 0 0
KELLY SVCS INC COM 488152208 9 400 SH Defined 8 400 0 0
KEMET CORP COM 488360108 64 15700 SH Defined 8 15700 0 0
KENDLE INTERNATIONAL INC COM 48880L107 5669 126200 SH Sole 9 126200 0 0
KENDLE INTERNATIONAL INC USD N COM 48880L107 44 977 SH Defined 31 977 0 0
KENNAMETAL INC COM 489170100 133 4500 SH Defined 8 4500 0 0
KENNAMETAL INC COM 489170100 396 13447 SH Sole 9 13447 0 0
KENNAMETAL INC USD 1.25 COM 489170100 11060 375780 SH Defined 31 375780 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 8 13149 SH Sole 9 13149 0 0
KEY ENERGY SERVICES INC USD 0. COM 492914106 4220 314400 SH Defined 31 314400 0 0
KEY TECHNOLOGY INC USD NPV COM 493143101 60 2000 SH Defined 31 2000 0 0
KEYCORP NEW COM 493267108 13 572 SH Defined 8 572 0 0
KEYCORP NEW COM 493267108 1549 70574 SH Sole 9 70574 0 0
KEYCORP NEW COM 493267108 35 1600 SH Sole 51 1600 0 0
KEYCORP NEW COM 493267108 120 5463 SH Sole 56 5463 0 0
KEYCORP NEW COM 493267108 41 1872 SH No disc 61 1872 0 0
KEYNOTE SYS INC COM 493308100 1 47 SH No disc 61 47 0 0
KFORCE INC USD 0.01 COM 493732101 337 38034 SH Defined 31 38034 0 0
KHD HUMBOLDT WEDAG INTERNATION COM 482462108 13 500 SH Defined 31 500 0 0
KILROY REALTY CORPORATION REIT COM 49427F108 21344 434600 SH Defined 31 434600 0 0
KILROY RLTY CORP COM 49427F108 114 2320 SH Sole 9 2320 0 0
KIMBALL INTERNATIONAL INC USD COM 494274103 152 14100 SH Defined 31 14100 0 0
KIMBERLY CLARK CORP COM 494368103 30 462 SH Defined 8 462 0 0
KIMBERLY CLARK CORP COM 494368103 3963 61397 SH Sole 9 61397 0 0
KIMBERLY CLARK CORP COM 494368103 205 3174 SH Sole 51 3174 0 0
KIMBERLY CLARK CORP COM 494368103 102 1582 SH No disc 61 1582 0 0
KIMBERLY-CLARK CORP USD 1.25 COM 494368103 21392 331400 SH Defined 31 331400 0 0
KIMCO REALTY CORP COM 49446R109 4 96 SH Defined 8 96 0 0
KIMCO REALTY CORP COM 49446R109 9876 252134 SH Sole 9 252134 0 0
KIMCO REALTY CORPORATION REIT COM 49446R109 14125 360600 SH Defined 31 360600 0 0
KINDER MORGAN ENERGY PARTNER COM 494550106 1387 25359 SH Sole 9 25359 0 0
KINDER MORGAN MANAGEMENT LLC COM 49455U100 66 1288 SH Sole 9 1288 0 0
KINDER MORGAN MANAGEMENT LLC N COM 49455U100 797 15629 SH Defined 31 15629 0 0
KINETIC CONCEPTS INC USD 0.001 COM 49460W208 8904 192600 SH Defined 31 192600 0 0
KING PHARMACEUTICAL INC USD NP COM 495582108 600 68900 SH Defined 31 68900 0 0
KING PHARMACEUTICALS INC COM 495582108 161 18400 SH Defined 8 18400 0 0
KING PHARMACEUTICALS INC COM 495582108 3 348 SH Sole 9 348 0 0
KING PHARMACEUTICALS INC COM 495582108 964 110787 SH Sole 51 110787 0 0
KING PHARMACEUTICALS INC COM 495582108 36 4168 SH Sole 56 4168 0 0
KINROSS GOLD CORP COM 496902404 21 946 SH Sole 9 946 0 0
KINROSS GOLD CORP COM 496902404 72 3279 SH No disc 61 3279 0 0
KIRBY CORP COM 497266106 48 845 SH Sole 56 845 0 0
KIRBY CORP USD 0.1 COM 497266106 23388 410300 SH Defined 31 410300 0 0
KITE RLTY GROUP TR COM 49803T102 177 12665 SH Sole 9 12665 0 0
KKR FINANCIAL CORP USD NPV COM 48248A306 5778 456381 SH Defined 31 456381 0 0
KKR FINANCIAL HLDGS LLC COM 48248A306 8552 675518 SH Sole 1 675518 0 0
KLA-TENCOR CORP COM 482480100 19 511 SH Defined 8 511 0 0
KLA-TENCOR CORP COM 482480100 1351 36425 SH Sole 9 36425 0 0
KLA-TENCOR CORP OPT 482480100 1855 50000 SH Put Defined 9 0 50000 0
KLA-TENCOR CORP COM 482480100 96 2600 SH Sole 51 2600 0 0
KLA-TENCOR CORP COM 482480100 19 500 SH No disc 61 500 0 0
KNIGHT CAPITAL GROUP INC COM 499005106 139 8500 SH Defined 8 8500 0 0
KNIGHT CAPITAL GROUP INC USD 0 COM 499005106 314 19279 SH Defined 31 19279 0 0
KNIGHT TRANSPORTATION INC USD COM 499064103 75 4500 SH Defined 31 4500 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 40 1500 SH Defined 8 1500 0 0
KNOLL INC USD 0.01 COM 498904200 2907 251900 SH Defined 31 251900 0 0
KOHLS CORP COM 500255104 123 2865 SH Defined 8 2865 0 0
KOHLS CORP COM 500255104 2646 61692 SH Sole 9 61692 0 0
KOHLS CORP OPT 500255104 4727 110200 SH Call Defined 9 0 110200 0
KOHLS CORP OPT 500255104 12820 298900 SH Put Defined 9 0 298900 0
KOHLS CORP COM 500255104 854 19899 SH Sole 51 19899 0 0
KONA GRILL INC USD 0.01 COM 50047H201 7 700 SH Defined 31 700 0 0
KONINKLIJKE PHILIPS ELEC NY RE COM 500472303 3144 82000 SH Defined 31 82000 0 0
KONINKLIJKE PHILIPS ELECTRS GDR 500472303 20678 539323 SH Sole 9 539323 0 0
KONINKLIJKE PHILIPS ELECTRS COM 500472303 7 194 SH Sole 99 194 0 0
KOPPERS HOLDINGS INC USD 0.01 COM 50060P106 1401 31600 SH Defined 31 31600 0 0
KOREA ELECTRIC POWER ADR REP 0 COM 500631106 11872 789300 SH Defined 31 789300 0 0
KOREA ELECTRIC PWR ADR 500631106 19 1250 SH Sole 9 1250 0 0
KOREA ELECTRIC PWR BOND 500631106 2103 139851 PRN Sole 9 139851 0 0
KOREA EQUITY FD INC COM 50063B104 39 3600 SH Sole 9 3600 0 0
KOSAN BIOSCIENCES INC USD 0.00 COM 50064W107 1 58 SH Defined 31 58 0 0
KRAFT FOODS INC COM 50075N104 52 1653 SH Defined 8 1653 0 0
KRAFT FOODS INC COM 50075N104 2438 78624 SH Sole 9 78624 0 0
KRAFT FOODS INC COM 50075N104 21 671 SH No disc 10 671 0 0
KRAFT FOODS INC COM 50075N104 24978 803900 SH Defined 32 803900 0 0
KRAFT FOODS INC COM 50075N104 558 18000 SH Sole 51 18000 0 0
KRAFT FOODS INC COM 50075N104 72 2318 SH Defined 60 2318 0 0
KRAFT FOODS INC COM 50075N104 154 4950 SH No disc 61 4950 0 0
KRAFT FOODS INC COM 50075N104 21 671 SH Shared/ 61 671 0 0
KRAFT FOODS INC COM 50075N104 16 518 SH Sole 99 518 0 0
KROGER CO COM 501044101 14 535 SH Defined 8 535 0 0
KROGER CO COM 501044101 332 13087 SH Sole 9 13087 0 0
KROGER CO COM 501044101 7236 284860 SH Sole 51 284860 0 0
KROGER CO COM 501044101 118 4639 SH Sole 56 4639 0 0
KROGER CO COM 501044101 34 1338 SH No disc 61 1338 0 0
KSW INC COM 48268R106 2 367 SH No disc 61 367 0 0
K-SWISS INC COM 482686102 100 6300 SH Defined 8 6300 0 0
K-SWISS INC USD 0.01 COM 482686102 1233 77885 SH Defined 31 77885 0 0
KT CORP COM 48268K101 356 14999 SH Sole 51 14999 0 0
KT CORPORATION ADR REP 0.5 ORD COM 48268K101 6622 278800 SH Defined 31 278800 0 0
KUBOTA CORPORATION ADR REP 5 O COM 501173207 85 2700 SH Defined 31 2700 0 0
KULICKE & SOFFA INDS INC COM 501242101 0 100 SH No disc 61 100 0 0
KULICKE & SOFFA INDUSTRIES INC COM 501242101 1012 211621 SH Defined 31 211621 0 0
KVH INDUSTRIES INC USD 0.01 COM 482738101 56 7012 SH Defined 31 7012 0 0
L.B. FOSTER COMPANY USD 0.01 COM 350060109 91 2100 SH Defined 31 2100 0 0
L-1 IDENTITY SOLUTIONS INC COM 50212A106 14 1016 SH No disc 61 1016 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 14 120 SH Defined 8 120 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 896 8192 SH Sole 9 8192 0 0
L-3 COMMUNICATIONS HLDGS INC OPT 502424104 2942 26900 SH Put Defined 9 0 26900 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2951 26995 SH Sole 51 26995 0 0
LA JOLLA PHARMACEUTICAL CO COM 503459307 0 235 SH Sole 99 235 0 0
LA Z BOY INC COM 505336107 217 26046 SH Sole 9 26046 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 11 136 SH Defined 8 136 0 0
LABORATORY CORP AMER HLDGS COM 50540R409 418 5674 SH Sole 9 5674 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 0 1 SH Sole 99 1 0 0
LADISH CO INC USD 0.01 COM 505754200 3 60 SH Defined 31 60 0 0
LAKES ENTERTAINMENT INC USD 0. COM 51206P109 48 10777 SH Defined 31 10777 0 0
LAM RESEARCH CORP COM 512807108 7 180 SH Defined 8 180 0 0
LAM RESEARCH CORP COM 512807108 11 300 SH Sole 9 300 0 0
LAM RESEARCH CORP COM 512807108 19648 514079 SH Sole 51 514079 0 0
LAM RESEARCH CORP COM 512807108 46 1200 SH No disc 61 1200 0 0
LAM RESEARCH USD 0.001 COM 512807108 553 14458 SH Defined 31 14458 0 0
LAMAR ADVERTISING CO COM 512815101 145 4012 SH Defined 8 4012 0 0
LAMAR ADVERTISING CO COM 512815101 4 100 SH Sole 9 100 0 0
LAN CHILE SA ADR REP 5 ORD COM 501723100 1830 129600 SH Defined 31 129600 0 0
LANCE INC USD 0.833 COM 514606102 85 4333 SH Defined 31 4333 0 0
LANDAUER INC USD 0.1 COM 51476K103 1269 25200 SH Defined 31 25200 0 0
LANDEC CORPORATION USD 0.001 COM 514766104 468 55455 SH Defined 31 55455 0 0
LANDSTAR SYS INC COM 515098101 36 696 SH Sole 56 696 0 0
LANDSTAR SYSTEMS INC USD 0.01 COM 515098101 746 14300 SH Defined 31 14300 0 0
LANOPTICS LIMITED ILS 0.02 COM M6706C103 314 28350 SH Defined 31 28350 0 0
LAS VEGAS SANDS CORP COM 517834107 2888 39220 SH Sole 9 39220 0 0
LAS VEGAS SANDS CORP COM 517834107 7879 107000 SH Sole 51 107000 0 0
LAS VEGAS SANDS CORP COM 517834107 92 1250 SH Defined 60 1250 0 0
LAS VEGAS SANDS CORP COM 517834107 7 100 SH No disc 61 100 0 0
LASALLE HOTEL PPTYS COM 517942108 82 2839 SH Sole 9 2839 0 0
LASALLE HOTEL PROPERTIES REIT COM 517942108 9246 321800 SH Defined 31 321800 0 0
LATTICE SEMICONDUCTOR CO USD 0 COM 518415104 379 133372 SH Defined 31 133372 0 0
LAUDER ESTEE COS INC COM 518439104 5 96 SH Defined 8 96 0 0
LAUDER ESTEE COS INC COM 518439104 290 6332 SH Sole 9 6332 0 0
LAUDER ESTEE COS INC COM 518439104 280 6094 SH Sole 51 6094 0 0
LAUDER ESTEE COS INC COM 518439104 16 350 SH Sole 56 350 0 0
LAWSON PRODUCTS INC USD 1 COM 520776105 111 4000 SH Defined 31 4000 0 0
LAWSON SOFTWARE INC NEW COM 52078P102 6024 800033 SH Sole 9 800033 0 0
LAWSON SOFTWARE USD 0.01 COM 52078P102 54 7141 SH Defined 31 7141 0 0
LAYNE CHRISTENSEN CO COM 521050104 158 4500 SH Defined 8 4500 0 0
LAYNE CHRISTENSEN CO USD 0.01 COM 521050104 185 5263 SH Defined 31 5263 0 0
LEAP WIRELESS INTL INC COM 521863308 117 2500 SH Sole 9 2500 0 0
LEAR CORP OPT 521865105 9077 350300 SH Put Defined 9 0 350300 0
LEAR CORP COM 521865105 43 1677 SH Sole 56 1677 0 0
LEAR CORP COM 521865105 9 350 SH No disc 61 350 0 0
LEE ENTERPRISES INC COM 523768109 211 21109 SH Sole 9 21109 0 0
LEGG MASON INC COM 524901105 2 21 SH Defined 8 21 0 0
LEGG MASON INC COM 524901105 5171 92376 SH Sole 9 92376 0 0
LEGG MASON INC COM 524901105 6 100 SH Sole 51 100 0 0
LEGG MASON INC USD 0.1 COM 524901105 2273 40597 SH Defined 31 40597 0 0
LEGGETT & PLATT INC COM 524660107 4 234 SH Defined 8 234 0 0
LEGGETT & PLATT INC COM 524660107 996 65284 SH Sole 9 65284 0 0
LEGGETT & PLATT INC USD 0.01 COM 524660107 17093 1120800 SH Defined 31 1120800 0 0
LEHMAN BROS HLDGS INC COM 524908100 23 601 SH Defined 8 601 0 0
LEHMAN BROS HLDGS INC COM 524908100 3413 90682 SH Sole 9 90682 0 0
LEHMAN BROS HLDGS INC OPT 524908100 2635 70000 SH Put Defined 9 0 70000 0
LEHMAN BROS HLDGS INC COM 524908100 10755 285745 SH Sole 51 285745 0 0
LEHMAN BROS HLDGS INC COM 524908100 104 2753 SH Sole 56 2753 0 0
LEHMAN BROS HLDGS INC COM 524908100 76 2028 SH No disc 61 2028 0 0
LEHMAN BROS HOLDINGS INC USD 0 COM 524908100 456 12100 SH Defined 31 12100 0 0
LENNAR CORP COM 526057104 10 553 SH Sole 9 553 0 0
LENNAR CORP COM 526057302 1824 105724 SH Sole 9 105724 0 0
LENNOX INTERNATIONAL INC USD 0 COM 526107107 10612 295000 SH Defined 31 295000 0 0
LENNOX INTL INC COM 526107107 12 345 SH Sole 56 345 0 0
LEUCADIA NATIONAL CORP USD 1 COM 527288104 20665 456986 SH Defined 31 456986 0 0
LEUCADIA NATL CORP COM 527288104 115 2542 SH Defined 8 2542 0 0
LEUCADIA NATL CORP COM 527288104 32 707 SH Sole 9 707 0 0
LEUCADIA NATL CORP COM 527288104 13751 304100 SH Sole 51 304100 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 5 2102 SH Defined 8 2102 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4 1791 SH Sole 9 1791 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4 1941 SH Defined 60 1941 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 92 43365 SH No disc 61 43365 0 0
LEVITT CORPORATION USD 0.01 COM 52742P108 20 10100 SH Defined 31 10100 0 0
LEXICON PHARMACEURICALS INC US COM 528872104 38 18807 SH Defined 31 18807 0 0
LEXINGTON REALTY TRUST COM 529043101 2039 141440 SH Defined 8 141440 0 0
LEXINGTON REALTY TRUST BOND 529043101 22604 1568653 PRN Sole 9 1568653 0 0
LEXMARK INTERNATIONAL INC USD COM 529771107 5871 191100 SH Defined 31 191100 0 0
LEXMARK INTL NEW COM 529771107 7 210 SH Defined 8 210 0 0
LEXMARK INTL NEW COM 529771107 2346 76369 SH Sole 9 76369 0 0
LEXMARK INTL NEW OPT 529771107 3072 100000 SH Call Defined 9 0 100000 0
LEXMARK INTL NEW OPT 529771107 3072 100000 SH Put Defined 9 0 100000 0
LEXMARK INTL NEW COM 529771107 12 391 SH Sole 56 391 0 0
LEXMARK INTL NEW COM 529771107 7 230 SH No disc 61 230 0 0
LG PHILIPS LCD CO LIMITED ADR COM 50186V102 16703 748000 SH Defined 31 748000 0 0
LIBERTY GLOBAL INC COM 530555101 10 273 SH Defined 8 273 0 0
LIBERTY GLOBAL INC COM 530555101 635 18629 SH Sole 9 18629 0 0
LIBERTY GLOBAL INC COM 530555309 8 231 SH Sole 9 231 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 GLOBAL INC USD 0.01 COM 530555101 21054 617760 SH Defined 31 617760 0 0
LIBERTY GLOBAL INC USD 0.01 COM 530555309 7170 220744 SH Defined 31 220744 0 0
LIBERTY MEDIA CORP BOND 530715AR2 1485000 22000000 PRN Sole 9 22000000 0 0
LIBERTY MEDIA CORP - CAPITAL T COM 53071M104 12027 745130 SH Defined 31 745130 0 0
LIBERTY MEDIA CORP - ENTERTAIN COM 53071M500 23250 1026921 SH Defined 31 1026921 0 0
LIBERTY MEDIA CORP NEW COM 53071M104 14 845 SH Defined 8 845 0 0
LIBERTY MEDIA CORP NEW COM 53071M302 159 10100 SH Defined 8 10100 0 0
LIBERTY MEDIA CORP NEW COM 53071M104 18 1092 SH Sole 9 1092 0 0
LIBERTY MEDIA CORP NEW COM 53071M302 2 100 SH Sole 9 100 0 0
LIBERTY MEDIA CORP NEW COM 53071M500 319 14074 SH Sole 9 14074 0 0
LIBERTY MEDIA CORP NEW COM 53071M104 0 29 SH No disc 61 29 0 0
LIBERTY MEDIA CORP NEW COM 53071M302 0 5 SH No disc 61 5 0 0
LIBERTY MEDIA CORP NEW COM 53071M104 6 370 SH Sole 99 370 0 0
LIBERTY MEDIA CORP NEW COM 53071M302 1 78 SH Sole 99 78 0 0
LIBERTY MEDIA CORP NEW COM 53071M500 7 312 SH Sole 99 312 0 0
LIBERTY PPTY TR COM 531172104 1121 36045 SH Sole 9 36045 0 0
LIFECELL CORP USD 0.001 COM 531927101 657 15623 SH Defined 31 15623 0 0
LIFECORE BIOMEDICAL INC USD 0. COM 532187101 124 7249 SH Defined 31 7249 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 0 7 SH No disc 61 7 0 0
LIFETIME BRANDS INC BOND 53222Q103 1596 178572 PRN Sole 9 178572 0 0
LIGAND PHARMACEUTICALS INC COM 53220K207 2 600 SH No disc 61 600 0 0
LIHIR GOLD LTD COM 532349107 10191 320260 SH Sole 9 320260 0 0
LILLY ELI & CO COM 532457108 138 2666 SH Defined 8 2666 0 0
LILLY ELI & CO COM 532457108 17825 345513 SH Sole 9 345513 0 0
LILLY ELI & CO OPT 532457108 13852 268500 SH Call Defined 9 0 268500 0
LILLY ELI & CO OPT 532457108 55362 1073100 SH Put Defined 9 0 1073100 0
LILLY ELI & CO COM 532457108 66 1270 SH Sole 20 0 1270 0
LILLY ELI & CO COM 532457108 1269 24600 SH Sole 51 24600 0 0
LILLY ELI & CO COM 532457108 579 11223 SH Sole 56 11223 0 0
LILLY ELI & CO COM 532457108 155 3000 SH Sole 57 3000 0 0
LILLY ELI & CO COM 532457108 371 7195 SH Defined 60 7195 0 0
LILLY ELI & CO COM 532457108 184 3549 SH No disc 61 3549 0 0
LILLY ELI & CO COM 532457108 299 5800 SH Sole 99 5800 0 0
LIMITED BRANDS INC COM 532716107 8 436 SH Defined 8 436 0 0
LIMITED BRANDS INC COM 532716107 1070 62579 SH Sole 9 62579 0 0
LINCARE HLDGS INC COM 532791100 3 100 SH Sole 9 100 0 0
LINCARE HOLDINGS INC USD 0.01 COM 532791100 6773 240935 SH Defined 31 240935 0 0
LINCOLN ELECTRIC HLDGS INC USD COM 533900106 4245 65810 SH Defined 31 65810 0 0
LINCOLN NATL CORP IND COM 534187109 15 284 SH Defined 8 284 0 0
LINCOLN NATL CORP IND COM 534187109 1484 28529 SH Sole 9 28529 0 0
LINCOLN NATL CORP IND COM 534187109 111 2137 SH Sole 56 2137 0 0
LINEAR TECHNOLOGY CORP COM 535678106 21 681 SH Defined 8 681 0 0
LINEAR TECHNOLOGY CORP COM 535678106 457 14876 SH Sole 9 14876 0 0
LINEAR TECHNOLOGY CORP COM 535678106 700 22800 SH Sole 51 22800 0 0
LINN ENERGY LLC NPV COM 536020100 17944 944381 SH Defined 31 944381 0 0
LIONBRIDGE TECHNOLOGIES INC US COM 536252109 1 26 SH Defined 31 26 0 0
LIPID SCIENCES INC ARIZ COM 53630P101 3 2950 SH No disc 61 2950 0 0
LIQUIDITY SERVICES INC USD 0.0 COM 53635B107 1 99 SH Defined 31 99 0 0
LITTELFUSE INC COM 537008104 32 900 SH Defined 8 900 0 0
LIVE NATION INC COM 538034109 1 47 SH Sole 99 47 0 0
LIVEPERSON INC USD 0.001 COM 538146101 1 68 SH Defined 31 68 0 0
LIZ CLAIBORNE INC COM 539320101 1 24 SH Defined 8 24 0 0
LIZ CLAIBORNE INC COM 539320101 6 325 SH Sole 9 325 0 0
LKQ CORP COM 501889208 72 3200 SH Sole 9 3200 0 0
LKQ CORPORATION USD 0.01 COM 501889208 3898 173468 SH Defined 31 173468 0 0
LOCKHEED MARTIN CORP COM 539830109 43 427 SH Defined 8 427 0 0
LOCKHEED MARTIN CORP COM 539830109 1574 15855 SH Sole 9 15855 0 0
LOCKHEED MARTIN CORP COM 539830109 233 2351 SH Sole 12 0 0 2351
LOCKHEED MARTIN CORP COM 539830109 1844 18565 SH Sole 17 18565 0 0
LOCKHEED MARTIN CORP COM 539830109 551 5549 SH Sole 20 0 5549 0
LOCKHEED MARTIN CORP COM 539830109 5469 55076 SH Sole 51 55076 0 0
LOCKHEED MARTIN CORP COM 539830109 3 34 SH Sole 56 34 0 0
LOCKHEED MARTIN CORP COM 539830109 30 300 SH Sole 57 300 0 0
LOCKHEED MARTIN CORP COM 539830109 57 570 SH Sole 99 570 0 0
LODGENET INTERACTIVE CORP USD COM 540211109 61 10002 SH Defined 31 10002 0 0
LOEWS CORP COM 540424108 21 499 SH Defined 8 499 0 0
LOEWS CORP COM 540424108 45 1120 SH Sole 9 1120 0 0
LOEWS CORP COM 540424207 143649 1980000 SH Sole 9 1980000 0 0
LOEWS CORP COM 540424207 143847 1980000 SH Defined 32 1980000 0 0
LOEWS CORP COM 540424108 5997 149115 SH Sole 51 149115 0 0
LOEWS CORP COM 540424207 5332 73500 SH Sole 51 73500 0 0
LOEWS CORP COM 540424108 8 210 SH No disc 61 210 0 0
LOEWS CORP TRACKING STK USD 0. COM 540424207 11645 160500 SH Defined 31 160500 0 0
LOEWS CORP USD 0.01 COM 540424108 22667 563557 SH Defined 31 563557 0 0
LOGITECH INTERNATIONAL SA CHF COM H50430232 14666 576457 SH Defined 31 576457 0 0
LOGITECH INTL S A COM H50430232 7 251 SH Defined 8 251 0 0
LONGS DRUG STORES INC(MD) USD COM 543162101 5769 135850 SH Defined 31 135850 0 0
LOOKSMART LTD COM 543442503 0 20 SH No disc 61 20 0 0
LOOPNET INC COM 543524300 3 244 SH No disc 61 244 0 0
LORAL SPACE & COMMUNICATNS L COM 543881106 29 1200 SH Defined 8 1200 0 0
LORAL SPACE & COMMUNICATONS LT COM 543881106 39 1600 SH Defined 31 1600 0 0
LOWES COS INC COM 548661107 138 6008 SH Defined 8 6008 0 0
LOWES COS INC COM 548661107 2007 87508 SH Sole 9 87508 0 0
LOWES COS INC COM 548661107 12 540 SH Sole 20 0 540 0
LOWES COS INC COM 548661107 9 380 SH Sole 56 380 0 0
LOWES COS INC COM 548661107 240 10450 SH Sole 99 10450 0 0
LSI CORPORATION COM 502161102 10 1831 SH Defined 8 1831 0 0
LSI CORPORATION COM 502161102 163 32972 SH Sole 9 32972 0 0
LSI CORPORATION COM 502161102 9 1881 SH No disc 61 1881 0 0
LSI INDUSTRIES USD NPV COM 50216C108 69 5162 SH Defined 31 5162 0 0
LTC PROPERTIES INC. REIT USD 0 COM 502175102 1559 60600 SH Defined 31 60600 0 0
LUBRIZOL CORP COM 549271104 189 3407 SH Sole 56 3407 0 0
LUBRIZOL CORP USD NPV COM 549271104 18258 328900 SH Defined 31 328900 0 0
LUBYS INC USD 0.32 COM 549282101 272 38400 SH Defined 31 38400 0 0
LUFKIN INDUSTRIES INC USD 1 COM 549764108 2567 40215 SH Defined 31 40215 0 0
LULULEMON ATHLETICA INC COM 550021109 196 6900 SH Sole 9 6900 0 0
LUMERA CORP COM 55024R106 3 1568 SH No disc 61 1568 0 0
LUNA INNOVATIONS INC USD 0.001 COM 550351100 13 1561 SH Defined 31 1561 0 0
LUNDIN MINING CORP COM 550372106 22 3250 SH Sole 9 3250 0 0
LUNDIN MINING CORP GDR 550372106 1 100 SH Sole 9 100 0 0
LUNDIN MINING CORP COM 550372106 6 885 SH No disc 50 885 0 0
LUNDIN MINING CORP COM 550372106 1 235 SH No disc 61 235 0 0
LUNDIN MINING CORP COM 550372106 2 346 SH Sole 99 346 0 0
LUNDIN MINING CORPORATION CAD COM 550372106 4225 622200 SH Defined 31 622200 0 0
LUXOTTICA GROUP ADR REP 1 ORD COM 55068R202 141 5600 SH Defined 31 5600 0 0
LYDALL INC USD 0.1 COM 550819106 631 55100 SH Defined 31 55100 0 0
M & F WORLDWIDE CORP COM 552541104 1 16 SH No disc 61 16 0 0
M & T BK CORP COM 55261F104 11 133 SH Defined 8 133 0 0
M & T BK CORP COM 55261F104 2072 25741 SH Sole 9 25741 0 0
M & T BK CORP COM 55261F104 564 7000 SH Sole 51 7000 0 0
M D C HLDGS INC COM 552676108 876 20000 SH Sole 9 20000 0 0
M D C HLDGS INC COM 552676108 4 80 SH No disc 61 80 0 0
MACERICH CO BOND 554382101 7877 112092 PRN Sole 9 112092 0 0
MACERICH CO COM 554382101 4232 60220 SH Sole 9 60220 0 0
MACERICH COMPANY INC. REIT USD COM 554382101 21440 305100 SH Defined 31 305100 0 0
MACK CALI RLTY CORP COM 554489104 141 3952 SH Sole 9 3952 0 0
MACK-CALI REALTY L.P REIT USD COM 554489104 593 16600 SH Defined 31 16600 0 0
MACQUARIE INFRASTR CO LLC COM 55608B105 100 3400 SH Defined 8 3400 0 0
MACQUARIE INFRASTR CO LLC COM 55608B105 186 6390 SH No disc 61 6390 0 0
MACQUARIE INFRASTRUCTURE COMPA COM 55608B105 6625 227400 SH Defined 31 227400 0 0
MACROVISION CORP COM 555904101 143 10600 SH Defined 8 10600 0 0
MACY`S INC USD 0.01 COM 55616P104 29287 1269992 SH Defined 31 1269992 0 0
MACYS INC COM 55616P104 9 349 SH Defined 8 349 0 0
MACYS INC COM 55616P104 2335 101261 SH Sole 9 101261 0 0
MACYS INC OPT 55616P104 619 26800 SH Call Defined 9 0 26800 0
MACYS INC COM 55616P104 88 3810 SH Sole 56 3810 0 0
MACYS INC COM 55616P104 99 4312 SH No disc 61 4312 0 0
MADDEN STEVEN LTD COM 556269108 139 8100 SH Defined 8 8100 0 0
MADDEN(STEVEN) USD 0.0001 COM 556269108 166 9642 SH Defined 31 9642 0 0
MAGELLAN HEALTH SERVICES USD 0 COM 559079207 509 12817 SH Defined 31 12817 0 0
MAGELLAN HEALTH SVCS INC COM 559079207 40 1000 SH Defined 8 1000 0 0
MAGELLAN MIDSTREAM HLDGS LP COM 55907R108 38215 1668066 SH Sole 9 1668066 0 0
MAGIC SOFTWARE ENTERPRISES L COM 559166103 5 2851 SH No disc 61 2851 0 0
MAGMA DESIGN AUTOMATION COM 559181102 52 5400 SH Defined 8 5400 0 0
MAGMA DESIGN AUTOMATION USD 0. COM 559181102 115 11981 SH Defined 31 11981 0 0
MAGNA INTERNATIONAL INC CAD NP COM 559222401 34546 478800 SH Defined 31 478800 0 0
MAGNA INTL INC COM 559222401 14 200 SH Sole 9 200 0 0
MAGNA INTL INC COM 559222401 2 25 SH No disc 61 25 0 0
MAGUIRE PPTYS INC COM 559775101 38 2626 SH Sole 9 2626 0 0
MAGUIRE PROPERTIES INC REIT US COM 559775101 2625 183400 SH Defined 31 183400 0 0
MAGYAR TELEKOM ADR REP 5 ORD COM 559776109 10 400 SH Defined 31 400 0 0
MAGYAR TELEKOM TELECOMMUNS P COM 559776109 123 5015 SH Sole 9 5015 0 0
MAHANAGAR TEL NIGAM LTD COM 559778402 3389 685932 SH Sole 9 685932 0 0
MAHANAGAR TELEPHONE NIGAM LIMI COM 559778402 230 46400 SH Defined 31 46400 0 0
MANHATTAN ASSOCS INC COM 562750109 147 6400 SH Defined 8 6400 0 0
MANHATTAN PHARMACEUTICALS IN COM 563118207 0 1000 SH No disc 61 1000 0 0
MANITOWOC INC COM 563571108 5 100 SH Defined 8 100 0 0
MANITOWOC INC COM 563571108 498 12208 SH Sole 9 12208 0 0
MANITOWOC INC COM 563571108 163 4000 SH Sole 51 4000 0 0
MANNATECH INC COM 563771104 14 2000 SH No disc 61 2000 0 0
MANPOWER INC COM 56418H100 6 100 SH Sole 9 100 0 0
MANPOWER INC COM 56418H100 69 1226 SH Sole 56 1226 0 0
MANPOWER INC COM 56418H100 63 1111 SH No disc 61 1111 0 0
MANPOWER INC COM 56418H100 29 520 SH Sole 99 520 0 0
MANPOWER INC USD 0.01 COM 56418H100 4276 76000 SH Defined 31 76000 0 0
MANTECH INTERNATIONAL CORP USD COM 564563104 836 18425 SH Defined 31 18425 0 0
MANTECH INTL CORP COM 564563104 150 3300 SH Defined 8 3300 0 0
MANTECH INTL CORP COM 564563104 417 9200 SH Sole 9 9200 0 0
MANULIFE FINANCIAL CORPORATION COM 56501R106 6358 167400 SH Defined 31 167400 0 0
MANULIFE FINL CORP COM 56501R106 39852 1049288 SH Sole 9 1049288 0 0
MANULIFE FINL CORP COM 56501R106 429 11300 SH Defined 60 11300 0 0
MARATHON OIL CORP COM 565849106 32 697 SH Defined 8 697 0 0
MARATHON OIL CORP COM 565849106 1250 27407 SH Sole 9 27407 0 0
MARATHON OIL CORP OPT 565849106 6685 146600 SH Call Defined 9 0 146600 0
MARATHON OIL CORP OPT 565849106 3931 86200 SH Put Defined 9 0 86200 0
MARATHON OIL CORP COM 565849106 2541 55718 SH Sole 51 55718 0 0
MARATHON OIL CORP COM 565849106 299 6554 SH Sole 56 6554 0 0
MARATHON OIL CORP COM 565849106 275 6021 SH No disc 61 6021 0 0
MARCUS CORP COM 566330106 47 2400 SH Defined 8 2400 0 0
MARCUS CORP USD 1 COM 566330106 317 16500 SH Defined 31 16500 0 0
MARINER ENERGY INC COM 56845T305 149 5500 SH Defined 8 5500 0 0
MARINER ENERGY INC COM 56845T305 362 13400 SH Sole 9 13400 0 0
MARINER ENERGY INC COM 56845T305 81 3000 SH No disc 61 3000 0 0
MARINER ENERGY INC USD 0.0001 COM 56845T305 8341 308800 SH Defined 31 308800 0 0
MARKEL CORP COM 570535104 8 19 SH No disc 61 19 0 0
MARKEL CORP USD NPV COM 570535104 15267 34700 SH Defined 31 34700 0 0
MARKET VECTORS ETF TR UNIT 57060U407 105 2200 SH Sole 20 0 2200 0
MARKETAXCESS HOLDING INC. USD COM 57060D108 354 35575 SH Defined 31 35575 0 0
MARRIOTT INTL INC NEW COM 571903202 7 178 SH Defined 8 178 0 0
MARRIOTT INTL INC NEW COM 571903202 652 18980 SH Sole 9 18980 0 0
MARRIOTT INTL INC NEW COM 571903202 209 6070 SH Defined 60 6070 0 0
MARRIOTT INTL INC NEW COM 571903202 7 200 SH No disc 61 200 0 0
MARSH & MCLENNAN COS INC COM 571748102 13 509 SH Defined 8 509 0 0
MARSH & MCLENNAN COS INC COM 571748102 2592 106443 SH Sole 9 106443 0 0
MARSH & MCLENNAN COS INC COM 571748102 127 5212 SH No disc 10 5212 0 0
MARSH & MCLENNAN COS INC COM 571748102 27 1110 SH Sole 56 1110 0 0
MARSH & MCLENNAN COS INC COM 571748102 2036 83622 SH No disc 61 83622 0 0
MARSH & MCLENNAN COS INC COM 571748102 119 4870 SH Shared/ 61 4870 0 0
MARSH & MCLENNAN COS INC COM 571748102 770 31620 SH Sole 99 31620 0 0
MARSHALL & ILSLEY CORP NEW COM 571837103 3 98 SH Defined 8 98 0 0
MARSHALL & ILSLEY CORP NEW COM 571837103 523 22564 SH Sole 9 22564 0 0
MARSHALL & ILSLEY CORP NEW COM 571837103 582 25100 SH Sole 51 25100 0 0
MARSHALL EDWARDS INC COM 572322303 2 800 SH Sole 99 800 0 0
MARTEK BIOSCIENCES CORP COM 572901106 138 4500 SH Defined 8 4500 0 0
MARTEN TRANS LTD COM 573075108 25 1600 SH Defined 8 1600 0 0
MARVEL ENTERTAINMENT INC COM 57383T103 13 487 SH No disc 61 487 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 9 787 SH Defined 8 787 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 925 85048 SH Sole 9 85048 0 0
MARVELL TECHNOLOGY GROUP LTD OPT G5876H105 2176 200000 SH Call Defined 9 0 200000 0
MASCO CORP COM 574599106 14 683 SH Defined 8 683 0 0
MASCO CORP COM 574599106 357 18019 SH Sole 9 18019 0 0
MASCO CORP USD 1 COM 574599106 10851 547200 SH Defined 31 547200 0 0
MASSEY ENERGY COMPANY USD 0.62 COM 576206106 13785 377658 SH Defined 31 377658 0 0
MASSEY ENERGY CORP COM 576206106 1774 48600 SH Sole 9 48600 0 0
MASSEY ENERGY CORP OPT 576206106 3650 100000 SH Call Defined 9 0 100000 0
MASSEY ENERGY CORP OPT 576206106 11684 320100 SH Put Defined 9 0 320100 0
MASSEY ENERGY CORP COM 576206106 69 1896 SH Sole 56 1896 0 0
MASTEC INC USD 0.1 COM 576323109 14 1700 SH Defined 31 1700 0 0
MASTERCARD INC COM 57636Q104 650 2913 SH Sole 9 2913 0 0
MASTERCARD INC COM 57636Q104 19038 88000 SH Defined 32 88000 0 0
MATERIAL SCIENCE USD 0.02 COM 576674105 190 24400 SH Defined 31 24400 0 0
MATRIA HEALTHCARE INC USD 0.01 COM 576817209 31 1383 SH Defined 31 1383 0 0
MATSUSHITA ELECTRIC INDUSTRIAL COM 576879209 2295 105700 SH Defined 31 105700 0 0
MATTEL INC COM 577081102 13 642 SH Defined 8 642 0 0
MATTEL INC COM 577081102 862 43297 SH Sole 9 43297 0 0
MATTEL INC COM 577081102 350 17594 SH Sole 51 17594 0 0
MATTEL INC COM 577081102 119 6000 SH Sole 59 6000 0 0
MATTEL INC USD 1 COM 577081102 35798 1798883 SH Defined 31 1798883 0 0
MATTHEWS INTL CORP USD 1 COM 577128101 93 1914 SH Defined 31 1914 0 0
MATTSON TECHNOLOGY INC USD 0.0 COM 577223100 118 19231 SH Defined 31 19231 0 0
MAX CAPITAL GROUP LTD COM G6052F103 27 1000 SH Defined 8 1000 0 0
MAXIMUS INC COM 577933104 158 4300 SH Defined 8 4300 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 31 3038 SH Sole 9 3038 0 0
MAXYGEN INC USD 0.0001 COM 577776107 1 90 SH Defined 31 90 0 0
MBIA INC COM 55262C100 2 140 SH Defined 8 140 0 0
MBIA INC COM 55262C100 716 58625 SH Sole 9 58625 0 0
MBIA INC COM 55262C100 310 25400 SH Sole 51 25400 0 0
MCAFEE INC COM 579064106 7 200 SH Sole 9 200 0 0
MCAFEE INC COM 579064106 417 12600 SH Sole 51 12600 0 0
MCAFEE INC COM 579064106 18 537 SH No disc 61 537 0 0
MCAFEE INC. USD 0.01 COM 579064106 5791 175000 SH Defined 31 175000 0 0
MCCORMICK & CO INC COM 579780206 5 127 SH Defined 8 127 0 0
MCCORMICK & CO INC COM 579780206 18 498 SH Sole 9 498 0 0
MCCORMICK & COMPANY INC USD NP COM 579780206 1471 39764 SH Defined 31 39764 0 0
MCDERMOTT INTL INC COM 580037109 256 4662 SH Sole 9 4662 0 0
MCDERMOTT INTL INC COM 580037109 142 2592 SH No disc 61 2592 0 0
MCDONALD`S CORP USD 0.01 COM 580135101 65738 1178717 SH Defined 31 1178717 0 0
MCDONALDS CORP COM 580135101 76 1355 SH Defined 8 1355 0 0
MCDONALDS CORP COM 580135101 4954 88831 SH Sole 9 88831 0 0
MCDONALDS CORP COM 580135101 114 2050 SH No disc 10 2050 0 0
MCDONALDS CORP COM 580135101 19371 347346 SH Sole 51 347346 0 0
MCDONALDS CORP COM 580135101 299 5361 SH Sole 56 5361 0 0
MCDONALDS CORP COM 580135101 346 6200 SH Defined 60 6200 0 0
MCDONALDS CORP COM 580135101 289 5190 SH No disc 61 5190 0 0
MCDONALDS CORP COM 580135101 114 2050 SH Shared/ 61 2050 0 0
MCG CAPITAL CORP USD 0.01 COM 58047P107 7 736 SH Defined 31 736 0 0
MCGRATH RENTCORP USD NPV COM 580589109 113 4648 SH Defined 31 4648 0 0
MCGRAW HILL COS INC COM 580645109 13 346 SH Defined 8 346 0 0
MCGRAW HILL COS INC COM 580645109 1524 41240 SH Sole 9 41240 0 0
MCGRAW HILL COS INC OPT 580645109 2225 60200 SH Put Defined 9 0 60200 0
MCGRAW HILL COS INC COM 580645109 56 1525 SH Sole 20 0 1525 0
MCGRAW HILL COS INC COM 580645109 61 1645 SH Sole 56 1645 0 0
MCGRAW-HILL COS INC (THE) USD COM 580645109 41007 1109797 SH Defined 31 1109797 0 0
MCKESSON CORP COM 58155Q103 111 2114 SH Defined 8 2114 0 0
MCKESSON CORP COM 58155Q103 588 11227 SH Sole 9 11227 0 0
MCKESSON CORP COM 58155Q103 68 1300 SH Sole 51 1300 0 0
MCKESSON CORP COM 58155Q103 18 340 SH No disc 61 340 0 0
MCKESSON CORP USD 0.01 COM 58155Q103 6045 115413 SH Defined 31 115413 0 0
MDC HOLDINGS INC USD 0.01 COM 552676108 16280 371766 SH Defined 31 371766 0 0
MDC PARTNERS INC CAD NPV COM 552697104 107 14700 SH Defined 31 14700 0 0
MDS INC COM 55269P302 115 5900 SH Defined 8 5900 0 0
MDS INC COM 55269P302 6 300 SH Sole 9 300 0 0
MDS INC. NPV COM 55269P302 283 14500 SH Defined 31 14500 0 0
MDU RESOURCES GROUP INC USD 1 COM 552690109 8019 326599 SH Defined 31 326599 0 0
MEADWESTVACO CORP COM 583334107 2029 74549 SH Sole 9 74549 0 0
MEADWESTVACO CORP COM 583334107 163 5985 SH Sole 51 5985 0 0
MECHEL OAO COM 583840103 421 3700 SH Sole 51 3700 0 0
MEDAREX INC COM 583916101 4 400 SH Sole 57 400 0 0
MEDCATH CORPORATION USD 0.01 COM 58404W109 510 27972 SH Defined 31 27972 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 29 642 SH Defined 8 642 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 933 21314 SH Sole 9 21314 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 5579 127404 SH Sole 51 127404 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 188 4295 SH Sole 56 4295 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 41 930 SH No disc 61 930 0 0
MEDIALINK WORLDWIDE INC COM 58445P105 1 500 SH No disc 61 500 0 0
MEDICAL PROPERTIES TRUST INC R COM 58463J304 2451 216500 SH Defined 31 216500 0 0
MEDICINES CO COM 584688105 158 7800 SH Defined 8 7800 0 0
MEDICINOVA INC COM 58468P206 73 22100 SH Sole 9 22100 0 0
MEDICIS PHARMACEUTICAL CORP OPT 584690309 497 25200 SH Call Defined 9 0 25200 0
MEDICIS PHARMACEUTICAL USD 0.0 COM 584690309 343 17410 SH Defined 31 17410 0 0
MEDIS TECHNOLOGIES LTD COM 58500P107 237 26160 SH Sole 9 26160 0 0
MEDTRONIC INC COM 585055106 58 1197 SH Defined 8 1197 0 0
MEDTRONIC INC COM 585055106 574 11872 SH Sole 9 11872 0 0
MEDTRONIC INC OPT 585055106 59254 1225000 SH Call Defined 9 0 1225000 0
MEDTRONIC INC OPT 585055106 2419 50000 SH Put Defined 9 0 50000 0
MEDTRONIC INC COM 585055106 17 350 SH Sole 20 0 350 0
MEDTRONIC INC COM 585055106 68 1400 SH Sole 51 1400 0 0
MEDTRONIC INC COM 585055106 143 2953 SH Sole 56 2953 0 0
MEDTRONIC INC COM 585055106 574 11863 SH Defined 60 11863 0 0
MEDTRONIC INC COM 585055106 39 800 SH Sole 99 800 0 0
MEMC ELECTR MATLS INC COM 552715104 12 156 SH Defined 8 156 0 0
MEMC ELECTR MATLS INC COM 552715104 561 7912 SH Sole 9 7912 0 0
MEMC ELECTR MATLS INC COM 552715104 10633 149965 SH Sole 51 149965 0 0
MEMC ELECTRONICS MATERIALS INC COM 552715104 6594 93000 SH Defined 31 93000 0 0
MENTOR CORP MINN COM 587188103 155 6000 SH Defined 8 6000 0 0
MENTOR CORP MINN COM 587188103 1 30 SH No disc 61 30 0 0
MENTOR CORPORATION USD 0.1 COM 587188103 4558 177200 SH Defined 31 177200 0 0
MERCK & CO INC COM 589331107 126 3309 SH Sole 1 3309 0 0
MERCK & CO INC COM 589331107 75 1952 SH Defined 8 1952 0 0
MERCK & CO INC COM 589331107 29182 768949 SH Sole 9 768949 0 0
MERCK & CO INC OPT 589331107 44690 1177600 SH Call Defined 9 0 1177600 0
MERCK & CO INC OPT 589331107 38205 1006700 SH Put Defined 9 0 1006700 0
MERCK & CO INC COM 589331107 36 950 SH No disc 10 950 0 0
MERCK & CO INC COM 589331107 56 1482 SH Sole 10 1482 0 0
MERCK & CO INC COM 589331107 18 485 SH Sole 20 0 485 0
MERCK & CO INC COM 589331107 27872 730000 SH Defined 32 730000 0 0
MERCK & CO INC COM 589331107 10689 281675 SH Sole 51 281675 0 0
MERCK & CO INC COM 589331107 71 1879 SH Sole 56 1879 0 0
MERCK & CO INC COM 589331107 427 11261 SH Defined 60 11261 0 0
MERCK & CO INC COM 589331107 344 9059 SH No disc 61 9059 0 0
MERCK & CO INC COM 589331107 92 2432 SH Shared/ 61 2432 0 0
MERCK & CO INC COM 589331107 247 6520 SH Sole 99 6520 0 0
MERCURY COMPUTER SYS COM 589378108 2 339 SH No disc 61 339 0 0
MERCURY COMPUTER SYSTEMS INC U COM 589378108 2 190 SH Defined 31 190 0 0
MERCURY GENERAL CORP USD NPV COM 589400100 2212 49900 SH Defined 31 49900 0 0
MEREDITH CORP COM 589433101 5 119 SH Defined 8 119 0 0
MEREDITH CORP COM 589433101 4 107 SH Sole 9 107 0 0
MEREDITH CORP USD 1 COM 589433101 1511 39500 SH Defined 31 39500 0 0
MERIDIAN BIOSCIENCE INC USD NP COM 589584101 6 150 SH Defined 31 150 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 2 1550 SH No disc 61 1550 0 0
MERIT MED SYS INC COM 589889104 137 8600 SH Defined 8 8600 0 0
MERRILL LYNCH & CO INC COM 590188108 35 848 SH Defined 8 848 0 0
MERRILL LYNCH & CO INC COM 590188108 38353 941405 SH Sole 9 941405 0 0
MERRILL LYNCH & CO INC OPT 590188108 11909 292300 SH Call Defined 9 0 292300 0
MERRILL LYNCH & CO INC OPT 590188108 95886 2353600 SH Put Defined 9 0 2353600 0
MERRILL LYNCH & CO INC COM 590188108 777 19064 SH Sole 17 19064 0 0
MERRILL LYNCH & CO INC COM 590188108 98 2400 SH Sole 20 0 2400 0
MERRILL LYNCH & CO INC COM 590188108 219 5370 SH Sole 56 5370 0 0
MERRILL LYNCH & CO INC COM 590188108 24 604 SH Defined 60 604 0 0
MERRILL LYNCH & CO INC COM 590188108 405 9936 SH No disc 61 9936 0 0
MERRILL LYNCH & CO INC COM 590188108 33 800 SH Sole 99 800 0 0
MERRILL LYNCH & CO INC USD 1.3 COM 590188108 4897 120200 SH Defined 31 120200 0 0
MERUELO MADDUX PROPERTIES INC COM 590473104 1 35 SH Defined 31 35 0 0
MESA ROYALTY TRUST ROYALTY TRS COM 590660106 14 200 SH Defined 31 200 0 0
MESABI TR COM 590672101 1325 52157 SH Sole 9 52157 0 0
MET PRO CORPORATION USD 0.1 COM 590876306 90 7999 SH Defined 31 7999 0 0
METABOLIX INC COM 591018809 9 795 SH No disc 61 795 0 0
METALICO INC COM 591176102 325 33154 SH Sole 51 33154 0 0
METALURGICA GERDAU S.A. ADR RE COM 373737105 2501 81800 SH Defined 31 81800 0 0
METAVANTE TECHNOLOGIES INC COM 591407101 1 1 SH Defined 8 1 0 0
METHANEX CORP COM 59151K108 8 300 SH Sole 9 300 0 0
METHANEX CORP COM 59151K108 65 2500 SH Sole 51 2500 0 0
METHANEX CORP CAD NPV COM 59151K108 6374 243557 SH Defined 31 243557 0 0
METHODE ELECTRONICS INC USD 0. COM 591520200 9 740 SH Defined 31 740 0 0
METLIFE INC COM 59156R108 49 799 SH Defined 8 799 0 0
METLIFE INC COM 59156R108 1399 23221 SH Sole 9 23221 0 0
METLIFE INC COM 59156R108 444 7372 SH Sole 51 7372 0 0
METLIFE INC COM 59156R108 176 2928 SH Sole 56 2928 0 0
METLIFE INC USD 0.01 COM 59156R108 6835 113411 SH Defined 31 113411 0 0
METROPCS COMMUNICATIONS INC COM 591708102 1637 96284 SH Sole 9 96284 0 0
METROPCS COMMUNICATIONS INC COM 591708102 46 2690 SH Defined 60 2690 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 223 2300 SH Sole 9 2300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 55 562 SH Sole 56 562 0 0
METTLER TOLEDO USD 0.01 COM 592688105 12785 131632 SH Defined 31 131632 0 0
MF GLOBAL LTD. USD 1 COM G60642108 1695 171000 SH Defined 31 171000 0 0
MFA MORTGAGE INVESTMENTS INC R COM 55272X102 1540 244300 SH Defined 31 244300 0 0
MGIC INVT CORP WIS COM 552848103 2 175 SH Defined 8 175 0 0
MGIC INVT CORP WIS COM 552848103 2 195 SH Sole 9 195 0 0
MGIC INVT CORP WIS COM 552848103 1598 150000 SH Defined 32 150000 0 0
MGIC INVT CORP WIS COM 552848103 8 800 SH Sole 51 800 0 0
MGM MIRAGE COM 552953101 1012 17225 SH Sole 9 17225 0 0
MGM MIRAGE COM 552953101 21242 361435 SH Sole 51 361435 0 0
MGM MIRAGE INC USD 0.01 COM 552953101 9744 165790 SH Defined 31 165790 0 0
MGT CAPITAL INVTS INC COM 55302P103 153 61276 SH No disc 61 61276 0 0
MI DEVELOPMENTS INC NPV COM 55304X104 403 14000 SH Defined 31 14000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 571 17436 SH Defined 8 17436 0 0
MICROCHIP TECHNOLOGY INC BOND 595017104 5750 175670 PRN Sole 9 175670 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 25 776 SH Sole 9 776 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 226 6900 SH Sole 51 6900 0 0
MICRON TECHNOLOGY INC COM 595112103 1 11 SH Defined 8 11 0 0
MICRON TECHNOLOGY INC COM 595112103 983 164669 SH Sole 9 164669 0 0
MICRON TECHNOLOGY INC COM 595112103 523 87500 SH Sole 51 87500 0 0
MICRON TECHNOLOGY INC COM 595112103 9 1547 SH No disc 61 1547 0 0
MICRON TECHNOLOGY INC USD 0.1 COM 595112103 5426 908763 SH Defined 31 908763 0 0
MICROS SYS INC COM 594901100 149 4400 SH Defined 8 4400 0 0
MICROS SYSTEMS INC USD 0.0125 COM 594901100 3059 90871 SH Defined 31 90871 0 0
MICROSOFT CORP COM 594918104 363 12780 SH Defined 8 12780 0 0
MICROSOFT CORP COM 594918104 45748 1612002 SH Sole 9 1612002 0 0
MICROSOFT CORP OPT 594918104 29206 1029100 SH Call Defined 9 0 1029100 0
MICROSOFT CORP OPT 594918104 59088 2082000 SH Put Defined 9 0 2082000 0
MICROSOFT CORP COM 594918104 8 289 SH No disc 10 289 0 0
MICROSOFT CORP COM 594918104 3 92 SH Sole 10 92 0 0
MICROSOFT CORP COM 594918104 142 5000 SH Sole 12 0 0 5000
MICROSOFT CORP COM 594918104 26 930 SH Sole 17 930 0 0
MICROSOFT CORP COM 594918104 28 1000 SH Sole 20 0 1000 0
MICROSOFT CORP COM 594918104 16416 578426 SH Sole 51 578426 0 0
MICROSOFT CORP COM 594918104 1903 67059 SH Sole 56 67059 0 0
MICROSOFT CORP COM 594918104 368 12970 SH Sole 57 12970 0 0
MICROSOFT CORP COM 594918104 1322 46579 SH Defined 60 46579 0 0
MICROSOFT CORP COM 594918104 1620 57059 SH No disc 61 57059 0 0
MICROSOFT CORP COM 594918104 3 92 SH Shared/ 61 92 0 0
MICROSOFT CORP COM 594918104 267 9420 SH Sole 99 9420 0 0
MICROSTRATEGY INC COM 594972408 2 22 SH No disc 61 22 0 0
MICROSTRATEGY INCORPORATED USD COM 594972408 274 3692 SH Defined 31 3692 0 0
MICROVISION INC DEL COM 594960106 14 5900 SH No disc 61 5900 0 0
MID-AMER APT CMNTYS INC COM 59522J103 99 1980 SH Sole 9 1980 0 0
MIDAS INC USD 0.001 COM 595626102 14 800 SH Defined 31 800 0 0
MIDCAP SPDR TR OPT 595635103 7058 50000 SH Call Defined 9 0 50000 0
MIDCAP SPDR TR OPT 595635103 7058 50000 SH Put Defined 9 0 50000 0
MIDCAP SPDR TR UNIT 595635103 2823 20000 SH Sole 9 20000 0 0
MIDDLEBY CORP COM 596278101 88 1400 SH Defined 8 1400 0 0
MIDDLEBY CORP COM 596278101 62 1000 SH Sole 56 1000 0 0
MIDDLEBY CORP USD 0.005 COM 596278101 5905 94633 SH Defined 31 94633 0 0
MIDDLESEX WATER CO COM 596680108 4 200 SH No disc 61 200 0 0
MIDDLESEX WATER CO USD NPV COM 596680108 31 1700 SH Defined 31 1700 0 0
MIDLAND CO COM 597486109 6179 95159 SH Sole 9 95159 0 0
MIDLAND CO USD NPV COM 597486109 392 6033 SH Defined 31 6033 0 0
MIDWAY GAMES INC USD 0.01 COM 598148104 6 2100 SH Defined 31 2100 0 0
MILLENNIUM PHARMACEUTICALS I COM 599902103 34 2217 SH Sole 9 2217 0 0
MILLENNIUM PHARMACEUTICALS I COM 599902103 39 2522 SH No disc 61 2522 0 0
MILLICOM INTERNATIONAL CELLULA COM L6388F110 1114 11782 SH Defined 31 11782 0 0
MILLICOM INTL CELLULAR S A COM L6388F110 118 1238 SH Defined 8 1238 0 0
MILLIPORE CORP COM 601073109 12 174 SH Sole 9 174 0 0
MILLIPORE CORP COM 601073109 10 155 SH No disc 61 155 0 0
MINAS BUENAVENTURA ADR REP 1 O COM 204448104 131 1900 SH Defined 31 1900 0 0
MINDRAY MEDICAL INTL LTD COM 602675100 10 350 SH Sole 99 350 0 0
MINDSPEED TECHNOLOGIES INC COM 602682106 19 40000 SH Sole 57 40000 0 0
MINDSPEED TECHNOLOGIES INC COM 602682106 0 150 SH No disc 61 150 0 0
MINDSPEED TECHNOLOGIES INC. US COM 602682106 48 98912 SH Defined 31 98912 0 0
MINEFINDERS LTD COM 602900102 737 60000 SH Sole 56 60000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 132 2100 SH Defined 8 2100 0 0
MINERALS TECHNOLOGIES INC USD COM 603158106 3046 48500 SH Defined 31 48500 0 0
MINES MGMT INC COM 603432105 8 2320 SH No disc 61 2320 0 0
MIPS TECHNOLOGIES INC USD 0.00 COM 604567107 224 56564 SH Defined 31 56564 0 0
MIRANT CORP NEW WARR 60467R100 42 1158 SH Sole 1 1158 0 0
MIRANT CORP NEW COM 60467R100 375 10307 SH Sole 9 10307 0 0
MIRANT CORP NEW OPT 60467R100 2184 60000 SH Call Defined 9 0 60000 0
MIRANT CORP NEW OPT 60467R100 19677 540700 SH Put Defined 9 0 540700 0
MIRANT CORP NEW WARR 60467R100 26424 726130 SH Sole 9 726130 0 0
MIRANT CORP NEW COM 60467R100 142 3900 SH Sole 51 3900 0 0
MIRANT CORP NEW COM 60467R100 0 4 SH No disc 61 4 0 0
MITSUBISHI UFJ FINANCIAL GROUP COM 606822104 1 30 SH Defined 31 30 0 0
MIVA INC COM 55311R108 11 6369 SH No disc 61 6369 0 0
MIZUHO FINANCIAL GROUP INC ADR COM 60687Y109 139 18800 SH Defined 31 18800 0 0
MOBILE MINI INC COM 60740F105 149 7800 SH Defined 8 7800 0 0
MOBILE TELESYSTEMS ADR REP 5 O COM 607409109 19175 252800 SH Defined 31 252800 0 0
MOBILE TELESYSTEMS OJSC ADR 607409109 1881 24795 SH Sole 9 24795 0 0
MOBILE TELESYSTEMS OJSC COM 607409109 2115 27889 SH Sole 51 27889 0 0
MODINE MANUFACTURING CO USD 0. COM 607828100 5 338 SH Defined 31 338 0 0
MOHAWK INDS INC COM 608190104 6824 95300 SH Sole 9 95300 0 0
MOHAWK INDS INC OPT 608190104 2965 41400 SH Put Defined 9 0 41400 0
MOHAWK INDUSTRIES USD 0.01 COM 608190104 10592 147910 SH Defined 31 147910 0 0
MOLDFLOW CORP USD 0.01 COM 608507109 274 15700 SH Defined 31 15700 0 0
MOLEX INC COM 608554101 124 5327 SH Defined 8 5327 0 0
MOLEX INC COM 608554101 16 695 SH Sole 9 695 0 0
MOLEX INC COM 608554101 222 9600 SH Sole 51 9600 0 0
MOLEX INC COM 608554101 3 150 SH No disc 61 150 0 0
MOLEX INC COM 608554200 3 150 SH No disc 61 150 0 0
MOLEX INC USD 0.05 COM 608554101 82 3524 SH Defined 31 3524 0 0
MOLEX INC USD 0.05 COM 608554200 988 45164 SH Defined 31 45164 0 0
MOLINA HEALTHCARE INC. USD 0.0 COM 60855R100 4875 199630 SH Defined 31 199630 0 0
MOLSON COORS BREWING CO COM 60871R209 2 24 SH Defined 8 24 0 0
MOLSON COORS BREWING CO COM 60871R209 23666 450173 SH Sole 9 450173 0 0
MOLSON COORS BREWING CO COM 60871R209 48 905 SH Sole 56 905 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 37 3400 SH Sole 9 3400 0 0
MONACO COACH CORP USD 0.01 COM 60886R103 1450 152900 SH Defined 31 152900 0 0
MONARCH CASINO & RESORT INC COM 609027107 22 1200 SH Defined 8 1200 0 0
MONARCH CASINO & RESORT INC US COM 609027107 133 7500 SH Defined 31 7500 0 0
MONOGRAM BIOSCIENCES INC COM 60975U108 600 565813 SH Sole 9 565813 0 0
MONOGRAM BIOSCIENCES INC COM 60975U108 14 13500 SH No disc 61 13500 0 0
MONOTYPE IMAGING HOLDINGS INC. COM 61022P100 49 3200 SH Defined 31 3200 0 0
MONRO MUFFLER BRAKE INC COM 610236101 122 7200 SH Defined 8 7200 0 0
MONRO MUFFLER INC USD 0.01 COM 610236101 541 31977 SH Defined 31 31977 0 0
MONSANTO CO NEW COM 61166W101 60 535 SH Defined 8 535 0 0
MONSANTO CO NEW COM 61166W101 2718 24377 SH Sole 9 24377 0 0
MONSANTO CO NEW COM 61166W101 21 184 SH Sole 20 0 184 0
MONSANTO CO NEW COM 61166W101 22036 197628 SH Sole 51 197628 0 0
MONSANTO CO NEW COM 61166W101 210 1880 SH Sole 56 1880 0 0
MONSANTO CO NEW COM 61166W101 114 1024 SH No disc 61 1024 0 0
MONSANTO CO USD 0.01 COM 61166W101 32375 290356 SH Defined 31 290356 0 0
MONSTER WORLDWIDE INC COM 611742107 5 188 SH Defined 8 188 0 0
MONSTER WORLDWIDE INC COM 611742107 155 6414 SH Sole 9 6414 0 0
MONSTER WORLDWIDE INC COM 611742107 169 7000 SH Defined 60 7000 0 0
MONSTER WORLDWIDE INC COM 611742107 2 70 SH No disc 61 70 0 0
MONSTER WORLDWIDE INC USD 0.00 COM 611742107 3793 156650 SH Defined 31 156650 0 0
MOODYS CORP COM 615369105 12 335 SH Defined 8 335 0 0
MOODYS CORP COM 615369105 1116 32029 SH Sole 9 32029 0 0
MOODYS CORP COM 615369105 59 1700 SH Sole 56 1700 0 0
MOODYS CORP COM 615369105 6 159 SH No disc 61 159 0 0
MOODYS CORP USD 0.01 COM 615369105 11634 334016 SH Defined 31 334016 0 0
MOOG INC COM 615394202 488 11558 SH No disc 10 11558 0 0
MOOG INC COM 615394202 479 11359 SH Shared/ 61 11359 0 0
MORGAN STANLEY COM 617446448 49 1055 SH Defined 8 1055 0 0
MORGAN STANLEY COM 617446448 18001 393887 SH Sole 9 393887 0 0
MORGAN STANLEY OPT 617446448 4570 100000 SH Call Defined 9 0 100000 0
MORGAN STANLEY OPT 617446448 44453 972700 SH Put Defined 9 0 972700 0
MORGAN STANLEY COM 617446448 289 6326 SH Sole 56 6326 0 0
MORGAN STANLEY COM 617446448 37 811 SH Defined 60 811 0 0
MORGAN STANLEY COM 617446448 1411 30868 SH No disc 61 30868 0 0
MORGAN STANLEY COM 617446448 42 910 SH Sole 99 910 0 0
MORGAN STANLEY ASIA PAC FD I COM 61744U106 25 1400 SH Sole 9 1400 0 0
MORGAN STANLEY GROUP INC USD 0 COM 617446448 1756 38411 SH Defined 31 38411 0 0
MORGAN STANLEY INDIA INVS FD COM 61745C105 757 19971 SH Sole 17 19971 0 0
MORGAN STANLEY INDIA INVS FD FUND 61745C105 2113 55784 SH Sole 20 0 55784 0
MORGAN STANLEY INDIA INVS FD COM 61745C105 71 1865 SH No disc 61 1865 0 0
MORNINGSTAR INC NPV COM 617700109 903 14713 SH Defined 31 14713 0 0
MORTONS RESTAURANT GROUP USD 0 COM 619430101 63 7900 SH Defined 31 7900 0 0
MOSAIC CO COM 61945A107 2206 21500 SH Sole 9 21500 0 0
MOSAIC CO COM 61945A107 72 700 SH Sole 17 700 0 0
MOSAIC CO COM 61945A107 4911 47869 SH Sole 51 47869 0 0
MOSAIC CO COM 61945A107 110 1075 SH Sole 56 1075 0 0
MOSAIC CO COM 61945A107 37 360 SH No disc 61 360 0 0
MOSAIC COMPANY USD 0.01 COM 61945A107 50398 491200 SH Defined 31 491200 0 0
MOTOROLA INC COM 620076109 26 2749 SH Defined 8 2749 0 0
MOTOROLA INC COM 620076109 15738 1692212 SH Sole 9 1692212 0 0
MOTOROLA INC OPT 620076109 12447 1338300 SH Call Defined 9 0 1338300 0
MOTOROLA INC OPT 620076109 18274 1964900 SH Put Defined 9 0 1964900 0
MOTOROLA INC COM 620076109 13554 1457500 SH Sole 51 1457500 0 0
MOTOROLA INC COM 620076109 14 1500 SH Sole 56 1500 0 0
MOTOROLA INC COM 620076109 121 12980 SH Defined 60 12980 0 0
MOTOROLA INC COM 620076109 21 2360 SH No disc 61 2360 0 0
MOTOROLA INC COM 620076109 16 1770 SH Sole 99 1770 0 0
MOTOROLA INC USD 3 COM 620076109 14696 1580200 SH Defined 31 1580200 0 0
MOVADO GROUP INC USD 0.01 COM 624580106 885 45400 SH Defined 31 45400 0 0
MPC CORPORATION COM 553166109 7 19000 SH No disc 61 19000 0 0
MPS GROUP INC COM 553409103 107 9000 SH Defined 8 9000 0 0
MPS GROUP INC. USD 0.01 COM 553409103 382 32300 SH Defined 31 32300 0 0
MRV COMMUNICATIONS INC COM 553477100 1 500 SH No disc 61 500 0 0
MRV COMMUNICATIONS INC USD 0.0 COM 553477100 126 91712 SH Defined 31 91712 0 0
MSC SOFTWARE CORP COM 553531104 142 10900 SH Defined 8 10900 0 0
MTC TECHNOLOGIES INC COM 55377A106 3413 143542 SH Sole 9 143542 0 0
MTC TECHNOLOGIES INC USD 0.001 COM 55377A106 5 200 SH Defined 31 200 0 0
MTR GAMING GROUP INC USD 0.000 COM 553769100 82 11585 SH Defined 31 11585 0 0
MTS SYS CORP COM 553777103 36 1100 SH Defined 8 1100 0 0
MUELLER INDS INC COM 624756102 145 5000 SH Defined 8 5000 0 0
MUELLER INDUSTRIES INC USD 0.0 COM 624756102 2977 103184 SH Defined 31 103184 0 0
MUELLER WATER PRODUCTS INC USD COM 624758207 727 92200 SH Defined 31 92200 0 0
MUELLER WTR PRODS INC COM 624758207 7 845 SH No disc 61 845 0 0
MURPHY OIL CORP COM 626717102 1 6 SH Defined 8 6 0 0
MURPHY OIL CORP COM 626717102 1258 15310 SH Sole 9 15310 0 0
MURPHY OIL CORP COM 626717102 1404 17100 SH Sole 51 17100 0 0
MURPHY OIL CORP COM 626717102 578 7040 SH Sole 99 7040 0 0
MVC CAPITAL INC USD 0.01 COM 553829102 154 10100 SH Defined 31 10100 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 74 2100 SH Defined 8 2100 0 0
MYERS INDS INC COM 628464109 1402 106800 SH Sole 9 106800 0 0
MYLAN INC COM 628530107 1 15 SH Defined 8 15 0 0
MYLAN INC COM 628530107 8095 697810 SH Sole 9 697810 0 0
MYLAN INC OPT 628530107 21054 1815000 SH Call Defined 9 0 1815000 0
MYLAN INC COM 628530107 23 2000 SH Sole 57 2000 0 0
MYRIAD GENETICS INC COM 62855J104 149 3700 SH Defined 8 3700 0 0
MYRIAD GENETICS INC COM 62855J104 291 7218 SH Sole 9 7218 0 0
NABI BIOPHARMACEUTICALS COM 629519109 484 120309 SH Sole 9 120309 0 0
NABORS INDUSTRIES LTD COM G6359F103 10 274 SH Defined 8 274 0 0
NABORS INDUSTRIES LTD COM G6359F103 208 6173 SH Sole 9 6173 0 0
NABORS INDUSTRIES LTD OPT G6359F103 0 0 SH Put Defined 9 0 0 0
NACCO INDUSTRIES INC NPV COM 629579103 17 200 SH Defined 31 200 0 0
NALCO HOLDING COMPANY COM 62985Q101 2137 101041 SH Sole 9 101041 0 0
NAM TAI ELECTRONICS INC USD 0. COM 629865205 5 500 SH Defined 31 500 0 0
NAM TAI ELECTRS INC COM 629865205 40 4100 SH Defined 8 4100 0 0
NANOGEN INC COM 630075109 0 814 SH No disc 61 814 0 0
NANOPHASE TECHNOLOGIES CORPORA COM 630079101 37 11260 SH Defined 31 11260 0 0
NAPSTER INC COM 630797108 2 1300 SH No disc 61 1300 0 0
NAPSTER INC USD 0.001 COM 630797108 96 64744 SH Defined 31 64744 0 0
NARA BANCORP INC COM 63080P105 29 2200 SH Defined 8 2200 0 0
NASDAQ OMX GROUP INC COM 631103108 1855 47978 SH Sole 9 47978 0 0
NASDAQ OMX GROUP INC COM 631103108 6959 180000 SH Sole 51 180000 0 0
NASDAQ OMX GROUP INC COM 631103108 6 155 SH No disc 61 155 0 0
NASH-FINCH COMPANY INC USD 1.6 COM 631158102 1419 41758 SH Defined 31 41758 0 0
NATIONAL BEVERAGE CORP USD 0.0 COM 635017106 202 26255 SH Defined 31 26255 0 0
NATIONAL CITY CORP COM 635405103 7 612 SH Defined 8 612 0 0
NATIONAL CITY CORP COM 635405103 532 53490 SH Sole 9 53490 0 0
NATIONAL CITY CORP COM 635405103 40 4000 SH Sole 59 4000 0 0
NATIONAL FINANCIAL PARTNERS CO COM 63607P208 248 11000 SH Defined 31 11000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 68 1431 SH Sole 9 1431 0 0
NATIONAL HEALTH INVESTORS INC COM 63633D104 1310 41900 SH Defined 31 41900 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1013 32420 SH Sole 9 32420 0 0
NATIONAL INFORMATION CONSORTIU COM 62914B100 24 3305 SH Defined 31 3305 0 0
NATIONAL INSTRUMENTS CORP USD COM 636518102 2940 112466 SH Defined 31 112466 0 0
NATIONAL INTERSTATE CORP USD 0 COM 63654U100 109 4643 SH Defined 31 4643 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6 88 SH Defined 8 88 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5402 92540 SH Sole 9 92540 0 0
NATIONAL OILWELL VARCO INC OPT 637071101 5838 100000 SH Call Defined 9 0 100000 0
NATIONAL OILWELL VARCO INC COM 637071101 4174 71499 SH Sole 51 71499 0 0
NATIONAL OILWELL VARCO INC COM 637071101 872 14942 SH Sole 56 14942 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6239 106862 SH Sole 59 106862 0 0
NATIONAL OILWELL VARCO INC COM 637071101 306 5250 SH No disc 61 5250 0 0
NATIONAL PRESTO INDUSTRIES INC COM 637215104 200 3800 SH Defined 31 3800 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 1267 57434 SH Defined 31 57434 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 5 241 SH Defined 8 241 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 49 2692 SH Sole 9 2692 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 251 13700 SH Sole 51 13700 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 16 890 SH No disc 61 890 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 31 1700 SH Sole 99 1700 0 0
NATIONWIDE HEALTH PPTYS INC COM 638620104 1326 39296 SH Sole 9 39296 0 0
NATIONWIDE HEALTH PROPERTIES R COM 638620104 18776 556300 SH Defined 31 556300 0 0
NAVIGANT CONSULTING INC USD 0. COM 63935N107 2367 124700 SH Defined 31 124700 0 0
NAVIGATORS GROUP INC COM 638904102 419 7700 SH Sole 9 7700 0 0
NAVIGATORS GROUP INC USD 0.1 COM 638904102 79 1440 SH Defined 31 1440 0 0
NAVIOS MARITIME HOLDINGS INC U COM Y62196103 2914 314000 SH Defined 31 314000 0 0
NAVISITE, INC. USD 0.01 COM 63935M208 1 24 SH Defined 31 24 0 0
NAVTEQ CORP COM 63936L100 5889 86600 SH Sole 9 86600 0 0
NAVTEQ CORP OPT 63936L100 5678 83500 SH Put Defined 9 0 83500 0
NBTY INC USD 0.008 COM 628782104 11376 379800 SH Defined 31 379800 0 0
NCI INC USD NPV COM 62886K104 61 3200 SH Defined 31 3200 0 0
NCR CORP NEW COM 62886E108 176 7700 SH Sole 9 7700 0 0
NCR CORP NEW COM 62886E108 1 36 SH No disc 61 36 0 0
NEENAH PAPER INC COM 640079109 0 3 SH No disc 61 3 0 0
NEENAH PAPER INC USD 0.01 COM 640079109 542 21000 SH Defined 31 21000 0 0
NEKTAR THERAPEUTICS COM 640268108 22 3189 SH No disc 61 3189 0 0
NESS TECHNOLOGIES INC COM 64104X108 121 12700 SH Defined 8 12700 0 0
NESS TECHNOLOGIES INC COM 64104X108 514 54150 SH Sole 51 54150 0 0
NESS TECHNOLOGIES INC. USD 0.0 COM 64104X108 32 3371 SH Defined 31 3371 0 0
NET 1 UEPS TECHNOLOGIES INC COM 64107N206 161 7100 SH Defined 8 7100 0 0
NET 1 UEPS TECHNOLOGIES, INC. COM 64107N206 3077 136421 SH Defined 31 136421 0 0
NETFLIX INC COM 64110L106 15 441 SH Sole 9 441 0 0
NETFLIX INC COM 64110L106 326 9408 SH Sole 51 9408 0 0
NETFLIX INC USD 0.001 COM 64110L106 12179 351476 SH Defined 31 351476 0 0
NETGEAR INC USD 0.001 COM 64111Q104 113 5652 SH Defined 31 5652 0 0
NETLOGIC MICROSYSTEMS INC USD COM 64118B100 484 20013 SH Defined 31 20013 0 0
NETMANAGE INC COM 641144308 0 118 SH No disc 61 118 0 0
NETSCOUT SYS INC COM 64115T104 1 100 SH No disc 61 100 0 0
NETSCOUT SYSTEMS INC USD 0.001 COM 64115T104 452 48529 SH Defined 31 48529 0 0
NETSOL INTERNATIONAL INC USD 0 COM 64115A204 21 10200 SH Defined 31 10200 0 0
NETSOL TECHNOLOGIES INC COM 64115A204 41 20666 SH No disc 61 20666 0 0
NEUROCHEM INC COM 64125K101 30 18890 SH Sole 9 18890 0 0
NEUROCHEM INC COM 64125K101 3 1600 SH Sole 57 1600 0 0
NEUROCHEM INC COM 64125K101 7 4150 SH No disc 61 4150 0 0
NEUROCRINE BIOSCIENCES INC USD COM 64125C109 60 11072 SH Defined 31 11072 0 0
NEVSUN RES LTD COM 64156L101 5 2622 SH No disc 61 2622 0 0
NEW FRONTIER MEDIA INC USD 0.0 COM 644398109 80 17725 SH Defined 31 17725 0 0
NEW JERSEY RESOURCES CORP USD COM 646025106 757 24350 SH Defined 31 24350 0 0
NEW ORIENTAL ED & TECH GRP I COM 647581107 817 12600 SH Sole 51 12600 0 0
NEW YORK & COMPANY INC USD 0.0 COM 649295102 342 59500 SH Defined 31 59500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 9 504 SH Sole 9 504 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5360 291300 SH Defined 32 291300 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 1 40 SH Defined 31 40 0 0
NEW YORK TIMES CO COM 650111107 2 64 SH Defined 8 64 0 0
NEW YORK TIMES CO COM 650111107 908 48095 SH Sole 9 48095 0 0
NEWELL RUBBERMAID INC COM 651229106 623 27245 SH Sole 9 27245 0 0
NEWELL RUBBERMAID INC USD 1 COM 651229106 24361 1065176 SH Defined 31 1065176 0 0
NEWFIELD EXPL CO COM 651290108 16 300 SH Sole 9 300 0 0
NEWFIELD EXPL CO COM 651290108 11 212 SH Sole 99 212 0 0
NEWMARKET CORP COM 651587107 483 6400 SH Sole 9 6400 0 0
NEWMARKET CORPORATION USD NPV COM 651587107 10745 142400 SH Defined 31 142400 0 0
NEWMONT MINING CORP COM 651639106 6 132 SH Defined 8 132 0 0
NEWMONT MINING CORP COM 651639106 8195 180906 SH Sole 9 180906 0 0
NEWMONT MINING CORP COM 651639106 1401 30925 SH Sole 56 30925 0 0
NEWMONT MINING CORP COM 651639106 136 3000 SH Defined 60 3000 0 0
NEWMONT MINING CORP COM 651639106 1553 34279 SH No disc 61 34279 0 0
NEWMONT MINING CORP COM 651639106 26 575 SH Sole 99 575 0 0
NEWPORT CORPORATION USD 0.1167 COM 651824104 99 8783 SH Defined 31 8783 0 0
NEWS CORP COM 65248E104 417 22257 SH Sole 9 22257 0 0
NEWS CORP COM 65248E203 21824 1146208 SH Sole 9 1146208 0 0
NEWS CORP GDR 65248E203 964 50609 SH Sole 9 50609 0 0
NEWS CORP COM 65248E104 9 474 SH Sole 17 474 0 0
NEWS CORP COM 65248E104 21 1100 SH Sole 20 0 1100 0
NEWS CORP COM 65248E203 19 1000 SH Sole 20 0 1000 0
NEWS CORP COM 65248E104 1733 92413 SH Sole 51 92413 0 0
NEWS CORP COM 65248E104 88 4711 SH No disc 61 4711 0 0
NEWS CORP COM 65248E203 0 1 SH No disc 61 1 0 0
NEWS CORP COM 65248E104 13 701 SH Sole 99 701 0 0
NEWS CORPORATION USD 0.01 COM 65248E203 24469 1285130 SH Defined 31 1285130 0 0
NEWSTAR FINANCIAL INC USD 0.01 COM 65251F105 3 500 SH Defined 31 500 0 0
NEXEN INC COM 65334H102 1782 60154 SH Sole 9 60154 0 0
NEXEN INC COM 65334H102 1481 50000 SH Sole 56 50000 0 0
NEXEN INC COM 65334H102 143 4800 SH Defined 60 4800 0 0
NEXEN INC CAD NPV COM 65334H102 17610 594700 SH Defined 31 594700 0 0
NGP CAPITAL RESOURCES COMPANY COM 62912R107 4 232 SH Defined 31 232 0 0
NICE SYS LTD ADR 653656108 770 27284 SH Sole 9 27284 0 0
NICOR INC COM 654086107 579 17285 SH Sole 9 17285 0 0
NICOR INC COM 654086107 1 24 SH No disc 61 24 0 0
NIDEC CORP ADR REP 0.25 ORD COM 654090109 5 300 SH Defined 31 300 0 0
NII HLDGS INC COM 62913F201 1828 57519 SH Defined 8 57519 0 0
NII HLDGS INC COM 62913F201 10 306 SH Sole 9 306 0 0
NII HOLDINGS INC USD 0.001 COM 62913F201 13294 418294 SH Defined 31 418294 0 0
NIKE INC COM 654106103 27 392 SH Defined 8 392 0 0
NIKE INC COM 654106103 3503 51510 SH Sole 9 51510 0 0
NIKE INC COM 654106103 27 393 SH Sole 20 0 393 0
NIKE INC COM 654106103 1791 26336 SH Sole 51 26336 0 0
NIKE INC COM 654106103 12 180 SH Sole 56 180 0 0
NIKE INC COM 654106103 258 3795 SH Sole 57 3795 0 0
NIKE INC COM 654106103 11 168 SH No disc 61 168 0 0
NIPPON TELEGR & TELEPH ADR REP COM 654624105 2422 111700 SH Defined 31 111700 0 0
NISOURCE INC COM 65473P105 1654 95938 SH Sole 9 95938 0 0
NISOURCE INC USD 0.01 COM 65473P105 1281 74290 SH Defined 31 74290 0 0
NISSAN MOTOR CO LTD ADR REP 2 COM 654744408 1 31 SH Defined 31 31 0 0
NISSAN MOTORS COM 654744408 11 680 SH Sole 99 680 0 0
NL INDUSTRIES USD 0.125 COM 629156407 287 26200 SH Defined 31 26200 0 0
NMS COMMUNICATIONS CORP COM 629248105 0 185 SH No disc 61 185 0 0
NMT MED INC COM 629294109 47 12000 SH Sole 99 12000 0 0
NN INC USD 0.01 COM 629337106 36 3600 SH Defined 31 3600 0 0
NOBLE CORP USD 0.1 COM G65422100 830 16700 SH Defined 31 16700 0 0
NOBLE CORPORATION COM G65422100 15 298 SH Defined 8 298 0 0
NOBLE CORPORATION COM G65422100 1908 38413 SH Sole 9 38413 0 0
NOBLE ENERGY INC COM 655044105 13 165 SH Defined 8 165 0 0
NOBLE ENERGY INC COM 655044105 462 6350 SH Sole 9 6350 0 0
NOBLE ENERGY INC COM 655044105 160 2200 SH Sole 51 2200 0 0
NOBLE ENERGY INC COM 655044105 342 4700 SH Sole 56 4700 0 0
NOBLE ENERGY INC COM 655044105 30 410 SH Defined 60 410 0 0
NOBLE ENERGY INC COM 655044105 3 38 SH No disc 61 38 0 0
NOBLE INTERNATIONAL LD USD 0.0 COM 655053106 92 14626 SH Defined 31 14626 0 0
NOKIA CORP ADR 654902204 845 26558 SH Sole 9 26558 0 0
NOKIA CORP COM 654902204 38 1200 SH Defined 60 1200 0 0
NOKIA CORP COM 654902204 5 160 SH Sole 99 160 0 0
NOKIA OYJ ADR REP 1 ORD COM 654902204 1487 46700 SH Defined 31 46700 0 0
NOMURA HOLDINGS INC ADR REP 1 COM 65535H208 2996 199300 SH Defined 31 199300 0 0
NORDIC AMERICAN TANKER SHIPP COM G65773106 160 5700 SH Defined 8 5700 0 0
NORDIC AMERICAN TANKER SHIPP COM G65773106 20 715 SH Sole 9 715 0 0
NORDIC AMERICAN TANKER SHIPPIN COM G65773106 255 9100 SH Defined 31 9100 0 0
NORDSTROM INC COM 655664100 13 385 SH Defined 8 385 0 0
NORDSTROM INC COM 655664100 437 13400 SH Sole 9 13400 0 0
NORDSTROM INC COM 655664100 15759 483400 SH Sole 51 483400 0 0
NORFOLK SOUTHERN CORP COM 655844108 20 368 SH Defined 8 368 0 0
NORFOLK SOUTHERN CORP COM 655844108 344 6324 SH Sole 9 6324 0 0
NORFOLK SOUTHERN CORP OPT 655844108 4118 75800 SH Call Defined 9 0 75800 0
NORFOLK SOUTHERN CORP OPT 655844108 8192 150800 SH Put Defined 9 0 150800 0
NORFOLK SOUTHERN CORP COM 655844108 116 2140 SH Sole 56 2140 0 0
NORFOLK SOUTHERN CORP USD 1 COM 655844108 55722 1025800 SH Defined 31 1025800 0 0
NORTEL NETWORKS CORP CAD NPV COM 656568508 6765 1011200 SH Defined 31 1011200 0 0
NORTEL NETWORKS CORP NEW COM 656568508 1428 213560 SH Sole 9 213560 0 0
NORTEL NETWORKS CORP NEW OPT 656568508 603 90000 SH Call Defined 9 0 90000 0
NORTEL NETWORKS CORP NEW OPT 656568508 6862 1025600 SH Put Defined 9 0 1025600 0
NORTEL NETWORKS CORP NEW COM 656568508 2 272 SH Sole 56 272 0 0
NORTEL NETWORKS CORP NEW COM 656568508 10 1500 SH Defined 60 1500 0 0
NORTEL NETWORKS CORP NEW COM 656568508 43 6330 SH No disc 61 6330 0 0
NORTEL NETWORKS CORP NEW COM 656568508 1 155 SH Sole 99 155 0 0
NORTH AMERICAN ENERGY PARTNR N COM 656844107 649 42300 SH Defined 31 42300 0 0
NORTH AMERN PALLADIUM LTD COM 656912102 13 2400 SH No disc 61 2400 0 0
NORTH EUROPEAN OIL ROYALTY TRU COM 659310106 10 300 SH Defined 31 300 0 0
NORTHEAST UTILITIES USD 5 COM 664397106 11917 485601 SH Defined 31 485601 0 0
NORTHEAST UTILS COM 664397106 6 236 SH No disc 10 236 0 0
NORTHERN DYNASTY MINERALS LT COM 66510M204 80 8767 SH No disc 61 8767 0 0
NORTHERN TR CORP COM 665859104 119 1787 SH Defined 8 1787 0 0
NORTHERN TR CORP COM 665859104 48 727 SH Sole 9 727 0 0
NORTHERN TR CORP COM 665859104 32 475 SH Sole 20 0 475 0
NORTHERN TR CORP COM 665859104 778 11700 SH Sole 51 11700 0 0
NORTHERN TR CORP COM 665859104 313 4706 SH Sole 56 4706 0 0
NORTHERN TR CORP COM 665859104 257 3863 SH Defined 60 3863 0 0
NORTHERN TR CORP COM 665859104 113 1700 SH No disc 61 1700 0 0
NORTHERN TRUST CORP USD 1.667 COM 665859104 1 8 SH Defined 31 8 0 0
NORTHGATE MINERALS CORP COM 666416102 1 162 SH No disc 61 162 0 0
NORTHGATE MINERALS CORP COM 666416102 160 50000 SH Sole 99 50000 0 0
NORTHROP GRUMMAN CORP COM 666807102 26 330 SH Defined 8 330 0 0
NORTHROP GRUMMAN CORP COM 666807102 426 5473 SH Sole 9 5473 0 0
NORTHROP GRUMMAN CORP COM 666807102 1028 13207 SH Sole 51 13207 0 0
NORTHROP GRUMMAN CORP COM 666807102 381 4900 SH Sole 56 4900 0 0
NORTHROP GRUMMAN CORP COM 666807102 1 12 SH No disc 61 12 0 0
NORTHROP GRUMMAN CORP USD 1 COM 666807102 28016 360045 SH Defined 31 360045 0 0
NORTHSTAR REALTY FINANCE CORP COM 66704R100 232 28300 SH Defined 31 28300 0 0
NORTHWEST AIRLINES CORPORATION COM 667280408 2807 312200 SH Defined 31 312200 0 0
NORTHWEST NAT GAS CO COM 667655104 99 2271 SH Sole 9 2271 0 0
NORTHWEST PIPE CO COM 667746101 43 1000 SH Defined 8 1000 0 0
NORTHWESTERN CORPORATION USD 0 COM 668074305 826 33854 SH Defined 31 33854 0 0
NOVA CHEMICALS CORP COM 66977W109 53 2214 SH Sole 9 2214 0 0
NOVA CHEMICALS CORP OPT 66977W109 3599 150900 SH Put Defined 9 0 150900 0
NOVA CHEMICALS CORP COM 66977W109 50 2100 SH Sole 51 2100 0 0
NOVA CHEMICALS CORP COM 66977W109 1 22 SH No disc 61 22 0 0
NOVA CHEMICALS LTD NPV COM 66977W109 2092 87700 SH Defined 31 87700 0 0
NOVAGOLD RES INC COM 66987E206 25 3199 SH Defined 60 3199 0 0
NOVAGOLD RES INC COM 66987E206 1 145 SH No disc 61 145 0 0
NOVAMED INC DEL COM 66986W108 735 193810 SH Sole 9 193810 0 0
NOVELL INC COM 670006105 5 860 SH Sole 9 860 0 0
NOVELL INC COM 670006105 22 3433 SH No disc 61 3433 0 0
NOVELLUS SYS INC COM 670008101 167 7908 SH Defined 8 7908 0 0
NOVELLUS SYS INC COM 670008101 406 19304 SH Sole 9 19304 0 0
NOVELLUS SYS INC COM 670008101 19 900 SH No disc 61 900 0 0
NOVELLUS SYSTEMS INC USD NPV COM 670008101 97 4574 SH Defined 31 4574 0 0
NOVEN PHARMACEUTIC USD 0.0001 COM 670009109 3 244 SH Defined 31 244 0 0
NOVO NORDISK A/S ADR REP 1 ORD COM 670100205 2950 42600 SH Defined 31 42600 0 0
NOVO-NORDISK A S ADR 670100205 547 7900 SH Sole 9 7900 0 0
NRG ENERGY INC COM 629377508 1462 37500 SH Sole 9 37500 0 0
NRG ENERGY INC OPT 629377508 32998 846300 SH Put Defined 9 0 846300 0
NRG ENERGY INC USD 0.01 COM 629377508 23207 595200 SH Defined 31 595200 0 0
NSTAR COM 67019E107 1132 37200 SH Sole 9 37200 0 0
NTELOS HOLDINGS CORP USD 0.01 COM 67020Q107 304 12556 SH Defined 31 12556 0 0
NU HORIZONS ELEC CORP USD 0.00 COM 669908105 42 6600 SH Defined 31 6600 0 0
NU SKIN ENTERPRISES INC COM 67018T105 39 2150 SH No disc 61 2150 0 0
NU SKIN ENTERPRISES INC USD 0. COM 67018T105 1630 90400 SH Defined 31 90400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 96 5489 SH No disc 61 5489 0 0
NUCOR CORP COM 670346105 21 308 SH Defined 8 308 0 0
NUCOR CORP COM 670346105 2862 42246 SH Sole 9 42246 0 0
NUCOR CORP COM 670346105 34 500 SH Sole 20 0 500 0
NUCOR CORP COM 670346105 1910 28200 SH Sole 51 28200 0 0
NUSTAR GP HOLDINGS LLC COM 67059L102 34778 1374068 SH Sole 9 1374068 0 0
NUSTAR GP HOLDINGS LLC COM 67059L102 19607 793800 SH Defined 32 793800 0 0
NUTRI SYS INC NEW COM 67069D108 731 48495 SH Sole 9 48495 0 0
NUVASIVE INC COM 670704105 317 9200 SH Defined 60 9200 0 0
NUVASIVE INC USD 0.001 COM 670704105 2302 66689 SH Defined 31 66689 0 0
NUVEEN FLOATING RATE INCOME UNIT 67072T108 3701 360000 SH Sole 1 360000 0 0
NUVEEN FLTNG RTE INCM OPP FD UNIT 6706EN100 1790 175000 SH Sole 1 175000 0 0
NUVELO INCORPORATED USD 0.001 COM 67072M301 46 64616 SH Defined 31 64616 0 0
NVE CORP COM 629445206 14 550 SH No disc 61 550 0 0
NVIDIA CORP COM 67066G104 23 1119 SH Defined 8 1119 0 0
NVIDIA CORP COM 67066G104 1180 59636 SH Sole 9 59636 0 0
NVIDIA CORP COM 67066G104 163 8200 SH Sole 51 8200 0 0
NVIDIA CORP COM 67066G104 208 10490 SH Sole 56 10490 0 0
NVIDIA CORP COM 67066G104 120 6077 SH No disc 61 6077 0 0
NVR INC COM 62944T105 125 210 SH Sole 56 210 0 0
NVR INC USD 0.01 COM 62944T105 34894 58400 SH Defined 31 58400 0 0
NYFIX INC COM 670712108 796 183005 SH No disc 61 183005 0 0
NYMAGIC INC USD 1 COM 629484106 121 5300 SH Defined 31 5300 0 0
NYMEX HOLDINGS INC COM 62948N104 9 100 SH Sole 9 100 0 0
NYMEX HOLDINGS INC COM 62948N104 10758 118700 SH Sole 51 118700 0 0
NYMEX HOLDINGS INC COM 62948N104 9 104 SH No disc 61 104 0 0
NYSE EURONEXT COM 629491101 16 250 SH Defined 8 250 0 0
NYSE EURONEXT COM 629491101 9310 150872 SH Sole 9 150872 0 0
NYSE EURONEXT COM 629491101 2803 45000 SH Defined 32 45000 0 0
NYSE EURONEXT COM 629491101 13268 215000 SH Sole 51 215000 0 0
NYSE EURONEXT COM 629491101 2 39 SH Sole 56 39 0 0
NYSE EURONEXT COM 629491101 36 585 SH No disc 61 585 0 0
O CHARLEYS INC COM 670823103 22 1900 SH Defined 8 1900 0 0
O REILLY AUTOMOTIVE INC COM 686091109 160 5600 SH Defined 8 5600 0 0
O`REILLY AUTOMOTIVE INC USD 0. COM 686091109 269 9400 SH Defined 31 9400 0 0
O2MICRO INTERNATIONAL LIMITED COM 67107W100 200 25840 SH Defined 31 25840 0 0
OAO MECHEL ADR REP 3 ORD COM 583840103 43002 377900 SH Defined 31 377900 0 0
OBAGI MEDICAL PRODUCTS INC COM 67423R108 60 6900 SH Sole 51 6900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 53 711 SH Defined 8 711 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5741 78459 SH Sole 9 78459 0 0
OCCIDENTAL PETE CORP DEL OPT 674599105 25610 350000 SH Call Defined 9 0 350000 0
OCCIDENTAL PETE CORP DEL OPT 674599105 16830 230000 SH Put Defined 9 0 230000 0
OCCIDENTAL PETE CORP DEL COM 674599105 2224 30400 SH Sole 51 30400 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 311 4250 SH Sole 56 4250 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 671 9170 SH Defined 60 9170 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 258 3525 SH No disc 61 3525 0 0
OCCIDENTAL PETROLEUM USD 0.2 COM 674599105 13934 190420 SH Defined 31 190420 0 0
OCEAN PWR TECHNOLOGIES INC COM 674870308 127 10407 SH No disc 50 10407 0 0
OCEAN PWR TECHNOLOGIES INC COM 674870308 1 99 SH No disc 61 99 0 0
OCEANFREIGHT INC COM Y64202107 25 1100 SH Defined 8 1100 0 0
OCH ZIFF CAP MGMT GROUP COM 67551U105 11 500 SH No disc 61 500 0 0
OCWEN FINL CORP COM 675746309 5 1210 SH No disc 61 1210 0 0
ODYSSEY HEALTHCARE INC COM 67611V101 34 3700 SH Defined 8 3700 0 0
ODYSSEY RE HOLDINGS USD 0.01 COM 67612W108 4484 122000 SH Defined 31 122000 0 0
OFFICE DEPOT INC COM 676220106 163 14741 SH Defined 8 14741 0 0
OFFICE DEPOT INC COM 676220106 12 1101 SH Sole 9 1101 0 0
OFFICE DEPOT INC COM 676220106 115 10300 SH Sole 51 10300 0 0
OFFICE DEPOT INC COM 676220106 98 8839 SH Sole 56 8839 0 0
OFFICE DEPOT INC COM 676220106 28 2574 SH No disc 61 2574 0 0
OFFICEMAX INC DEL COM 67622P101 161 8400 SH Defined 8 8400 0 0
OFFICEMAX INC DEL COM 67622P101 3524 184137 SH Sole 9 184137 0 0
OFFICEMAX INC DEL OPT 67622P101 117 6100 SH Call Defined 9 0 6100 0
OFFICEMAX INC DEL OPT 67622P101 6699 350000 SH Put Defined 9 0 350000 0
OIL STS INTL INC COM 678026105 426 9500 SH Sole 9 9500 0 0
OIL SVC HOLDRS TR OPT 678002106 8840 50000 SH Call Defined 9 0 50000 0
OIL SVC HOLDRS TR OPT 678002106 8840 50000 SH Put Defined 9 0 50000 0
OIL SVC HOLDRS TR UNIT 678002106 76643 433500 SH Sole 9 433500 0 0
OIL-DRI CORPORATION OF AMERICA COM 677864100 40 2200 SH Defined 31 2200 0 0
OILSANDS QUEST INC COM 678046103 65 16400 SH Defined 8 16400 0 0
OILSANDS QUEST INC COM 678046103 64 16210 SH No disc 61 16210 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 3299 103619 SH Defined 31 103619 0 0
OLD REP INTL CORP COM 680223104 140 10800 SH Defined 8 10800 0 0
OLD REP INTL CORP COM 680223104 229 17766 SH Sole 9 17766 0 0
OLIN CORP COM 680665205 141 7100 SH Defined 8 7100 0 0
OLIN CORPORATION USD 1 COM 680665205 1532 77500 SH Defined 31 77500 0 0
OLYMPIC STEEL INC USD NPV COM 68162K106 13 271 SH Defined 31 271 0 0
OM GROUP INC COM 670872100 169 3100 SH Sole 51 3100 0 0
OMEGA FINL CORP COM 682092101 531 17029 SH Sole 9 17029 0 0
OMEGA PROTEIN CORP USD 0.01 COM 68210P107 435 31800 SH Defined 31 31800 0 0
OMNI ENERGY SERVICES USD 0.01 COM 68210T208 99 26602 SH Defined 31 26602 0 0
OMNICARE INC COM 681904108 4 200 SH Sole 9 200 0 0
OMNICARE INC OPT 681904108 985 54200 SH Put Defined 9 0 54200 0
OMNICARE INCORPORATED USD 1 COM 681904108 509 28000 SH Defined 31 28000 0 0
OMNICOM GROUP INC COM 681919106 12 259 SH Defined 8 259 0 0
OMNICOM GROUP INC COM 681919106 54 1216 SH Sole 9 1216 0 0
OMNICOM GROUP INC COM 681919106 561 12707 SH No disc 10 12707 0 0
OMNICOM GROUP INC COM 681919106 7 148 SH Sole 20 0 148 0
OMNICOM GROUP INC COM 681919106 211 4762 SH Sole 51 4762 0 0
OMNICOM GROUP INC COM 681919106 334 7550 SH Defined 60 7550 0 0
OMNICOM GROUP INC COM 681919106 345 7800 SH No disc 61 7800 0 0
OMNICOM GROUP INC COM 681919106 561 12707 SH Shared/ 61 12707 0 0
OMNICOM GROUP INC USD 0.15 COM 681919106 33171 750800 SH Defined 31 750800 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 221 13111 SH Sole 12 0 0 13111
OMNIVISION TECHNOLOGIES INC COM 682128103 1737 103243 SH Sole 17 103243 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 167 9912 SH Sole 20 0 9912 0
OMNIVISION TECHNOLOGIES INC COM 682128103 34 2000 SH Sole 56 2000 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 75 4460 SH Sole 57 4460 0 0
OMNIVISION TECHOLOGIES INC USD COM 682128103 2874 170824 SH Defined 31 170824 0 0
ON ASSIGNMENT USD 0.01 COM 682159108 229 36061 SH Defined 31 36061 0 0
ON SEMICONDUCTOR CORP USD 0.01 COM 682189105 3244 571037 SH Defined 31 571037 0 0
ONCOLYTICS BIOTECH INC COM 682310107 3 1572 SH No disc 61 1572 0 0
ONCOTHYREON INC COM 682324108 1 166 SH No disc 61 166 0 0
ONE LIBERTY PROPERTIES INC REI COM 682406103 36 2200 SH Defined 31 2200 0 0
ONEBEACON INSURANCE GROUP LTD COM G67742109 506 26600 SH Defined 31 26600 0 0
ONEOK INC NEW COM 682680103 2789 62498 SH Sole 9 62498 0 0
ONEOK INC NEW COM 682680103 9 200 SH Sole 56 200 0 0
ONEOK INC NEW COM 682680103 5 120 SH No disc 61 120 0 0
ONEOK INC USD 0.01 COM 682680103 16300 365203 SH Defined 31 365203 0 0
ONYX PHARMACEUTICALS INC COM 683399109 3 100 SH Sole 9 100 0 0
ONYX PHARMACEUTICALS INC COM 683399109 3 100 SH No disc 61 100 0 0
OPEN JT STK CO-VIMPEL COMMUN ADR 68370R109 11 377 SH Sole 9 377 0 0
OPEN JT STK CO-VIMPEL COMMUN ADR 68370R109 42 1400 SH Sole 17 1400 0 0
OPEN JT STK CO-VIMPEL COMMUN COM 68370R109 1888 63169 SH Sole 51 63169 0 0
OPEN JT STK CO-VIMPEL COMMUN COM 68370R109 45 1500 SH Sole 99 1500 0 0
OPEN TEXT CORP COM 683715106 97 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
OPNEXT INC USD 0.01 COM 68375V105 44 7908 SH Defined 31 7908 0 0
OPPENHEIMER HOLDINGS INC CAD N COM 683797104 18 400 SH Defined 31 400 0 0
OPTIONSXPRESS HLDGS INC COM 684010101 25 1200 SH Defined 60 1200 0 0
OPTIONSXPRESS HOLDINGS INC USD COM 684010101 8819 425791 SH Defined 31 425791 0 0
ORACLE CORP COM 68389X105 145 7420 SH Defined 8 7420 0 0
ORACLE CORP COM 68389X105 1738 88841 SH Sole 9 88841 0 0
ORACLE CORP OPT 68389X105 978 50000 SH Call Defined 9 0 50000 0
ORACLE CORP OPT 68389X105 1956 100000 SH Put Defined 9 0 100000 0
ORACLE CORP COM 68389X105 3050 155951 SH Sole 51 155951 0 0
ORACLE CORP COM 68389X105 385 19695 SH Sole 56 19695 0 0
ORACLE CORP COM 68389X105 43 2200 SH Sole 57 2200 0 0
ORACLE CORP COM 68389X105 27 1400 SH Defined 60 1400 0 0
ORACLE CORP COM 68389X105 1025 52361 SH No disc 61 52361 0 0
ORACLE CORP COM 68389X105 407 20800 SH Sole 99 20800 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 14 1800 SH Defined 8 1800 0 0
ORASURE TECHNOLOGIES INC USD 0 COM 68554V108 2 209 SH Defined 31 209 0 0
ORBITAL SCIENCE CORPORATION US COM 685564106 3707 153800 SH Defined 31 153800 0 0
ORBITAL SCIENCES CORP COM 685564106 402 16700 SH Sole 9 16700 0 0
ORBITAL SCIENCES CORP COM 685564106 27 1119 SH No disc 61 1119 0 0
ORBITZ WORLDWIDE INC USD 0.01 COM 68557K109 4 500 SH Defined 31 500 0 0
ORBOTECH LTD COM M75253100 110 6000 SH Defined 8 6000 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 11 1000 SH Defined 8 1000 0 0
OREZONE RES INC COM 685921108 0 200 SH No disc 61 200 0 0
ORITANI FINANCIAL CORP USD 0.0 COM 686323106 113 7400 SH Defined 31 7400 0 0
ORIX CORP ADR REP 0.5 ORD COM 686330101 267 3900 SH Defined 31 3900 0 0
ORMAT TECHNOLOGIES INC COM 686688102 1517 35279 SH Sole 9 35279 0 0
ORMAT TECHNOLOGIES INC COM 686688102 13 300 SH No disc 61 300 0 0
ORTHOVITA USD 0.01 COM 68750U102 42 16167 SH Defined 31 16167 0 0
OSCIENT PHARMACEUTICALS CORP COM 68812R303 7 4258 SH No disc 61 4258 0 0
OSHKOSH CORP USD 0.01 COM 688239201 6618 182400 SH Defined 31 182400 0 0
OSI PHARMACEUTICALS INC BOND 671040103 16328 436703 PRN Sole 9 436703 0 0
OSI PHARMACEUTICALS INC COM 671040103 1 21 SH No disc 61 21 0 0
OSI SYSTEMS INC COM 671044105 127 5500 SH Defined 8 5500 0 0
OSTEOTECH INC USD 0.01 COM 688582105 25 5097 SH Defined 31 5097 0 0
OTTER TAIL CORP COM 689648103 2 60 SH No disc 61 60 0 0
OUTDOOR CHANNEL HOLDINGS, INC COM 690027206 93 12600 SH Defined 31 12600 0 0
OVERSTOCK.COM INC USD 0.0001 COM 690370101 1241 104148 SH Defined 31 104148 0 0
OWENS & MINOR INC NEW COM 690732102 460 11700 SH Sole 9 11700 0 0
OWENS CORNING INC NPV COM 690742101 8137 448800 SH Defined 31 448800 0 0
OWENS ILL INC COM 690768403 2621 46441 SH Sole 9 46441 0 0
OWENS ILL INC OPT 690768403 2822 50000 SH Put Defined 9 0 50000 0
OWENS ILL INC COM 690768403 303 5377 SH Sole 12 0 0 5377
OWENS ILL INC COM 690768403 1843 32664 SH Sole 17 32664 0 0
OWENS ILL INC COM 690768403 191 3388 SH Sole 20 0 3388 0
OWENS ILL INC COM 690768403 73 1290 SH Sole 56 1290 0 0
OWENS ILL INC COM 690768403 40 700 SH Sole 57 700 0 0
OWENS-ILLINOIS INC USD 0.01 COM 690768403 72248 1280300 SH Defined 31 1280300 0 0
P.H. GLATFELTER USD 0.01 COM 377316104 528 34900 SH Defined 31 34900 0 0
PACCAR INC COM 693718108 152 3357 SH Defined 8 3357 0 0
PACCAR INC COM 693718108 60 1332 SH Sole 9 1332 0 0
PACCAR INC COM 693718108 2134 47402 SH Sole 51 47402 0 0
PACCAR INC COM 693718108 66 1477 SH No disc 61 1477 0 0
PACCAR INC USD 1 COM 693718108 341 7559 SH Defined 31 7559 0 0
PACER INTERNATIONAL INC USD 0. COM 69373H106 1116 67885 SH Defined 31 67885 0 0
PACIFIC CAP BANCORP NEW COM 69404P101 382 17776 SH Sole 9 17776 0 0
PACIFIC ETHANOL INC COM 69423U107 528 119998 SH Sole 9 119998 0 0
PACIFIC ETHANOL INC COM 69423U107 3 711 SH No disc 61 711 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 6 400 SH Defined 8 400 0 0
PACKAGING CORP AMER COM 695156109 335 15000 SH Sole 9 15000 0 0
PACKAGING CORP AMER COM 695156109 9 398 SH Sole 56 398 0 0
PACKAGING CORPORATION OF AMERI COM 695156109 10459 468345 SH Defined 31 468345 0 0
PACTIV CORP COM 695257105 15 569 SH Defined 8 569 0 0
PACTIV CORP COM 695257105 12 456 SH Sole 9 456 0 0
PACTIV CORP COM 695257105 5 201 SH No disc 61 201 0 0
PACTIV CORPORATION USD 0.01 COM 695257105 7334 279800 SH Defined 31 279800 0 0
PAETEC CORPORATION USD 0.01 COM 695459107 77 11533 SH Defined 31 11533 0 0
PAIN THERAPEUTICS INC COM 69562K100 42 4900 SH Defined 8 4900 0 0
PALL CORP COM 696429307 4 106 SH Defined 8 106 0 0
PALL CORP COM 696429307 23 643 SH Sole 9 643 0 0
PALL CORP COM 696429307 682 19438 SH Sole 51 19438 0 0
PALL CORP COM 696429307 10 272 SH Sole 56 272 0 0
PALL CORPORATION USD 0.1 COM 696429307 13871 395516 SH Defined 31 395516 0 0
PALM HARBOR HOMES INC USD 0.01 COM 696639103 23 4200 SH Defined 31 4200 0 0
PALM INC NEW OPT 696643105 0 0 SH Call Defined 9 0 0 0
PALM INC NEW COM 696643105 2 326 SH No disc 61 326 0 0
PALOMAR MED TECHNOLOGIES INC COM 697529303 62 4100 SH Defined 8 4100 0 0
PALOMAR MED TECHNOLOGIES INC COM 697529303 6 385 SH No disc 61 385 0 0
PALOMAR MEDICAL TECHNOLOGIES U COM 697529303 221 14584 SH Defined 31 14584 0 0
PAN AMERICAN SILVER CORP COM 697900108 47 1230 SH No disc 61 1230 0 0
PAN AMERICAN SILVER CORP COM 697900108 7 175 SH Sole 99 175 0 0
PAN AMERICAN SILVER CORPORATIO COM 697900108 13096 341297 SH Defined 31 341297 0 0
PANERA BREAD CO COM 69840W108 114 2726 SH Sole 9 2726 0 0
PAPA JOHNS INTERNATIONAL INC U COM 698813102 1466 60526 SH Defined 31 60526 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 150 8600 SH Defined 8 8600 0 0
PAR PHARMACEUTICAL COS INC COM 69888P106 17 1000 SH No disc 61 1000 0 0
PARAGON SHIPPING INC USD 0.001 COM 69913R309 10 600 SH Defined 31 600 0 0
PARALLEL PETE CORP DEL COM 699157103 126 6400 SH Defined 8 6400 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173209 56 3486 SH No disc 61 3486 0 0
PAREXEL INTL CORP COM 699462107 160 6100 SH Defined 8 6100 0 0
PAREXEL INTL CORP COM 699462107 479 18334 SH Sole 10 18334 0 0
PAREXEL INTL CORP COM 699462107 479 18334 SH Shared/ 61 18334 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 96 3700 SH Defined 8 3700 0 0
PARKER DRILLING CO COM 701081101 2222 343916 SH Sole 9 343916 0 0
PARKER DRILLING CO COM 701081101 1 200 SH No disc 61 200 0 0
PARKER HANNIFIN CORP COM 701094104 19 274 SH Defined 8 274 0 0
PARKER HANNIFIN CORP COM 701094104 41 595 SH Sole 9 595 0 0
PARKER HANNIFIN CORP COM 701094104 236 3400 SH Sole 51 3400 0 0
PARKER HANNIFIN CORP COM 701094104 40 578 SH Sole 56 578 0 0
PARKWAY PPTYS INC COM 70159Q104 251 6784 SH Sole 9 6784 0 0
PATRIOT COAL CORP COM 70336T104 1 7 SH Defined 8 7 0 0
PATRIOT COAL CORP COM 70336T104 396 8438 SH Sole 9 8438 0 0
PATRIOT COAL CORP COM 70336T104 6 134 SH No disc 61 134 0 0
PATTERSON COMPANIES INC COM 703395103 8 197 SH Defined 8 197 0 0
PATTERSON COMPANIES INC COM 703395103 477 13149 SH Sole 9 13149 0 0
PATTERSON COMPANIES INC COM 703395103 689 19000 SH Sole 51 19000 0 0
PATTERSON UTI ENERGY INC COM 703481101 6 223 SH Defined 8 223 0 0
PATTERSON UTI ENERGY INC COM 703481101 257 9803 SH Sole 9 9803 0 0
PATTERSON UTI ENERGY INC COM 703481101 116 4422 SH Sole 56 4422 0 0
PAYCHEX INC COM 704326107 24 674 SH Defined 8 674 0 0
PAYCHEX INC COM 704326107 640 18695 SH Sole 9 18695 0 0
PAYCHEX INC USD 0.01 COM 704326107 13646 398292 SH Defined 31 398292 0 0
PC CONNECTION USD 0.01 COM 69318J100 8 900 SH Defined 31 900 0 0
PC MALL INC COM 69323K100 101 9500 SH Sole 51 9500 0 0
PC-TEL INC USD 0.001 COM 69325Q105 194 28500 SH Defined 31 28500 0 0
PDF SOLUTIONS INC USD 0.00015 COM 693282105 1 32 SH Defined 31 32 0 0
PDL BIOPHARMA INC COM 69329Y104 1 100 SH Sole 9 100 0 0
PDL BIOPHARMA INC COM 69329Y104 0 40 SH No disc 61 40 0 0
PEABODY ENERGY CORP COM 704549104 4 70 SH Defined 8 70 0 0
PEABODY ENERGY CORP COM 704549104 9495 186175 SH Sole 9 186175 0 0
PEABODY ENERGY CORP COM 704549104 113 2200 SH Sole 51 2200 0 0
PEABODY ENERGY CORP COM 704549104 214 4200 SH Defined 60 4200 0 0
PEABODY ENERGY CORP COM 704549104 69 1347 SH No disc 61 1347 0 0
PEARSON PLC ADR REP 1 ORD COM 705015105 10 700 SH Defined 31 700 0 0
PEGASYSTEMS INC COM 705573103 8 861 SH No disc 61 861 0 0
PEGASYSTEMS INC USD 0.01 COM 705573103 223 23080 SH Defined 31 23080 0 0
PENN NATIONAL GAMING INC USD 0 COM 707569109 36988 845805 SH Defined 31 845805 0 0
PENN NATL GAMING INC COM 707569109 875 20000 SH Sole 1 20000 0 0
PENN VA GP HLDGS L P COM 70788P105 2857 105523 SH Sole 51 105523 0 0
PENN VA RESOURCES PARTNERS L COM 707884102 35 1400 SH Defined 8 1400 0 0
PENN VIRGINIA CORP USD 0.01 COM 707882106 8316 188600 SH Defined 31 188600 0 0
PENN WEST ENERGY TR COM 707885109 10 351 SH Sole 9 351 0 0
PENN WEST ENERGY TR COM 707885109 72 2589 SH No disc 61 2589 0 0
PENN WEST ENERGY TRUST UNIT CA COM 707885109 52734 1884685 SH Defined 31 1884685 0 0
PENNANTPARK INVESTMENT CORP US COM 708062104 51 5900 SH Defined 31 5900 0 0
PENNEY J C INC COM 708160106 82 2164 SH Defined 8 2164 0 0
PENNEY J C INC COM 708160106 30 808 SH Sole 9 808 0 0
PENNSYLVANIA RL ESTATE INVT COM 709102107 76 3120 SH Sole 9 3120 0 0
PENSKE AUTO GROUP INC USD 0.00 COM 70959W103 5757 295788 SH Defined 31 295788 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 26 1340 SH Sole 56 1340 0 0
PENSON WORLDWIDE INC USD 0.01 COM 709600100 93 10000 SH Defined 31 10000 0 0
PENTAIR INC COM 709631105 1092 34229 SH Sole 9 34229 0 0
PEOPLE`S UNITED FINANCIAL INC COM 712704105 1 34 SH Defined 31 34 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 227 13096 SH Sole 9 13096 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 88 8800 SH Defined 8 8800 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 63 6305 SH Sole 9 6305 0 0
PEPCO HOLDINGS INC COM 713291102 3 100 SH Defined 8 100 0 0
PEPCO HOLDINGS INC COM 713291102 16 638 SH Sole 9 638 0 0
PEPCO HOLDINGS INC COM 713291102 14 569 SH Sole 56 569 0 0
PEPCO HOLDINGS INC COM 713291102 99 4000 SH Sole 59 4000 0 0
PEPCO HOLDINGS INC COM 713291102 20 800 SH No disc 61 800 0 0
PEPSI BOTTLING GROUP INC COM 713409100 6 165 SH Defined 8 165 0 0
PEPSI BOTTLING GROUP INC COM 713409100 704 20753 SH Sole 9 20753 0 0
PEPSI BOTTLING GROUP INC COM 713409100 1895 55900 SH Sole 51 55900 0 0
PEPSI BOTTLING GROUP INC COM 713409100 224 6613 SH Sole 56 6613 0 0
PEPSI BOTTLING GROUP INC USD 0 COM 713409100 4428 130553 SH Defined 31 130553 0 0
PEPSIAMERICAS INC COM 71343P200 87 3397 SH Sole 56 3397 0 0
PEPSICO INC COM 713448108 119 1646 SH Defined 8 1646 0 0
PEPSICO INC COM 713448108 21838 302469 SH Sole 9 302469 0 0
PEPSICO INC COM 713448108 13 174 SH Sole 20 0 174 0
PEPSICO INC COM 713448108 20381 282285 SH Sole 51 282285 0 0
PEPSICO INC COM 713448108 895 12396 SH Sole 56 12396 0 0
PEPSICO INC COM 713448108 29 400 SH Sole 57 400 0 0
PEPSICO INC COM 713448108 571 7919 SH Defined 60 7919 0 0
PEPSICO INC COM 713448108 719 9969 SH No disc 61 9969 0 0
PEPSICO INC COM 713448108 277 3845 SH Sole 99 3845 0 0
PEPSICO INC USD 0.017 COM 713448108 46997 650916 SH Defined 31 650916 0 0
PERCEPTRON INC USD 0.01 COM 71361F100 161 12700 SH Defined 31 12700 0 0
PEREGRINE PHARMACEUTICALS IN COM 713661106 1 2000 SH No disc 61 2000 0 0
PERFECT WORLD CO LTD-ADR ADR R COM 71372U104 329 14461 SH Defined 31 14461 0 0
PERFICIENT INC USD 0.001 COM 71375U101 1 6 SH Defined 31 6 0 0
PERKINELMER INC COM 714046109 12 492 SH Defined 8 492 0 0
PERKINELMER INC COM 714046109 2 83 SH Sole 9 83 0 0
PERKINELMER INC COM 714046109 477 19674 SH Sole 51 19674 0 0
PERKINELMER INC COM 714046109 14 560 SH No disc 61 560 0 0
PERKINELMER INC USD 1 COM 714046109 1928 79500 SH Defined 31 79500 0 0
PERMIAN BASIN ROYALTY TRUST RO COM 714236106 4566 206100 SH Defined 31 206100 0 0
PEROT SYS CORP COM 714265105 122 8100 SH Defined 8 8100 0 0
PEROT SYS CORP COM 714265105 229 15200 SH No disc 61 15200 0 0
PERRIGO COMPANY USD NPV COM 714290103 7164 189851 SH Defined 31 189851 0 0
PERRY ELLIS INTL INC USD 0.01 COM 288853104 1 5 SH Defined 31 5 0 0
PETMED EXPRESS INC USD 0.001 COM 716382106 11 962 SH Defined 31 962 0 0
PETROBRAS ENERGIA PARTCPTNS COM 71646M102 11 1000 SH Sole 56 1000 0 0
PETROBRAS ENERGIA PARTCPTNS COM 71646M102 13 1160 SH No disc 61 1160 0 0
PETROBRAS ENERGIA PARTICIPACIO COM 71646M102 4039 355800 SH Defined 31 355800 0 0
PETRO-CANADA CAD NPV COM 71644E102 17924 412900 SH Defined 31 412900 0 0
PETRO-CDA COM 71644E102 326 7500 SH Sole 9 7500 0 0
PETRO-CDA COM 71644E102 130 3000 SH No disc 61 3000 0 0
PETROCHINA CO LTD ADR 71646E100 5992951 47825000 SH Sole 9 47825000 0 0
PETROCHINA CO LTD OPT 71646E100 940 7500 SH Call Defined 9 0 7500 0
PETROCHINA CO LTD COM 71646E100 276 2200 SH Defined 60 2200 0 0
PETROCHINA CO LTD COM 71646E100 14 110 SH Sole 99 110 0 0
PETROCHINA COMPANY LIMITED ADR COM 71646E100 24235 193400 SH Defined 31 193400 0 0
PETROHAWK ENERGY CORP COM 716495106 61 3000 SH Defined 60 3000 0 0
PETROLEO BRASILEIRO SA PETRO ADR 71654V408 21353 209120 SH Sole 9 209120 0 0
PETROLEO BRASILEIRO SA PETRO COM 71654V101 1524 18000 SH Sole 51 18000 0 0
PETROLEO BRASILEIRO SA PETRO COM 71654V101 227 2685 SH Defined 60 2685 0 0
PETROLEO BRASILEIRO SA PETRO COM 71654V408 20 200 SH Defined 60 200 0 0
PETROLEO BRASILEIRO SA PETRO COM 71654V408 48 470 SH Sole 99 470 0 0
PETROLEUM DEVELOPMENT CORP USD COM 716578109 95 1365 SH Defined 31 1365 0 0
PETSMART INC COM 716768106 4 190 SH Defined 8 190 0 0
PETSMART INC COM 716768106 6 300 SH Sole 9 300 0 0
PFF BANCORP INC COM 69331W104 221 26586 SH Sole 9 26586 0 0
PFIZER INC COM 717081103 153693 7343200 SH Sole 1 7343200 0 0
PFIZER INC COM 717081103 139 6602 SH Defined 8 6602 0 0
PFIZER INC COM 717081103 98980 4729084 SH Sole 9 4729084 0 0
PFIZER INC OPT 717081103 50546 2415000 SH Call Defined 9 0 2415000 0
PFIZER INC OPT 717081103 120921 5777400 SH Put Defined 9 0 5777400 0
PFIZER INC COM 717081103 98 4700 SH Sole 12 0 0 4700
PFIZER INC COM 717081103 114 5465 SH Sole 20 0 5465 0
PFIZER INC COM 717081103 5459 260800 SH Sole 51 260800 0 0
PFIZER INC COM 717081103 2271 108509 SH Sole 56 108509 0 0
PFIZER INC COM 717081103 242 11563 SH Sole 57 11563 0 0
PFIZER INC COM 717081103 350 16720 SH Defined 60 16720 0 0
PFIZER INC COM 717081103 2067 98760 SH No disc 61 98760 0 0
PFIZER INC COM 717081103 1122 53670 SH Sole 99 53670 0 0
PFIZER INC USD 0.05 COM 717081103 109109 5213000 SH Defined 31 5213000 0 0
PG & E CORP USD NPV COM 69331C108 12008 326100 SH Defined 31 326100 0 0
PG&E CORP COM 69331C108 1 25 SH Defined 8 25 0 0
PG&E CORP COM 69331C108 599 16277 SH Sole 9 16277 0 0
PG&E CORP COM 69331C108 484 13159 SH Sole 51 13159 0 0
PHARMACEUTIACL PRODUCT DEVELOP COM 717124101 2713 64730 SH Defined 31 64730 0 0
PHARMACEUTICAL HLDRS TR OPT 71712A206 5419 77700 SH Call Defined 9 0 77700 0
PHARMACEUTICAL PROD DEV INC COM 717124101 109 2600 SH Defined 8 2600 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 239 5700 SH Sole 9 5700 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 24 564 SH Sole 99 564 0 0
PHARMERICA CORP COM 71714F104 426 25700 SH Sole 9 25700 0 0
PHASE FORWARD INCORPORATED USD COM 71721R406 8 437 SH Defined 31 437 0 0
PHH CORP USD 0.01 COM 693320202 2843 163100 SH Defined 31 163100 0 0
PHILADELPHIA CONSOLIDATED HOLD COM 717528103 4646 144265 SH Defined 31 144265 0 0
PHILIPPINE LONG DISTANCE TELEP COM 718252604 22969 345600 SH Defined 31 345600 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 611 16100 SH Sole 9 16100 0 0
PHOENIX COS INC NEW COM 71902E109 49 4000 SH Defined 8 4000 0 0
PHOENIX TECHNOLOGY USD 0.001 COM 719153108 1 10 SH Defined 31 10 0 0
PHOTRONICS INC COM 719405102 48 5000 SH Defined 8 5000 0 0
PHYSICIANS FORMULA HOLDINGS IN COM 719427106 1 6 SH Defined 31 6 0 0
PICO HLDGS INC COM 693366205 161 5300 SH Defined 8 5300 0 0
PICO HLDGS INC COM 693366205 520 17196 SH Sole 9 17196 0 0
PICO HOLDING INC USD 0.001 COM 693366205 1215 40179 SH Defined 31 40179 0 0
PIEDMONT NAT GAS INC COM 720186105 114 4327 SH Sole 9 4327 0 0
PIER 1 IMPORTS INC COM 720279108 289 46016 SH Sole 51 46016 0 0
PILGRIM`S PRIDE CORP USD 0.01 COM 721467108 2511 124100 SH Defined 31 124100 0 0
PINNACLE FINANCIAL PARTNERS IN COM 72346Q104 1 15 SH Defined 31 15 0 0
PINNACLE WEST CAP CORP COM 723484101 2594 73933 SH Sole 9 73933 0 0
PIONEER DRILLING CO COM 723655106 142 8900 SH Defined 8 8900 0 0
PIONEER MUN & EQUITY INCOME COM 723761102 13122 1094400 SH Defined 32 1094400 0 0
PIONEER NAT RES CO COM 723787107 15 300 SH Sole 9 300 0 0
PIONEER NAT RES CO COM 723787107 1 25 SH Sole 99 25 0 0
PIPER JAFFRAY COS COM 724078100 48 1400 SH Defined 8 1400 0 0
PITNEY BOWES INC COM 724479100 12 319 SH Defined 8 319 0 0
PITNEY BOWES INC COM 724479100 1788 51043 SH Sole 9 51043 0 0
PITNEY BOWES INC COM 724479100 18 500 SH No disc 61 500 0 0
PLAINS ALL AMERN PIPELINE L COM 726503105 105 2200 SH Defined 8 2200 0 0
PLAINS ALL AMERN PIPELINE L COM 726503105 1181 24850 SH Sole 9 24850 0 0
PLAINS EXPL& PRODTN CO COM 726505100 648 12200 SH Sole 9 12200 0 0
PLAINS EXPL& PRODTN CO COM 726505100 6 118 SH No disc 61 118 0 0
PLANTRONICS INC USD 0.01 COM 727493108 2 100 SH Defined 31 100 0 0
PLATINUM UNDERWRITERS HOLDINGS COM G7127P100 2208 68000 SH Defined 31 68000 0 0
PLUG POWER INC COM 72919P103 418 134341 SH Sole 9 134341 0 0
PLUG POWER INC COM 72919P103 0 35 SH Sole 99 35 0 0
PLUM CREEK TIMBER CO INC COM 729251108 842 20700 SH Sole 1 20700 0 0
PLUM CREEK TIMBER CO INC COM 729251108 15 357 SH Defined 8 357 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3254 79940 SH Sole 9 79940 0 0
PLUM CREEK TIMBER CO INC COM 729251108 212 5200 SH Sole 51 5200 0 0
PLUM CREEK TIMBER CO INC COM 729251108 3 77 SH No disc 61 77 0 0
PLUM CREEK TIMBER CO INC REIT COM 729251108 15221 373972 SH Defined 31 373972 0 0
PLX TECHNOLOGY INC COM 693417107 6 900 SH No disc 61 900 0 0
PMC SIERRA INC USD 0.001 COM 69344F106 2899 508544 SH Defined 31 508544 0 0
PMC-SIERRA INC COM 69344F106 0 10 SH No disc 61 10 0 0
PMC-SIERRA INC COM 69344F106 2 290 SH Sole 99 290 0 0
PNC FINL SVCS GROUP INC COM 693475105 17 256 SH Defined 8 256 0 0
PNC FINL SVCS GROUP INC COM 693475105 3078 46949 SH Sole 9 46949 0 0
PNC FINL SVCS GROUP INC COM 693475105 249 3800 SH Sole 51 3800 0 0
PNC FINL SVCS GROUP INC COM 693475105 64 977 SH No disc 61 977 0 0
PNM RES INC COM 69349H107 202 16235 SH Sole 9 16235 0 0
POKERTEK INC COM 730864105 56 14826 SH Defined 60 14826 0 0
POLARIS INDUSTRIES INC USD 0.0 COM 731068102 12792 311900 SH Defined 31 311900 0 0
POLO RALPH LAUREN CORP COM 731572103 48 818 SH Defined 8 818 0 0
POLO RALPH LAUREN CORP COM 731572103 11 183 SH Sole 9 183 0 0
POLO RALPH LAUREN CORP COM 731572103 111 1904 SH Sole 51 1904 0 0
POLO RALPH LAUREN CORP USD 0.0 COM 731572103 2262 38800 SH Defined 31 38800 0 0
POLYCOM INC COM 73172K104 161 7100 SH Defined 8 7100 0 0
POLYCOM INC USD 0.0005 COM 73172K104 2610 115761 SH Defined 31 115761 0 0
POLYONE CORP COM 73179P106 34 5200 SH Defined 8 5200 0 0
POLYPORE INTERNATIONAL INC USD COM 73179V103 439 21200 SH Defined 31 21200 0 0
PONIARD PHARMACEUTICALS INC COM 732449301 0 40 SH No disc 61 40 0 0
POPULAR INC COM 733174106 604 51829 SH Sole 9 51829 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 133 3100 SH Defined 8 3100 0 0
PORTLAND GEN ELEC CO COM 736508847 11593 514100 SH Sole 1 514100 0 0
PORTLAND GENERAL ELECTRIC CO U COM 736508847 1464 64900 SH Defined 31 64900 0 0
PORTUGAL TELECOM SGPS SA ADR R COM 737273102 370 31900 SH Defined 31 31900 0 0
POSCO COM 693483109 1168 9812 SH Sole 9 9812 0 0
POSCO ADR REP 0.25 ORD COM 693483109 5390 45300 SH Defined 31 45300 0 0
POST PPTYS INC COM 737464107 120 3116 SH Sole 9 3116 0 0
POTASH CORP SASK INC COM 73755L107 404 2600 SH Sole 1 2600 0 0
POTASH CORP SASK INC COM 73755L107 2581 16627 SH Sole 9 16627 0 0
POTASH CORP SASK INC COM 73755L107 92 593 SH No disc 61 593 0 0
POTASH CORPORATION OF SASKETCH COM 73755L107 18424 118700 SH Defined 31 118700 0 0
POTLATCH CORPORATION REIT USD COM 737630103 3230 78253 SH Defined 31 78253 0 0
POWELL INDS INC COM 739128106 12 300 SH Defined 8 300 0 0
POWER INTEGRATIONS INC COM 739276103 380 12973 SH Sole 9 12973 0 0
POWER INTEGRATIONS INC USD 0.0 COM 739276103 6 200 SH Defined 31 200 0 0
POWER ONE INC USD 0.001 COM 739308104 29 9008 SH Defined 31 9008 0 0
POWER-ONE INC COM 739308104 107 33257 SH Sole 9 33257 0 0
POWERSHARES ETF TRUST UNIT 73935X500 992 50600 SH Sole 1 50600 0 0
POWERSHARES ETF TRUST UNIT 73935X500 1078 54981 SH Sole 9 54981 0 0
POWERSHARES ETF TRUST UNIT 73935X575 102 5326 SH Sole 9 5326 0 0
POWERSHARES QQQ TRUST UNIT 73935A104 60533 1384555 SH Sole 9 1384555 0 0
POWERSHARES QQQ TRUST COM 73935A104 87 2000 SH Sole 17 2000 0 0
POWERSHS DB MULTI SECT COMM COM 73936B200 1831 53856 SH Sole 17 53856 0 0
POWERSHS DB MULTI SECT COMM COM 73936B408 1789 49081 SH Sole 17 49081 0 0
POWERSHS DB MULTI SECT COMM UNIT 73936B200 178 5235 SH Sole 20 0 5235 0
POWERWAVE TECHNOLOGIES INC COM 739363109 0 128 SH No disc 61 128 0 0
PPG INDS INC COM 693506107 6 85 SH Defined 8 85 0 0
PPG INDS INC COM 693506107 1499 24765 SH Sole 9 24765 0 0
PPG INDS INC COM 693506107 2548 42100 SH Sole 51 42100 0 0
PPG INDS INC COM 693506107 30 500 SH Sole 57 500 0 0
PPG INDS INC COM 693506107 3 50 SH No disc 61 50 0 0
PPG INDUSTRIES INC USD 1.67 COM 693506107 39889 659201 SH Defined 31 659201 0 0
PPL CORP COM 69351T106 7 147 SH Defined 8 147 0 0
PPL CORP COM 69351T106 1315 28634 SH Sole 9 28634 0 0
PPL CORP COM 69351T106 5450 118682 SH Sole 51 118682 0 0
PPL CORP USD 0.01 COM 69351T106 15655 340900 SH Defined 31 340900 0 0
PRAXAIR INC COM 74005P104 1028 12200 SH Sole 1 12200 0 0
PRAXAIR INC COM 74005P104 19 216 SH Defined 8 216 0 0
PRAXAIR INC COM 74005P104 2580 30630 SH Sole 9 30630 0 0
PRAXAIR INC COM 74005P104 1137 13500 SH Sole 51 13500 0 0
PRAXAIR INC COM 74005P104 23 275 SH Sole 56 275 0 0
PRE PAID LEGAL SERVICES USD 0. COM 740065107 382 9000 SH Defined 31 9000 0 0
PRECISION CASTPARTS CORP COM 740189105 13 126 SH Defined 8 126 0 0
PRECISION CASTPARTS CORP COM 740189105 416 4075 SH Sole 9 4075 0 0
PRECISION CASTPARTS CORP COM 740189105 5132 50277 SH Sole 51 50277 0 0
PRECISION CASTPARTS CORPORATIO COM 740189105 26275 257391 SH Defined 31 257391 0 0
PRECISION DRILLING TR COM 740215108 9 400 SH No disc 61 400 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 8 590 SH No disc 61 590 0 0
PRICE T ROWE GROUP INC COM 74144T108 12 235 SH Defined 8 235 0 0
PRICE T ROWE GROUP INC COM 74144T108 53 1060 SH Sole 9 1060 0 0
PRICE T ROWE GROUP INC COM 74144T108 470 9400 SH Sole 51 9400 0 0
PRICE T ROWE GROUP INC COM 74144T108 16776 335527 SH No disc 61 335527 0 0
PRICELINE COM INC COM 741503403 60 500 SH Sole 9 500 0 0
PRICELINE.COM INCORPORATED USD COM 741503403 44294 366488 SH Defined 31 366488 0 0
PRIDE INTERNATIONAL INC USD 0. COM 74153Q102 7707 220492 SH Defined 31 220492 0 0
PRIDE INTL INC DEL COM 74153Q102 874 25000 SH Sole 1 25000 0 0
PRIDE INTL INC DEL COM 74153Q102 11 303 SH Sole 9 303 0 0
PRIDE INTL INC DEL OPT 74153Q102 15728 450000 SH Call Defined 9 0 450000 0
PRIDE INTL INC DEL COM 74153Q102 52 1500 SH No disc 61 1500 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 14 246 SH Defined 8 246 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 53 951 SH Sole 9 951 0 0
PRINCIPAL FINANCIAL GROUP IN OPT 74251V102 6848 122900 SH Put Defined 9 0 122900 0
PRIVATEBANCORP INC COM 742962103 63 2000 SH No disc 61 2000 0 0
PRIVATEBANCORP INC USD NPV COM 742962103 2 48 SH Defined 31 48 0 0
PROASSURANCE CORP USD 0.01 COM 74267C106 1906 35400 SH Defined 31 35400 0 0
PROCENTURY CORP USD NPV COM 74268T108 1 3 SH Defined 31 3 0 0
PROCTER & GAMBLE CO COM 742718109 211 3005 SH Defined 8 3005 0 0
PROCTER & GAMBLE CO COM 742718109 57554 821385 SH Sole 9 821385 0 0
PROCTER & GAMBLE CO COM 742718109 290 4136 SH Sole 20 0 4136 0
PROCTER & GAMBLE CO COM 742718109 13117 187191 SH Sole 51 187191 0 0
PROCTER & GAMBLE CO COM 742718109 1277 18236 SH Sole 56 18236 0 0
PROCTER & GAMBLE CO COM 742718109 84 1200 SH Sole 57 1200 0 0
PROCTER & GAMBLE CO COM 742718109 1898 27085 SH Defined 60 27085 0 0
PROCTER & GAMBLE CO COM 742718109 1040 14846 SH No disc 61 14846 0 0
PROCTER & GAMBLE CO COM 742718109 524 7472 SH Sole 99 7472 0 0
PROGRESS ENERGY INC COM 743263105 5 112 SH Defined 8 112 0 0
PROGRESS ENERGY INC COM 743263105 1950 46751 SH Sole 9 46751 0 0
PROGRESS ENERGY INC OPT 743263105 4170 100000 SH Call Defined 9 0 100000 0
PROGRESS ENERGY INC OPT 743263105 2578 61800 SH Put Defined 9 0 61800 0
PROGRESS ENERGY INC USD NPV COM 743263105 4204 100800 SH Defined 31 100800 0 0
PROGRESS SOFTWARE CORP COM 743312100 15 500 SH Defined 8 500 0 0
PROGRESS SOFTWARE CORP COM 743312100 4 150 SH No disc 61 150 0 0
PROGRESS SOFTWARE CORP USD 0.0 COM 743312100 1965 65670 SH Defined 31 65670 0 0
PROGRESSIVE CORP OHIO COM 743315103 16 954 SH Defined 8 954 0 0
PROGRESSIVE CORP OHIO COM 743315103 367 22823 SH Sole 9 22823 0 0
PROGRESSIVE CORP OHIO COM 743315103 373 23200 SH Sole 51 23200 0 0
PROLOGIS COM 743410102 1782 30259 SH Defined 8 30259 0 0
PROLOGIS COM 743410102 10086 171354 SH Sole 9 171354 0 0
PROLOGIS COM 743410102 189 3205 SH Sole 56 3205 0 0
PROLOGIS COM 743410102 81 1380 SH No disc 61 1380 0 0
PROS HOLDINGS INC USD 0.001 COM 74346Y103 346 27500 SH Defined 31 27500 0 0
PROSHARES TR COM 74347R693 1698 30624 SH Sole 17 30624 0 0
PROSHARES TR UNIT 74347R693 164 2965 SH Sole 20 0 2965 0
PROVIDENT BANKSHARES CORP COM 743859100 245 22830 SH Sole 9 22830 0 0
PROVIDENT BANKSHARES CORPORATI COM 743859100 1 22 SH Defined 31 22 0 0
PROVIDENT ENERGY TR COM 74386K104 2 200 SH Sole 9 200 0 0
PROVIDENT FINL SVCS INC COM 74386T105 46 3200 SH Defined 8 3200 0 0
PROXIM WIRELESS CORP COM 744285107 1 1800 SH No disc 61 1800 0 0
PROXYMED INC COM 744290305 1 787 SH No disc 61 787 0 0
PRUDENTIAL FINL INC COM 744320102 364 4650 SH Defined 8 4650 0 0
PRUDENTIAL FINL INC COM 744320102 775 9909 SH Sole 9 9909 0 0
PRUDENTIAL FINL INC COM 744320102 890 11376 SH Sole 51 11376 0 0
PRUDENTIAL FINL INC COM 744320102 135 1724 SH Sole 56 1724 0 0
PRUDENTIAL FINL INC COM 744320102 11 140 SH No disc 61 140 0 0
PRUDENTIAL FINL INC COM 744320102 13 170 SH Sole 99 170 0 0
PRUDENTIAL PLC ADR REP 2 ORD COM 74435K204 9 300 SH Defined 31 300 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 352 6781 SH Sole 9 6781 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 12138 302000 SH Defined 31 302000 0 0
PUBLIC STORAGE COM 74460D109 984 11103 SH Sole 9 11103 0 0
PUBLIC STORAGE REIT USD 0.1 COM 74460D109 5599 63178 SH Defined 31 63178 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 20 482 SH Defined 8 482 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1450 36073 SH Sole 9 36073 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2961 73680 SH Sole 51 73680 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 105 2624 SH Sole 56 2624 0 0
PULTE HOMES INC COM 745867101 182 12500 SH Sole 1 12500 0 0
PULTE HOMES INC OPT 745867101 15 1000 SH Put Defined 1 0 1000 0
PULTE HOMES INC COM 745867101 2 73 SH Defined 8 73 0 0
PULTE HOMES INC COM 745867101 644 44239 SH Sole 9 44239 0 0
PULTE HOMES INC COM 745867101 408 28000 SH Sole 51 28000 0 0
PULTE HOMES INC USD 0.01 COM 745867101 7097 487730 SH Defined 31 487730 0 0
QAD INC USD 0.001 COM 74727D108 70 8291 SH Defined 31 8291 0 0
QIAO XING MOBILE COMMUNICATION COM G73031109 11 1800 SH Defined 31 1800 0 0
QIAO XING UNIVERSAL TELEPHONE COM G7303A109 65 11700 SH Defined 31 11700 0 0
QIMONDA AG BOND 746904101 884 205153 PRN Sole 9 205153 0 0
QIMONDA AG ADR REP 1 ORD COM 746904101 880 204000 SH Defined 31 204000 0 0
QLOGIC CORP COM 747277101 6 379 SH Defined 8 379 0 0
QLOGIC CORP COM 747277101 226 14700 SH Sole 9 14700 0 0
QLOGIC CORP COM 747277101 29 1890 SH Sole 56 1890 0 0
QLOGIC CORP COM 747277101 7 480 SH No disc 61 480 0 0
QLOGIC CORP USD 0.001 COM 747277101 1134 73834 SH Defined 31 73834 0 0
QUAKER CHEMICAL CORP USD 1 COM 747316107 35 1100 SH Defined 31 1100 0 0
QUALCOMM INC COM 747525103 188 4570 SH Defined 8 4570 0 0
QUALCOMM INC COM 747525103 4319 105333 SH Sole 9 105333 0 0
QUALCOMM INC OPT 747525103 9635 235000 SH Call Defined 9 0 235000 0
QUALCOMM INC OPT 747525103 7585 185000 SH Put Defined 9 0 185000 0
QUALCOMM INC COM 747525103 267 6503 SH Sole 56 6503 0 0
QUALCOMM INC COM 747525103 491 11981 SH Defined 60 11981 0 0
QUALCOMM INC COM 747525103 53 1300 SH No disc 61 1300 0 0
QUALCOMM INC COM 747525103 53 1294 SH Sole 99 1294 0 0
QUALITY SYSTEMS INC USD 0.01 COM 747582104 11 359 SH Defined 31 359 0 0
QUANEX CORP COM 747620102 5629 108800 SH Sole 9 108800 0 0
QUANTA SVCS INC COM 74762E102 87 3755 SH Defined 60 3755 0 0
QUANTUM FUEL SYS TECH WORLDW COM 74765E109 0 172 SH No disc 61 172 0 0
QUEST CAP CORP NEW COM 74835U109 0 180 SH No disc 50 180 0 0
QUEST CAP CORP NEW COM 74835U109 1 431 SH No disc 61 431 0 0
QUEST DIAGNOSTIC INC USD 0.01 COM 74834L100 5419 119700 SH Defined 31 119700 0 0
QUEST DIAGNOSTICS INC COM 74834L100 10 202 SH Defined 8 202 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1642 36281 SH Sole 9 36281 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2382 52600 SH Sole 51 52600 0 0
QUEST RESOURCE CORP COM 748349305 98 15000 SH No disc 61 15000 0 0
QUEST RESOURCE CORPORATION USD COM 748349305 1 23 SH Defined 31 23 0 0
QUEST SOFTWARE INC COM 74834T103 118 9000 SH Defined 8 9000 0 0
QUESTAR CORP COM 748356102 5 75 SH Defined 8 75 0 0
QUESTAR CORP COM 748356102 2344 41451 SH Sole 9 41451 0 0
QUESTAR CORP COM 748356102 661 11689 SH Sole 51 11689 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 25 6000 SH No disc 61 6000 0 0
QUINTANA MARITIME LTD COM Y7169G109 289 12218 SH Sole 9 12218 0 0
QWEST COMMUNICATIONS INTL IN COM 749121109 9 1949 SH Defined 8 1949 0 0
QWEST COMMUNICATIONS INTL IN COM 749121109 130 28741 SH Sole 9 28741 0 0
QWEST COMMUNICATIONS INTL IN COM 749121109 3 600 SH Sole 99 600 0 0
R H DONNELLEY CORP COM 74955W307 810 160000 SH Sole 9 160000 0 0
R H DONNELLEY CORP OPT 74955W307 1318 260300 SH Put Defined 9 0 260300 0
RADIAN GROUP INC COM 750236101 74 11300 SH Sole 9 11300 0 0
RADIANT SYSTEMS INC USD NPV COM 75025N102 19 1318 SH Defined 31 1318 0 0
RADIO ONE INC USD 0.001 COM 75040P405 1 91 SH Defined 31 91 0 0
RADIOSHACK CORP COM 750438103 13 816 SH Sole 9 816 0 0
RADIOSHACK CORP COM 750438103 338 20792 SH Sole 51 20792 0 0
RADIOSHACK CORP COM 750438103 77 4715 SH Sole 56 4715 0 0
RADIOSHACK CORP USD 1 COM 750438103 10296 633600 SH Defined 31 633600 0 0
RADISYS CORPORATION USD NPV COM 750459109 1 50 SH Defined 31 50 0 0
RADVISION LTD ILS 0.1 COM M81869105 117 17724 SH Defined 31 17724 0 0
RADYNE CORP USD 0.001 COM 750611402 201 23475 SH Defined 31 23475 0 0
RAINMAKER SYSTEMS INC USD 0.00 COM 750875304 23 7030 SH Defined 31 7030 0 0
RALCORP HOLDINGS INC USD 0.01 COM 751028101 1036 17800 SH Defined 31 17800 0 0
RAM HOLDINGS LTD USD 0.1 COM G7368R104 93 40819 SH Defined 31 40819 0 0
RAMBUS INC DEL COM 750917106 396 17000 SH Sole 56 17000 0 0
RAMBUS INC DEL COM 750917106 6 272 SH No disc 61 272 0 0
RAMCO-GERSHENSON PPTYS TR COM 751452202 171 8107 SH Sole 9 8107 0 0
RANDGOLD RES LTD ADR 752344309 24 525 SH Sole 9 525 0 0
RANDGOLD RESOURCES LIMITED ADR COM 752344309 11157 240752 SH Defined 31 240752 0 0
RANGE RES CORP COM 75281A109 9 140 SH Defined 8 140 0 0
RANGE RES CORP COM 75281A109 129 2038 SH Sole 9 2038 0 0
RANGE RES CORP COM 75281A109 37 600 SH Sole 51 600 0 0
RAYMOND JAMES FINANCIAL INC US COM 754730109 10348 450275 SH Defined 31 450275 0 0
RAYONIER INC COM 754907103 30 693 SH No disc 61 693 0 0
RAYONIER INC REIT USD NPV COM 754907103 22665 521750 SH Defined 31 521750 0 0
RAYTHEON CO COM 755111507 19 279 SH Defined 8 279 0 0
RAYTHEON CO COM 755111507 1389 21492 SH Sole 9 21492 0 0
RAYTHEON CO COM 755111507 225 3485 SH Sole 12 0 0 3485
RAYTHEON CO COM 755111507 1846 28576 SH Sole 17 28576 0 0
RAYTHEON CO COM 755111507 176 2718 SH Sole 20 0 2718 0
RAYTHEON CO COM 755111507 950 14708 SH Sole 51 14708 0 0
RAYTHEON CO COM 755111507 36 560 SH Sole 57 560 0 0
RAYTHEON CO COM 755111507 122 1900 SH No disc 61 1900 0 0
RC2 CORPORATION USD 0.01 COM 749388104 8 346 SH Defined 31 346 0 0
REALNETWORKS INC COM 75605L104 86 15000 SH Defined 8 15000 0 0
REALNETWORKS INC BOND 75605L104 1541 268912 PRN Sole 9 268912 0 0
REALNETWORKS INC COM 75605L104 974 170000 SH Sole 9 170000 0 0
REALNETWORKS INC USD 0.001 COM 75605L104 26 4500 SH Defined 31 4500 0 0
REALTY INCOME CORPORATION REIT COM 756109104 5465 213281 SH Defined 31 213281 0 0
REAVES UTIL INCOME FD COM 756158101 11090 523107 SH Defined 32 523107 0 0
RED HAT INC COM 756577102 160 8700 SH Defined 8 8700 0 0
RED HAT INC COM 756577102 14 804 SH No disc 61 804 0 0
RED LIONS HOTELS CORPORATION U COM 756764106 248 28900 SH Defined 31 28900 0 0
REDDY ICE HLDGS INC COM 75734R105 744 57078 SH Sole 9 57078 0 0
REDWOOD TRUST INC REIT USD 0.0 COM 758075402 1516 41700 SH Defined 31 41700 0 0
REED ELSEVIER PLC ADR REP 4 OR COM 758205207 46 900 SH Defined 31 900 0 0
REGAL BELOIT CORPORATION USD 0 COM 758750103 389 10600 SH Defined 31 10600 0 0
REGENCY CENTERS CORPORATION RE COM 758849103 9721 150100 SH Defined 31 150100 0 0
REGENCY CTRS CORP COM 758849103 1338 20665 SH Sole 9 20665 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 14 666 SH Defined 8 666 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 1034 52336 SH Sole 9 52336 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 63 3192 SH Sole 56 3192 0 0
REINSURANCE GROUP OF AMERICA U COM 759351109 441 8100 SH Defined 31 8100 0 0
RELIANCE STEEL & ALUMINIUM USD COM 759509102 4329 72312 SH Defined 31 72312 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 27 458 SH Sole 56 458 0 0
RELIANT ENERGY INC COM 75952B105 14 593 SH Sole 9 593 0 0
RELIANT ENERGY INC OPT 75952B105 28012 1184400 SH Put Defined 9 0 1184400 0
RELIANT ENERGY INC COM 75952B105 10805 456903 SH Sole 51 456903 0 0
RELIANT RESOURCES INC USD 0.00 COM 75952B105 3587 151660 SH Defined 31 151660 0 0
RENAISSANCERE HOLDINGS LIMITED COM G7496G103 9926 191200 SH Defined 31 191200 0 0
RENT A CTR INC NEW COM 76009N100 28 1500 SH Defined 8 1500 0 0
RENT A CTR INC NEW COM 76009N100 568 30959 SH Sole 9 30959 0 0
RENT-A-CENTER INC USD 0.01 COM 76009N100 5593 304780 SH Defined 31 304780 0 0
RENTECH INC COM 760112102 1 1000 SH No disc 61 1000 0 0
RENTRAK CORP USD 0.001 COM 760174102 2 100 SH Defined 31 100 0 0
REPLIGEN CORP COM 759916109 16 3318 SH Sole 51 3318 0 0
REPLIGEN CORP USD 0.01 COM 759916109 12 2396 SH Defined 31 2396 0 0
REPSOL YPF SA ADR REP 1 ORD COM 76026T205 2306 67000 SH Defined 31 67000 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 148 6800 SH Defined 8 6800 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 25 5000 SH Sole 57 5000 0 0
REPUBLIC SERVICES INC USD 0.01 COM 760759100 10368 354550 SH Defined 31 354550 0 0
REPUBLIC SVCS INC COM 760759100 11 368 SH Sole 9 368 0 0
REPUBLIC SVCS INC COM 760759100 67 2307 SH Sole 56 2307 0 0
RES-CARE INC COM 760943100 316 18400 SH Sole 9 18400 0 0
RESEARCH IN MOTION LTD COM 760975102 89 786 SH Defined 8 786 0 0
RESEARCH IN MOTION LTD COM 760975102 7034 62675 SH Sole 9 62675 0 0
RESEARCH IN MOTION LTD COM 760975102 1764 15722 SH Sole 17 15722 0 0
RESEARCH IN MOTION LTD COM 760975102 168 1493 SH Sole 20 0 1493 0
RESEARCH IN MOTION LTD COM 760975102 741 6600 SH Sole 51 6600 0 0
RESEARCH IN MOTION LTD COM 760975102 303 2700 SH Defined 60 2700 0 0
RESEARCH IN MOTION LTD COM 760975102 72 639 SH No disc 61 639 0 0
RESEARCH IN MOTION LTD COM 760975102 44 390 SH Sole 99 390 0 0
RESMED INC COM 761152107 114 2700 SH Defined 8 2700 0 0
RESMED INC COM 761152107 1633 38722 SH Sole 9 38722 0 0
RESMED INC GDR 761152107 199 4712 SH Sole 9 4712 0 0
RESOURCE AMERICA INC USD 0.01 COM 761195205 102 10793 SH Defined 31 10793 0 0
RESPIRONICS INC USD 0.01 COM 761230101 28336 429590 SH Defined 31 429590 0 0
RESTORATION HARDWARE INC DEL COM 760981100 639 146809 SH Sole 9 146809 0 0
RETAIL VENTURES INC USD NPV COM 76128Y102 1088 224300 SH Defined 31 224300 0 0
REVLON INC COM 761525500 0 250 SH No disc 61 250 0 0
REYNOLDS AMERICAN INC COM 761713106 2 31 SH Defined 8 31 0 0
REYNOLDS AMERICAN INC COM 761713106 28391 480953 SH Sole 9 480953 0 0
REYNOLDS AMERICAN INC COM 761713106 10808 183096 SH Sole 51 183096 0 0
REYNOLDS AMERICAN INC COM 761713106 89 1500 SH Sole 59 1500 0 0
REYNOLDS AMERICAN INC COM 761713106 834 14135 SH Defined 60 14135 0 0
REYNOLDS AMERICAN INC USD 0.00 COM 761713106 1742 29500 SH Defined 31 29500 0 0
RICHARDSON ELEC LTD USD 0.05 COM 763165107 18 4100 SH Defined 31 4100 0 0
RICK`S CABARET INTERNATIONAL I COM 765641303 1 23 SH Defined 31 23 0 0
RIGEL PHARMACEUTICALS INC COM 766559603 75 4000 SH Defined 8 4000 0 0
RIGHTNOW TECHNOLOGIES INC COM 76657R106 12 1000 SH No disc 61 1000 0 0
RIGHTNOW TECHNOLOGIES INC USD COM 76657R106 33 2763 SH Defined 31 2763 0 0
RIO TINTO PLC ADR 767204100 223838 543508 SH Sole 9 543508 0 0
RIO TINTO PLC COM 767204100 198 480 SH Sole 99 480 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 24 297 SH No disc 61 297 0 0
RITCHIE BROS AUCTIONEERS INC U COM 767744105 4542 55300 SH Defined 31 55300 0 0
RIVERBED TECHNOLOGY INC USD 0. COM 768573107 530 35602 SH Defined 31 35602 0 0
RIVIERA HLDGS CORP COM 769627100 132 6400 SH Sole 9 6400 0 0
RMR REAL ESTATE FD COM 74963F106 969 90235 SH Defined 32 90235 0 0
ROBERT HALF INTL INC COM 770323103 6 224 SH Defined 8 224 0 0
ROBERT HALF INTL INC COM 770323103 188 7298 SH Sole 9 7298 0 0
ROBERT HALF INTL INC COM 770323103 138 5376 SH Sole 56 5376 0 0
ROBERT HALF INTL INC COM 770323103 129 5000 SH Defined 60 5000 0 0
ROCHESTER MEDICAL CORP USD NPV COM 771497104 102 9950 SH Defined 31 9950 0 0
ROCKWELL AUTOMATION INC COM 773903109 8 139 SH Defined 8 139 0 0
ROCKWELL AUTOMATION INC COM 773903109 302 5257 SH Sole 9 5257 0 0
ROCKWELL AUTOMATION INC COM 773903109 862 15000 SH Sole 51 15000 0 0
ROCKWELL AUTOMATION INC COM 773903109 46 795 SH Sole 56 795 0 0
ROCKWELL COLLINS INC COM 774341101 97 1685 SH Defined 8 1685 0 0
ROCKWELL COLLINS INC COM 774341101 33 569 SH Sole 9 569 0 0
ROCKWELL COLLINS INC COM 774341101 73 1288 SH Sole 51 1288 0 0
ROCKWELL COLLINS INC USD 0.01 COM 774341101 6653 116400 SH Defined 31 116400 0 0
ROCKWOOD HOLDINGS INC USD 0.01 COM 774415103 2140 65300 SH Defined 31 65300 0 0
ROFIN-SINAR TECHNOLOGIES INC U COM 775043102 4494 100067 SH Defined 31 100067 0 0
ROGERS COMMUNICATIONS INC COM 775109200 32 900 SH Sole 9 900 0 0
ROGERS COMMUNICATIONS INC COM 775109200 271 7550 SH Defined 60 7550 0 0
ROGERS COMMUNICATIONS INC CAD COM 775109200 8524 237300 SH Defined 31 237300 0 0
ROGERS CORP COM 775133101 154 4600 SH Defined 8 4600 0 0
ROGERS CORP USD 1 COM 775133101 74 2200 SH Defined 31 2200 0 0
ROHM & HAAS CO COM 775371107 5 87 SH Defined 8 87 0 0
ROHM & HAAS CO COM 775371107 516 9549 SH Sole 9 9549 0 0
ROLLINS INC COM 775711104 90 5100 SH Sole 51 5100 0 0
ROLLINS INC USD 1 COM 775711104 7 350 SH Defined 31 350 0 0
ROMA FINANCIAL CORP USD 0.1 COM 77581P109 85 5664 SH Defined 31 5664 0 0
ROPER INDS INC NEW COM 776696106 12 200 SH Sole 9 200 0 0
ROSETTA RESOURCES INC COM 777779307 5791 294424 SH Sole 1 294424 0 0
ROSETTA RESOURCES INC COM 777779307 59 3000 SH No disc 61 3000 0 0
ROSS STORES INC COM 778296103 6 193 SH Defined 8 193 0 0
ROSS STORES INC COM 778296103 195 6500 SH Sole 9 6500 0 0
ROSS STORES INC USD 0.01 COM 778296103 939 31319 SH Defined 31 31319 0 0
ROSTELECOM ADR REP 6 ORD COM 778529107 368 5100 SH Defined 31 5100 0 0
ROWAN COS INC COM 779382100 1 8 SH Defined 8 8 0 0
ROWAN COS INC COM 779382100 756 18367 SH Sole 9 18367 0 0
ROWAN COS INC COM 779382100 86 2100 SH Sole 51 2100 0 0
ROWAN COS INC COM 779382100 12 286 SH No disc 61 286 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 7614 163740 SH Sole 9 163740 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 341 7340 SH No disc 10 7340 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4998 107495 SH Sole 99 107495 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 10 300 SH Sole 9 300 0 0
ROYAL CARIBBEAN CRUISES LTD OPT V7780T103 70 2100 SH Put Defined 9 0 2100 0
ROYAL DUTCH SHELL PLC COM 780259206 169 2450 SH Sole 99 2450 0 0
ROYAL DUTCH SHELL PLC ADR REP COM 780259107 14775 219264 SH Defined 31 219264 0 0
ROYAL GOLD INC COM 780287108 8 250 SH No disc 61 250 0 0
RPM INTERNATIONAL INC USD 0.01 COM 749685103 660 31500 SH Defined 31 31500 0 0
RPM INTL INC COM 749685103 415 19842 SH Sole 9 19842 0 0
RRSAT GLOBAL COMMUNICATIONS NE COM M8183P102 328 21600 SH Defined 31 21600 0 0
RTI BIOLOGICS USD 0.001 COM 74975N105 77 8138 SH Defined 31 8138 0 0
RUDDICK CORP COM 781258108 394 10700 SH Sole 9 10700 0 0
RUDOLPH TECHNOLOGIES INC USD 0 COM 781270103 7 714 SH Defined 31 714 0 0
RUSH ENTERPRISES INC COM 781846209 15 900 SH Defined 8 900 0 0
RUSH ENTERPRISES INC USD 0.01 COM 781846209 4 200 SH Defined 31 200 0 0
RUSH ENTERPRISES INC USD 0.01 COM 781846308 8 500 SH Defined 31 500 0 0
RYDER SYS INC OPT 783549108 37 592 SH Put Defined 1 0 592 0
RYDER SYS INC COM 783549108 154 2518 SH Defined 8 2518 0 0
RYDER SYS INC COM 783549108 9 141 SH Sole 9 141 0 0
RYDER SYS INC COM 783549108 12 200 SH Sole 51 200 0 0
RYDER SYSTEM INC USD 0.5 COM 783549108 27702 454800 SH Defined 31 454800 0 0
RYLAND GROUP INC COM 783764103 18 550 SH Sole 99 550 0 0
SABINE ROYALTY TRUST ROYALTY T COM 785688102 152 3000 SH Defined 31 3000 0 0
SADIA S.A. ADR REP 10 ORD COM 786326108 5960 335000 SH Defined 31 335000 0 0
SAFECO CORP COM 786429100 2 28 SH Defined 8 28 0 0
SAFECO CORP COM 786429100 240 5475 SH Sole 9 5475 0 0
SAFECO CORPORATION USD NPV COM 786429100 10749 244954 SH Defined 31 244954 0 0
SAFEGUARD SCIENTIFICS INC USD COM 786449108 109 73000 SH Defined 31 73000 0 0
SAFETY INS GROUP INC COM 78648T100 1024 30000 SH Sole 9 30000 0 0
SAFEWAY INC COM 786514208 12 403 SH Defined 8 403 0 0
SAFEWAY INC COM 786514208 1247 42482 SH Sole 9 42482 0 0
SAFEWAY INC COM 786514208 18 600 SH Sole 20 0 600 0
SAFEWAY INC COM 786514208 4810 163916 SH Sole 51 163916 0 0
SAFEWAY INC COM 786514208 38 1300 SH No disc 61 1300 0 0
SAFEWAY INC USD 0.01 COM 786514208 2131 72600 SH Defined 31 72600 0 0
SAIA INC USD 0.001 COM 78709Y105 254 15954 SH Defined 31 15954 0 0
SAIC INC COM 78390X101 160 8600 SH Defined 8 8600 0 0
SAKS INC COM 79377W108 12 1000 SH No disc 61 1000 0 0
SAKS INCORPORATED USD 0.1 COM 79377W108 8418 675000 SH Defined 31 675000 0 0
SALARY.COM INC USD 0.0001 COM 794006106 35 5300 SH Defined 31 5300 0 0
SALESFORCE COM INC COM 79466L302 12 200 SH Sole 9 200 0 0
SALESFORCE COM INC COM 79466L302 11 186 SH No disc 61 186 0 0
SALESFORCE.COM INC USD 0.001 COM 79466L302 556 9600 SH Defined 31 9600 0 0
SALIX PHARMACEUTICALS INC COM 795435106 38 6000 SH Defined 8 6000 0 0
SALIX PHARMACEUTICALS INC COM 795435106 79 12584 SH No disc 61 12584 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 304 44000 SH Sole 9 44000 0 0
SALLY BEAUTY HOLDINGS INC USD COM 79546E104 910 131800 SH Defined 31 131800 0 0
SAN JUAN BASIN ROYALTY TRUST R COM 798241105 6907 185500 SH Defined 31 185500 0 0
SANDERS MORRIS HARRIS GRP INC COM 80000Q104 154 18855 SH Defined 31 18855 0 0
SANDERSON FARM INC USD 1 COM 800013104 4244 111652 SH Defined 31 111652 0 0
SANDISK CORP COM 80004C101 10 425 SH Defined 8 425 0 0
SANDISK CORP COM 80004C101 2879 127538 SH Sole 9 127538 0 0
SANDISK CORP COM 80004C101 138 6127 SH Sole 51 6127 0 0
SANDISK CORP COM 80004C101 23 1000 SH Sole 56 1000 0 0
SANDISK CORP COM 80004C101 14 620 SH Sole 57 620 0 0
SANDISK CORP COM 80004C101 21 922 SH No disc 61 922 0 0
SANDY SPRING BANCORP INC USD 1 COM 800363103 2 54 SH Defined 31 54 0 0
SANMINA SCI CORP COM 800907107 1 640 SH Sole 9 640 0 0
SANMINA SCI CORP COM 800907107 65 40000 SH Sole 57 40000 0 0
SANMINA SCI CORP COM 800907107 1 700 SH No disc 61 700 0 0
SANOFI-AVENTIS SA ADR REP 0.5 COM 80105N105 21849 582000 SH Defined 31 582000 0 0
SAPIENT CORP COM 803062108 14 2068 SH No disc 61 2068 0 0
SAPIENT CORP USD 0.01 COM 803062108 1493 214507 SH Defined 31 214507 0 0
SAPPI LIMITED ADR REP 1 ORD COM 803069202 893 77700 SH Defined 31 77700 0 0
SAPPI LTD COM 803069202 2841 247264 SH Sole 9 247264 0 0
SARA LEE CORP COM 803111103 10 710 SH Defined 8 710 0 0
SARA LEE CORP COM 803111103 1819 130094 SH Sole 9 130094 0 0
SARA LEE CORP COM 803111103 161 11523 SH Sole 56 11523 0 0
SARA LEE CORP COM 803111103 133 9560 SH No disc 61 9560 0 0
SASOL LIMITED ADR REP 1 ORD COM 803866300 1211 25022 SH Defined 31 25022 0 0
SATYAM COMPUTER SERVICES LTD COM 804098101 784 34698 SH Sole 17 34698 0 0
SATYAM COMPUTER SERVICES LTD ADR 804098101 1953 86466 SH Sole 20 0 86466 0
SAUER-DANFOSS INC COM 804137107 47 2100 SH Defined 8 2100 0 0
SAUL CTRS INC COM 804395101 255 5069 SH Sole 9 5069 0 0
SBA COMMUNICATIONS CORP COM 78388J106 161 5400 SH Defined 8 5400 0 0
SBA COMMUNICATIONS CORP COM 78388J106 409 13700 SH Sole 9 13700 0 0
SCANA CORP NEW COM 80589M102 612 16740 SH Sole 9 16740 0 0
SCANA CORP NEW COM 80589M102 99 2700 SH Sole 59 2700 0 0
SCANA CORPORATION USD NPV COM 80589M102 6559 179293 SH Defined 31 179293 0 0
SCANSOURCE INC COM 806037107 224 6200 SH Sole 9 6200 0 0
SCHAWK INC USD 0.008 COM 806373106 280 17500 SH Defined 31 17500 0 0
SCHEIN HENRY INC COM 806407102 10 160 SH Defined 8 160 0 0
SCHEIN HENRY INC COM 806407102 11 200 SH Sole 9 200 0 0
SCHERING PLOUGH CORP COM 806605101 22 1509 SH Defined 8 1509 0 0
SCHERING PLOUGH CORP COM 806605101 6302 437345 SH Sole 9 437345 0 0
SCHERING PLOUGH CORP OPT 806605101 7410 514200 SH Call Defined 9 0 514200 0
SCHERING PLOUGH CORP OPT 806605101 6690 464200 SH Put Defined 9 0 464200 0
SCHERING PLOUGH CORP COM 806605101 2546 176730 SH Sole 51 176730 0 0
SCHERING PLOUGH CORP COM 806605101 64 4376 SH No disc 61 4376 0 0
SCHERING-PLOUGH CORP USD 0.5 COM 806605101 23128 1604993 SH Defined 31 1604993 0 0
SCHLUMBERGER LTD COM 806857108 110 1261 SH Defined 8 1261 0 0
SCHLUMBERGER LTD COM 806857108 22934 263614 SH Sole 9 263614 0 0
SCHLUMBERGER LTD OPT 806857108 23490 270000 SH Call Defined 9 0 270000 0
SCHLUMBERGER LTD OPT 806857108 43500 500000 SH Put Defined 9 0 500000 0
SCHLUMBERGER LTD COM 806857108 25869 297344 SH Sole 51 297344 0 0
SCHLUMBERGER LTD COM 806857108 278 3196 SH Defined 60 3196 0 0
SCHLUMBERGER LTD COM 806857108 1324 15217 SH No disc 61 15217 0 0
SCHLUMBERGER LTD COM 806857108 943 10837 SH Sole 99 10837 0 0
SCHOOL SPECIALTY INC COM 807863105 51 1600 SH Defined 8 1600 0 0
SCHOOL SPECIALTY INC COM 807863105 429 13600 SH Sole 9 13600 0 0
SCHULMAN A INC COM 808194104 91 4400 SH Defined 8 4400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18 916 SH Defined 8 916 0 0
SCHWAB CHARLES CORP NEW COM 808513105 561 29813 SH Sole 9 29813 0 0
SCHWAB CHARLES CORP NEW COM 808513105 169 9000 SH Sole 51 9000 0 0
SCHWAB CHARLES CORP NEW COM 808513105 106 5617 SH Defined 60 5617 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 12 500 SH Defined 8 500 0 0
SCIELE PHARMA INC COM 808627103 133 6800 SH Defined 8 6800 0 0
SCP POOL CORP USD 0.001 COM 73278L105 486 25705 SH Defined 31 25705 0 0
SCPIE HLDGS USD 0.0001 COM 78402P104 265 9600 SH Defined 31 9600 0 0
SCRIPPS E W CO OHIO COM 811054204 83 1972 SH Defined 8 1972 0 0
SCRIPPS E W CO OHIO COM 811054204 90 2145 SH Sole 9 2145 0 0
SCRIPPS E W CO OHIO COM 811054204 17 400 SH Sole 51 400 0 0
SCRIPPS E W CO OHIO COM 811054204 16 386 SH No disc 61 386 0 0
SEABRIDGE GOLD INC COM 811916105 7 273 SH No disc 61 273 0 0
SEACHANGE INTERNATIONAL INC US COM 811699107 44 6149 SH Defined 31 6149 0 0
SEACOR HOLDINGS INC USD 0.01 COM 811904101 436 5100 SH Defined 31 5100 0 0
SEAGATE TECHNOLOGY COM G7945J104 458 21890 SH Sole 9 21890 0 0
SEALED AIR CORP NEW COM 81211K100 2 58 SH Defined 8 58 0 0
SEALED AIR CORP NEW COM 81211K100 243 9630 SH Sole 9 9630 0 0
SEALY CORP COM 812139301 228 30000 SH No disc 61 30000 0 0
SEARS HLDGS CORP COM 812350106 45 437 SH Defined 8 437 0 0
SEARS HLDGS CORP COM 812350106 232 2272 SH Sole 9 2272 0 0
SEARS HLDGS CORP COM 812350106 12901 126372 SH Sole 51 126372 0 0
SEARS HOLDINGS CORP USD 0.01 COM 812350106 18186 178131 SH Defined 31 178131 0 0
SEASPAN CORP COM Y75638109 92 3200 SH Defined 8 3200 0 0
SEASPAN CORP USD 0.01 COM Y75638109 4673 164000 SH Defined 31 164000 0 0
SEATTLE GENETICS INC COM 812578102 6 700 SH No disc 61 700 0 0
SEI INVESTMENTS CO COM 784117103 5 200 SH Sole 9 200 0 0
SELECT COMFORT CORP COM 81616X103 4 1000 SH Defined 60 1000 0 0
SELECT SECTOR SPDR TR OPT 81369Y605 100 4000 SH Call Defined 1 0 4000 0
SELECT SECTOR SPDR TR OPT 81369Y605 100 4000 SH Put Defined 1 0 4000 0
SELECT SECTOR SPDR TR COM 81369Y407 2627 85500 SH Sole 9 85500 0 0
SELECT SECTOR SPDR TR COM 81369Y605 13972 561806 SH Sole 9 561806 0 0
SELECT SECTOR SPDR TR OPT 81369Y506 30735 415000 SH Call Defined 9 0 415000 0
SELECT SECTOR SPDR TR OPT 81369Y506 0 0 SH Put Defined 9 0 0 0
SELECT SECTOR SPDR TR OPT 81369Y605 32953 1325000 SH Call Defined 9 0 1325000 0
SELECT SECTOR SPDR TR OPT 81369Y605 28986 1165500 SH Put Defined 9 0 1165500 0
SELECT SECTOR SPDR TR UNIT 81369Y100 353 8800 SH Sole 9 8800 0 0
SELECT SECTOR SPDR TR UNIT 81369Y308 440 15811 SH Sole 9 15811 0 0
SELECT SECTOR SPDR TR UNIT 81369Y803 6798 303500 SH Sole 9 303500 0 0
SELECT SECTOR SPDR TR COM 81369Y605 449 18063 SH Sole 12 0 0 18063
SELECT SECTOR SPDR TR COM 81369Y605 2307 92779 SH Sole 17 92779 0 0
SELECT SECTOR SPDR TR UNIT 81369Y605 654 26291 SH Sole 20 0 26291 0
SELECT SECTOR SPDR TR COM 81369Y605 12520 500000 SH Defined 32 500000 0 0
SEMGROUP ENERGY PARTNERS L P COM 81662W108 1727 68700 SH Defined 32 68700 0 0
SEMICONDUCTOR HLDRS TR COM 816636203 813 28300 SH Sole 9 28300 0 0
SEMICONDUCTOR HLDRS TR OPT 816636203 4308 150000 SH Call Defined 9 0 150000 0
SEMICONDUCTOR HLDRS TR OPT 816636203 8616 300000 SH Put Defined 9 0 300000 0
SEMICONDUCTOR MANUFACTURING IN COM 81663N206 211 60000 SH Defined 31 60000 0 0
SEMITOOL INC USD NPV COM 816909105 379 45435 SH Defined 31 45435 0 0
SEMPRA ENERGY COM 816851109 2 25 SH Defined 8 25 0 0
SEMPRA ENERGY COM 816851109 918 17236 SH Sole 9 17236 0 0
SEMPRA ENERGY COM 816851109 86 1618 SH Sole 51 1618 0 0
SEMPRA ENERGY COM 816851109 146 2742 SH Sole 56 2742 0 0
SEMPRA ENERGY USD NPV COM 816851109 40174 753999 SH Defined 31 753999 0 0
SEMTECH CORP COM 816850101 128 8900 SH Defined 8 8900 0 0
SEMTECH CORP COM 816850101 7 500 SH No disc 61 500 0 0
SENIOR HOUSING PROPERTY TRUST COM 81721M109 6274 264723 SH Defined 31 264723 0 0
SENIOR HSG PPTYS TR COM 81721M109 419 17694 SH Sole 9 17694 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 12 400 SH Defined 8 400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 307 10398 SH Sole 9 10398 0 0
SEPRACOR INC COM 817315104 3 146 SH Defined 8 146 0 0
SEPRACOR INC COM 817315104 0 20 SH No disc 61 20 0 0
SERVICE CORP INTL USD 1 COM 817565104 8366 824995 SH Defined 31 824995 0 0
SHANDA INTERACTIVE ENTERTAINME COM 81941Q203 5805 199464 SH Defined 31 199464 0 0
SHAW COMMUNICATIONS INC COM 82028K200 251 13800 SH Sole 9 13800 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 8 500 SH Defined 8 500 0 0
SHENGDATECH INC USD 0.00001 COM 823213103 444 52157 SH Defined 31 52157 0 0
SHERWIN WILLIAMS CO COM 824348106 4 65 SH Defined 8 65 0 0
SHERWIN WILLIAMS CO COM 824348106 337 6612 SH Sole 9 6612 0 0
SHERWIN WILLIAMS CO COM 824348106 12 240 SH Sole 51 240 0 0
SHERWIN-WILLIAMS CO USD 1 COM 824348106 27475 538300 SH Defined 31 538300 0 0
SHIP FINANCE INTERNATIONAL L COM G81075106 26 984 SH Sole 9 984 0 0
SHIRE PLC ADR 82481R106 5178 89337 SH Sole 9 89337 0 0
SHOE CARNIVAL INC USD 0.01 COM 824889109 271 19984 SH Defined 31 19984 0 0
SIEMENS A G ADR 826197501 302 2771 SH Sole 9 2771 0 0
SIERRA PAC RES NEW COM 826428104 8382 663603 SH Sole 51 663603 0 0
SIERRA PACIFIC RESOURCES USD 1 COM 826428104 12193 965350 SH Defined 31 965350 0 0
SIERRA WIRELESS INC COM 826516106 95 5900 SH Defined 8 5900 0 0
SIGMA ALDRICH CORP COM 826552101 17 284 SH Defined 8 284 0 0
SIGMA ALDRICH CORP COM 826552101 411 6896 SH Sole 9 6896 0 0
SIGMA ALDRICH CORP COM 826552101 352 5900 SH Sole 51 5900 0 0
SIGMATEL INC COM 82661W107 6 2000 SH No disc 61 2000 0 0
SIGMATEL INCORPORATED USD 0.00 COM 82661W107 89 30450 SH Defined 31 30450 0 0
SIGNALIFE INC COM 82669P104 74 75100 SH Defined 60 75100 0 0
SIGNATURE BANK USD 0.01 COM 82669G104 3 98 SH Defined 31 98 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 74 2900 SH Defined 8 2900 0 0
SIGNET GROUP PLC ADR REP 10 OR COM 82668L872 187 15200 SH Defined 31 15200 0 0
SILGAN HOLDINGS INC USD 0.01 COM 827048109 983 19799 SH Defined 31 19799 0 0
SILICON IMAGE INC COM 82705T102 160 31800 SH Defined 8 31800 0 0
SILICON IMAGE INC COM 82705T102 7 1324 SH No disc 61 1324 0 0
SILICON IMAGE INC USD 0.001 COM 82705T102 88 17507 SH Defined 31 17507 0 0
SILICON LABORATORIES USD 0.000 COM 826919102 4409 139762 SH Defined 31 139762 0 0
SILICON STORAGE TECHNOLOGY I COM 827057100 41 15400 SH Defined 8 15400 0 0
SILICONWARE PRECISION INDUSTRY COM 827084864 5511 656012 SH Defined 31 656012 0 0
SILVER STD RES INC COM 82823L106 673 22184 SH Sole 57 22184 0 0
SILVER STD RES INC COM 82823L106 576 19005 SH No disc 61 19005 0 0
SILVER WHEATON CORP COM 828336107 297 19150 SH No disc 61 19150 0 0
SILVER WHEATON CORPORATION CAD COM 828336107 7135 459400 SH Defined 31 459400 0 0
SIMCERE PHARMACEUTICAL ADR REP COM 82859P104 438 41800 SH Defined 31 41800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14 140 SH Defined 8 140 0 0
SIMON PPTY GROUP INC NEW COM 828806802 3799 50000 SH Defined 8 50000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 13039 140344 SH Sole 9 140344 0 0
SIMON PPTY GROUP INC NEW COM 828806109 23940 255000 SH Defined 32 255000 0 0
SIMON PROPERTY GROUP INC REIT COM 828806109 61200 658700 SH Defined 31 658700 0 0
SIMPSON MFG CO INC USD 0.01 COM 829073105 3281 120700 SH Defined 31 120700 0 0
SIMTEK CORP COM 829204304 0 100 SH No disc 61 100 0 0
SINA CORP COM G81477104 163 4600 SH Defined 8 4600 0 0
SINCLAIR BROADCAST GROUP INC U COM 829226109 760 85241 SH Defined 31 85241 0 0
SINOPEC SHANGHAI PETROCHEMICAL COM 82935M109 350 10000 SH Defined 31 10000 0 0
SIRF TECHNOLOGY HLDGS INC COM 82967H101 265 51995 SH Sole 9 51995 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 7 2232 SH Defined 8 2232 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 7 2414 SH Sole 9 2414 0 0
SIRIUS SATELLITE RADIO INC OPT 82966U103 720 251500 SH Put Defined 9 0 251500 0
SIRIUS SATELLITE RADIO INC COM 82966U103 1420 496400 SH Sole 59 496400 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 78 27137 SH No disc 61 27137 0 0
SIRIUS SATELLITE RADIO INC COM 82966U103 10 3330 SH Sole 99 3330 0 0
SIRONA DENTAL SYSTEMS USD 0.01 COM 82966C103 51 1877 SH Defined 31 1877 0 0
SIRTRIS PHARMACEUTICALS INC COM 82968A105 21 1600 SH Defined 8 1600 0 0
SJW CORP COM 784305104 433 15132 SH Sole 9 15132 0 0
SJW CORP USD 1.042 COM 784305104 115 4000 SH Defined 31 4000 0 0
SK TELECOM CO LTD ADR REP 0.11 COM 78440P108 20515 949300 SH Defined 31 949300 0 0
SK TELECOM LTD BOND 78440P108 143 6605 PRN Sole 9 6605 0 0
SK TELECOM LTD COM 78440P108 4 185 SH Sole 99 185 0 0
SKECHERS U S A INC COM 830566105 23 1100 SH Defined 8 1100 0 0
SKECHERS USA INC USD 0.001 COM 830566105 7626 377300 SH Defined 31 377300 0 0
SKILLSOFT PLC- ADR ADR REP 1 O COM 830928107 2 97 SH Defined 31 97 0 0
SKYWEST INC COM 830879102 131 6200 SH Defined 8 6200 0 0
SL GREEN RLTY CORP COM 78440X101 946 11600 SH Defined 8 11600 0 0
SL GREEN RLTY CORP COM 78440X101 358 4397 SH Sole 9 4397 0 0
SL GREEN RLTY CORP COM 78440X101 50 618 SH Sole 56 618 0 0
SLM CORP COM 78442P106 9 579 SH Defined 8 579 0 0
SLM CORP COM 78442P106 22 1465 SH Sole 9 1465 0 0
SLM CORP OPT 78442P106 1535 100000 SH Put Defined 9 0 100000 0
SLM CORP COM 78442P106 901 58700 SH Sole 51 58700 0 0
SLM CORP COM 78442P106 14 923 SH Sole 56 923 0 0
SMITH & NEPHEW PLC ADR REP 5 O COM 83175M205 1703 25800 SH Defined 31 25800 0 0
SMITH A O COM 831865209 152 4600 SH Defined 8 4600 0 0
SMITH INTL INC COM 832110100 20 302 SH Defined 8 302 0 0
SMITH INTL INC COM 832110100 3194 49724 SH Sole 9 49724 0 0
SMITH INTL INC COM 832110100 2132 33197 SH Sole 51 33197 0 0
SMITHFIELD FOODS INC OPT 832248108 22255 863900 SH Put Defined 9 0 863900 0
SMITHFIELD FOODS INC COM 832248108 93 3627 SH No disc 61 3627 0 0
SMUCKER J M CO COM 832696405 11 209 SH Sole 56 209 0 0
SMUCKER J M CO COM 832696405 3 54 SH No disc 61 54 0 0
SMUCKER(J.M.)CO USD NPV COM 832696405 2151 42500 SH Defined 31 42500 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 4 456 SH Sole 9 456 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 2 283 SH No disc 61 283 0 0
SMURFIT-STONE CONTAINER CORPOR COM 832727101 3383 439327 SH Defined 31 439327 0 0
SNAP ON INC COM 833034101 269 5287 SH Sole 9 5287 0 0
SNAP-ON INC USD 1 COM 833034101 25487 501200 SH Defined 31 501200 0 0
SOCKET COMMUNICATIONS INC COM 833672108 7 11037 SH No disc 61 11037 0 0
SOFTBRANDS INC COM 83402A107 28 27534 SH No disc 61 27534 0 0
SOHU COM INC COM 83408W103 62 1384 SH No disc 61 1384 0 0
SOHU.COM INC. USD 0.001 COM 83408W103 3780 83736 SH Defined 31 83736 0 0
SOLUTIA INC COM 834376501 64 4600 SH Sole 9 4600 0 0
SOMAXON PHARMACEUTICALS INC US COM 834453102 55 11500 SH Defined 31 11500 0 0
SONIC AUTOMOTIVE INC USD 0.01 COM 83545G102 2859 139090 SH Defined 31 139090 0 0
SONIC INNOVATIONS USD 0.001 COM 83545M109 1 48 SH Defined 31 48 0 0
SONIC SOLUTIONS COM 835460106 1 105 SH No disc 61 105 0 0
SONICWALL INC COM 835470105 53 6500 SH Defined 8 6500 0 0
SONOCO PRODS CO COM 835495102 776 27096 SH Sole 9 27096 0 0
SONOCO PRODS CO COM 835495102 63 2217 SH Sole 56 2217 0 0
SONOCO PRODUCTS COMPANY USD NP COM 835495102 2211 77196 SH Defined 31 77196 0 0
SONY CORP COM 835699307 7 170 SH Sole 99 170 0 0
SONY CORPORATION ADR REP 1 ORD COM 835699307 8916 222500 SH Defined 31 222500 0 0
SOTHEBYS COM 835898107 939 32485 SH Sole 9 32485 0 0
SOTHEBYS COM 835898107 7 233 SH No disc 61 233 0 0
SOTHEBYS COM 835898107 7 233 SH Sole 99 233 0 0
SOURCE INTERLINK COS INC COM 836151209 1 750 SH No disc 61 750 0 0
SOURCE INTERLINK COS USD 0.01 COM 836151209 3 1569 SH Defined 31 1569 0 0
SOUTH FINL GROUP INC COM 837841105 32 2100 SH Defined 8 2100 0 0
SOUTH FINL GROUP INC COM 837841105 258 17387 SH Sole 9 17387 0 0
SOUTHERN CO COM 842587107 18 499 SH Defined 8 499 0 0
SOUTHERN CO COM 842587107 16682 468463 SH Sole 9 468463 0 0
SOUTHERN CO OPT 842587107 8340 234200 SH Call Defined 9 0 234200 0
SOUTHERN CO OPT 842587107 5670 159200 SH Put Defined 9 0 159200 0
SOUTHERN CO COM 842587107 121 3400 SH Defined 60 3400 0 0
SOUTHERN CO COM 842587107 17 477 SH No disc 61 477 0 0
SOUTHERN COPPER CORP COM 84265V105 15409 148403 SH Sole 9 148403 0 0
SOUTHERN COPPER CORP COM 84265V105 185 1782 SH Sole 56 1782 0 0
SOUTHERN COPPER CORP COM 84265V105 1119 10780 SH Defined 60 10780 0 0
SOUTHERN COPPER CORPORATION US COM 84265V105 47555 458000 SH Defined 31 458000 0 0
SOUTHERN UNION CO USD 1 COM 844030106 10412 447423 SH Defined 31 447423 0 0
SOUTHWEST AIRLS CO COM 844741108 12 953 SH Defined 8 953 0 0
SOUTHWEST AIRLS CO COM 844741108 203 16407 SH Sole 9 16407 0 0
SOUTHWEST AIRLS CO COM 844741108 225 18200 SH Sole 51 18200 0 0
SOUTHWEST GAS CORP USD 1 COM 844895102 370 13200 SH Defined 31 13200 0 0
SOUTHWEST WATER CO USD 0.01 COM 845331107 429 38668 SH Defined 31 38668 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3573 106060 SH Sole 9 106060 0 0
SOUTHWESTERN ENERGY CO OPT 845467109 0 0 SH Call Defined 9 0 0 0
SOUTHWESTERN ENERGY COMPANY US COM 845467109 30473 904496 SH Defined 31 904496 0 0
SOVEREIGN BANCORP INC COM 845905108 16 1682 SH Sole 9 1682 0 0
SOVEREIGN BANCORP INC COM 845905108 58 6276 SH Sole 56 6276 0 0
SOVEREIGN BANCORP INC COM 845905108 183 19680 SH Sole 57 19680 0 0
SOVEREIGN BANCORP INC COM 845905108 5 500 SH No disc 61 500 0 0
SOVEREIGN BANCORP USD NPV COM 845905108 1 37 SH Defined 31 37 0 0
SOVRAN SELF STORAGE INC COM 84610H108 405 9474 SH Sole 9 9474 0 0
SPAIN FD COM 846330108 6 500 SH Sole 9 500 0 0
SPANSION INC COM 84649R101 413 150000 SH Sole 9 150000 0 0
SPANSION INC OPT 84649R101 275 100000 SH Call Defined 9 0 100000 0
SPANSION INC USD 0.001 COM 84649R101 3019 1097737 SH Defined 31 1097737 0 0
SPDR TR COM 78462F103 198175 1500000 SH Defined 8 1500000 0 0
SPDR TR OPT 78462F103 105576 800000 SH Put Defined 9 0 800000 0
SPDR TR COM 78462F103 3557 26955 SH Sole 20 0 26955 0
SPDR TR COM 78462F103 132040 1000000 SH Defined 32 1000000 0 0
SPECTRA ENERGY CORP COM 847560109 15 635 SH Defined 8 635 0 0
SPECTRA ENERGY CORP COM 847560109 1858 81681 SH Sole 9 81681 0 0
SPECTRA ENERGY CORP COM 847560109 5 232 SH No disc 61 232 0 0
SPECTRUM BRANDS INC USD 0.01 COM 84762L105 1813 396500 SH Defined 31 396500 0 0
SPECTRUM CONTROL INC USD NPV COM 847615101 1 29 SH Defined 31 29 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2510 992060 SH Sole 9 992060 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2530 992060 SH Defined 32 992060 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 0 8 SH No disc 61 8 0 0
SPEEDWAY MOTORSPORTS INC USD 0 COM 847788106 439 17500 SH Defined 31 17500 0 0
SPHERION CORP COM 848420105 44 7100 SH Defined 8 7100 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 222 10000 SH Sole 1 10000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM 848574109 112 5028 SH Defined 60 5028 0 0
SPIRIT AEROSYSTEMS HOLDINGS IN COM 848574109 7657 345200 SH Defined 31 345200 0 0
SPREADTRUM COMMUNICATIONS INC COM 849415203 41 4642 SH Defined 31 4642 0 0
SPRINT NEXTEL CORP COM 852061100 21 3036 SH Defined 8 3036 0 0
SPRINT NEXTEL CORP COM 852061100 835 124876 SH Sole 9 124876 0 0
SPRINT NEXTEL CORP COM 852061100 596 89000 SH Sole 51 89000 0 0
SPRINT NEXTEL CORP COM 852061100 155 23216 SH Sole 56 23216 0 0
SPRINT NEXTEL CORP COM 852061100 5 808 SH No disc 61 808 0 0
SPRINT NEXTEL CORP COM 852061100 8 1267 SH Sole 99 1267 0 0
SPSS INC COM 78462K102 160 4100 SH Defined 8 4100 0 0
SPSS INC USD 0.01 COM 78462K102 248 6389 SH Defined 31 6389 0 0
SPX CORP COM 784635104 1976 18841 SH Sole 9 18841 0 0
SPX CORP COM 784635104 214 2041 SH Sole 12 0 0 2041
SPX CORP COM 784635104 1689 16104 SH Sole 17 16104 0 0
SPX CORP COM 784635104 166 1584 SH Sole 20 0 1584 0
SPX CORP COM 784635104 35 330 SH Sole 57 330 0 0
ST JOE CO COM 790148100 1940 45200 SH Sole 9 45200 0 0
ST JUDE MED INC COM 790849103 15 336 SH Defined 8 336 0 0
ST JUDE MED INC COM 790849103 197 4558 SH Sole 9 4558 0 0
ST JUDE MED INC OPT 790849103 6794 157300 SH Call Defined 9 0 157300 0
ST JUDE MED INC OPT 790849103 2121 49100 SH Put Defined 9 0 49100 0
ST JUDE MED INC COM 790849103 37 867 SH Sole 56 867 0 0
ST MARY LAND & EXPLORATATION U COM 792228108 2049 53200 SH Defined 31 53200 0 0
ST MARY LD & EXPL CO COM 792228108 66 1723 SH Sole 9 1723 0 0
ST MICROELECTRONICS NY REG SHR COM 861012102 20516 1924500 SH Defined 31 1924500 0 0
STAMPS.COM INC USD 0.001 COM 852857200 72 7017 SH Defined 31 7017 0 0
STANCORP FINANCIAL GROUP USD N COM 852891100 139 2900 SH Defined 31 2900 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 138 4700 SH Defined 8 4700 0 0
STANDARD MICROSYSTEMS CORP USD COM 853626109 272 9292 SH Defined 31 9292 0 0
STANDARD PAC CORP NEW COM 85375C101 2324 478253 SH Sole 9 478253 0 0
STANDARD PAC CORP NEW OPT 85375C101 3365 692200 SH Put Defined 9 0 692200 0
STANLEY WKS COM 854616109 713 14974 SH Sole 9 14974 0 0
STANLEY WORKS USD 2.5 COM 854616109 15306 321400 SH Defined 31 321400 0 0
STAPLES INC COM 855030102 30 1323 SH Defined 8 1323 0 0
STAPLES INC COM 855030102 473 21378 SH Sole 9 21378 0 0
STAPLES INC COM 855030102 123 5542 SH Sole 56 5542 0 0
STAPLES INC USD 0.0006 COM 855030102 25696 1162159 SH Defined 31 1162159 0 0
STAR BULK CARRIERS CORP NPV COM Y8162K105 12 1000 SH Defined 31 1000 0 0
STAR GAS PARTNERS L P COM 85512C105 52 17440 SH Sole 51 17440 0 0
STARBUCKS CORP COM 855244109 46 2578 SH Defined 8 2578 0 0
STARBUCKS CORP COM 855244109 5244 299672 SH Sole 9 299672 0 0
STARBUCKS CORP OPT 855244109 5163 295000 SH Put Defined 9 0 295000 0
STARBUCKS CORP COM 855244109 3 150 SH No disc 61 150 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1 5 SH Defined 8 5 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2630 50814 SH Sole 9 50814 0 0
STARWOOD HOTELS&RESORTS WRLD OPT 85590A401 1413 27300 SH Call Defined 9 0 27300 0
STARWOOD HOTELS&RESORTS WRLD OPT 85590A401 2826 54600 SH Put Defined 9 0 54600 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 288 5560 SH Sole 56 5560 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 35 682 SH No disc 61 682 0 0
STATE STR CORP COM 857477103 141 1779 SH Defined 8 1779 0 0
STATE STR CORP COM 857477103 704 8908 SH Sole 9 8908 0 0
STATE STR CORP COM 857477103 1304 16500 SH Sole 51 16500 0 0
STATE STR CORP COM 857477103 403 5098 SH Sole 56 5098 0 0
STATE STR CORP COM 857477103 316 4000 SH Defined 60 4000 0 0
STATE STR CORP COM 857477103 4 53 SH No disc 61 53 0 0
STATE STR CORP COM 857477103 196 2480 SH Sole 99 2480 0 0
STATOILHYDRO ASA ADR REP 1 ORD COM 85771P102 5219 174708 SH Defined 31 174708 0 0
STEALTHGAS INC USD 0.01 COM Y81669106 5 300 SH Defined 31 300 0 0
STEC INC USD 0.001 COM 784774101 127 20449 SH Defined 31 20449 0 0
STEEL DYNAMICS INC COM 858119100 502 15200 SH Sole 9 15200 0 0
STEEL DYNAMICS INC OPT 858119100 0 0 SH Call Defined 9 0 0 0
STEEL DYNAMICS INC USD 0.005 COM 858119100 22888 692714 SH Defined 31 692714 0 0
STEELCASE INC USD NPV COM 858155203 2763 249800 SH Defined 31 249800 0 0
STEIN MART INC COM 858375108 1 150 SH No disc 61 150 0 0
STEIN MART USD 0.01 COM 858375108 1102 195931 SH Defined 31 195931 0 0
STEMCELLS INC COM 85857R105 13 8288 SH No disc 61 8288 0 0
STEMCELLS INC USD 0.01 COM 85857R105 23 14505 SH Defined 31 14505 0 0
STEPAN CO COM 858586100 73 1900 SH Defined 8 1900 0 0
STEPAN CO COM 858586100 122 3200 SH Sole 51 3200 0 0
STEPAN CO COM 858586100 252 6600 SH No disc 61 6600 0 0
STERICYCLE INC USD 0.01 COM 858912108 7704 149579 SH Defined 31 149579 0 0
STERIS CORP COM 859152100 121 4500 SH Defined 8 4500 0 0
STERIS CORP COM 859152100 13 480 SH Sole 56 480 0 0
STERLING BANCORP COM 859158107 2 105 SH No disc 61 105 0 0
STERLING FINL CORP COM 859317109 28 1600 SH Defined 8 1600 0 0
STERLING FINL CORP WASH COM 859319105 85 5400 SH Defined 8 5400 0 0
STERLITE INDS INDIA LTD COM 859737207 431 24200 SH Sole 9 24200 0 0
STERLITE INDUSTRIES (INDIA) LT COM 859737207 18221 1022500 SH Defined 31 1022500 0 0
STEWART ENTERPRISES INC USD 1 COM 860370105 1 87 SH Defined 31 87 0 0
STIFEL FINANCIAL CORP USD 0.15 COM 860630102 809 18000 SH Defined 31 18000 0 0
STILLWATER MNG CO COM 86074Q102 8 500 SH No disc 61 500 0 0
STILLWATER MNG CO COM 86074Q102 3 210 SH Sole 99 210 0 0
STMICROELECTRONICS N V COM 861012102 8 705 SH No disc 61 705 0 0
STONE ENERGY CORP COM 861642106 706 13500 SH Sole 9 13500 0 0
STONE ENERGY CORP USD 0.01 COM 861642106 11106 212300 SH Defined 31 212300 0 0
STONERIDGE INC USD NPV COM 86183P102 460 34200 SH Defined 31 34200 0 0
STORM CAT ENERGY CORP COM 862168101 31 42150 SH Sole 57 42150 0 0
STORM CAT ENERGY CORP COM 862168101 4 5210 SH No disc 61 5210 0 0
STRATASYS INC COM 862685104 2 104 SH No disc 61 104 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 81 6100 SH Defined 8 6100 0 0
STRATEGIC HOTELS & RESORTS I BOND 86272T106 5689 433276 PRN Sole 9 433276 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 185 14101 SH Sole 9 14101 0 0
STRAYER ED INC COM 863236105 92 600 SH Sole 59 600 0 0
STRAYER EDUCATION INC USD 0.01 COM 863236105 13864 90908 SH Defined 31 90908 0 0
STREETTRACKS GOLD TR UNIT 863307104 8137 90000 SH Sole 9 90000 0 0
STREETTRACKS GOLD TR UNIT 863307104 271 3000 SH Sole 20 0 3000 0
STREETTRACKS GOLD TR COM 863307104 1150 12721 SH No disc 61 12721 0 0
STRYKER CORP COM 863667101 12 180 SH Defined 8 180 0 0
STRYKER CORP COM 863667101 60 930 SH Sole 9 930 0 0
STRYKER CORP COM 863667101 4395 67555 SH Sole 51 67555 0 0
STRYKER CORP COM 863667101 71 1096 SH No disc 61 1096 0 0
STRYKER CORP USD 0.1 COM 863667101 6805 104602 SH Defined 31 104602 0 0
STUDENT LN CORP COM 863902102 40 400 SH Defined 8 400 0 0
STUDENT LOAN CORPORATION USD 0 COM 863902102 10 100 SH Defined 31 100 0 0
SULPHCO INC COM 865378103 417 100000 SH Defined 60 100000 0 0
SULPHCO INC COM 865378103 106 25442 SH No disc 61 25442 0 0
SUN BANCORP INC COM 86663B102 8 600 SH Defined 8 600 0 0
SUN COMMUNITIES INC COM 866674104 151 7379 SH Sole 9 7379 0 0
SUN HEALTHCARE GROUP INC COM 866933401 284 21600 SH Sole 9 21600 0 0
SUN HEALTHCARE GROUP INC USD 0 COM 866933401 125 9437 SH Defined 31 9437 0 0
SUN LIFE FINANCIAL INC CAD NPV COM 866796105 13035 279700 SH Defined 31 279700 0 0
SUN LIFE FINL INC COM 866796105 2135 45816 SH Sole 9 45816 0 0
SUN LIFE FINL INC COM 866796105 97 2084 SH No disc 10 2084 0 0
SUN LIFE FINL INC COM 866796105 715 15336 SH No disc 61 15336 0 0
SUN LIFE FINL INC COM 866796105 243 5206 SH Sole 99 5206 0 0
SUN MICROSYSTEMS INC COM 866810203 21 1300 SH Defined 8 1300 0 0
SUN MICROSYSTEMS INC COM 866810203 5664 364700 SH Sole 9 364700 0 0
SUN MICROSYSTEMS INC COM 866810203 3 200 SH Sole 20 0 200 0
SUN MICROSYSTEMS INC COM 866810203 10 656 SH Sole 56 656 0 0
SUN MICROSYSTEMS INC COM 866810203 19 1215 SH Sole 57 1215 0 0
SUN MICROSYSTEMS INC COM 866810203 202 12993 SH No disc 61 12993 0 0
SUN MICROSYSTEMS INC COM 866810203 6 410 SH Sole 99 410 0 0
SUNCOR ENERGY INC COM 867229106 1613 16745 SH Sole 9 16745 0 0
SUNCOR ENERGY INC COM 867229106 13369 138749 SH Sole 51 138749 0 0
SUNCOR ENERGY INC COM 867229106 241 2500 SH Defined 60 2500 0 0
SUNCOR ENERGY INC COM 867229106 348 3609 SH No disc 61 3609 0 0
SUNCOR ENERGY INC COM 867229106 14 150 SH Sole 99 150 0 0
SUNOCO INC COM 86764P109 8 148 SH Defined 8 148 0 0
SUNOCO INC COM 86764P109 8399 160070 SH Sole 9 160070 0 0
SUNOCO INC OPT 86764P109 3910 74500 SH Call Defined 9 0 74500 0
SUNOCO INC OPT 86764P109 5247 100000 SH Put Defined 9 0 100000 0
SUNOCO INC COM 86764P109 26 500 SH Sole 51 500 0 0
SUNOCO INC COM 86764P109 8 160 SH Sole 56 160 0 0
SUNOCO INC COM 86764P109 9 170 SH No disc 61 170 0 0
SUNOPTA INC COM 8676EP108 26 5000 SH No disc 61 5000 0 0
SUNOPTA INC USD NPV COM 8676EP108 2237 438438 SH Defined 31 438438 0 0
SUNPOWER CORP COM 867652109 4691 62957 SH Sole 9 62957 0 0
SUNPOWER CORP OPT 867652109 3726 50000 SH Call Defined 9 0 50000 0
SUNPOWER CORP OPT 867652109 3711 49800 SH Put Defined 9 0 49800 0
SUNPOWER CORP COM 867652109 9178 123190 SH Sole 51 123190 0 0
SUNPOWER CORP COM 867652109 25 340 SH Defined 60 340 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 75 4676 SH Sole 9 4676 0 0
SUNTECH PWR HLDGS CO LTD COM 86800C104 608 15000 SH Sole 56 15000 0 0
SUNTRUST BANKS INC USD 1 COM 867914103 5 81 SH Defined 31 81 0 0
SUNTRUST BKS INC COM 867914103 14 237 SH Defined 8 237 0 0
SUNTRUST BKS INC COM 867914103 4311 78183 SH Sole 9 78183 0 0
SUNTRUST BKS INC OPT 867914103 2443 44300 SH Put Defined 9 0 44300 0
SUNTRUST BKS INC COM 867914103 227 4099 SH Sole 51 4099 0 0
SUPER MICRO COMPUTER INC COM 86800U104 6 700 SH Defined 8 700 0 0
SUPERGEN INC COM 868059106 1 500 SH No disc 61 500 0 0
SUPERIOR ENERGY SERVICES INC U COM 868157108 7295 184100 SH Defined 31 184100 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 4755 120012 SH Sole 9 120012 0 0
SUPERIOR INDS INTL INC COM 868168105 7 300 SH Defined 8 300 0 0
SUPERIOR INDS INTL INC COM 868168105 290 13986 SH Sole 9 13986 0 0
SUPERTEX INC USD NPV COM 868532102 1350 66137 SH Defined 31 66137 0 0
SUPERVALU INC COM 868536103 6 168 SH Defined 8 168 0 0
SUPERVALU INC COM 868536103 317 10563 SH Sole 9 10563 0 0
SUPERVALU INC COM 868536103 1502 50119 SH Sole 51 50119 0 0
SUPERVALU INC COM 868536103 6 189 SH No disc 61 189 0 0
SUPPORT.COM INC USD 0.0001 COM 868587106 9 2516 SH Defined 31 2516 0 0
SUPPORTSOFT INC COM 868587106 1 310 SH No disc 61 310 0 0
SURMODICS INC USD 0.05 COM 868873100 162 3849 SH Defined 31 3849 0 0
SUSSER HOLDINGS CORPORATION US COM 869233106 25 1300 SH Defined 31 1300 0 0
SWIFT ENERGY CO COM 870738101 67 1491 SH Sole 9 1491 0 0
SWIFT ENERGY CO USD 0.01 COM 870738101 2898 64400 SH Defined 31 64400 0 0
SXC HEALTH SOLUTIONS CAD NPV COM 78505P100 14 1125 SH Defined 31 1125 0 0
SYBASE INC COM 871130100 6319 240280 SH Sole 9 240280 0 0
SYCAMORE NETWORKS INC COM 871206108 1 180 SH No disc 61 180 0 0
SYKES ENTERPRISES INC COM 871237103 141 8000 SH Defined 8 8000 0 0
SYKES ENTERPRISES INC USD 0.01 COM 871237103 2 99 SH Defined 31 99 0 0
SYMANTEC CORP COM 871503108 36 2155 SH Defined 8 2155 0 0
SYMANTEC CORP COM 871503108 812 48839 SH Sole 9 48839 0 0
SYMANTEC CORP COM 871503108 5093 306448 SH Sole 51 306448 0 0
SYMANTEC CORP COM 871503108 11 690 SH Sole 56 690 0 0
SYMANTEC CORP COM 871503108 22 1350 SH No disc 61 1350 0 0
SYNERON MEDICAL LIMITED USD NP COM M87245102 725 49766 SH Defined 31 49766 0 0
SYNERON MEDICAL LTD COM M87245102 21 1400 SH Defined 8 1400 0 0
SYNIVERSE HOLDINGS INC USD 0.0 COM 87163F106 5953 357300 SH Defined 31 357300 0 0
SYNNEX CORP COM 87162W100 119 5600 SH Defined 8 5600 0 0
SYNOPSYS INC COM 871607107 7 300 SH Sole 9 300 0 0
SYNOPSYS INC USD 0.01 COM 871607107 4343 191196 SH Defined 31 191196 0 0
SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 457 29100 SH Defined 31 29100 0 0
SYNOVUS FINL CORP COM 87161C105 1898 171600 SH Sole 9 171600 0 0
SYNTAX BRILLIAN CORP COM 87163L103 0 4 SH No disc 61 4 0 0
SYNTROLEUM CORP COM 871630109 231 360725 SH Sole 9 360725 0 0
SYNTROLEUM CORP COM 871630109 13 20000 SH Sole 57 20000 0 0
SYNUTRA INTERNATIONAL, INC. US COM 87164C102 54 1700 SH Defined 31 1700 0 0
SYNVISTA THERAPEUTICS INC COM 87164M100 1 229 SH No disc 61 229 0 0
SYSCO CORP COM 871829107 12 385 SH Defined 8 385 0 0
SYSCO CORP COM 871829107 3356 115646 SH Sole 9 115646 0 0
SYSCO CORP COM 871829107 200 6900 SH Sole 51 6900 0 0
T ROWE PRICE ASSOCIATES INC US COM 74144T108 6391 127815 SH Defined 31 127815 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 323 31410 SH Sole 9 31410 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 19 1809 SH Sole 20 0 1809 0
TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 1566 152490 SH Sole 56 152490 0 0
TAL INTL GROUP INC COM 874083108 57 2400 SH Defined 8 2400 0 0
TALBOTS INC COM 874161102 1 100 SH No disc 61 100 0 0
TALISMAN ENERGY INC COM 87425E103 3867 218452 SH Sole 9 218452 0 0
TALISMAN ENERGY INC COM 87425E103 110 6200 SH Defined 60 6200 0 0
TALISMAN ENERGY INC COM 87425E103 314 17718 SH No disc 61 17718 0 0
TALISMAN ENERGY INC COM 87425E103 8 480 SH Sole 99 480 0 0
TALISMAN ENERGY INC CAD NPV COM 87425E103 26964 1523350 SH Defined 31 1523350 0 0
TAM SA ADR 87484D103 2094 109100 SH Sole 9 109100 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 124 3200 SH Defined 8 3200 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 528 13724 SH Sole 9 13724 0 0
TANGER PROPERTIES L.P. REIT US COM 875465106 1662 43200 SH Defined 31 43200 0 0
TANZANIAN ROYALTY EXPL CORP COM 87600U104 24 4173 SH No disc 61 4173 0 0
TARGET CORP COM 87612E106 16384 323286 SH Sole 9 323286 0 0
TARGET CORP OPT 87612E106 1014 20000 SH Call Defined 9 0 20000 0
TARGET CORP OPT 87612E106 26861 530000 SH Put Defined 9 0 530000 0
TARGET CORP COM 87612E106 10195 201175 SH Sole 51 201175 0 0
TARGET CORP COM 87612E106 405 8000 SH No disc 61 8000 0 0
TARGET CORPORATION USD 0.0833 COM 87612E106 19771 390100 SH Defined 31 390100 0 0
TARGETED GENETICS CORP COM 87612M306 0 40 SH No disc 61 40 0 0
TASEKO MINES LTD COM 876511106 405 79496 SH Sole 51 79496 0 0
TASEKO MINES LTD COM 876511106 112 22000 SH No disc 61 22000 0 0
TASER INTL INC COM 87651B104 28 2973 SH No disc 61 2973 0 0
TATA COMMUNICATIONS LIMITED AD COM 876564105 23 900 SH Defined 31 900 0 0
TATA COMMUNICATIONS LTD COM 876564105 273 11000 SH Sole 9 11000 0 0
TATA MOTORS LTD ADR REP 1 ORD COM 876568502 12926 827500 SH Defined 31 827500 0 0
TATA MTRS LTD ADR 876568502 778 49800 SH Sole 9 49800 0 0
TATA MTRS LTD COM 876568502 109 7000 SH Sole 9 7000 0 0
TAUBMAN CENTRES INC REIT USD 0 COM 876664103 4617 88600 SH Defined 31 88600 0 0
TAUBMAN CTRS INC COM 876664103 194 3729 SH Sole 9 3729 0 0
TCF FINL CORP COM 872275102 389 21722 SH Sole 9 21722 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 102 6200 SH Sole 9 6200 0 0
TEAM INC COM 878155100 235 8600 SH Sole 9 8600 0 0
TECH DATA CORP COM 878237106 135 4100 SH Defined 8 4100 0 0
TECH DATA CORPORATION USD 0.00 COM 878237106 6389 194781 SH Defined 31 194781 0 0
TECHNE CORP COM 878377100 149 2200 SH Defined 8 2200 0 0
TECHNE CORP USD 0.01 COM 878377100 352 5212 SH Defined 31 5212 0 0
TECHNITROL INC COM 878555101 14 600 SH Defined 8 600 0 0
TECHNITROL INC USD 0.125 COM 878555101 1388 60000 SH Defined 31 60000 0 0
TECK COMINCO LTD COM 878742204 516 12594 SH Sole 9 12594 0 0
TECK COMINCO LTD COM 878742204 1717 41918 SH Sole 17 41918 0 0
TECK COMINCO LTD COM 878742204 156 3800 SH Sole 20 0 3800 0
TECK COMINCO LTD COM 878742204 983 24000 SH Sole 56 24000 0 0
TECK COMINCO LTD COM 878742204 263 6430 SH Defined 60 6430 0 0
TECK COMINCO LTD COM 878742204 510 12440 SH No disc 61 12440 0 0
TECK COMINCO LTD COM 878742204 40 970 SH Sole 99 970 0 0
TECO ENERGY INC COM 872375100 11 682 SH Sole 9 682 0 0
TECO ENERGY INC COM 872375100 1 50 SH No disc 61 50 0 0
TECO ENERGY INC USD 1 COM 872375100 27 1639 SH Defined 31 1639 0 0
TECUMSEH PRODS CO COM 878895200 273 8900 SH Sole 9 8900 0 0
TECUMSEH PRODUCTS COMPANY USD COM 878895200 2 42 SH Defined 31 42 0 0
TEEKAY CORPORATION COM Y8564W103 48 1131 SH Sole 9 1131 0 0
TEJON RANCH CO DEL COM 879080109 49 1300 SH Defined 8 1300 0 0
TEJON RANCH CO USD 0.5 COM 879080109 45 1200 SH Defined 31 1200 0 0
TEKELEC COM 879101103 150 12000 SH Defined 8 12000 0 0
TEL OFFSHORE TRUST TRUSTS USD COM 872382106 17 750 SH Defined 31 750 0 0
TELE NORTE LESTE PART S A COM 879246106 6608 249009 SH Sole 51 249009 0 0
TELE NORTE LESTE PART S A COM 879246106 612 23075 SH Defined 60 23075 0 0
TELE NORTE LESTE PARTICIPACOES COM 879246106 19847 747800 SH Defined 31 747800 0 0
TELECOM ARGENT STET FRAN ADR R COM 879273209 6486 306200 SH Defined 31 306200 0 0
TELECOM ARGENTINA S A COM 879273209 11 503 SH Sole 51 503 0 0
TELECOM CORP NEW ZEALAND LTD COM 879278208 85 5688 SH Defined 60 5688 0 0
TELECOM CORPORATION OF NEW ZEA COM 879278208 5262 353837 SH Defined 31 353837 0 0
TELECOM ITALIA S.P.A. ADR REP COM 87927Y102 3725 178300 SH Defined 31 178300 0 0
TELECOM ITALIA S.P.A. ADR REP COM 87927Y201 53 3200 SH Defined 31 3200 0 0
TELECOMMUNICATION SYS INC COM 87929J103 1 404 SH No disc 61 404 0 0
TELECOMUNICACOES DE SAO PAULO COM 87929A102 2366 94500 SH Defined 31 94500 0 0
TELEDYNE TECHNOLOGIES INC USD COM 879360105 1218 25900 SH Defined 31 25900 0 0
TELEFLEX INC USD 1 COM 879369106 7801 163500 SH Defined 31 163500 0 0
TELEFONICA SA ADR REP 3 ORD COM 879382208 7510 86800 SH Defined 31 86800 0 0
TELEFONOS DE MEXICO S.A DE CV COM 879403780 10660 283500 SH Defined 31 283500 0 0
TELEKOMUNIKASI INDONESIA PT AD COM 715684106 6048 144200 SH Defined 31 144200 0 0
TELEPHONE & DATA SYS INC COM 879433860 15 393 SH Sole 56 393 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
TELKOM SA LTD COM 879603108 2307 35252 SH Sole 9 35252 0 0
TELKOM SA LTD ADR REP 4 ORD COM 879603108 99 1500 SH Defined 31 1500 0 0
TELKONET INC COM 879604106 6 6600 SH No disc 61 6600 0 0
TELLABS INC COM 879664100 158 28832 SH Defined 8 28832 0 0
TELLABS INC COM 879664100 131 23949 SH Sole 9 23949 0 0
TELLABS INC COM 879664100 55 10000 SH Sole 57 10000 0 0
TELLABS INC COM 879664100 2 350 SH Defined 60 350 0 0
TELLABS INC COM 879664100 65 12000 SH No disc 61 12000 0 0
TELULAR CORP COM 87970T208 1 413 SH No disc 61 413 0 0
TELUS CORP COM 87971M202 4 100 SH Sole 9 100 0 0
TELVENT EUR 3.005 COM E90215109 38 1600 SH Defined 31 1600 0 0
TEMPLE INLAND INC COM 879868107 179 14100 SH Sole 1 14100 0 0
TEMPLE INLAND INC COM 879868107 3 212 SH Defined 8 212 0 0
TEMPLE INLAND INC COM 879868107 1431 112500 SH Sole 9 112500 0 0
TEMPLE INLAND INC COM 879868107 13 992 SH Sole 51 992 0 0
TEMPLETON DRAGON FD INC COM 88018T101 10 400 SH Sole 9 400 0 0
TEMPLETON EMERGING MKTS FD I COM 880191101 55 2766 SH Defined 60 2766 0 0
TEMPLETON RUS AND EAST EUR F COM 88022F105 17 300 SH No disc 61 300 0 0
TEMPUR PEDIC INTL INC COM 88023U101 33 2970 SH Sole 99 2970 0 0
TEMPUR-PEDIC INTERNATIONAL INC COM 88023U101 515 46800 SH Defined 31 46800 0 0
TENARIS S A COM 88031M109 942 18891 SH Sole 51 18891 0 0
TENET HEALTHCARE CORP COM 88033G100 2908 513761 SH Sole 9 513761 0 0
TENET HEALTHCARE CORP OPT 88033G100 3261 576000 SH Put Defined 9 0 576000 0
TENET HEALTHCARE CORP USD 0.05 COM 88033G100 5774 1020126 SH Defined 31 1020126 0 0
TENNANT CO COM 880345103 56 1400 SH Defined 8 1400 0 0
TENNECO AUTOMOTIVE INC USD 0.0 COM 880349105 2445 87500 SH Defined 31 87500 0 0
TENNECO INC COM 880349105 132 4700 SH Defined 8 4700 0 0
TERADATA CORP DEL COM 88076W103 3 116 SH Defined 8 116 0 0
TERADATA CORP DEL COM 88076W103 599 27166 SH Sole 9 27166 0 0
TERADATA CORP DEL COM 88076W103 343 15555 SH Sole 51 15555 0 0
TERADATA CORP DEL COM 88076W103 12 530 SH Sole 56 530 0 0
TERADATA CORP DEL COM 88076W103 1 36 SH No disc 61 36 0 0
TERADYNE INC COM 880770102 5 349 SH Defined 8 349 0 0
TERADYNE INC COM 880770102 58 4600 SH Sole 51 4600 0 0
TERADYNE INC COM 880770102 4 347 SH No disc 61 347 0 0
TEREX CORP NEW COM 880779103 1 10 SH Defined 8 10 0 0
TEREX CORP NEW COM 880779103 31 492 SH Sole 9 492 0 0
TEREX CORP NEW COM 880779103 2316 37046 SH Sole 51 37046 0 0
TEREX CORP USD 0.01 COM 880779103 7000 112000 SH Defined 31 112000 0 0
TERRA NITROGEN CO L P COM 881005201 53 471 SH Sole 9 471 0 0
TERRA NITROGEN CO L P COM 881005201 100 900 SH Sole 51 900 0 0
TERRESTAR CORP USD 0.01 COM 881451108 22 4440 SH Defined 31 4440 0 0
TESCO CORP CAD NPV COM 88157K101 27 1100 SH Defined 31 1100 0 0
TESORO CORP COM 881609101 4 130 SH Defined 8 130 0 0
TESORO CORP COM 881609101 6412 213729 SH Sole 9 213729 0 0
TESORO CORP OPT 881609101 22500 750000 SH Call Defined 9 0 750000 0
TESORO CORP COM 881609101 309 10300 SH Sole 51 10300 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 94 2043 SH Sole 9 2043 0 0
TEVA PHARMACEUTICAL INDS LTD COM 881624209 2822 61101 SH Sole 51 61101 0 0
TEVA PHARMACEUTICAL INDS LTD COM 881624209 28 600 SH Defined 60 600 0 0
TEVA PHARMACEUTICAL INDS LTD COM 881624209 254 5496 SH Sole 99 5496 0 0
TEXAS CAPITAL BANCSHARES INC U COM 88224Q107 2 95 SH Defined 31 95 0 0
TEXAS INSTRS INC COM 882508104 46 1605 SH Defined 8 1605 0 0
TEXAS INSTRS INC COM 882508104 7297 258131 SH Sole 9 258131 0 0
TEXAS INSTRS INC OPT 882508104 4241 150000 SH Put Defined 9 0 150000 0
TEXAS INSTRS INC COM 882508104 1236 43700 SH Sole 51 43700 0 0
TEXAS INSTRS INC COM 882508104 435 15375 SH Sole 56 15375 0 0
TEXAS INSTRS INC COM 882508104 83 2940 SH No disc 61 2940 0 0
TEXAS INSTRS INC COM 882508104 204 7200 SH Sole 99 7200 0 0
TEXAS INSTRUMENT INC USD 1 COM 882508104 17612 622972 SH Defined 31 622972 0 0
TEXAS PACIFIC LAND TRUST ROYAL COM 882610108 50 1200 SH Defined 31 1200 0 0
TEXAS ROADHOUSE INC USD 0.001 COM 882681109 10 937 SH Defined 31 937 0 0
TEXTRON INC COM 883203101 20 360 SH Defined 8 360 0 0
TEXTRON INC COM 883203101 75 1352 SH Sole 9 1352 0 0
TEXTRON INC COM 883203101 1834 33100 SH Sole 51 33100 0 0
TEXTRON INC COM 883203101 67 1214 SH Sole 56 1214 0 0
TEXTRON INC COM 883203101 41 745 SH No disc 61 745 0 0
TFS FINANCIAL CORP. USD 0.01 COM 87240R107 2 99 SH Defined 31 99 0 0
TFS FINL CORP COM 87240R107 367 30500 SH Sole 9 30500 0 0
THE RYLAND GROUP INC USD 1 COM 783764103 19014 578100 SH Defined 31 578100 0 0
THE WESTERN UNION COMPANY USD COM 959802109 1292 60700 SH Defined 31 60700 0 0
THERAVANCE INC NPV COM 88338T104 601 57054 SH Defined 31 57054 0 0
THERMAGE INC USD NPV COM 88343R101 38 11300 SH Defined 31 11300 0 0
THERMO ELECTRON CORP USD 1 COM 883556102 6170 108544 SH Defined 31 108544 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 24 412 SH Defined 8 412 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 87 1527 SH Sole 9 1527 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3332 58621 SH Sole 51 58621 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 25 444 SH No disc 61 444 0 0
THESTREET COM COM 88368Q103 47 5807 SH Sole 9 5807 0 0
THOMAS & BETTS CORP USD 0.1 COM 884315102 3718 102200 SH Defined 31 102200 0 0
THOMAS WEISEL PARTNERS GROUP I COM 884481102 7 966 SH Defined 31 966 0 0
THOMPSON CREEK METALS CO INC COM 884768102 457 25000 SH Sole 56 25000 0 0
THOMPSON CREEK METALS CO INC COM 884768102 9 500 SH No disc 61 500 0 0
THOMSON CORP COM 884903105 264 7873 SH Sole 9 7873 0 0
THOMSON CORP COM 884903105 28 840 SH No disc 50 840 0 0
THOMSON CORP COM 884903105 62 1847 SH No disc 61 1847 0 0
THOMSON CORP COM 884903105 26 774 SH Shared/ 61 774 0 0
THOMSON CORP COM 884903105 466 13905 SH Sole 99 13905 0 0
THOMSON CORPORATION CAD NPV COM 884903105 71 2100 SH Defined 31 2100 0 0
THOMSON MULTIMEDIA SA ADR REP COM 885118109 4 500 SH Defined 31 500 0 0
THOR INDS INC COM 885160101 149 5000 SH Sole 59 5000 0 0
THOR INDUSTRIES USD 0.1 COM 885160101 3824 128445 SH Defined 31 128445 0 0
THORATEC CORPORATION USD NPV COM 885175307 16 1075 SH Defined 31 1075 0 0
THORNBURG MTG INC COM 885218107 68 56500 SH Sole 9 56500 0 0
THORNBURG MTG INC COM 885218107 87 71509 SH Sole 51 71509 0 0
THQ INC COM 872443403 17 775 SH No disc 61 775 0 0
TIBCO SOFTWARE INC COM 88632Q103 126 17609 SH No disc 61 17609 0 0
TIDEWATER INC COM 886423102 39 701 SH Sole 56 701 0 0
TIER TECHNOLOGIES INC USD NPV COM 88650Q100 54 6700 SH Defined 31 6700 0 0
TIERONE CORP USD 0.01 COM 88650R108 1 52 SH Defined 31 52 0 0
TIFFANY & CO NEW COM 886547108 111 2637 SH Defined 8 2637 0 0
TIFFANY & CO NEW COM 886547108 607 14500 SH Sole 9 14500 0 0
TIFFANY & CO NEW COM 886547108 1366 32636 SH Sole 51 32636 0 0
TIFFANY & CO NEW COM 886547108 4 100 SH No disc 61 100 0 0
TIFFANY & CO USD 0.01 COM 886547108 10627 253971 SH Defined 31 253971 0 0
TIM HORTONS INC COM 88706M103 1687 49538 SH Sole 9 49538 0 0
TIM HORTONS INC COM 88706M103 35 1042 SH No disc 61 1042 0 0
TIM HORTONS INC USD 0.001 COM 88706M103 12527 367900 SH Defined 31 367900 0 0
TIM PARTICIPACOES SA ADR REP 1 COM 88706P106 7808 241778 SH Defined 31 241778 0 0
TIMBERLAND CO COM 887100105 94 6800 SH Defined 8 6800 0 0
TIME WARNER CABLE INC COM 88732J108 9401 376326 SH Sole 1 376326 0 0
TIME WARNER CABLE INC COM 88732J108 100 4000 SH Defined 8 4000 0 0
TIME WARNER CABLE INC COM 88732J108 995 39840 SH Sole 9 39840 0 0
TIME WARNER INC COM 887317105 164 11637 SH Defined 8 11637 0 0
TIME WARNER INC COM 887317105 5541 395234 SH Sole 9 395234 0 0
TIME WARNER INC OPT 887317105 7221 515000 SH Call Defined 9 0 515000 0
TIME WARNER INC OPT 887317105 12829 915000 SH Put Defined 9 0 915000 0
TIME WARNER INC COM 887317105 284 20289 SH Sole 56 20289 0 0
TIME WARNER INC COM 887317105 98 7000 SH Defined 60 7000 0 0
TIME WARNER INC COM 887317105 275 19644 SH No disc 61 19644 0 0
TIME WARNER INC COM 887317105 7 500 SH Sole 99 500 0 0
TIME WARNER TELECOM INC COM 887319101 162 10400 SH Defined 8 10400 0 0
TIMKEN CO COM 887389104 39 1317 SH Sole 56 1317 0 0
TIMKEN CO COM 887389104 1 47 SH No disc 61 47 0 0
TIMKEN CO USD NPV COM 887389104 10798 363300 SH Defined 31 363300 0 0
TITAN INTERNATIONAL INC USD NP COM 88830M102 3741 122200 SH Defined 31 122200 0 0
TITAN INTL INC ILL COM 88830M102 160 5200 SH Defined 8 5200 0 0
TITANIUM METALS CORP COM 888339207 2 100 SH Defined 8 100 0 0
TITANIUM METALS CORP COM 888339207 1937 128717 SH Sole 9 128717 0 0
TJX COMPANIES INC USD 1 COM 872540109 27140 820659 SH Defined 31 820659 0 0
TJX COS INC NEW COM 872540109 21 617 SH Defined 8 617 0 0
TJX COS INC NEW COM 872540109 1548 46796 SH Sole 9 46796 0 0
TJX COS INC NEW COM 872540109 168 5075 SH Sole 20 0 5075 0
TJX COS INC NEW COM 872540109 479 14500 SH Sole 51 14500 0 0
TJX COS INC NEW COM 872540109 128 3879 SH Sole 56 3879 0 0
TJX COS INC NEW COM 872540109 38 1140 SH Sole 57 1140 0 0
TNS INC COM 872960109 21 1000 SH No disc 61 1000 0 0
TOLL BROTHERS INC COM 889478103 160 6800 SH Defined 8 6800 0 0
TOLL BROTHERS INC COM 889478103 43 1830 SH Sole 9 1830 0 0
TOLL BROTHERS INC COM 889478103 5 200 SH No disc 61 200 0 0
TOLL BROTHERS INC USD 0.01 COM 889478103 19606 834971 SH Defined 31 834971 0 0
TOLLGRADE COMMUNICATIONS INC U COM 889542106 12 2254 SH Defined 31 2254 0 0
TONGJITANG CHINESE MEDICINES C COM 89025E103 254 30900 SH Defined 31 30900 0 0
TOOTSIE ROLL INDS INC COM 890516107 13 500 SH Defined 8 500 0 0
TOOTSIE ROLL INDUSTRIES INC US COM 890516107 315 12476 SH Defined 31 12476 0 0
TORCHMARK CORP COM 891027104 20 327 SH Defined 8 327 0 0
TORCHMARK CORP COM 891027104 26 429 SH Sole 9 429 0 0
TOREADOR RES CORP COM 891050106 53 6770 SH No disc 61 6770 0 0
TORO CO USD 1 COM 891092108 11101 268198 SH Defined 31 268198 0 0
TORONTO DOMINION BANK CAD NPV COM 891160509 190 3088 SH Defined 31 3088 0 0
TORONTO DOMINION BK ONT COM 891160509 5 78 SH Defined 8 78 0 0
TORONTO DOMINION BK ONT COM 891160509 25 400 SH Sole 9 400 0 0
TORONTO DOMINION BK ONT COM 891160509 497 8100 SH Sole 57 8100 0 0
TORONTO DOMINION BK ONT COM 891160509 12903 210317 SH Sole 59 210317 0 0
TORONTO DOMINION BK ONT COM 891160509 380 6200 SH Defined 60 6200 0 0
TORONTO DOMINION BK ONT COM 891160509 757 12336 SH No disc 61 12336 0 0
TORONTO DOMINION BK ONT COM 891160509 656 10698 SH Sole 99 10698 0 0
TOTAL S A ADR 89151E109 3046 41151 SH Sole 9 41151 0 0
TOTAL SYS SVCS INC COM 891906109 9 379 SH Sole 9 379 0 0
TOTAL SYSTEMS SERVICES INC USD COM 891906109 9494 401238 SH Defined 31 401238 0 0
TOWN SPORTS INTERNATIONAL USD COM 89214A102 1 98 SH Defined 31 98 0 0
TOYOTA MOTOR CORP ADR 892331307 404 4000 SH Sole 9 4000 0 0
TOYOTA MOTOR CORP COM 892331307 30 300 SH Sole 99 300 0 0
TOYOTA MOTOR CORPORATION ADR R COM 892331307 9444 93600 SH Defined 31 93600 0 0
TRACTOR SUPPLY CO COM 892356106 119 3000 SH Defined 8 3000 0 0
TRACTOR SUPPLY CO USD 0.008 COM 892356106 3938 99637 SH Defined 31 99637 0 0
TRADESTATION GROUP INC COM 89267P105 154 18000 SH Defined 8 18000 0 0
TRADESTATION GROUP INC. USD 0. COM 89267P105 5 502 SH Defined 31 502 0 0
TRANE INC COM 892893108 10 197 SH Defined 8 197 0 0
TRANE INC COM 892893108 35 755 SH Sole 9 755 0 0
TRANE INC COM 892893108 13560 295418 SH Sole 59 295418 0 0
TRANSALTA CORP COM 89346D107 404 13000 SH Sole 9 13000 0 0
TRANSALTA CORP COM 89346D107 8 252 SH No disc 61 252 0 0
TRANSATLANTIC HLDGS INC COM 893521104 10 150 SH Sole 99 150 0 0
TRANSCANADA CORP COM 89353D107 1275 33094 SH Sole 9 33094 0 0
TRANSCANADA CORP COM 89353D107 184 4770 SH Defined 60 4770 0 0
TRANSCANADA CORP COM 89353D107 4 112 SH No disc 61 112 0 0
TRANSCANADA CORPORATION CAD NP COM 89353D107 2397 62200 SH Defined 31 62200 0 0
TRANSCEND SERVICES INC COM 893929208 1 60 SH No disc 61 60 0 0
TRANSCEND SERVICES INC USD 0.0 COM 893929208 89 9700 SH Defined 31 9700 0 0
TRANSMERIDIAN EXPL INC COM 89376N108 2 2644 SH No disc 61 2644 0 0
TRANSMETA CORP DEL COM 89376R208 3 200 SH No disc 61 200 0 0
TRANSOCEAN INC NEW COM G90073100 2336 17272 SH Defined 8 17272 0 0
TRANSOCEAN INC NEW COM G90073100 17837 131931 SH Sole 9 131931 0 0
TRANSOCEAN INC NEW OPT G90073100 53337 394500 SH Call Defined 9 0 394500 0
TRANSOCEAN INC NEW OPT G90073100 13520 100000 SH Put Defined 9 0 100000 0
TRANSWITCH CORP COM 894065101 2 2000 SH No disc 61 2000 0 0
TRAVELERS COMPANIES INC COM 89417E109 856 17894 SH Sole 9 17894 0 0
TRAVELERS COMPANIES INC OPT 89417E109 862 18000 SH Call Defined 9 0 18000 0
TRAVELERS COMPANIES INC OPT 89417E109 1111 23200 SH Put Defined 9 0 23200 0
TRAVELERS COMPANIES INC COM 89417E109 5 112 SH No disc 10 112 0 0
TRAVELERS COMPANIES INC COM 89417E109 2994 62560 SH Sole 51 62560 0 0
TRAVELERS COMPANIES INC COM 89417E109 383 7999 SH Sole 56 7999 0 0
TRAVELERS COMPANIES INC COM 89417E109 2 37 SH Sole 57 37 0 0
TRAVELERS COMPANIES INC COM 89417E109 121 2529 SH No disc 61 2529 0 0
TRAVELERS COMPANIES INC COM 89417E109 5 112 SH Shared/ 61 112 0 0
TRAVELERS COMPANIES INC COM 89417E109 17 350 SH Sole 99 350 0 0
TRC COS INC USD 0.1 COM 872625108 40 9100 SH Defined 31 9100 0 0
TRI CONTL CORP COM 895436103 17360 1000000 SH Defined 32 1000000 0 0
TRI CONTL CORP COM 895436103 39 2214 SH No disc 61 2214 0 0
TRI CONTL CORP COM 895436103 149 8572 SH Sole 99 8572 0 0
TRI VY CORP COM 895735108 4 625 SH No disc 61 625 0 0
TRIARC COMPANIES INC USD 0.1 COM 895927309 451 65200 SH Defined 31 65200 0 0
TRICO MARINE SERVICES USD 0.01 COM 896106200 2571 65970 SH Defined 31 65970 0 0
TRIDENT MICROSYSTEMS INC COM 895919108 82 15800 SH Defined 8 15800 0 0
TRIMAS CORP USD 0.01 COM 896215209 129 24400 SH Defined 31 24400 0 0
TRIMBLE NAVIGATION LIMITED USD COM 896239100 3846 134499 SH Defined 31 134499 0 0
TRINITY INDS INC COM 896522109 19399 727900 SH Sole 1 727900 0 0
TRINITY INDS INC COM 896522109 1333 50000 SH Sole 9 50000 0 0
TRIQUINT SEMICONDUCTOR INC USD COM 89674K103 527 104002 SH Defined 31 104002 0 0
TRIZETTO GROUP INC COM 896882107 1191 71385 SH Sole 9 71385 0 0
TRONOX INC COM 897051207 0 115 SH No disc 61 115 0 0
TRONOX INCORPORATED USD 0.01 COM 897051108 112 27900 SH Defined 31 27900 0 0
TRONOX INCORPORATED USD 0.01 COM 897051207 4 900 SH Defined 31 900 0 0
TRUSTMARK CORP COM 898402102 335 15039 SH Sole 9 15039 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2337 100000 SH Sole 1 100000 0 0
TRW AUTOMOTIVE HLDGS CORP OPT 87264S106 393 16800 SH Put Defined 9 0 16800 0
TRW AUTOMOTIVE HOLDINGS CORPOR COM 87264S106 7327 313500 SH Defined 31 313500 0 0
TSAKOS ENERGY NAVIGATION LTD U COM G9108L108 2886 93816 SH Defined 31 93816 0 0
TUPPERWARE BRANDS CORP COM 899896104 321 8300 SH Sole 9 8300 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 10788 278900 SH Defined 31 278900 0 0
TURBOCHEF TECHNOLOGIES INC USD COM 900006206 13 1961 SH Defined 31 1961 0 0
TURKCELL ILETISIM HIZMETLERI A COM 900111204 16721 800400 SH Defined 31 800400 0 0
TWEEN BRANDS INC USD 0.01 COM 901166108 2225 89900 SH Defined 31 89900 0 0
TXCO RES INC COM 87311M102 39 3100 SH Defined 8 3100 0 0
TYCO ELECTRONICS LTD COM G9144P105 20 556 SH Defined 8 556 0 0
TYCO ELECTRONICS LTD COM G9144P105 1662 48429 SH Sole 9 48429 0 0
TYCO ELECTRONICS LTD USD 0.2 COM G9144P105 12956 377500 SH Defined 31 377500 0 0
TYCO INTL LTD BERMUDA COM G9143X208 25 556 SH Defined 8 556 0 0
TYCO INTL LTD BERMUDA COM G9143X208 1443 32762 SH Sole 9 32762 0 0
TYLER TECHNOLOGIES INC COM 902252105 131 9300 SH Defined 8 9300 0 0
TYLER TECHNOLOGIES INC USD 0.0 COM 902252105 5 300 SH Defined 31 300 0 0
TYSON FOODS INC COM 902494103 1 2 SH Defined 8 2 0 0
TYSON FOODS INC COM 902494103 10 650 SH Sole 9 650 0 0
TYSON FOODS INC COM 902494103 1296 81225 SH Sole 51 81225 0 0
TYSON FOODS INC COM 902494103 29 1832 SH Sole 56 1832 0 0
U S AIRWAYS GROUP INC COM 90341W108 284 31865 SH Sole 9 31865 0 0
U S AIRWAYS GROUP INC COM 90341W108 6 655 SH Sole 56 655 0 0
U S AIRWAYS GROUP INC COM 90341W108 29 3255 SH Defined 60 3255 0 0
U S G CORP COM 903293405 15 400 SH No disc 61 400 0 0
U S GLOBAL INVS INC COM 902952100 2565 189386 SH Sole 51 189386 0 0
U S GLOBAL INVS INC COM 902952100 9 700 SH No disc 61 700 0 0
U STORE IT TR COM 91274F104 234 20695 SH Sole 9 20695 0 0
U. S. PHYSICAL THERAPY INC USD COM 90337L108 110 7600 SH Defined 31 7600 0 0
UAL CORP COM 902549807 4 153 SH Defined 8 153 0 0
UAL CORPORATION USD 0.01 COM 902549807 4825 224093 SH Defined 31 224093 0 0
UAP HLDG CORP COM 903441103 15359 400587 SH Sole 9 400587 0 0
UCBH HOLDINGS INC USD 0.01 COM 90262T308 1 78 SH Defined 31 78 0 0
UDR INC COM 902653104 773 31503 SH Defined 8 31503 0 0
UDR INC COM 902653104 4065 165800 SH Sole 9 165800 0 0
UDR INC REIT USD 0.01 COM 902653104 9248 377139 SH Defined 31 377139 0 0
UGI CORP NEW COM 902681105 41 1661 SH Sole 56 1661 0 0
UGI CORP USD NPV COM 902681105 8695 348900 SH Defined 31 348900 0 0
ULTRA PETROLEUM CORP COM 903914109 16 200 SH Sole 9 200 0 0
ULTRALIFE BATTERIES INC COM 903899102 33 2755 SH Sole 9 2755 0 0
ULTRAPAR PARTICIPACOES S A ADR 90400P101 26 761 SH Sole 9 761 0 0
ULTRAPAR PARTICIPACOES S.A. AD COM 90400P101 183 5300 SH Defined 31 5300 0 0
UMB FINANCIAL CORP USD 1 COM 902788108 3 58 SH Defined 31 58 0 0
UMB FINL CORP COM 902788108 112 2700 SH Defined 8 2700 0 0
UMPQUA HLDGS CORP COM 904214103 313 20180 SH Sole 9 20180 0 0
UNDER ARMOUR INC COM 904311107 370 10100 SH Sole 9 10100 0 0
UNDER ARMOUR INC USD 0.000333 COM 904311107 33 900 SH Defined 31 900 0 0
UNIBANCO - UNIAO DE BANCOS BRA COM 90458E107 37547 321900 SH Defined 31 321900 0 0
UNIBANCO-UNIAO DE BANCOS BRA GDR 90458E107 4088 35050 SH Sole 9 35050 0 0
UNIFI INC USD 0.1 COM 904677101 27 9200 SH Defined 31 9200 0 0
UNIFIRST CORP MASS COM 904708104 160 4300 SH Defined 8 4300 0 0
UNILEVER NV NY REG SHRS REP 1 COM 904784709 24674 731500 SH Defined 31 731500 0 0
UNILEVER PLC ADR 904767704 53804 1595600 SH Sole 9 1595600 0 0
UNILEVER PLC ADR REP 4 ORD COM 904767704 32732 970694 SH Defined 31 970694 0 0
UNION DRILLING INC USD 0.01 COM 90653P105 49 2800 SH Defined 31 2800 0 0
UNION PAC CORP COM 907818108 130 1030 SH Defined 8 1030 0 0
UNION PAC CORP COM 907818108 117 931 SH Sole 9 931 0 0
UNION PAC CORP COM 907818108 3724 30000 SH Defined 32 30000 0 0
UNION PAC CORP COM 907818108 877 6998 SH Sole 51 6998 0 0
UNION PAC CORP COM 907818108 356 2837 SH Sole 56 2837 0 0
UNION PAC CORP COM 907818108 40 320 SH No disc 61 320 0 0
UNION PACIFIC CORPORATION USD COM 907818108 29841 238000 SH Defined 31 238000 0 0
UNIONBANCAL CORP COM 908906100 10 200 SH Defined 8 200 0 0
UNIONBANCAL CORP COM 908906100 828 16863 SH Sole 9 16863 0 0
UNIONBANCAL CORP COM 908906100 244 4974 SH Sole 56 4974 0 0
UNISOURCE ENERGY CORP COM 909205106 253 11378 SH Sole 9 11378 0 0
UNISYS CORP COM 909214108 2 471 SH Sole 9 471 0 0
UNISYS CORP COM 909214108 7 1567 SH No disc 61 1567 0 0
UNISYS CORP USD 0.01 COM 909214108 1597 360300 SH Defined 31 360300 0 0
UNIT CORP USD 0.2 COM 909218109 10243 180800 SH Defined 31 180800 0 0
UNITED AMER INDEMNITY LTD COM 90933T109 62 3200 SH Defined 8 3200 0 0
UNITED BANKSHARES INC USD 2.5 COM 909907107 1 23 SH Defined 31 23 0 0
UNITED FIRE & CASUALTY COMPANY COM 910331107 224 5975 SH Defined 31 5975 0 0
UNITED GUARDIAN INC COM 910571108 20 2000 SH No disc 61 2000 0 0
UNITED HEALTHCARE CORP USD 0.0 COM 91324P102 46153 1343200 SH Defined 31 1343200 0 0
UNITED MICROELECTRONICS CORP COM 910873405 261 77255 SH Sole 56 77255 0 0
UNITED MICROELECTRONICS CORP. COM 910873405 2464 728900 SH Defined 31 728900 0 0
UNITED ONLINE INC COM 911268100 152 14300 SH Defined 8 14300 0 0
UNITED ONLINE INC USD 0.0001 COM 911268100 1306 123642 SH Defined 31 123642 0 0
UNITED PARCEL SERVICE INC COM 911312106 84 1145 SH Defined 8 1145 0 0
UNITED PARCEL SERVICE INC COM 911312106 808 11060 SH Sole 9 11060 0 0
UNITED PARCEL SERVICE INC COM 911312106 192 2623 SH No disc 10 2623 0 0
UNITED PARCEL SERVICE INC COM 911312106 153 2100 SH Sole 51 2100 0 0
UNITED PARCEL SERVICE INC COM 911312106 253 3466 SH Sole 56 3466 0 0
UNITED PARCEL SERVICE INC COM 911312106 72 988 SH No disc 61 988 0 0
UNITED PARCEL SERVICE INC COM 911312106 187 2562 SH Shared/ 61 2562 0 0
UNITED RENTALS INC COM 911363109 154 8200 SH Sole 9 8200 0 0
UNITED RENTALS INC COM 911363109 450 23900 SH Sole 51 23900 0 0
UNITED STATES CELLULAR CORP COM 911684108 77 1400 SH Defined 8 1400 0 0
UNITED STATES CELLULAR CORP COM 911684108 7 129 SH Sole 56 129 0 0
UNITED STATES OIL FUND LP UNIT 91232N108 8136 100000 SH Sole 9 100000 0 0
UNITED STATES STL CORP NEW COM 912909108 13 100 SH Sole 1 100 0 0
UNITED STATES STL CORP NEW COM 912909108 16 122 SH Defined 8 122 0 0
UNITED STATES STL CORP NEW COM 912909108 482 3797 SH Sole 9 3797 0 0
UNITED STATES STL CORP NEW COM 912909108 1291 10180 SH Sole 51 10180 0 0
UNITED STATES STL CORP NEW COM 912909108 12 96 SH No disc 61 96 0 0
UNITED STATIONERS INC COM 913004107 615 12900 SH Sole 51 12900 0 0
UNITED STATIONERS INC USD 0.1 COM 913004107 1916 40165 SH Defined 31 40165 0 0
UNITED TECH CORP USD 1 COM 913017109 51602 749800 SH Defined 31 749800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 72 1032 SH Defined 8 1032 0 0
UNITED TECHNOLOGIES CORP COM 913017109 8675 126055 SH Sole 9 126055 0 0
UNITED TECHNOLOGIES CORP OPT 913017109 1872 27200 SH Call Defined 9 0 27200 0
UNITED TECHNOLOGIES CORP OPT 913017109 3593 52200 SH Put Defined 9 0 52200 0
UNITED TECHNOLOGIES CORP COM 913017109 129 1880 SH Sole 20 0 1880 0
UNITED TECHNOLOGIES CORP COM 913017109 17409 252965 SH Sole 51 252965 0 0
UNITED TECHNOLOGIES CORP COM 913017109 234 3402 SH Sole 56 3402 0 0
UNITED TECHNOLOGIES CORP COM 913017109 275 4000 SH Sole 57 4000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 404 5865 SH Defined 60 5865 0 0
UNITED TECHNOLOGIES CORP COM 913017109 183 2660 SH No disc 61 2660 0 0
UNITED TECHNOLOGIES CORP COM 913017109 14 200 SH Sole 99 200 0 0
UNITED THERAPEUTICS CORP USD 0 COM 91307C102 12059 139085 SH Defined 31 139085 0 0
UNITEDHEALTH GROUP INC COM 91324P102 54 1558 SH Defined 8 1558 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9538 277599 SH Sole 9 277599 0 0
UNITEDHEALTH GROUP INC OPT 91324P102 42418 1234500 SH Call Defined 9 0 1234500 0
UNITEDHEALTH GROUP INC OPT 91324P102 9432 274500 SH Put Defined 9 0 274500 0
UNITEDHEALTH GROUP INC COM 91324P102 601 17499 SH Sole 51 17499 0 0
UNITEDHEALTH GROUP INC COM 91324P102 183 5321 SH Sole 56 5321 0 0
UNITRIN INC COM 913275103 573 16220 SH Sole 9 16220 0 0
UNITRIN INC USD 0.1 COM 913275103 1898 53700 SH Defined 31 53700 0 0
UNIVERSAL AMER FINANCIAL CRP U COM 913377107 248 23378 SH Defined 31 23378 0 0
UNIVERSAL CORP VA COM 913456109 13106 200000 SH Sole 1 200000 0 0
UNIVERSAL CORP VA COM 913456109 953 14548 SH Sole 9 14548 0 0
UNIVERSAL FOREST PRODUCTS USD COM 913543104 80 2470 SH Defined 31 2470 0 0
UNIVERSAL FST PRODS INC COM 913543104 126 3900 SH Defined 8 3900 0 0
UNIVERSAL HEALTH RLTY INCM T COM 91359E105 160 4814 SH Sole 9 4814 0 0
UNIVERSAL HEALTH SVCS REIT USD COM 91359E105 30 900 SH Defined 31 900 0 0
UNIVERSAL HEALTH SVCS USD 0.01 COM 913903100 6019 112100 SH Defined 31 112100 0 0
UNIVERSAL HLTH SVCS INC COM 913903100 162 3000 SH Defined 8 3000 0 0
UNIVERSAL TRUCKLOAD SERVICES I COM 91388P105 44 2100 SH Defined 31 2100 0 0
UNUM GROUP COM 91529Y106 55 2482 SH Sole 9 2482 0 0
UNUM GROUP COM 91529Y106 951 43224 SH Sole 51 43224 0 0
UNUM GROUP USD 0.1 COM 91529Y106 6826 310100 SH Defined 31 310100 0 0
URANIUM RES INC COM 916901507 12 2000 SH No disc 61 2000 0 0
URBAN OUTFITTERS INC COM 917047102 137 4380 SH Sole 9 4380 0 0
URBAN OUTFITTERS INC COM 917047102 3 84 SH No disc 61 84 0 0
URBAN OUTFITTERS INC USD 0.000 COM 917047102 28614 912715 SH Defined 31 912715 0 0
URS CORP NEW COM 903236107 373 11400 SH Sole 9 11400 0 0
URS CORP NEW COM 903236107 13 398 SH Sole 56 398 0 0
URS CORP USD 0.01 COM 903236107 3033 92752 SH Defined 31 92752 0 0
US AIRWAYS GROUP INC USD 0.01 COM 90341W108 74 8200 SH Defined 31 8200 0 0
US BANCORP DEL COM 902973304 52 1578 SH Defined 8 1578 0 0
US BANCORP DEL COM 902973304 15132 467611 SH Sole 9 467611 0 0
US BANCORP DEL COM 902973304 10608 327790 SH Sole 51 327790 0 0
US BANCORP DEL COM 902973304 8 250 SH Sole 56 250 0 0
US BIOENERGY CORP COM 90342V109 815 138170 SH Sole 59 138170 0 0
US DATAWORKS INC COM 91729G301 1 4800 SH No disc 61 4800 0 0
US GOLD CORPORATION COM 912023207 3 1200 SH No disc 61 1200 0 0
USA TRUCK INC USD 0.01 COM 902925106 73 5630 SH Defined 31 5630 0 0
USEC INC COM 90333E108 541 146082 SH Sole 9 146082 0 0
USEC INC COM 90333E108 259 70000 SH Sole 56 70000 0 0
USEC INC COM 90333E108 6 1500 SH No disc 61 1500 0 0
UST INC COM 902911106 9 163 SH Defined 8 163 0 0
UST INC COM 902911106 178 3268 SH Sole 9 3268 0 0
UST INC COM 902911106 16 300 SH No disc 61 300 0 0
U-STORE-IT TRUST REIT USD 0.01 COM 91274F104 2985 263400 SH Defined 31 263400 0 0
UTEK CORP COM 91759P106 2 185 SH No disc 50 185 0 0
UTEK CORP COM 91759P106 1 50 SH No disc 61 50 0 0
UTI WORLDWIDE INC USD NPV COM G87210103 1124 55972 SH Defined 31 55972 0 0
V F CORP COM 918204108 496 6405 SH Sole 9 6405 0 0
V F CORP COM 918204108 2027 26157 SH Sole 51 26157 0 0
VAIL RESORTS INC COM 91879Q109 160 3300 SH Defined 8 3300 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 81 7400 SH Defined 8 7400 0 0
VALENCE TECHNOLOGY INC COM 918914102 37 8500 SH No disc 61 8500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 26 527 SH Defined 8 527 0 0
VALERO ENERGY CORP NEW COM 91913Y100 33500 682139 SH Sole 9 682139 0 0
VALERO ENERGY CORP NEW OPT 91913Y100 40580 826300 SH Call Defined 9 0 826300 0
VALERO ENERGY CORP NEW OPT 91913Y100 14689 299100 SH Put Defined 9 0 299100 0
VALERO ENERGY CORP NEW COM 91913Y100 1861 37900 SH Sole 51 37900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 207 4219 SH Sole 56 4219 0 0
VALERO ENERGY CORP NEW COM 91913Y100 148 3005 SH No disc 61 3005 0 0
VALERO ENERGY CORP NEW COM 91913Y100 26 520 SH Sole 99 520 0 0
VALERO ENERGY CORP USD 0.01 COM 91913Y100 14851 302388 SH Defined 31 302388 0 0
VALHI INCORPORATED USD 0.01 COM 918905100 826 35300 SH Defined 31 35300 0 0
VALIDUS HOLDINGS LIMITED USD 0 COM G9319H102 1434 61200 SH Defined 31 61200 0 0
VALIDUS HOLDINGS LTD COM G9319H102 57 2444 SH Sole 9 2444 0 0
VALLEY NATL BANCORP COM 919794107 345 17981 SH Sole 9 17981 0 0
VALMONT INDS INC COM 920253101 360 4100 SH Sole 9 4100 0 0
VALSPAR CORP COM 920355104 68 3441 SH Sole 9 3441 0 0
VALUECLICK INC COM 92046N102 9 547 SH Sole 56 547 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2744 709121 SH Sole 9 709121 0 0
VANGUARD WORLD FDS COM 92204A405 46 1000 SH Sole 57 1000 0 0
VARIAN INC COM 922206107 140 2400 SH Defined 8 2400 0 0
VARIAN MED SYS INC COM 92220P105 2 24 SH Defined 8 24 0 0
VARIAN MED SYS INC COM 92220P105 22 474 SH Sole 9 474 0 0
VARIAN MEDICAL SYSTEMS INC USD COM 92220P105 38 800 SH Defined 31 800 0 0
VASCO DATA SEC INTL INC COM 92230Y104 1 64 SH No disc 61 64 0 0
VASOGEN INC COM 92232F202 0 182 SH No disc 61 182 0 0
VCA ANTECH INC USD 0.001 COM 918194101 9645 352615 SH Defined 31 352615 0 0
VCG HLDG CORP COM 91821K101 21 3500 SH Sole 51 3500 0 0
VECTOR GROUP LIMITED USD 0.1 COM 92240M108 1303 74045 SH Defined 31 74045 0 0
VECTREN CORP COM 92240G101 139 5190 SH Sole 9 5190 0 0
VECTREN CORP USD NPV COM 92240G101 1664 62000 SH Defined 31 62000 0 0
VEECO INSTRS INC DEL COM 922417100 10 600 SH No disc 61 600 0 0
VENOCO INC USD 0.01 COM 92275P307 7 600 SH Defined 31 600 0 0
VENTAS INC COM 92276F100 2819 62750 SH Defined 8 62750 0 0
VENTAS INC COM 92276F100 528 11762 SH Sole 9 11762 0 0
VENTAS REALTY LP/CAP CORP REIT COM 92276F100 39023 868900 SH Defined 31 868900 0 0
VEOLIA ENVIRONNEMENT SA ADR RE COM 92334N103 10168 145400 SH Defined 31 145400 0 0
VERASUN ENERGY CORP COM 92336G106 102 13833 SH Sole 9 13833 0 0
VERASUN ENERGY CORP COM 92336G106 441 60010 SH Sole 59 60010 0 0
VERENIUM CORPORATION COM 92340P100 106 29991 SH Sole 9 29991 0 0
VERIGY LTD USD NPV COM Y93691106 3338 177146 SH Defined 31 177146 0 0
VERISIGN INC COM 92343E102 238 7161 SH Sole 9 7161 0 0
VERISIGN INC COM 92343E102 558 16790 SH Sole 51 16790 0 0
VERISIGN INC COM 92343E102 343 10310 SH Defined 60 10310 0 0
VERISIGN INC COM 92343E102 12 365 SH No disc 61 365 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 112 3066 SH Defined 8 3066 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 26273 720804 SH Sole 9 720804 0 0
VERIZON COMMUNICATIONS INC OPT 92343V104 18225 500000 SH Call Defined 9 0 500000 0
VERIZON COMMUNICATIONS INC OPT 92343V104 29762 816500 SH Put Defined 9 0 816500 0
VERIZON COMMUNICATIONS INC COM 92343V104 1163 31900 SH Sole 20 0 31900 0
VERIZON COMMUNICATIONS INC COM 92343V104 24915 683535 SH Sole 51 683535 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 856 23490 SH Sole 56 23490 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 75 2060 SH Sole 57 2060 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 352 9650 SH Defined 60 9650 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 204 5601 SH No disc 61 5601 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 231 6355 SH Sole 99 6355 0 0
VERMILLION INC COM 92407M206 2 600 SH No disc 61 600 0 0
VERSANT CORP USD NPV COM 925284309 214 8500 SH Defined 31 8500 0 0
VERSO TECHNOLOGIES INC COM 925317208 0 255 SH No disc 61 255 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5 193 SH Defined 8 193 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7 300 SH Sole 9 300 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1 34 SH No disc 61 34 0 0
VF CORP USD 1 COM 918204108 13852 178700 SH Defined 31 178700 0 0
VIACOM INC NEW COM 92553P201 26 635 SH Defined 8 635 0 0
VIACOM INC NEW COM 92553P102 370 9350 SH Sole 9 9350 0 0
VIACOM INC NEW COM 92553P201 1512 38173 SH Sole 9 38173 0 0
VIACOM INC NEW OPT 92553P201 5246 132400 SH Call Defined 9 0 132400 0
VIACOM INC NEW OPT 92553P201 8531 215300 SH Put Defined 9 0 215300 0
VIACOM INC NEW COM 92553P201 172 4343 SH Sole 56 4343 0 0
VIACOM INC NEW COM 92553P102 2 47 SH No disc 61 47 0 0
VIACOM INC NEW COM 92553P201 4 93 SH No disc 61 93 0 0
VIACOM INC NEW COM 92553P201 10 245 SH Sole 99 245 0 0
VIACOM INC USD 0.001 COM 92553P102 1233 31100 SH Defined 31 31100 0 0
VIASAT INC COM 92552V100 103 4700 SH Defined 8 4700 0 0
VICOR CORP COM 925815102 95 7900 SH Defined 8 7900 0 0
VIGNETTE CORP COM 926734401 24 1800 SH Defined 8 1800 0 0
VIGNETTE CORP COM 926734401 0 36 SH No disc 61 36 0 0
VIGNETTE CORPORATION USD 0.01 COM 926734401 1 43 SH Defined 31 43 0 0
VIRGIN MEDIA INC COM 92769L101 8 504 SH Defined 8 504 0 0
VIRGIN MEDIA INC COM 92769L101 7 497 SH Sole 9 497 0 0
VIRGIN MEDIA INC COM 92769L101 26 1858 SH No disc 50 1858 0 0
VIRGIN MEDIA INC WARR 92769L119 0 1 SH Sole 56 1 0 0
VIRGIN MEDIA INC COM 92769L101 132 9353 SH No disc 61 9353 0 0
VIRGIN MEDIA INC WARR 92769L119 0 6 SH Sole 99 6 0 0
VIRGIN MEDIA INC USD 0.01 COM 92769L101 4759 338228 SH Defined 31 338228 0 0
VIROPHARMA INC COM 928241108 144 16100 SH Defined 8 16100 0 0
VIROPHARMA INC COM 928241108 380 42544 SH Sole 9 42544 0 0
VIROPHARMA INC COM 928241108 2 200 SH No disc 61 200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 141 15500 SH Defined 8 15500 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6 648 SH Sole 99 648 0 0
VISHAY INTERTECHNOLOGY INC USD COM 928298108 11048 1219325 SH Defined 31 1219325 0 0
VISTA GOLD CORP COM 927926303 20 4500 SH No disc 61 4500 0 0
VISTEON CORP COM 92839U107 978 260000 SH Sole 9 260000 0 0
VISTEON CORP OPT 92839U107 4483 1192100 SH Put Defined 9 0 1192100 0
VISTEON CORP COM 92839U107 2 411 SH No disc 61 411 0 0
VITAL IMAGES INC COM 92846N104 6 400 SH Defined 8 400 0 0
VITAL SIGNS INC COM 928469105 16 300 SH Defined 8 300 0 0
VITAL SIGNS USD NPV COM 928469105 11 201 SH Defined 31 201 0 0
VIVUS INC USD 0.001 COM 928551100 1 46 SH Defined 31 46 0 0
VMWARE INC COM 928563402 2 55 SH Sole 57 55 0 0
VMWARE INC COM 928563402 152 3559 SH No disc 61 3559 0 0
VNUS MEDICAL TECHNOLOGIES USD COM 928566108 233 12800 SH Defined 31 12800 0 0
VODAFONE GROUP PLC ADR REP 10 COM 92857W209 9346 316686 SH Defined 31 316686 0 0
VODAFONE GROUP PLC NEW ADR 92857W209 49208 1667500 SH Sole 9 1667500 0 0
VODAFONE GROUP PLC NEW COM 92857W209 295985 10030000 SH Sole 9 10030000 0 0
VODAFONE GROUP PLC NEW COM 92857W209 39 1312 SH No disc 10 1312 0 0
VODAFONE GROUP PLC NEW COM 92857W209 17661 598486 SH Sole 51 598486 0 0
VODAFONE GROUP PLC NEW COM 92857W209 17 560 SH Sole 99 560 0 0
VOLCANO CORP USD 0.001 COM 928645100 17 1352 SH Defined 31 1352 0 0
VORNADO REALTY TRUST REIT USD COM 929042109 23088 267801 SH Defined 31 267801 0 0
VORNADO RLTY TR COM 929042109 10 110 SH Defined 8 110 0 0
VORNADO RLTY TR COM 929042109 945 10961 SH Sole 9 10961 0 0
VORNADO RLTY TR COM 929042109 16767 194500 SH Sole 51 194500 0 0
VOXWARE INC COM 92906L501 0 20 SH No disc 61 20 0 0
VOXWARE INC COM 92906L501 30 7292 SH Sole 99 7292 0 0
VULCAN MATLS CO COM 929160109 4 47 SH Defined 8 47 0 0
VULCAN MATLS CO COM 929160109 386 5816 SH Sole 9 5816 0 0
VULCAN MATLS CO COM 929160109 709 10680 SH Sole 51 10680 0 0
W P CAREY & CO LLC COM 92930Y107 36 1200 SH Defined 8 1200 0 0
W&T OFFSHORE INC USD 0.00001 COM 92922P106 8876 260200 SH Defined 31 260200 0 0
W.P CAREY & CO LLC LTD PART US COM 92930Y107 321 10700 SH Defined 31 10700 0 0
WABASH NATIONAL CORP USD 0.01 COM 929566107 858 95400 SH Defined 31 95400 0 0
WABASH NATL CORP COM 929566107 450 50000 SH Sole 9 50000 0 0
WABCO HLDGS INC COM 92927K102 538 11800 SH Sole 9 11800 0 0
WABCO HOLDINGS INC NPV COM 92927K102 11369 249200 SH Defined 31 249200 0 0
WABTEC USD 0.01 COM 929740108 6260 166200 SH Defined 31 166200 0 0
WACHOVIA CORP NEW COM 929903102 1400 51839 SH Defined 8 51839 0 0
WACHOVIA CORP NEW COM 929903102 16832 623416 SH Sole 9 623416 0 0
WACHOVIA CORP NEW OPT 929903102 2700 100000 SH Call Defined 9 0 100000 0
WACHOVIA CORP NEW OPT 929903102 5400 200000 SH Put Defined 9 0 200000 0
WACHOVIA CORP NEW COM 929903102 224 8300 SH Sole 56 8300 0 0
WACHOVIA CORP NEW COM 929903102 55 2025 SH No disc 61 2025 0 0
WACHOVIA CORP NEW COM 929903102 4 150 SH Sole 99 150 0 0
WACHOVIA CORPORATION USD 3.333 COM 929903102 3 92 SH Defined 31 92 0 0
WADDELL & REED FINANCIAL INC U COM 930059100 8721 271400 SH Defined 31 271400 0 0
WADDELL & REED FINL INC COM 930059100 155 4800 SH Defined 8 4800 0 0
WAL MART STORES INC COM 931142103 135 2547 SH Defined 8 2547 0 0
WAL MART STORES INC COM 931142103 70948 1346772 SH Sole 9 1346772 0 0
WAL MART STORES INC OPT 931142103 28384 538800 SH Call Defined 9 0 538800 0
WAL MART STORES INC OPT 931142103 18438 350000 SH Put Defined 9 0 350000 0
WAL MART STORES INC COM 931142103 237 4500 SH Sole 51 4500 0 0
WAL MART STORES INC COM 931142103 1108 21018 SH Sole 56 21018 0 0
WAL MART STORES INC COM 931142103 32 600 SH Defined 60 600 0 0
WAL MART STORES INC COM 931142103 154 2932 SH No disc 61 2932 0 0
WAL MART STORES INC COM 931142103 451 8570 SH Sole 99 8570 0 0
WALGREEN CO COM 931422109 31 793 SH Defined 8 793 0 0
WALGREEN CO COM 931422109 3332 87484 SH Sole 9 87484 0 0
WALGREEN CO OPT 931422109 762 20000 SH Call Defined 9 0 20000 0
WALGREEN CO OPT 931422109 7238 190000 SH Put Defined 9 0 190000 0
WALGREEN CO COM 931422109 229 6000 SH Sole 57 6000 0 0
WALGREEN CO COM 931422109 415 10873 SH Defined 60 10873 0 0
WALGREEN CO COM 931422109 110 2880 SH No disc 61 2880 0 0
WALGREEN CO COM 931422109 1663 43650 SH Sole 99 43650 0 0
WAL-MART STORES USD 0.1 COM 931142103 19629 372600 SH Defined 31 372600 0 0
WALTER INDS INC COM 93317Q105 4328 69102 SH Sole 9 69102 0 0
WALTER INDS INC COM 93317Q105 4 64 SH No disc 61 64 0 0
WALTER INDUSTRIES INC USD 0.01 COM 93317Q105 44117 704400 SH Defined 31 704400 0 0
WARNACO GROUP INC COM 934390402 304 7700 SH Sole 9 7700 0 0
WARNACO INC USD 0.01 COM 934390402 661 16745 SH Defined 31 16745 0 0
WARNER CHILCOTT LTD USD 0.01 COM G9435N108 2 75 SH Defined 31 75 0 0
WARNER MUSIC GROUP CORP COM 934550104 11813 2372001 SH Sole 51 2372001 0 0
WARNER MUSIC GROUP USD 0.001 COM 934550104 2198 441300 SH Defined 31 441300 0 0
WARREN RES INC COM 93564A100 67 5600 SH Defined 8 5600 0 0
WASHINGTON FED INC COM 938824109 151 6600 SH Defined 8 6600 0 0
WASHINGTON FED INC COM 938824109 364 15955 SH Sole 9 15955 0 0
WASHINGTON MUT INC BOND 939322103 3451 335000 PRN Sole 1 335000 0 0
WASHINGTON MUT INC OPT 939322103 16 1500 SH Call Defined 1 0 1500 0
WASHINGTON MUT INC OPT 939322103 26 2500 SH Put Defined 1 0 2500 0
WASHINGTON MUT INC COM 939322103 10 951 SH Defined 8 951 0 0
WASHINGTON MUT INC COM 939322814 18027 25470 SH Defined 8 25470 0 0
WASHINGTON MUT INC COM 939322103 1073 104173 SH Sole 9 104173 0 0
WASHINGTON MUT INC OPT 939322103 1238 120100 SH Call Defined 9 0 120100 0
WASHINGTON MUT INC OPT 939322103 1775 172300 SH Put Defined 9 0 172300 0
WASHINGTON MUT INC COM 939322103 749 72700 SH Sole 51 72700 0 0
WASHINGTON MUT INC COM 939322103 36 3500 SH No disc 61 3500 0 0
WASHINGTON POST CO COM 939640108 3 5 SH Sole 9 5 0 0
WASHINGTON POST CO COM 939640108 396 600 SH Sole 51 600 0 0
WASHINGTON POST CO USD 1 COM 939640108 3837 5800 SH Defined 31 5800 0 0
WASHINGTON REAL ESTATE INVESTM COM 939653101 2821 84400 SH Defined 31 84400 0 0
WASHINGTON REAL ESTATE INVT COM 939653101 109 3262 SH Sole 9 3262 0 0
WASTE INDUSTRIES INC USD NPV COM 941057101 452 12500 SH Defined 31 12500 0 0
WASTE INDUSTRIES USA INC COM 941057101 91 2500 SH Defined 8 2500 0 0
WASTE MGMT INC DEL COM 94106L109 18 507 SH Defined 8 507 0 0
WASTE MGMT INC DEL COM 94106L109 3240 96537 SH Sole 9 96537 0 0
WASTE MGMT INC DEL COM 94106L109 134 4000 SH Sole 51 4000 0 0
WASTE MGMT INC DEL COM 94106L109 159 4738 SH Sole 56 4738 0 0
WASTE MGMT INC DEL COM 94106L109 67 1986 SH No disc 61 1986 0 0
WASTE SERVICES INC USD 0.01 COM 941075202 68 8325 SH Defined 31 8325 0 0
WATERS CORP COM 941848103 9 145 SH Defined 8 145 0 0
WATERS CORP COM 941848103 23 417 SH Sole 9 417 0 0
WATERS CORP COM 941848103 724 12986 SH Sole 51 12986 0 0
WATERS CORP COM 941848103 2 32 SH No disc 61 32 0 0
WATSCO INC COM 942622200 703 16975 SH Sole 9 16975 0 0
WATSON PHARMACEUTICALS INC COM 942683103 162 5500 SH Defined 8 5500 0 0
WATSON PHARMACEUTICALS INC COM 942683103 350 11949 SH Sole 9 11949 0 0
WATSON PHARMACEUTICALS INC COM 942683103 337 11492 SH Sole 51 11492 0 0
WATSON WYATT WORLDWIDE INC COM 942712100 45 785 SH No disc 61 785 0 0
WATTS WATER TECHNOLOGIES INC COM 942749102 366 13058 SH Sole 9 13058 0 0
WAUSAU-MOSINEE PAPER CORPORATI COM 943315101 621 75100 SH Defined 31 75100 0 0
WAUWATOSA HOLDINGS INC USD 0.0 COM 94348P108 16 1300 SH Defined 31 1300 0 0
WAVE SYSTEMS CORP COM 943526301 69 71093 SH No disc 61 71093 0 0
WCA WASTE CORP COM 92926K103 7904 1300000 SH Sole 1 1300000 0 0
WD-40 CO USD 0.001 COM 929236107 1 1 SH Defined 31 1 0 0
WEATHERFORD INTERNATIONAL LT COM G95089101 25 344 SH Defined 8 344 0 0
WEATHERFORD INTERNATIONAL LT COM G95089101 453 6246 SH Sole 9 6246 0 0
WEATHERFORD INTERNATIONAL LT OPT G95089101 28988 400000 SH Call Defined 9 0 400000 0
WEBMD HEALTH CORP COM 94770V102 465 19711 SH Sole 59 19711 0 0
WEBMD HEALTH CORP USD 0.01 COM 94770V102 5 200 SH Defined 31 200 0 0
WEBSITE PROS INC COM 94769V105 26 2600 SH Defined 8 2600 0 0
WEBSITE PROS INC USD 0.001 COM 94769V105 14 1368 SH Defined 31 1368 0 0
WEIGHT WATCHERS INTL INC USD N COM 948626106 8534 184200 SH Defined 31 184200 0 0
WEINGARTEN REALITY INVST REIT COM 948741103 2699 78344 SH Defined 31 78344 0 0
WEINGARTEN RLTY INVS COM 948741103 159 4600 SH Defined 8 4600 0 0
WEINGARTEN RLTY INVS COM 948741103 177 5147 SH Sole 9 5147 0 0
WEIS MARKETS INC USD NPV COM 948849104 142 4100 SH Defined 31 4100 0 0
WELLCARE GROUP INC USD 0.01 COM 94946T106 10038 257700 SH Defined 31 257700 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 45 1167 SH Sole 9 1167 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 35 900 SH Sole 51 900 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 31 792 SH Sole 56 792 0 0
WELLPOINT INC COM 94973V107 29 648 SH Defined 8 648 0 0
WELLPOINT INC COM 94973V107 2185 49517 SH Sole 9 49517 0 0
WELLPOINT INC OPT 94973V107 442 10000 SH Call Defined 9 0 10000 0
WELLPOINT INC OPT 94973V107 1766 40000 SH Put Defined 9 0 40000 0
WELLPOINT INC USD 0.01 COM 94973V107 42692 967409 SH Defined 31 967409 0 0
WELLS FARGO & CO NEW COM 949746101 102 3494 SH Defined 8 3494 0 0
WELLS FARGO & CO NEW COM 949746101 53146 1826329 SH Sole 9 1826329 0 0
WELLS FARGO & CO NEW OPT 949746101 12863 442000 SH Call Defined 9 0 442000 0
WELLS FARGO & CO NEW OPT 949746101 89189 3064900 SH Put Defined 9 0 3064900 0
WELLS FARGO & CO NEW COM 949746101 67 2301 SH Sole 20 0 2301 0
WELLS FARGO & CO NEW COM 949746101 8262 283914 SH Sole 51 283914 0 0
WELLS FARGO & CO NEW COM 949746101 185 6351 SH Sole 56 6351 0 0
WELLS FARGO & CO NEW COM 949746101 61 2100 SH Sole 57 2100 0 0
WELLS FARGO & CO NEW COM 949746101 265 9100 SH Defined 60 9100 0 0
WELLS FARGO & CO NEW COM 949746101 114 3943 SH No disc 61 3943 0 0
WELLS FARGO & CO NEW COM 949746101 171 5870 SH Sole 99 5870 0 0
WENDYS INTL INC COM 950590109 2 46 SH Defined 8 46 0 0
WENDYS INTL INC COM 950590109 582 25239 SH Sole 9 25239 0 0
WENDYS INTL INC COM 950590109 12 500 SH Sole 51 500 0 0
WENDYS INTL INC COM 950590109 16 701 SH Sole 56 701 0 0
WENDYS INTL INC COM 950590109 18 770 SH No disc 61 770 0 0
WERNER ENTERPRISES INC USD 0.0 COM 950755108 2456 132326 SH Defined 31 132326 0 0
WEST COAST BANCORP ORE USD NPV COM 952145100 1 13 SH Defined 31 13 0 0
WEST MARINE INC USD 0.001 COM 954235107 4 564 SH Defined 31 564 0 0
WESTAR ENERGY INC USD 5 COM 95709T100 1307 57400 SH Defined 31 57400 0 0
WESTELL TECHNOLOGIES USD 0.01 COM 957541105 1 69 SH Defined 31 69 0 0
WESTERN DIGITAL CORP COM 958102105 335 12397 SH Sole 9 12397 0 0
WESTERN DIGITAL CORPORATION US COM 958102105 16068 594200 SH Defined 31 594200 0 0
WESTERN UN CO COM 959802109 9 405 SH Defined 8 405 0 0
WESTERN UN CO COM 959802109 1174 55192 SH Sole 9 55192 0 0
WESTERN UN CO COM 959802109 77 3614 SH Sole 56 3614 0 0
WESTERN UN CO COM 959802109 74 3500 SH Defined 60 3500 0 0
WESTERN UN CO COM 959802109 17 780 SH No disc 61 780 0 0
WESTFIELD FINANCIAL INC NEW COM 96008P104 23 2300 SH Defined 8 2300 0 0
WET SEAL INC USD 0.1 COM 961840105 12 3421 SH Defined 31 3421 0 0
WEYERHAEUSER CO COM 962166104 735 11300 SH Sole 1 11300 0 0
WEYERHAEUSER CO COM 962166104 93 1429 SH Defined 8 1429 0 0
WEYERHAEUSER CO COM 962166104 1468 22575 SH Sole 9 22575 0 0
WEYERHAEUSER CO COM 962166104 551 8476 SH Sole 51 8476 0 0
WGL HLDGS INC COM 92924F106 118 3693 SH Sole 9 3693 0 0
W-H ENERGY SVCS INC COM 92925E108 71 1034 SH Sole 9 1034 0 0
W-H ENERGY SVCS INC COM 92925E108 65 950 SH No disc 61 950 0 0
WHIRLPOOL CORP OPT 963320106 44 500 SH Put Defined 1 0 500 0
WHIRLPOOL CORP COM 963320106 3363 38748 SH Sole 9 38748 0 0
WHIRLPOOL CORP COM 963320106 416 4800 SH Sole 51 4800 0 0
WHIRLPOOL CORP USD 1 COM 963320106 1580 18199 SH Defined 31 18199 0 0
WHITE MOUNTAINS INSURANCE GROU COM G9618E107 13680 28500 SH Defined 31 28500 0 0
WHITING PETROLEUM CORPORATION COM 966387102 1261 19500 SH Defined 31 19500 0 0
WHOLE FOODS MKT INC COM 966837106 7 199 SH Defined 8 199 0 0
WHOLE FOODS MKT INC COM 966837106 318 9657 SH Sole 9 9657 0 0
WHOLE FOODS MKT INC COM 966837106 18423 558800 SH Sole 51 558800 0 0
WHOLE FOODS MKT INC COM 966837106 16 499 SH No disc 61 499 0 0
WHOLE FOODS MKT INC COM 966837106 2 60 SH Sole 99 60 0 0
WILLBROS GROUP INC COM 969199108 242 7900 SH Sole 9 7900 0 0
WILLBROS GROUP INC USD 0.05 COM 969199108 6873 224600 SH Defined 31 224600 0 0
WILLIAMS COAL SEAM GAS ROYALTY COM 969450105 54 5400 SH Defined 31 5400 0 0
WILLIAMS COS INC DEL COM 969457100 11 327 SH Defined 8 327 0 0
WILLIAMS COS INC DEL COM 969457100 13335 404326 SH Sole 9 404326 0 0
WILLIAMS COS INC DEL COM 969457100 3263 100000 SH Defined 32 100000 0 0
WILLIAMS COS INC DEL COM 969457100 99 3000 SH Sole 51 3000 0 0
WILLIAMS COS INC DEL COM 969457100 265 8041 SH Sole 56 8041 0 0
WILLIAMS COS INC DEL COM 969457100 233 7053 SH Defined 60 7053 0 0
WILLIAMS SONOMA INC COM 969904101 558 23000 SH Sole 9 23000 0 0
WILLIS GROUP HOLDINGS LIMITED COM G96655108 16123 479700 SH Defined 31 479700 0 0
WILLIS GROUP HOLDINGS LTD COM G96655108 259 7700 SH Sole 9 7700 0 0
WILMINGTON TRUST CORP COM 971807102 600 19297 SH Sole 9 19297 0 0
WILSHIRE BANCORP INC USD NPV COM 97186T108 1 17 SH Defined 31 17 0 0
WIND RIVER SYSTEMS INC COM 973149107 3 400 SH No disc 61 400 0 0
WINDSTREAM CORP COM 97381W104 4 302 SH Defined 8 302 0 0
WINDSTREAM CORP COM 97381W104 736 61600 SH Sole 9 61600 0 0
WINDSTREAM CORP COM 97381W104 32 2701 SH Sole 51 2701 0 0
WINDSTREAM CORP COM 97381W104 49083 4107400 SH Sole 59 4107400 0 0
WINDSTREAM CORP USD 0.0001 COM 97381W104 132 10967 SH Defined 31 10967 0 0
WINTHROP RLTY TR COM 976391102 792 192300 SH Sole 9 192300 0 0
WINTRUST FINANCIAL CORP COM 97650W108 105 3000 SH Defined 8 3000 0 0
WIPRO LTD ADR REP 1 ORD COM 97651M109 796 69000 SH Defined 31 69000 0 0
WISCONSIN ENERGY CORP COM 976657106 13 300 SH Sole 9 300 0 0
WISCONSIN ENERGY CORP COM 976657106 53 1200 SH No disc 61 1200 0 0
WISCONSIN ENERGY CORP USD 0.01 COM 976657106 2980 67726 SH Defined 31 67726 0 0
WNS HOLDINGS LIMITED ADR REP 1 COM 92932M101 170 11000 SH Defined 31 11000 0 0
WOODWARD GOVERNOR CO USD 0.002 COM 980745103 2651 99187 SH Defined 31 99187 0 0
WOORI FINANCE HOLDINGS ADR REP COM 981063100 256 4900 SH Defined 31 4900 0 0
WORLD ACCEP CORP DEL COM 981419104 160 5000 SH Defined 8 5000 0 0
WORLD FUEL SVCS CORP COM 981475106 149 5300 SH Defined 8 5300 0 0
WORTHINGTON INDS INC COM 981811102 38 2200 SH Defined 8 2200 0 0
WORTHINGTON INDS INC COM 981811102 84 5000 SH Sole 59 5000 0 0
WPP GROUP PLC ADR REP 5 ORD COM 929309409 3670 61524 SH Defined 31 61524 0 0
WR GRACE & COMPANY INC USD 0.0 COM 38388F108 671 29400 SH Defined 31 29400 0 0
WRIGHT EXPRESS CORP USD 0.01 COM 98233Q105 2050 66700 SH Defined 31 66700 0 0
WRIGHT MED GROUP INC COM 98235T107 80 3300 SH Defined 8 3300 0 0
WRIGHT MEDICAL GROUP INC USD 0 COM 98235T107 1239 51300 SH Defined 31 51300 0 0
WRIGLEY WM JR CO COM 982526105 19 296 SH Defined 8 296 0 0
WRIGLEY WM JR CO COM 982526105 1171 18631 SH Sole 9 18631 0 0
WRIGLEY WM JR CO COM 982526105 756 12031 SH Sole 51 12031 0 0
WRIGLEY WM JR CO COM 982526105 275 4375 SH Defined 60 4375 0 0
WRIGLEY WM JR CO COM 982526105 8 132 SH No disc 61 132 0 0
WSFS FINL CORP COM 929328102 129 2600 SH Defined 8 2600 0 0
WSP HOLDINGS LIMITED COM 92934F104 249 36146 SH Sole 51 36146 0 0
WUXI PHARMATECH CAYMAN INC COM 929352102 1353 60500 SH Sole 51 60500 0 0
WUXI PHARMATECH CAYMAN INC ADR COM 929352102 1695 75800 SH Defined 31 75800 0 0
WYETH COM 983024100 160 3813 SH Defined 8 3813 0 0
WYETH COM 983024100 11863 284087 SH Sole 9 284087 0 0
WYETH OPT 983024100 64728 1550000 SH Call Defined 9 0 1550000 0
WYETH OPT 983024100 8352 200000 SH Put Defined 9 0 200000 0
WYETH COM 983024100 36 870 SH Sole 20 0 870 0
WYETH COM 983024100 343 8214 SH Sole 56 8214 0 0
WYETH COM 983024100 308 7370 SH Defined 60 7370 0 0
WYETH COM 983024100 148 3543 SH No disc 61 3543 0 0
WYETH COM 983024100 5 114 SH Sole 99 114 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10 458 SH Defined 8 458 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 18 859 SH Sole 9 859 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 217 10500 SH Sole 51 10500 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 39 1876 SH Sole 56 1876 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108 20728 1002300 SH Defined 31 1002300 0 0
WYNN RESORTS LTD COM 983134107 16 157 SH Defined 8 157 0 0
WYNN RESORTS LTD COM 983134107 8831 87750 SH Sole 51 87750 0 0
WYNN RESORTS LTD USD 0.01 COM 983134107 1815 18028 SH Defined 31 18028 0 0
XCEL ENERGY INC COM 98389B100 10664 534519 SH Sole 9 534519 0 0
XCORPOREAL INC COM 98400P104 0 2 SH No disc 61 2 0 0
XENOPORT INC COM 98411C100 24 596 SH No disc 61 596 0 0
XERIUM TECHNOLOGIES INC USD 0. COM 98416J100 71 54500 SH Defined 31 54500 0 0
XEROX CORP COM 984121103 19 1260 SH Defined 8 1260 0 0
XEROX CORP COM 984121103 3809 254424 SH Sole 9 254424 0 0
XEROX CORP OPT 984121103 453 30200 SH Call Defined 9 0 30200 0
XEROX CORP OPT 984121103 2924 195300 SH Put Defined 9 0 195300 0
XEROX CORP COM 984121103 141 9399 SH Sole 56 9399 0 0
XEROX CORP COM 984121103 126 8437 SH No disc 61 8437 0 0
XEROX CORP COM 984121103 6 400 SH Sole 99 400 0 0
XILINX INC COM 983919101 28 1157 SH Defined 8 1157 0 0
XILINX INC COM 983919101 1349 56802 SH Sole 9 56802 0 0
XILINX INC OPT 983919101 2375 100000 SH Call Defined 9 0 100000 0
XILINX INC OPT 983919101 4750 200000 SH Put Defined 9 0 200000 0
XILINX INC COM 983919101 70 2954 SH Sole 56 2954 0 0
XINHUA FINANCE MEDIA LTD ADR R COM 983982109 17 5191 SH Defined 31 5191 0 0
XL CAP LTD COM G98255105 2 52 SH Defined 8 52 0 0
XL CAP LTD COM G98255105 17 564 SH Sole 9 564 0 0
XL CAPITAL LTD. USD 0.01 COM G98255105 22586 764300 SH Defined 31 764300 0 0
XM SATELLITE RADIO HLDGS INC COM 983759101 6 445 SH Defined 8 445 0 0
XM SATELLITE RADIO HLDGS INC COM 983759101 1169 100633 SH Sole 9 100633 0 0
XM SATELLITE RADIO HLDGS INC OPT 983759101 5382 463100 SH Call Defined 9 0 463100 0
XM SATELLITE RADIO HLDGS INC WARR 983759101 33 2875 SH Sole 9 2875 0 0
XM SATELLITE RADIO HLDGS INC COM 983759101 2365 203500 SH Sole 59 203500 0 0
X-RITE INC USD 0.1 COM 983857103 12 1869 SH Defined 31 1869 0 0
XTL BIOPHARMACEUTICALS LTD COM 98386D109 41 13728 SH Sole 99 13728 0 0
XTO ENERGY INC COM 98385X106 37 592 SH Defined 8 592 0 0
XTO ENERGY INC COM 98385X106 5823 94135 SH Sole 9 94135 0 0
XTO ENERGY INC OPT 98385X106 1238 20000 SH Call Defined 9 0 20000 0
XTO ENERGY INC OPT 98385X106 1238 20000 SH Put Defined 9 0 20000 0
XTO ENERGY INC COM 98385X106 378 6121 SH Sole 51 6121 0 0
XTO ENERGY INC COM 98385X106 97 1573 SH Sole 56 1573 0 0
XTO ENERGY INC COM 98385X106 3 45 SH No disc 61 45 0 0
XTO ENERGY INC USD 0.01 COM 98385X106 54129 875023 SH Defined 31 875023 0 0
XYRATEX LIMITED USD 0.01 COM G98268108 314 17487 SH Defined 31 17487 0 0
XYRATEX LTD COM G98268108 67 3700 SH Defined 8 3700 0 0
YAHOO INC COM 984332106 78 2686 SH Defined 8 2686 0 0
YAHOO INC COM 984332106 10376 358645 SH Sole 9 358645 0 0
YAHOO INC OPT 984332106 4004 138400 SH Call Defined 9 0 138400 0
YAHOO INC OPT 984332106 4395 151900 SH Put Defined 9 0 151900 0
YAHOO INC COM 984332106 29 1005 SH Sole 56 1005 0 0
YAHOO INC COM 984332106 235 8116 SH No disc 61 8116 0 0
YAHOO INC COM 984332106 3 100 SH Sole 99 100 0 0
YAMANA GOLD INC COM 98462Y100 31 2123 SH Sole 9 2123 0 0
YAMANA GOLD INC COM 98462Y100 485 33176 SH No disc 50 33176 0 0
YAMANA GOLD INC COM 98462Y100 731 50000 SH Sole 56 50000 0 0
YAMANA GOLD INC COM 98462Y100 445 30450 SH No disc 61 30450 0 0
YAMANA GOLD INC COM 98462Y100 22 1513 SH Sole 99 1513 0 0
YAMANA GOLD INC USD NPV COM 98462Y100 41082 2809953 SH Defined 31 2809953 0 0
YANZHOU COAL MINING CO ADR REP COM 984846105 7643 107600 SH Defined 31 107600 0 0
YINGLI GREEN ENERGY HLDG CO COM 98584B103 2 100 SH No disc 61 100 0 0
YM BIOSCIENCES INC COM 984238105 1 855 SH No disc 50 855 0 0
YRC WORLDWIDE INC BOND 984249102 2995 228261 PRN Sole 9 228261 0 0
YRC WORLDWIDE INC COM 984249102 33 2486 SH Sole 56 2486 0 0
YUCHENG TECHNOLOGIES LTD USD 0 COM G98777108 83 4994 SH Defined 31 4994 0 0
YUM BRANDS INC COM 988498101 32 835 SH Defined 8 835 0 0
YUM BRANDS INC COM 988498101 313 8410 SH Sole 9 8410 0 0
YUM BRANDS INC COM 988498101 354 9500 SH Sole 51 9500 0 0
YUM BRANDS INC COM 988498101 9 247 SH Sole 56 247 0 0
YUM BRANDS INC COM 988498101 100 2686 SH No disc 61 2686 0 0
YUM! BRANDS INC USD NPV COM 988498101 28219 758348 SH Defined 31 758348 0 0
ZALE CORP NEW COM 988858106 44 2200 SH Defined 8 2200 0 0
ZAPATA CORP COM 989070602 2 320 SH No disc 61 320 0 0
ZARLINK SEMICONDUCTOR INC COM 989139100 50 61395 SH No disc 61 61395 0 0
ZARLINK SEMICONDUCTOR INC COM 989139100 1 900 SH Sole 99 900 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 8 254 SH No disc 61 254 0 0
ZEBRA TECHNOLOGIES USD 0.01 COM 989207105 1176 35294 SH Defined 31 35294 0 0
ZENITH NATL INS CORP COM 989390109 695 19378 SH Sole 9 19378 0 0
ZEP INC COM 98944B108 315 19400 SH Sole 9 19400 0 0
ZHONE TECHNOLOGIES INC NEW COM 98950P108 49 50000 SH No disc 61 50000 0 0
ZHONE TECHNOLOGIES INC USD 0.0 COM 98950P108 34 34329 SH Defined 31 34329 0 0
ZIMMER HLDGS INC COM 98956P102 15 192 SH Defined 8 192 0 0
ZIMMER HLDGS INC COM 98956P102 372 4778 SH Sole 9 4778 0 0
ZIMMER HLDGS INC OPT 98956P102 4890 62800 SH Call Defined 9 0 62800 0
ZIMMER HLDGS INC OPT 98956P102 3917 50300 SH Put Defined 9 0 50300 0
ZIMMER HLDGS INC COM 98956P102 3 40 SH Sole 20 0 40 0
ZIMMER HLDGS INC COM 98956P102 1033 13256 SH Sole 51 13256 0 0
ZIMMER HLDGS INC COM 98956P102 185 2379 SH Sole 56 2379 0 0
ZIMMER HLDGS INC COM 98956P102 96 1230 SH Defined 60 1230 0 0
ZIMMER HLDGS INC COM 98956P102 24 302 SH No disc 61 302 0 0
ZIMMER HOLDINGS INC USD 0.01 COM 98956P102 17075 219300 SH Defined 31 219300 0 0
ZIONS BANCORPORATION COM 989701107 1 5 SH Defined 8 5 0 0
ZIONS BANCORPORATION COM 989701107 22 476 SH Sole 9 476 0 0
ZIONS BANCORPORATION COM 989701107 40 888 SH Sole 56 888 0 0
ZIX CORP COM 98974P100 106 27300 SH Sole 51 27300 0 0
ZIX CORP COM 98974P100 30 7881 SH No disc 61 7881 0 0
ZOLL MED CORP COM 989922109 27 1000 SH Defined 8 1000 0 0
ZOLTEK COS INC COM 98975W104 513 19333 SH Sole 9 19333 0 0
ZORAN CORP COM 98975F101 32 2300 SH Defined 8 2300 0 0
ZORAN CORP COM 98975F101 1 69 SH No disc 61 69 0 0
ZORAN CORPORATION USD 0.001 COM 98975F101 130 9460 SH Defined 31 9460 0 0
ZWEIG TOTAL RETURN FD INC COM 989837109 21 4604 SH No disc 61 4604 0 0
ZYMOGENETICS INC COM 98985T109 66 6700 SH Defined 8 6700 0 0