UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: July 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      August 11, 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.



Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               July 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 August 11, 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:               July 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 INC
   Address:  200 Park Ave
             New York
             USA

           Form 13F File Number: *

         * File number not yet available

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

                         Name: Benoit Bosi
                        Title: Associate Director, Regulatory Reporting
                        Phone: 001 973 576 3224

Signature, Place, and Date of Signing:

Benoit Bosi New York USA, August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:               July 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  August 11, 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:               July 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 August 11, 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:               July 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 August

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

List of Other Managers Reporting for this Manager:

Form 13F File Number       Name

28-826                     Barclays PLC
*                          File number not yet available
  


Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:               July 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: 001 973 576 3224

 Signature, Place, and Date of Signing:
 Benoit Bosi New York USA, August 11, 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:               July 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: 001 973 576 3224

Signature, Place, and Date of Signing:

Benoit Bosi New York USA, August 11, 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:               July 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 August 11, 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:               July 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 Wooliscroft London, England August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:               July 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 August 11, 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:                6590
 Form 13F Information Table Entry Total:      $49,074,42 (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
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------


                                                                                     
1-800-FLOWERS.COM INC USD 0.01 COM  68243Q106          206        31862 SH       Defined  31       31862            0            0
21ST CENTURY HOLDING CO USD 0. COM  90136Q100           82         9996 SH       Defined  31        9996            0            0
3COM CORP                      COM  885535104         1742       821605 SH       Sole      9      821605            0            0
3COM CORP                      COM  885535104            1          700 SH       Defined  60         700            0            0
3COM CORP                      COM  885535104            4         1579 SH       No disc  61        1579            0            0
3M CO                          COM  88579Y101           48          684 SH       Defined   8         684            0            0
3M CO                          COM  88579Y101         1788        25697 SH       Sole      9       25697            0            0
3M CO                          COM  88579Y101           28          400 SH       No disc  10         400            0            0
3M CO                          COM  88579Y101         1788        25700 SH       Sole     51       25700            0            0
3M CO                          COM  88579Y101           52          750 SH       Sole     57         750            0            0
3M CO                          COM  88579Y101          292         4187 SH       No disc  61        4187            0            0
3M CO                          COM  88579Y101           28          400 SH       Shared/  61         400            0            0
3M CO                          COM  88579Y101          173         2480 SH       Sole     99        2480            0            0
3M COMPANY USD 0.01            COM  88579Y101        78582      1129200 SH       Defined  31     1129200            0            0
3PAR INC                       COM  88580F109           80        10100 SH       Defined   8       10100            0            0
3PAR INC                       COM  88580F109           43         5520 SH       No disc  61        5520            0            0
3SBIO INC ADR REP 7 ORD        COM  88575Y105          196        21600 SH       Defined  31       21600            0            0
51JOB INC. ADR REP 2 ORD       COM  316827104          116         6300 SH       Defined  31        6300            0            0
8X8 INC NEW                    COM  282914100            3         2477 SH       No disc  61        2477            0            0
A.M. CASTLE & CO USD 0.01      COM  148411101         2415        84400 SH       Defined  31       84400            0            0
AAON INC USD 0.004             COM  000360206          644        33393 SH       Defined  31       33393            0            0
AAR CORPORATION USD 1          COM  000361105          110         8111 SH       Defined  31        8111            0            0
ABB LTD                        COM  000375204          283        10000 SH       Defined  60       10000            0            0
ABBOTT LABS                    COM  002824100         6711       126694 SH       Sole      9      126694            0            0
ABBOTT LABS                    OPT  002824100        17523       330800 SH  Call Defined   9           0       330800            0
ABBOTT LABS                    OPT  002824100         4964        93700 SH  Put  Defined   9           0        93700            0
ABBOTT LABS                    COM  002824100         3541        66850 SH       Sole     51       66850            0            0
ABBOTT LABS                    COM  002824100          851        16051 SH       No disc  61       16051            0            0
ABBOTT LABS                    COM  002824100          746        14092 SH       Sole     99       14092            0            0
ABERCROMBIE & FITCH CO         COM  002896207           19          307 SH       Sole      9         307            0            0
ABERCROMBIE & FITCH CO         COM  002896207          683        10900 SH       Sole     51       10900            0            0
ABERCROMBIE & FITCH CO         COM  002896207            4           57 SH       No disc  61          57            0            0
ABERCROMBIE & FITCH CO USD 0.0 COM  002896207         1204        19200 SH       Defined  31       19200            0            0
ABERDEEN ASIA PACIFIC INCOM    COM  003009107          675       112130 SH       Defined  60      112130            0            0
ABINGTON BANCORP INC           COM  00350L109            7          700 SH       Defined   8         700            0            0
ABINGTON BANCORP INC USD 0.01  COM  00350L109            1           62 SH       Defined  31          62            0            0
ABITIBIBOWATER INC             COM  003687100         4898       525000 SH       Sole      9      525000            0            0
ABITIBIBOWATER INC             OPT  003687100            0            0 SH  Put  Defined   9           0            0            0
ABITIBIBOWATER INC             COM  003687100            0           14 SH       No disc  10          14            0            0
ABITIBIBOWATER INC             COM  003687100            5          493 SH       No disc  61         493            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
AC MOORE ARTS & CRAFT INC USD  COM  00086T103          370        52420 SH       Defined  31       52420            0            0
ACACIA RESEARCH - ACACIA TECHN COM  003881307           23         4979 SH       Defined  31        4979            0            0
ACADIA PHARMACEUTICALS INC     COM  004225108           73        19730 SH       Sole      9       19730            0            0
ACADIA REALTY TRUST REIT USD 0 COM  004239109         1646        71100 SH       Defined  31       71100            0            0
ACADIA RLTY TR                 COM  004239109          307        13242 SH       Sole      9       13242            0            0
ACCELRYS INC                   COM  00430U103           10         2000 SH       No disc  61        2000            0            0
ACCELRYS INC USD 0.0001        COM  00430U103          125        25775 SH       Defined  31       25775            0            0
ACCENTURE LTD BERMUDA          COM  G1150G111          697        17118 SH       Sole      9       17118            0            0
ACCO BRANDS CORP               COM  00081T108           11         1000 SH       No disc  61        1000            0            0
ACCURIDE CORP                  COM  004398103         2190       515300 SH       Sole      1      515300            0            0
ACE LIMITED USD 0.04166667     COM  G0070K103         6060       110000 SH       Defined  31      110000            0            0
ACE LTD                        COM  G0070K103           10          177 SH       Defined   8         177            0            0
ACE LTD                        COM  G0070K103          439         7960 SH       Sole      9        7960            0            0
ACERGY S A                     ADR  00443E104         2899       130238 SH       Sole      9      130238            0            0
ACERGY S A                     OPT  00443E104            0            0 SH  Call Defined   9           0            0            0
ACERGY SA ADR REP 1 ORD        COM  00443E104         8747       392913 SH       Defined  31      392913            0            0
ACORDA THERAPEUTICS INC USD 0. COM  00484M106         3354       102156 SH       Defined  31      102156            0            0
ACORN INTERNATIONAL INC. ADR R COM  004854105          285        40700 SH       Defined  31       40700            0            0
ACTEL CORP USD 0.001           COM  004934105          132         7825 SH       Defined  31        7825            0            0
ACTIONS SEMICONDUCTOR CO LTD A COM  00507E107          128        37064 SH       Defined  31       37064            0            0
ACTIVE POWER INC               COM  00504W100            0           82 SH       No disc  61          82            0            0
ACTIVIDENTITY CORP             COM  00506P103           23         8636 SH       No disc  61        8636            0            0
ACTIVIDENTITY CORP             COM  00506P103            0          160 SH       Sole     99         160            0            0
ACTIVISION INC NEW             COM  004930202           17          513 SH       Sole      9         513            0            0
ACTIVISION INC USD 0.000001    COM  004930202        44243      1298578 SH       Defined  31     1298578            0            0
ACTUANT CORP                   COM  00508X203          367        11700 SH       Sole      9       11700            0            0
ACTUANT CORP                   COM  00508X203            3          100 SH       No disc  61         100            0            0
ACTUATE CORP                   COM  00508B102           51        12900 SH       Defined   8       12900            0            0
ACTUATE CORP                   COM  00508B102            1          339 SH       No disc  61         339            0            0
ACXIOM CORP                    COM  005125109          759        66100 SH       Sole      9       66100            0            0
ACXIOM CORP                    COM  005125109            2          172 SH       No disc  61         172            0            0
ACXIOM CORP USD 0.1            COM  005125109          365        31731 SH       Defined  31       31731            0            0
ADAPTEC INC                    COM  00651F108           26         8100 SH       Defined   8        8100            0            0
ADAPTEC INC                    COM  00651F108         1071       334671 SH       Sole      9      334671            0            0
ADAPTEC INC                    OPT  00651F108          160        50000 SH  Call Defined   9           0        50000            0
ADMINISTAFF INC USD 0.01       COM  007094105          210         7500 SH       Defined  31        7500            0            0
ADMINISTRADORA DE FONDOS DE PE COM  00709P108          695        27200 SH       Defined  31       27200            0            0
ADOBE SYS INC                  COM  00724F101          231         5862 SH       Defined   8        5862            0            0
ADOBE SYS INC                  COM  00724F101          947        24040 SH       Sole      9       24040            0            0
ADOBE SYS INC                  OPT  00724F101         2955        75000 SH  Call Defined   9           0        75000            0
ADOBE SYS INC                  OPT  00724F101         5909       150000 SH  Put  Defined   9           0       150000            0
ADOBE SYS INC                  COM  00724F101        12337       313185 SH       Sole     51      313185            0            0
ADOBE SYS INC                  COM  00724F101          458        11633 SH       Sole     56       11633            0            0
ADOBE SYS INC                  COM  00724F101           68         1728 SH       No disc  61        1728            0            0
ADOLOR CORP                    COM  00724X102            9         1600 SH       Defined   8        1600            0            0
ADOLOR CORP USD 0.0001         COM  00724X102          323        58819 SH       Defined  31       58819            0            0
ADTRAN INC                     COM  00738A106          132         5500 SH       Defined   8        5500            0            0
ADTRAN INC                     COM  00738A106           10          440 SH       Sole     56         440            0            0
ADTRAN INC USD 0.01            COM  00738A106           66         2768 SH       Defined  31        2768            0            0
ADVANCE AMERICA CASH ADVANCE C COM  00739W107          486        95500 SH       Defined  31       95500            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106            4          100 SH       Defined   8         100            0            0
ADVANCE AUTO PARTS INC         COM  00751Y106          540        13900 SH       Sole      9       13900            0            0
ADVANCE AUTO PARTS USD 0.0001  COM  00751Y106        25182       648500 SH       Defined  31      648500            0            0
ADVANCED BATTERY TECHNOLOG I   COM  00752H102           11         1800 SH       Defined   8        1800            0            0
ADVANCED ENERGY INDUSTRIES INC COM  007973100           17         1177 SH       Defined  31        1177            0            0
ADVANCED MICRO DEVICES INC     COM  007903107        28896      4956441 SH       Sole      9     4956441            0            0
ADVANCED MICRO DEVICES INC     OPT  007903107         9067      1555100 SH  Put  Defined   9           0      1555100            0
ADVANCED MICRO DEVICES INC     COM  007903107          226        38800 SH       Sole     51       38800            0            0
ADVANCED MICRO DEVICES INC     COM  007903107           58         9846 SH       No disc  61        9846            0            0
ADVANCED PHOTONIX INC          COM  00754E107            2         1000 SH       No disc  61        1000            0            0
ADVANCED SEMICONDUCTOR ENGR    ADR  00756M404         7788      1750000 SH       Sole      9     1750000            0            0
ADVANTA CORPORATION USD 0.01   COM  007942105          141        25700 SH       Defined  31       25700            0            0
ADVANTEST CORPORATION ADR REP  COM  00762U200          125         5900 SH       Defined  31        5900            0            0
ADVISORY BOARD CO USD 0.01     COM  00762W107         1409        35806 SH       Defined  31       35806            0            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100          222         6800 SH       Defined   8        6800            0            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100          355        10900 SH       Sole      9       10900            0            0
AECOM TECHNOLOGY CORP DELAWA   COM  00766T100            2           63 SH       No disc  61          63            0            0
AEGON N V                      COM  007924103           23         1754 SH       No disc  61        1754            0            0
AEGON NV NY REG SHRS REP 1 ORD COM  007924103          890        67872 SH       Defined  31       67872            0            0
AEHR TEST SYSTEMS USD 0.01     COM  00760J108          293        37820 SH       Defined  31       37820            0            0
AEP INDUSTRIES INC USD 0.01    COM  001031103          103         5900 SH       Defined  31        5900            0            0
AERCAP HOLDINGS NV             COM  N00985106         7267       575400 SH       Sole      1      575400            0            0
AERCAP HOLDINGS NV USD 0.01    COM  N00985106         2105       166600 SH       Defined  31      166600            0            0
AEROSPATIALE USD 0.01          COM  007865108        28310       903591 SH       Defined  31      903591            0            0
AES CORP                       COM  00130H105           12          600 SH       Defined   8         600            0            0
AES CORP                       OPT  00130H105         3358       174800 SH  Call Defined   9           0       174800            0
AES CORP                       OPT  00130H105        15960       830800 SH  Put  Defined   9           0       830800            0
AES CORP                       COM  00130H105          235        12222 SH       Sole     56       12222            0            0
AES CORP                       COM  00130H105          134         7000 SH       Sole     57        7000            0            0
AES CORP                       COM  00130H105          202        10522 SH       Defined  60       10522            0            0
AETNA INC NEW                  COM  00817Y108         2027        50000 SH       Sole      1       50000            0            0
AETNA INC NEW                  COM  00817Y108           24          590 SH       Defined   8         590            0            0
AETNA INC NEW                  COM  00817Y108           91         2247 SH       Sole      9        2247            0            0
AETNA INC NEW                  OPT  00817Y108         4053       100000 SH  Call Defined   9           0       100000            0
AETNA INC NEW                  COM  00817Y108        19511       481388 SH       Sole     51      481388            0            0
AETNA INC NEW                  COM  00817Y108           81         2000 SH       No disc  61        2000            0            0
AETNA INC NEW                  COM  00817Y108           79         1948 SH       Sole     99        1948            0            0
AFC ENTERPRISES USD 0.01       COM  00104Q107           41         5029 SH       Defined  31        5029            0            0
AFFILIATED COMPUTER SERVICES   COM  008190100          939        17559 SH       Sole      9       17559            0            0
AFFORDABLE RESIDENTIAL COMMUNI COM  432748101          416        40300 SH       Defined  31       40300            0            0
AFFYMAX INC USD 0.001          COM  00826A109           37         2300 SH       Defined  31        2300            0            0
AFFYMETRIX INC USD 0.01        COM  00826T108         1243       120778 SH       Defined  31      120778            0            0
AFLAC INC                      COM  001055102         3026        48191 SH       Sole      9       48191            0            0
AFLAC INC                      COM  001055102        13926       221750 SH       Sole     51      221750            0            0
AGCO CORP                      COM  001084102         4843        92401 SH       Sole      9       92401            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101           14          374 SH       Defined   8         374            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101         1211        34062 SH       Sole      9       34062            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          189         5312 SH       Sole     56        5312            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101          407        11443 SH       No disc  61       11443            0            0
AGL RES INC                    COM  001204106          511        14781 SH       Sole      9       14781            0            0
AGL RESOURCES INC. USD 5       COM  001204106         2891        83600 SH       Defined  31       83600            0            0
AGNICO EAGLE MINES LTD         COM  008474108           22          300 SH       Sole      9         300            0            0
AGNICO EAGLE MINES LTD         COM  008474108          744        10000 SH       Sole     56       10000            0            0
AGNICO EAGLE MINES LTD         COM  008474108          324         4360 SH       No disc  61        4360            0            0
AGRIA CORPORATION ADR REP 2 OR COM  00850H103          166        38700 SH       Defined  31       38700            0            0
AGRIUM INC                     COM  008916108         1684        15665 SH       Sole      9       15665            0            0
AGRIUM INC                     COM  008916108          231         2150 SH       Defined  60        2150            0            0
AGRIUM INC                     COM  008916108          214         1990 SH       No disc  61        1990            0            0
AGRIUM INC CAD NPV             COM  008916108        84280       783700 SH       Defined  31      783700            0            0
AH BELO CORPORATION USD 0.01   COM  001282102          132        23100 SH       Defined  31       23100            0            0
AIR METHODS CORPORACTION USD 0 COM  009128307         2821       112816 SH       Defined  31      112816            0            0
AIR PRODS & CHEMS INC          COM  009158106         1513        15300 SH       Sole      1       15300            0            0
AIR PRODS & CHEMS INC          COM  009158106         2822        28548 SH       Sole      9       28548            0            0
AIR PRODS & CHEMS INC          COM  009158106           28          285 SH       Sole     20           0          285            0
AIR PRODS & CHEMS INC          COM  009158106         1888        19100 SH       Sole     51       19100            0            0
AIR PRODS & CHEMS INC          COM  009158106          122         1237 SH       Sole     57        1237            0            0
AIR PRODS & CHEMS INC          COM  009158106          138         1396 SH       No disc  61        1396            0            0
AIR TRANSPORT SERVICES GROUP I COM  00922R105           99        98390 SH       Defined  31       98390            0            0
AIR TRANSPORT SERVICES GRP I   COM  00922R105          100       100000 SH       Sole      9      100000            0            0
AIRGAS INC                     COM  009363102          490         8400 SH       Sole      9        8400            0            0
AIRGAS INC USD 0.01            COM  009363102        29038       497300 SH       Defined  31      497300            0            0
AIRSPAN NETWORKS INC           COM  00950H102           13        17537 SH       No disc  61       17537            0            0
AIRVANA INC USD NPV            COM  00950V101          136        25275 SH       Defined  31       25275            0            0
AIXTRON AG ADR REP 1 ORD       COM  009606104          361        35000 SH       Defined  31       35000            0            0
AK STEEL HOLDING CORP USD 0.01 COM  001547108            7           90 SH       Defined  31          90            0            0
AK STL HLDG CORP               COM  001547108          316         4584 SH       Sole      9        4584            0            0
AK STL HLDG CORP               COM  001547108          235         3400 SH       Sole     51        3400            0            0
AK STL HLDG CORP               COM  001547108           53          765 SH       No disc  61         765            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101           99         2831 SH       Defined   8        2831            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101          608        17471 SH       Sole      9       17471            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101        22781       654800 SH       Sole     51      654800            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101           17          500 SH       Sole     57         500            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101            2           48 SH       No disc  61          48            0            0
AKAMAI TECHNOLOGIES INC USD 0. COM  00971T101         5680       163252 SH       Defined  31      163252            0            0
AKORN INC                      COM  009728106           66        20000 SH       No disc  61       20000            0            0
ALAMO GROUP INC USD 0.1        COM  011311107          198         9600 SH       Defined  31        9600            0            0
ALASKA COMMUNICATIONS SY USD 0 COM  01167P101         1562       130759 SH       Defined  31      130759            0            0
ALASKA COMMUNICATIONS SYS GR   COM  01167P101          107         8900 SH       Defined   8        8900            0            0
ALASKA COMMUNICATIONS SYS GR   COM  01167P101         9506       796161 SH       Sole      9      796161            0            0
ALBANY INTERNATIONAL CORP USD  COM  012348108          467        16100 SH       Defined  31       16100            0            0
ALBANY INTL CORP               COM  012348108         2074        71528 SH       Sole      9       71528            0            0
ALBANY MOLECULAR RESEARCH USD  COM  012423109          135        10155 SH       Defined  31       10155            0            0
ALBEMARLE CORP USD 0.01        COM  012653101          647        16200 SH       Defined  31       16200            0            0
ALCATEL-LUCENT                 ADR  013904305           30         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         5824       163493 SH       Sole      9      163493            0            0
ALCOA INC                      COM  013817101           24          660 SH       Sole     20           0          660            0
ALCOA INC                      COM  013817101          167         4690 SH       Sole     51        4690            0            0
ALCOA INC                      COM  013817101            9          250 SH       Sole     56         250            0            0
ALCOA INC                      COM  013817101           71         2005 SH       No disc  61        2005            0            0
ALCON INC                      COM  H01301102          657         4033 SH       Sole      9        4033            0            0
ALDABRA AQUISITION CORPORATION COM  390607109           12         1911 SH       Defined  31        1911            0            0
ALEXANDER & BALDWIN INC USD NP COM  014482103         7675       168484 SH       Defined  31      168484            0            0
ALEXANDER`S INC REIT USD 1     COM  014752109           32          100 SH       Defined  31         100            0            0
ALEXANDERS INC                 COM  014752109          350         1126 SH       Sole      9        1126            0            0
ALEXANDRIA REAL ESTATE EQ IN   COM  015271109          223         2292 SH       Sole      9        2292            0            0
ALEXANDRIA REAL ESTATE EQUITIE COM  015271109        34946       359000 SH       Defined  31      359000            0            0
ALEXCO RESOURCE CORP           COM  01535P106            6         1920 SH       No disc  61        1920            0            0
ALIGN TECHNOLOGY INC USD 0.000 COM  016255101         1506       143511 SH       Defined  31      143511            0            0
ALKERMES INC                   COM  01642T108            3          200 SH       Defined   8         200            0            0
ALKERMES INC                   COM  01642T108            0           36 SH       No disc  61          36            0            0
ALLEGHANY CORP USD 1           COM  017175100          778         2342 SH       Defined  31        2342            0            0
ALLEGHENY ENERGY INC           COM  017361106          294         5866 SH       Sole      9        5866            0            0
ALLEGHENY ENERGY INC           COM  017361106        10099       201529 SH       Sole     51      201529            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102            3           34 SH       Defined   8          34            0            0
ALLEGHENY TECHNOLOGIES INC     COM  01741R102           29          481 SH       Sole      9         481            0            0
ALLEGIANT TRAVEL COMPANY USD 0 COM  01748X102         1843        99100 SH       Defined  31       99100            0            0
ALLERGAN INC                   COM  018490102          144         2763 SH       Sole      9        2763            0            0
ALLERGAN INC                   COM  018490102          791        15200 SH       Sole     51       15200            0            0
ALLIANCE DATA SYSTEMS CORP     COM  018581108          509         9000 SH       Sole      9        9000            0            0
ALLIANCE DATA SYSTEMS USD 0.01 COM  018581108        10937       193400 SH       Defined  31      193400            0            0
ALLIANCE HOLDINGS GP LP        COM  01861G100            3          100 SH       Defined   8         100            0            0
ALLIANCE IMAGING USD 0.01      COM  018606202          757        87300 SH       Defined  31       87300            0            0
ALLIANCE ONE INTERNATIONAL INC COM  018772103          937       183200 SH       Defined  31      183200            0            0
ALLIANCE ONE INTL INC          COM  018772103          305        59779 SH       Sole     51       59779            0            0
ALLIANT ENERGY CORP            COM  018802108          438        12774 SH       Sole      9       12774            0            0
ALLIANT ENERGY CORP            COM  018802108           76         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         9227       269300 SH       Defined  31      269300            0            0
ALLIANT TECHSYSTEMS INC USD 0. COM  018804104        15090       148400 SH       Defined  31      148400            0            0
ALLIANZ SE                     ADR  018805101            0            2 SH       Sole      9           2            0            0
ALLIED CAP CORP NEW            COM  01903Q108          120         8664 SH       Sole      9        8664            0            0
ALLIED CAP CORP NEW            COM  01903Q108           46         3300 SH       Sole     59        3300            0            0
ALLIED CAP CORP NEW            COM  01903Q108          256        18400 SH       Defined  60       18400            0            0
ALLIED CAPITAL CORPORATION USD COM  01903Q108         3110       223898 SH       Defined  31      223898            0            0
ALLIED HEALTHCARE INTL INC     COM  01923A109            1          548 SH       No disc  50         548            0            0
ALLIED IRISH BANKS LTD ADR REP COM  019228402         1238        40200 SH       Defined  31       40200            0            0
ALLIED WASTE INDS INC          COM  019589308         1946       154238 SH       Sole      9      154238            0            0
ALLIED WASTE INDS INC          COM  019589308         1246        98700 SH       Sole     59       98700            0            0
ALLIED WASTE INDUSTRIES INC US COM  019589308        12839      1017286 SH       Defined  31     1017286            0            0
ALLIED WORLD ASSURANCE HOLDING COM  G0219G203         4648       117300 SH       Defined  31      117300            0            0
ALLIS CHALMERS ENERGY INC      COM  019645506           20         1100 SH       Sole     59        1100            0            0
ALLSCRIPTS HEALTHCARE SOLUTI   COM  01988P108         2573       207300 SH       Sole      9      207300            0            0
ALLSCRIPTS HEALTHCARE SOLUTION COM  01988P108          512        41239 SH       Defined  31       41239            0            0
ALLSTATE CORP                  COM  020002101         3121        68454 SH       Sole      9       68454            0            0
ALLSTATE CORP                  COM  020002101          355         7800 SH       Sole     51        7800            0            0
ALLSTATE CORP                  COM  020002101            3           69 SH       Sole     56          69            0            0
ALLSTATE CORP                  COM  020002101          160         3500 SH       Defined  60        3500            0            0
ALLSTATE CORP                  COM  020002101           36          795 SH       No disc  61         795            0            0
ALLSTATE CORP                  COM  020002101           16          360 SH       Sole     99         360            0            0
ALMADEN MINERALS LTD           COM  020283107           16         9157 SH       No disc  61        9157            0            0
ALMOST FAMILY INC USD 0.1      COM  020409108         1112        41800 SH       Defined  31       41800            0            0
ALNYLAM PHARMACEUTICALS INC US COM  02043Q107            3          103 SH       Defined  31         103            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102          147         1400 SH       Defined   8        1400            0            0
ALPHA NATURAL RESOURCES INC    COM  02076X102           94          900 SH       Sole      9         900            0            0
ALPHA NATURAL RESOURCES INC US COM  02076X102        67466       646900 SH       Defined  31      646900            0            0
ALPINE GLOBAL PREMIER PPTYS    COM  02083A103          410        37800 SH       Defined  32       37800            0            0
ALTAIR NANOTECHNOLOGIES INC    COM  021373105           10         6000 SH       No disc  61        6000            0            0
ALTERA CORP                    COM  021441100          355        17149 SH       Sole      9       17149            0            0
ALTERA CORP                    COM  021441100           61         3000 SH       Sole     51        3000            0            0
ALTERA CORP                    COM  021441100           49         2380 SH       Sole     56        2380            0            0
ALTRA HOLDINGS INC             COM  02208R106          197        11700 SH       Defined   8       11700            0            0
ALTRA HOLDINGS INC USD 0.001   COM  02208R106         1405        83554 SH       Defined  31       83554            0            0
ALTRIA GROUP INC               COM  02209S103        38242      1860000 SH       Sole      1     1860000            0            0
ALTRIA GROUP INC               COM  02209S103           46         2221 SH       Defined   8        2221            0            0
ALTRIA GROUP INC               COM  02209S103        18209       885672 SH       Sole      9      885672            0            0
ALTRIA GROUP INC               COM  02209S103           20          970 SH       No disc  10         970            0            0
ALTRIA GROUP INC               COM  02209S103        29989      1460000 SH       Defined  32     1460000            0            0
ALTRIA GROUP INC               COM  02209S103          943        45845 SH       Sole     51       45845            0            0
ALTRIA GROUP INC               COM  02209S103          388        18860 SH       Sole     56       18860            0            0
ALTRIA GROUP INC               COM  02209S103           58         2800 SH       Sole     57        2800            0            0
ALTRIA GROUP INC               COM  02209S103          278        13466 SH       Defined  60       13466            0            0
ALTRIA GROUP INC               COM  02209S103          140         6791 SH       No disc  61        6791            0            0
ALTRIA GROUP INC               COM  02209S103           20          970 SH       Shared/  61         970            0            0
ALTRIA GROUP INC               COM  02209S103           52         2565 SH       Sole     99        2565            0            0
ALTUS PHARMACEUTICALS INC USD  COM  02216N105           59        13055 SH       Defined  31       13055            0            0
ALUMINA LTD ADR REP 4 ORD      COM  022205108         1082        59700 SH       Defined  31       59700            0            0
ALUMINUM CORP OF CHINA LTD ADR COM  022276109         3462       121300 SH       Defined  31      121300            0            0
ALVARION LIMITED ILS 0.0001    COM  M0861T100          482        68222 SH       Defined  31       68222            0            0
AMAG PHARMACEUTICALS INC USD 0 COM  00163U106         4191       122901 SH       Defined  31      122901            0            0
AMAZON COM INC                 COM  023135106         6874        93740 SH       Sole      9       93740            0            0
AMAZON COM INC                 COM  023135106         3855        52562 SH       Sole     51       52562            0            0
AMAZON COM INC                 COM  023135106           44          604 SH       No disc  61         604            0            0
AMB PROPERTY CORP              COM  00163T109         1085        21542 SH       Sole      9       21542            0            0
AMB PROPERTY CORP REIT USD 0.0 COM  00163T109          318         6300 SH       Defined  31        6300            0            0
AMBAC FINL GROUP INC           COM  023139108          174       130000 SH       Sole      9      130000            0            0
AMBAC FINL GROUP INC           COM  023139108           15        10880 SH       No disc  61       10880            0            0
AMDL INC                       COM  00167K500           70        24000 SH       No disc  61       24000            0            0
AMDOCS GBP 0.0001              COM  G02602103        25275       859080 SH       Defined  31      859080            0            0
AMDOCS LTD                     COM  G02602103          435        14800 SH       Sole      9       14800            0            0
AMEDISYS INC                   COM  023436108           86         1700 SH       Sole      9        1700            0            0
AMEDISYS INC USD 0.001         COM  023436108         3569        70770 SH       Defined  31       70770            0            0
AMERCO USD 0.25                COM  023586100          503        10529 SH       Defined  31       10529            0            0
AMEREN CORP                    COM  023608102         2534        60001 SH       Sole      9       60001            0            0
AMEREN CORP                    COM  023608102         1322        31300 SH       Sole     51       31300            0            0
AMEREN CORP                    COM  023608102           84         2000 SH       Sole     59        2000            0            0
AMEREN CORP                    COM  023608102            8          200 SH       No disc  61         200            0            0
AMERICA`S CAR-MART INC USD 0.0 COM  03062T105          106         5900 SH       Defined  31        5900            0            0
AMERICAN AXLE & MFG HLDGS IN   COM  024061103          869       108817 SH       Sole      9      108817            0            0
AMERICAN AXLE & MFG HLDGS IN   OPT  024061103         1052       131600 SH  Put  Defined   9           0       131600            0
AMERICAN AXLE & MFG HLDGS IN   COM  024061103           20         2500 SH       Sole     51        2500            0            0
AMERICAN CAMPUS CMNTYS INC     COM  024835100          467        16767 SH       Sole      9       16767            0            0
AMERICAN CAPITAL STRATEGIES    COM  024937104          375        15796 SH       Sole      9       15796            0            0
AMERICAN CAPITAL STRATEGIES    COM  024937104          249        10500 SH       Sole     51       10500            0            0
AMERICAN CAPITAL STRATEGIES    COM  024937104          197         8300 SH       Defined  60        8300            0            0
AMERICAN DAIRY INC             COM  025334103            9         1110 SH       No disc  61        1110            0            0
AMERICAN EAGLE OUTFITTERS NE   COM  02553E106          201        14751 SH       Sole      9       14751            0            0
AMERICAN ECOLOGY CORP USD 0.01 COM  025533407          314        10624 SH       Defined  31       10624            0            0
AMERICAN ELEC PWR INC          COM  025537101         3243        80610 SH       Sole      9       80610            0            0
AMERICAN ELEC PWR INC          COM  025537101         1454        36153 SH       Sole     51       36153            0            0
AMERICAN ELEC PWR INC          COM  025537101            5          120 SH       No disc  61         120            0            0
AMERICAN ELECTRIC POWER CO USD COM  025537101        28556       709800 SH       Defined  31      709800            0            0
AMERICAN EXPRESS CO            COM  025816109        12353       327935 SH       Sole      9      327935            0            0
AMERICAN EXPRESS CO            OPT  025816109         9418       250000 SH  Call Defined   9           0       250000            0
AMERICAN EXPRESS CO            OPT  025816109        16952       450000 SH  Put  Defined   9           0       450000            0
AMERICAN EXPRESS CO            COM  025816109           39         1048 SH       Sole     20           0         1048            0
AMERICAN EXPRESS CO            COM  025816109          154         4100 SH       Sole     51        4100            0            0
AMERICAN EXPRESS CO            COM  025816109          164         4351 SH       Sole     56        4351            0            0
AMERICAN EXPRESS CO            COM  025816109          762        20235 SH       No disc  61       20235            0            0
AMERICAN EXPRESS CO USD 0.2    COM  025816109        47813      1269249 SH       Defined  31     1269249            0            0
AMERICAN FINANCIAL GROUP USD N COM  025932104         5634       210600 SH       Defined  31      210600            0            0
AMERICAN GREETINGS USD 1       COM  026375105           46         3648 SH       Defined  31        3648            0            0
AMERICAN INTERNATIONAL GROUP I COM  026874107        46188      1745562 SH       Defined  31     1745562            0            0
AMERICAN INTL GROUP INC        COM  026874107         3064       115790 SH       Sole      9      115790            0            0
AMERICAN INTL GROUP INC        OPT  026874107        14487       547500 SH  Call Defined   9           0       547500            0
AMERICAN INTL GROUP INC        OPT  026874107        11246       425000 SH  Put  Defined   9           0       425000            0
AMERICAN INTL GROUP INC        COM  026874107          958        36190 SH       Sole     51       36190            0            0
AMERICAN INTL GROUP INC        COM  026874107          137         5159 SH       Sole     56        5159            0            0
AMERICAN INTL GROUP INC        COM  026874107           92         3490 SH       Defined  60        3490            0            0
AMERICAN INTL GROUP INC        COM  026874107          272        10283 SH       No disc  61       10283            0            0
AMERICAN INTL GROUP INC        COM  026874107           27         1005 SH       Sole     99        1005            0            0
AMERICAN LAND LEASE, INC. REIT COM  027118108          318        16700 SH       Defined  31       16700            0            0
AMERICAN NATIONAL INSURANCE CO COM  028591105           30          300 SH       Defined  31         300            0            0
AMERICAN NATL INS CO           COM  028591105            0            5 SH       Sole      9           5            0            0
AMERICAN ORIENTAL BIOENGINEERI COM  028731107         1099       111300 SH       Defined  31      111300            0            0
AMERICAN PHYSICIANS SERV.GROUP COM  028882108          126         5700 SH       Defined  31        5700            0            0
AMERICAN REPROGRAPHICS COMPANY COM  029263100           49         2900 SH       Defined  31        2900            0            0
AMERICAN SAFETY INSURANCE GRP  COM  G02995101          301        20900 SH       Defined  31       20900            0            0
AMERICAN SOFTWARE INC USD 0.1  COM  029683109          226        39894 SH       Defined  31       39894            0            0
AMERICAN STS WTR CO            COM  029899101          989        28295 SH       Sole      9       28295            0            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108          568        15854 SH       Sole      9       15854            0            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108          169         4703 SH       Sole     12           0            0         4703
AMERICAN SUPERCONDUCTOR CORP   COM  030111108         1273        35507 SH       Sole     17       35507            0            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108          222         6202 SH       Sole     20           0         6202            0
AMERICAN SUPERCONDUCTOR CORP   COM  030111108           32          890 SH       Sole     57         890            0            0
AMERICAN SUPERCONDUCTOR CORP U COM  030111108         7068       197128 SH       Defined  31      197128            0            0
AMERICAN TOWER CORP            COM  029912201         2008        47521 SH       Sole      9       47521            0            0
AMERICAN TOWER CORP            COM  029912201          119         2823 SH       Sole     51        2823            0            0
AMERICAN TOWER CORP            COM  029912201          211         5000 SH       Defined  60        5000            0            0
AMERICAN WATER WORKS COMPANY I COM  030420103          684        30800 SH       Defined  31       30800            0            0
AMERICAN WOODMARK CORP USD NPV COM  030506109          390        18430 SH       Defined  31       18430            0            0
AMERICAN XTAL TECHNOLOGY INC U COM  00246W103           25         5877 SH       Defined  31        5877            0            0
AMERICAS CAR MART INC          COM  03062T105           83         4600 SH       Defined   8        4600            0            0
AMERICAWEST BANCORPORATION USD COM  03058P109            1            6 SH       Defined  31           6            0            0
AMERICREDIT CORP               COM  03060R101          476        55177 SH       Sole      9       55177            0            0
AMERICREDIT CORP               COM  03060R101           19         2232 SH       Sole     56        2232            0            0
AMERICREDIT CORP               COM  03060R101           13         1500 SH       Sole     99        1500            0            0
AMERICREDIT CORPORATION USD 0. COM  03060R101         2182       253100 SH       Defined  31      253100            0            0
AMERIGON INC USD NPV           COM  03070L300          711        99874 SH       Defined  31       99874            0            0
AMERIGROUP CORP                COM  03073T102         1451        69750 SH       Sole      9       69750            0            0
AMERIPRISE FINANCIAL INCORPORA COM  03076C106        20116       494600 SH       Defined  31      494600            0            0
AMERIPRISE FINL INC            COM  03076C106           51         1245 SH       Defined   8        1245            0            0
AMERIPRISE FINL INC            COM  03076C106          730        17953 SH       Sole      9       17953            0            0
AMERIPRISE FINL INC            COM  03076C106            8          208 SH       Sole     20           0          208            0
AMERIPRISE FINL INC            COM  03076C106          265         6519 SH       Sole     56        6519            0            0
AMERIPRISE FINL INC            COM  03076C106          122         2995 SH       No disc  61        2995            0            0
AMERIS BANCORP USD 1           COM  03076K108            1           46 SH       Defined  31          46            0            0
AMERISAFE INC USD 0.01         COM  03071H100           61         3800 SH       Defined  31        3800            0            0
AMERISOURCEBERGEN CORP         COM  03073E105          990        24749 SH       Sole      9       24749            0            0
AMERISTAR CASINOS INC USD 0.01 COM  03070Q101         3032       219382 SH       Defined  31      219382            0            0
AMETEK INC NEW                 COM  031100100          137         2900 SH       Sole      9        2900            0            0
AMETEK INC USD 0.01            COM  031100100         6020       127479 SH       Defined  31      127479            0            0
AMGEN INC                      BOND 031162100        11816       250557 PRN      Sole      1      250557            0            0
AMGEN INC                      COM  031162100        10735       227626 SH       Sole      9      227626            0            0
AMGEN INC                      OPT  031162100        86101      1825700 SH  Call Defined   9           0      1825700            0
AMGEN INC                      OPT  031162100        52112      1105000 SH  Put  Defined   9           0      1105000            0
AMGEN INC                      COM  031162100          108         2280 SH       Sole     20           0         2280            0
AMGEN INC                      COM  031162100          655        13900 SH       Sole     51       13900            0            0
AMGEN INC                      COM  031162100          477        10116 SH       Sole     56       10116            0            0
AMGEN INC                      COM  031162100          212         4500 SH       Defined  60        4500            0            0
AMGEN INC                      COM  031162100           73         1541 SH       No disc  61        1541            0            0
AMGEN INC                      COM  031162100           39          820 SH       Sole     99         820            0            0
AMKOR TECHNOLOGY INC           COM  031652100          671        64400 SH       Sole     51       64400            0            0
AMN HEALTHCARE SERVICES INC US COM  001744101         1989       117500 SH       Defined  31      117500            0            0
AMPAL AMERN ISRAEL CORP        COM  032015109            6         1375 SH       No disc  61        1375            0            0
AMPHENOL CORP NEW              COM  032095101          539        12009 SH       Sole      9       12009            0            0
AMPHENOL CORP NEW              COM  032095101          171         3804 SH       Defined  60        3804            0            0
AMR CORP                       OPT  001765106         2109       411800 SH  Call Defined   9           0       411800            0
AMR CORP                       OPT  001765106         3896       760900 SH  Put  Defined   9           0       760900            0
AMR CORP                       COM  001765106            4          769 SH       Sole     56         769            0            0
AMR CORP                       COM  001765106           15         3000 SH       No disc  61        3000            0            0
AMR REAL ESTATE PTR/FIN LTD PA COM  451100101           64          900 SH       Defined  31         900            0            0
AMSURG CORP                    COM  03232P405           91         3700 SH       Defined   8        3700            0            0
AMTRUST FINANCIAL SERVICES INC COM  032359309          262        20756 SH       Defined  31       20756            0            0
AMYLIN PHARMACEUTICALS INC     COM  032346108          259        10201 SH       Sole      9       10201            0            0
ANADARKO PETE CORP             COM  032511107         3885        51917 SH       Sole      9       51917            0            0
ANADARKO PETE CORP             OPT  032511107         3742        50000 SH  Call Defined   9           0        50000            0
ANADARKO PETE CORP             OPT  032511107        46401       620000 SH  Put  Defined   9           0       620000            0
ANADARKO PETE CORP             COM  032511107         1542        20600 SH       Sole     51       20600            0            0
ANADARKO PETE CORP             COM  032511107          594         7938 SH       Defined  60        7938            0            0
ANADARKO PETE CORP             COM  032511107           37          496 SH       No disc  61         496            0            0
ANADARKO PETROLEUM CORP USD 0. COM  032511107        66586       889700 SH       Defined  31      889700            0            0
ANALOG DEVICES INC             COM  032654105          284         8934 SH       Sole      9        8934            0            0
ANALOG DEVICES INC             COM  032654105          124         3896 SH       Sole     51        3896            0            0
ANALOG DEVICES INC             COM  032654105            8          242 SH       No disc  61         242            0            0
ANALOGIC CORP USD 0.05         COM  032657207          713        11300 SH       Defined  31       11300            0            0
ANGELICA CORP USD 1            COM  034663104          409        19200 SH       Defined  31       19200            0            0
ANGIOTECH PHARMACEUTICALS INC  COM  034918102          766       256984 SH       Defined  31      256984            0            0
ANGLOGOLD ASHANTI LTD          BOND 035128206         5222       153846 PRN      Sole      1      153846            0            0
ANGLOGOLD ASHANTI LTD          ADR  035128206          129         3795 SH       Sole      9        3795            0            0
ANGLOGOLD ASHANTI LTD          COM  035128115            5          935 SH       Sole      9         935            0            0
ANGLOGOLD ASHANTI LTD          COM  035128206          129         3800 SH       Defined  60        3800            0            0
ANHEUSER BUSCH COS INC         COM  035229103        15492       249390 SH       Sole      9      249390            0            0
ANHEUSER BUSCH COS INC         OPT  035229103        12114       195000 SH  Call Defined   9           0       195000            0
ANHEUSER BUSCH COS INC         OPT  035229103         1175        18900 SH  Put  Defined   9           0        18900            0
ANHEUSER BUSCH COS INC         COM  035229103          229         3686 SH       Sole     12           0            0         3686
ANHEUSER BUSCH COS INC         COM  035229103          303         4874 SH       Sole     20           0         4874            0
ANHEUSER BUSCH COS INC         COM  035229103          192         3087 SH       Sole     56        3087            0            0
ANHEUSER BUSCH COS INC         COM  035229103           42          680 SH       Sole     57         680            0            0
ANHEUSER BUSCH COS INC         COM  035229103           52          844 SH       No disc  61         844            0            0
ANHEUSER BUSCH COS INC         COM  035229103          112         1800 SH       Sole     99        1800            0            0
ANIKA THERAPEUTICS INC USD 0.0 COM  035255108          218        25350 SH       Defined  31       25350            0            0
ANIMAL HEALTH INTERNATIONAL IN COM  03525N109           57         9105 SH       Defined  31        9105            0            0
ANIXTER INTL INC               COM  035290105           14          242 SH       No disc  61         242            0            0
ANNALY CAP MGMT INC            COM  035710409          537        34638 SH       Sole      9       34638            0            0
ANNALY MORTGAGE MANAGEMENT REI COM  035710409         8518       549194 SH       Defined  31      549194            0            0
ANNTAYLOR STORES CORP USD 0.00 COM  036115103         9031       376900 SH       Defined  31      376900            0            0
ANSOFT CORP                    COM  036384105         2111        58000 SH       Sole      9       58000            0            0
ANSOFT CORP                    COM  036384105         1678        46103 SH       Sole     59       46103            0            0
ANSYS INC                      COM  03662Q105          222         4700 SH       Defined   8        4700            0            0
ANSYS INC                      COM  03662Q105          132         2800 SH       Sole      9        2800            0            0
ANSYS INC                      COM  03662Q105         2376        50424 SH       Sole     59       50424            0            0
ANSYS INC                      COM  03662Q105            5          105 SH       No disc  61         105            0            0
ANSYS INC USD 0.01             COM  03662Q105         3920        83173 SH       Defined  31       83173            0            0
ANTHRACITE CAPITAL INC REIT US COM  037023108          122        17300 SH       Defined  31       17300            0            0
ANTIGENICS INC DEL             COM  037032109           11         5717 SH       No disc  61        5717            0            0
AO VIMPELCOM ADR REP 0.05 ORD  COM  68370R109         8382       282400 SH       Defined  31      282400            0            0
AON CORP                       COM  037389103          972        21164 SH       Sole      9       21164            0            0
AON CORP                       COM  037389103          115         2500 SH       Sole     51        2500            0            0
AON CORP                       COM  037389103           29          631 SH       Sole     56         631            0            0
AON CORP                       COM  037389103          332         7229 SH       No disc  61        7229            0            0
APACHE CORP                    COM  037411105         7708        55454 SH       Sole      9       55454            0            0
APACHE CORP                    OPT  037411105        20850       150000 SH  Call Defined   9           0       150000            0
APACHE CORP                    OPT  037411105         6950        50000 SH  Put  Defined   9           0        50000            0
APACHE CORP                    COM  037411105          722         5198 SH       Sole     51        5198            0            0
APACHE CORP                    COM  037411105          296         2128 SH       Sole     56        2128            0            0
APACHE CORP                    COM  037411105          418         3007 SH       No disc  61        3007            0            0
APARTMENT INVT & MGMT CO       COM  03748R101          235         6903 SH       Sole      9        6903            0            0
APARTMENT INVT & MGMT CO       COM  03748R101          385        11300 SH       Sole     51       11300            0            0
APEX SILVER MINES LTD          BOND G04074103          716       145877 PRN      Sole      9      145877            0            0
APOGEE ENTERPRISES INC USD 0.3 COM  037598109         1714       106020 SH       Defined  31      106020            0            0
APOLLO GROUP INC               COM  037604105           50         1130 SH       Sole      9        1130            0            0
APOLLO GROUP INC               COM  037604105         1841        41600 SH       Sole     51       41600            0            0
APOLLO GROUP INC               COM  037604105          124         2806 SH       Sole     56        2806            0            0
APOLLO GROUP INC USD NPV       COM  037604105        12395       280040 SH       Defined  31      280040            0            0
APOLLO INVT CORP               COM  03761U106          507        35400 SH       Sole      9       35400            0            0
A-POWER ENERGY GENERATION SYST COM  G04136100           30         1100 SH       Defined  31        1100            0            0
APPLE INC                      COM  037833100        39375       235159 SH       Sole      9      235159            0            0
APPLE INC                      OPT  037833100        16744       100000 SH  Put  Defined   9           0       100000            0
APPLE INC                      COM  037833100           29          175 SH       Sole     20           0          175            0
APPLE INC                      COM  037833100        21265       127002 SH       Sole     51      127002            0            0
APPLE INC                      COM  037833100          931         5557 SH       Sole     56        5557            0            0
APPLE INC                      COM  037833100          303         1810 SH       Defined  60        1810            0            0
APPLE INC                      COM  037833100         2356        14071 SH       No disc  61       14071            0            0
APPLE INC                      COM  037833100          152          910 SH       Sole     99         910            0            0
APPLERA CORP                   COM  038020103           24          724 SH       Sole      9         724            0            0
APPLERA CORP                   COM  038020103         1343        40100 SH       Sole     51       40100            0            0
APPLERA CORP                   COM  038020103           46         1370 SH       Sole     56        1370            0            0
APPLERA CORP                   COM  038020103            3          100 SH       No disc  61         100            0            0
APPLERA CORP                   COM  038020202            4          318 SH       No disc  61         318            0            0
APPLIED MATLS INC              COM  038222105          480        25131 SH       Sole      9       25131            0            0
APPLIED MATLS INC              COM  038222105          208        10900 SH       Sole     51       10900            0            0
APPLIED MATLS INC              COM  038222105           27         1400 SH       Sole     56        1400            0            0
APPLIED MATLS INC              COM  038222105          191        10000 SH       Defined  60       10000            0            0
APPLIED MATLS INC              COM  038222105           11          597 SH       No disc  61         597            0            0
APPLIED MATLS INC              COM  038222105           18          950 SH       Sole     99         950            0            0
APPLIED MICRO CIRCUITS CORP    COM  03822W406            0            5 SH       No disc  61           5            0            0
APPLIED SIGNAL TECHNOLOGIES US COM  038237103          383        27992 SH       Defined  31       27992            0            0
APPROACH RESOURCES INC         COM  03834A103          145         5400 SH       Defined   8        5400            0            0
APTARGROUP INC USD 0.01        COM  038336103         4284       102100 SH       Defined  31      102100            0            0
AQUA AMERICA INC               COM  03836W103         3852       241200 SH       Sole      9      241200            0            0
AQUA AMERICA INC USD 0.5       COM  03836W103         2869       179640 SH       Defined  31      179640            0            0
ARACRUZ CELULOSE S.A. ADR REP  COM  038496204         5086        69300 SH       Defined  31       69300            0            0
ARBITRON INCORPORATED USD 0.5  COM  03875Q108         1074        22600 SH       Defined  31       22600            0            0
ARCH CAP GROUP LTD             COM  G0450A105          597         9000 SH       Sole      9        9000            0            0
ARCH CAPITAL GROUP LTD USD 0.0 COM  G0450A105         3291        49610 SH       Defined  31       49610            0            0
ARCH COAL INC                  COM  039380100         1261        16800 SH       Sole      9       16800            0            0
ARCH COAL INC                  COM  039380100          150         2000 SH       Defined  60        2000            0            0
ARCH COAL INC                  COM  039380100          315         4198 SH       No disc  61        4198            0            0
ARCHER DANIELS MIDLAND CO      BOND 039483102        32063       950000 PRN      Sole      1      950000            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102        26256       777965 SH       Sole      9      777965            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102          382        11300 SH       Sole     51       11300            0            0
ARCHER DANIELS MIDLAND CO      COM  039483102           99         2937 SH       No disc  61        2937            0            0
ARCSIGHT INC USD 0.00001       COM  039666102           39         4400 SH       Defined  31        4400            0            0
ARENA PHARMACEUTICALS INC USD  COM  040047102            1           75 SH       Defined  31          75            0            0
ARENA RESOURCES, INC. USD 0.00 COM  040049108         2677        50668 SH       Defined  31       50668            0            0
ARGO GROUP INTERNATIONAL HOLDI COM  G0464B107          841        25047 SH       Defined  31       25047            0            0
ARIBA INC                      COM  04033V203          217        14700 SH       Defined   8       14700            0            0
ARIBA INC                      COM  04033V203            0            7 SH       Sole     56           7            0            0
ARIBA INC                      COM  04033V203            2          141 SH       No disc  61         141            0            0
ARKANSAS BEST CORP DEL         COM  040790107          139         3800 SH       Sole     51        3800            0            0
ARKANSAS BEST CORP USD 0.01    COM  040790107         1108        30213 SH       Defined  31       30213            0            0
ARM HLDGS ADR REP 3 ORD        COM  042068106          665       130523 SH       Defined  31      130523            0            0
ARMSTRONG WORLD INDS INC NEW   COM  04247X102         8041       275200 SH       Sole      1      275200            0            0
ARMSTRONG WORLD INDUSTRIES INC COM  04247X102         6160       210800 SH       Defined  31      210800            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           94        11100 SH       Sole      9       11100            0            0
ARRIS GROUP INC USD 0.01       COM  04269Q100          191        22540 SH       Defined  31       22540            0            0
ARROW ELECTRS INC              COM  042735100            9          300 SH       Sole      9         300            0            0
ARROW ELECTRS INC              COM  042735100            3          100 SH       No disc  61         100            0            0
ARROWHEAD RESEARCH CORPORATION COM  042797100            9         3589 SH       Defined  31        3589            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           25         2000 SH  Put  Defined   9           0         2000            0
ARVINMERITOR USD 1             COM  043353101          361        28900 SH       Defined  31       28900            0            0
ASA LIMITED                    UNIT G3156P103         1004        11855 SH       Sole      9       11855            0            0
ASBURY AUTOMOTIVE GROUP INC    COM  043436104          203        15798 SH       Sole      9       15798            0            0
ASCENT SOLAR TECHNOLOGIES IN   COM  043635101          104        10000 SH       Sole     57       10000            0            0
ASHFORD HOSPITALITY TR INC     COM  044103109          249        53857 SH       Sole      9       53857            0            0
ASHFORD HOSPITALITY TRUST REIT COM  044103109         3658       791700 SH       Defined  31      791700            0            0
ASHLAND INC NEW                COM  044209104           10          211 SH       Sole      9         211            0            0
ASHLAND INC NEW                COM  044209104          129         2681 SH       Sole     56        2681            0            0
ASIAINFO HLDGS INC             COM  04518A104           28         2400 SH       No disc  61        2400            0            0
ASIAINFO HLDGS INC             COM  04518A104           11          915 SH       Sole     99         915            0            0
ASIAINFO HOLDINGS INC USD 0.01 COM  04518A104           95         7975 SH       Defined  31        7975            0            0
ASM INTERNATIONAL NV EUR 0.04  COM  N07045102          377        12561 SH       Defined  31       12561            0            0
ASML HOLDINGS NV NY REG SHRS R COM  N07059186        27878      1142522 SH       Defined  31     1142522            0            0
ASPECT MEDICAL SYSTEMS INC USD COM  045235108          163        25776 SH       Defined  31       25776            0            0
ASSET ACCEP CAP CORP           COM  04543P100           95         7700 SH       Defined   8        7700            0            0
ASSISTED LIVING CONCEPTS INC U COM  04544X102         1130       205400 SH       Defined  31      205400            0            0
ASSISTED LIVING CONCPT NEV N   COM  04544X102          121        22000 SH       Defined   8       22000            0            0
ASSOCIATED BANC CORP           COM  045487105          297        15403 SH       Sole      9       15403            0            0
ASSOCIATED ESTATES RLTY CORP   COM  045604105           77         7180 SH       Sole      9        7180            0            0
ASSURANT INC                   COM  04621X108            7          103 SH       Defined   8         103            0            0
ASSURANT INC                   COM  04621X108          402         6090 SH       Sole      9        6090            0            0
ASSURANT INC                   COM  04621X108         1893        28700 SH       Sole     51       28700            0            0
ASSURANT INC USD 0.01          COM  04621X108        25263       383000 SH       Defined  31      383000            0            0
ASTEC INDUSTRIES INC USD 0.2   COM  046224101          324        10069 SH       Defined  31       10069            0            0
ASTORIA FINANCIAL CORPORATION  COM  046265104          268        13297 SH       Defined  31       13297            0            0
ASTORIA FINL CORP              COM  046265104          294        14636 SH       Sole      9       14636            0            0
ASTRAZENECA PLC                ADR  046353108           84         1985 SH       Sole      9        1985            0            0
ASTRAZENECA PLC                COM  046353108           13          300 SH       Sole     99         300            0            0
ASTRAZENECA PLC ADR REP 1 ORD  COM  046353108        34909       820800 SH       Defined  31      820800            0            0
AT&T INC                       COM  00206R102          138         4100 SH       Sole      1        4100            0            0
AT&T INC                       COM  00206R102          189         5594 SH       Defined   8        5594            0            0
AT&T INC                       COM  00206R102        45026      1336476 SH       Sole      9     1336476            0            0
AT&T INC                       OPT  00206R102         3369       100000 SH  Call Defined   9           0       100000            0
AT&T INC                       COM  00206R102        49861      1479989 SH       Sole     51     1479989            0            0
AT&T INC                       COM  00206R102         1129        33520 SH       Sole     56       33520            0            0
AT&T INC                       COM  00206R102            7          196 SH       Sole     57         196            0            0
AT&T INC                       COM  00206R102          443        13155 SH       No disc  61       13155            0            0
AT&T INC                       COM  00206R102          238         7062 SH       Sole     99        7062            0            0
AT&T INC USD 1                 COM  00206R102          819        24306 SH       Defined  31       24306            0            0
ATC TECHNOLOGY CORP USD 0.01   COM  00211W104         1066        45751 SH       Defined  31       45751            0            0
ATHENAHEALTH INC               COM  04685W103          222         7200 SH       Defined   8        7200            0            0
ATHEROS COMMUNICATIONS INC     COM  04743P108            5          150 SH       No disc  61         150            0            0
ATLANTIC TELE-NETWORK INC USD  COM  049079205          210         7600 SH       Defined  31        7600            0            0
ATLAS AIR WORLDWIDE HOLDINGS I COM  049164205         3274        66183 SH       Defined  31       66183            0            0
ATLAS AMER INC                 COM  049167109          432         9600 SH       Sole      9        9600            0            0
ATLAS AMER INC                 COM  049167109         4197        93150 SH       Sole     51       93150            0            0
ATLAS AMERICA INC USD 0.01     COM  049167109         4597       102029 SH       Defined  31      102029            0            0
ATMEL CORP                     COM  049513104           34         9848 SH       No disc  61        9848            0            0
ATMEL CORPORATION USD 0.001    COM  049513104          801       229898 SH       Defined  31      229898            0            0
ATMI INC USD 0.01              COM  00207R101            4          141 SH       Defined  31         141            0            0
ATMOS ENERGY CORPORATION USD N COM  049560105         3480       126200 SH       Defined  31      126200            0            0
ATP OIL & GAS CORP             COM  00208J108           16          400 SH       Sole     51         400            0            0
ATP OIL & GAS CORPORATION USD  COM  00208J108         1769        44811 SH       Defined  31       44811            0            0
ATWOOD OCEANICS INC            COM  050095108           40          318 SH       Sole      9         318            0            0
ATWOOD OCEANICS INC USD 1      COM  050095108         2935        23600 SH       Defined  31       23600            0            0
AU OPTRONICS CORP              COM  002255107         5866       370300 SH       Sole     51      370300            0            0
AU OPTRONICS CORP              COM  002255107          304        19184 SH       Sole     56       19184            0            0
AU OPTRONICS CORP ADR REP 10 O COM  002255107        30183      1905480 SH       Defined  31     1905480            0            0
AUDIOCODES LIMITED ILS 0.01    COM  M15342104           37         9952 SH       Defined  31        9952            0            0
AUDIOCODES LTD                 BOND M15342104          588       160342 PRN      Sole      9      160342            0            0
AUGUSTA RES CORP               COM  050912203           27         4595 SH       No disc  61        4595            0            0
AUGUSTA RES CORP               COM  050912203           20         3500 SH       Sole     99        3500            0            0
AUTODESK INC                   COM  052769106         1117        33033 SH       Sole      9       33033            0            0
AUTODESK INC                   COM  052769106          112         3300 SH       Sole     51        3300            0            0
AUTODESK INC                   COM  052769106          131         3861 SH       Sole     56        3861            0            0
AUTOLIV INC                    GDR  052800109           45          971 SH       Sole      9         971            0            0
AUTOLIV INC                    COM  052800109         2122        45526 SH       Sole     51       45526            0            0
AUTOLIV INC USD 1              COM  052800109        34266       735000 SH       Defined  31      735000            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103         2680        63962 SH       Sole      9       63962            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           64         1531 SH       No disc  10        1531            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           84         2000 SH       Sole     57        2000            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103          370         8839 SH       Defined  60        8839            0            0
AUTOMATIC DATA PROCESSING IN   COM  053015103           40          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          168         4000 SH       Sole     99        4000            0            0
AUTONATION INC                 COM  05329W102          198        19728 SH       Defined   8       19728            0            0
AUTONATION INC                 COM  05329W102          201        20100 SH       Sole      9       20100            0            0
AUTONATION INC USD 0.01        COM  05329W102         6742       672800 SH       Defined  31      672800            0            0
AUTOZONE INC                   COM  053332102          450         3717 SH       Sole      9        3717            0            0
AUTOZONE INC                   COM  053332102           81          675 SH       Sole     51         675            0            0
AUTOZONE INC                   COM  053332102           13          106 SH       Sole     56         106            0            0
AUTOZONE INC USD 0.01          COM  053332102        21988       181700 SH       Defined  31      181700            0            0
AUXILIUM PHARMACEUTICALS INC   COM  05334D107           17          500 SH       Defined   8         500            0            0
AVALONBAY CMNTYS INC           COM  053484101          692         7757 SH       Sole      9        7757            0            0
AVALONBAY CMNTYS INC           COM  053484101          107         1200 SH       Sole     51        1200            0            0
AVANEX CORP                    COM  05348W109           23        20200 SH       Defined   8       20200            0            0
AVANEX CORP                    COM  05348W109            6         5600 SH       No disc  61        5600            0            0
AVANT IMMUNOTHERAPEUTICS INC U COM  053491205          314        21500 SH       Defined  31       21500            0            0
AVENTINE RENEWABLE ENERGY      COM  05356X403          131        29697 SH       Sole      9       29697            0            0
AVERY DENNISON CORP            COM  053611109          840        19125 SH       Sole      9       19125            0            0
AVERY DENNISON CORPORATION USD COM  053611109         2671        60800 SH       Defined  31       60800            0            0
AVI BIOPHARMA INC              COM  002346104           45        40070 SH       Sole      9       40070            0            0
AVI BIOPHARMA INC              COM  002346104           17        15000 SH       No disc  61       15000            0            0
AVIS BUDGET GROUP INC USD 0.01 COM  053774105         1907       227817 SH       Defined  31      227817            0            0
AVISTA CORP USD NPV            COM  05379B107         2247       104700 SH       Defined  31      104700            0            0
AVIZA TECHNOLOGY INC           COM  05381A105           32        60000 SH       No disc  61       60000            0            0
AVNET INC                      COM  053807103            8          300 SH       Sole      9         300            0            0
AVOCENT CORPORATION USD 0.001  COM  053893103         2781       149511 SH       Defined  31      149511            0            0
AVON PRODS INC                 COM  054303102         2610        72462 SH       Sole      9       72462            0            0
AVON PRODS INC                 COM  054303102          327         9065 SH       Sole     51        9065            0            0
AVON PRODS INC                 COM  054303102          171         4753 SH       Defined  60        4753            0            0
AVON PRODS INC                 COM  054303102           69         1920 SH       No disc  61        1920            0            0
AVON PRODS INC                 COM  054303102           14          400 SH       Sole     99         400            0            0
AVON PRODUCTS INC USD 0.25     COM  054303102        58591      1626600 SH       Defined  31     1626600            0            0
AVX CORP NEW                   COM  002444107           67         5945 SH       No disc  61        5945            0            0
AXA                            COM  054536107            9          307 SH       No disc  61         307            0            0
AXCELIS TECHNOLOGIES INC       COM  054540109          966       198046 SH       Sole      9      198046            0            0
AXIS CAPITAL HOLDINGS          COM  G0692U109            6          200 SH       Sole      9         200            0            0
AXIS CAPITAL HOLDINGS LIMITED  COM  G0692U109          102         3400 SH       Defined  31        3400            0            0
AXSYS TECHNOLOGIES INC USD 0.0 COM  054615109         2967        57000 SH       Defined  31       57000            0            0
AZZ INC                        COM  002474104           35          880 SH       Sole      9         880            0            0
B&G FOODS INC USD 0.01         COM  05508R106          932        99700 SH       Defined  31       99700            0            0
BAKER HUGHES INC               COM  057224107         2281        26114 SH       Sole      9       26114            0            0
BAKER HUGHES INC               OPT  057224107        34063       390000 SH  Call Defined   9           0       390000            0
BAKER HUGHES INC               COM  057224107           24          280 SH       Sole     20           0          280            0
BAKER HUGHES INC               COM  057224107          454         5200 SH       Sole     51        5200            0            0
BAKER HUGHES INC               COM  057224107           19          214 SH       Sole     56         214            0            0
BAKER HUGHES INC               COM  057224107          175         2000 SH       Defined  60        2000            0            0
BAKER HUGHES INC               COM  057224107           56          640 SH       No disc  61         640            0            0
BAKER HUGHES INC               COM  057224107           12          137 SH       Sole     99         137            0            0
BALCHEM CORPORATION USD 0.0667 COM  057665200          202         8700 SH       Defined  31        8700            0            0
BALDOR ELEC CO                 COM  057741100          652        18653 SH       Sole      9       18653            0            0
BALDWIN & LYONS INC USD NPV    COM  057755209          211        12031 SH       Defined  31       12031            0            0
BALL CORP                      COM  058498106          658        13779 SH       Sole      9       13779            0            0
BALL CORP USD NPV              COM  058498106         1749        36617 SH       Defined  31       36617            0            0
BALLARD PWR SYS INC            COM  05858H104          882       211600 SH       Sole      9      211600            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 USD 0.1 COM  05874B107         3482       103000 SH       Defined  31      103000            0            0
BANCO BILBAO VIZCAYA ARG ADR R COM  05946K101           72         3746 SH       Defined  31        3746            0            0
BANCO BILBAO VIZCAYA ARGENTA   ADR  05946K101          225        11877 SH       Sole      9       11877            0            0
BANCO BMC SA USD 0.01          COM  055921100         6578       182700 SH       Defined  31      182700            0            0
BANCO BRADESCO S A             ADR  059460303         4429       216488 SH       Sole      9      216488            0            0
BANCO BRADESCO S A             COM  059460303         1865        91145 SH       Sole     51       91145            0            0
BANCO BRADESCO S.A. ADR REP 1  COM  059460303        10100       493600 SH       Defined  31      493600            0            0
BANCO ITAU HLDG FINANCIERA S   ADR  059602201          714        35152 SH       Sole      9       35152            0            0
BANCO MACRO S.A. ADR REP 1 ORD COM  05961W105         3313       199300 SH       Defined  31      199300            0            0
BANCO SANTANDER CENTRAL HISPAN COM  05964H105         4084       224500 SH       Defined  31      224500            0            0
BANCO SANTANDER CHILE SA ADR R COM  05965X109           69         1600 SH       Defined  31        1600            0            0
BANCOLOMBIA SA ADR REP 4 ORD   COM  05968L102         1040        33100 SH       Defined  31       33100            0            0
BANCORPSOUTH INC               COM  059692103          694        39700 SH       Sole      9       39700            0            0
BANCORPSOUTH INC USD 2.5       COM  059692103           41         2301 SH       Defined  31        2301            0            0
BANK HAWAII CORP               COM  062540109          560        11724 SH       Sole      9       11724            0            0
BANK MONTREAL QUE              COM  063671101          802        19460 SH       Sole      9       19460            0            0
BANK MONTREAL QUE              COM  063671101           62         1500 SH       No disc  10        1500            0            0
BANK MONTREAL QUE              COM  063671101         1019        24726 SH       No disc  61       24726            0            0
BANK MONTREAL QUE              COM  063671101           62         1500 SH       Shared/  61        1500            0            0
BANK MONTREAL QUE              COM  063671101          941        22828 SH       Sole     99       22828            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          834        18200 SH       Sole      9       18200            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          412         8990 SH       No disc  61        8990            0            0
BANK NOVA SCOTIA HALIFAX       COM  064149107          404         8822 SH       Sole     99        8822            0            0
BANK OF AMERICA CORPORATION    BOND 060505104          597        25000 PRN      Sole      9       25000            0            0
BANK OF AMERICA CORPORATION    COM  060505104        35498      1487113 SH       Sole      9     1487113            0            0
BANK OF AMERICA CORPORATION    OPT  060505104        12396       519300 SH  Call Defined   9           0       519300            0
BANK OF AMERICA CORPORATION    OPT  060505104        25269      1058600 SH  Put  Defined   9           0      1058600            0
BANK OF AMERICA CORPORATION    COM  060505104           14          600 SH       Sole     20           0          600            0
BANK OF AMERICA CORPORATION    COM  060505104         5571       233378 SH       Sole     51      233378            0            0
BANK OF AMERICA CORPORATION    COM  060505104          344        14408 SH       Sole     56       14408            0            0
BANK OF AMERICA CORPORATION    COM  060505104         2413       101084 SH       Sole     59      101084            0            0
BANK OF AMERICA CORPORATION    COM  060505104          313        13158 SH       Defined  60       13158            0            0
BANK OF AMERICA CORPORATION    COM  060505104          355        14875 SH       No disc  61       14875            0            0
BANK OF AMERICA CORPORATION    COM  060505104           93         3920 SH       Sole     99        3920            0            0
BANK OF AMERICA CORPORATION US COM  060505104       210183      8805300 SH       Defined  31     8805300            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          588        15540 SH       Sole      9       15540            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          188         5000 SH       Sole     51        5000            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          421        11130 SH       Sole     56       11130            0            0
BANK OF NEW YORK MELLON CORP   COM  064058100          167         4410 SH       No disc  61        4410            0            0
BANK OF NEW YORK MELLON CORPOR COM  064058100         4041       106800 SH       Defined  31      106800            0            0
BANKATLANTIC BANCORP INC USD 0 COM  065908501            3         1236 SH       Defined  31        1236            0            0
BANKFINANCIAL CORP             COM  06643P104           24         1800 SH       Defined   8        1800            0            0
BANKRATE INC USD 0.01          COM  06646V108         2727        69793 SH       Defined  31       69793            0            0
BANNER CORPORATION USD 0.01    COM  06652V109            1            1 SH       Defined  31           1            0            0
BANRO CORP                     COM  066800103            4          632 SH       No disc  61         632            0            0
BARCLAYS BANK PLC              UNIT 06739H206       334650      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BANK PLC              UNIT 06739H305       360625      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BANK PLC              UNIT 06739H644       411500      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BANK PLC              UNIT 06739H743       216700      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BANK PLC              UNIT 06739H750       419700      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BANK PLC              UNIT 06739H743          867        20000 SH       Sole      9       20000            0            0
BARCLAYS BANK PLC              COM  06739H362          872        35469 SH       Sole     57       35469            0            0
BARCLAYS BK PLC                UNIT 06738C778       715100     10000000 SH       Sole      1    10000000            0            0
BARCLAYS BK PLC                UNIT 06738C786       841600     10000000 SH       Sole      1    10000000            0            0
BARCLAYS BK PLC                UNIT 06738C794       753600     10000000 SH       Sole      1    10000000            0            0
BARCLAYS BK PLC                UNIT 06738G407       251200      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BK PLC                UNIT 06739F101       274250      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BK PLC                UNIT 06739F119       170550      5000000 SH       Sole      1     5000000            0            0
BARCLAYS BK PLC                UNIT 06739F291       465161      8900900 SH       Sole      1     8900900            0            0
BARD C R INC                   COM  067383109          926        10527 SH       Sole      9       10527            0            0
BARD C R INC                   COM  067383109          449         5100 SH       Sole     51        5100            0            0
BARNES & NOBLE INC             COM  067774109           47         1900 SH       Sole      9        1900            0            0
BARNES AND NOBLE INC USD 0.001 COM  067774109         9780       393700 SH       Defined  31      393700            0            0
BARR PHARMACEUTICALS INC       COM  068306109           29          652 SH       Sole      9         652            0            0
BARRETT BILL CORP              COM  06846N104          220         3700 SH       Defined   8        3700            0            0
BARRETT BUSINESS SERVICES INC  COM  068463108          168        14143 SH       Defined  31       14143            0            0
BARRICK GOLD CORP              COM  067901108         3026        66494 SH       Sole      9       66494            0            0
BARRICK GOLD CORP              OPT  067901108         6825       150000 SH  Put  Defined   9           0       150000            0
BARRICK GOLD CORP              COM  067901108         1365        30000 SH       Sole     56       30000            0            0
BARRICK GOLD CORP              COM  067901108          289         6354 SH       No disc  61        6354            0            0
BARRICK GOLD CORP              COM  067901108           32          702 SH       Sole     99         702            0            0
BASIC ENERGY SERVICES USD 0.01 COM  06985P100         2067        65600 SH       Defined  31       65600            0            0
BASIC ENERGY SVCS INC NEW      COM  06985P100           32         1000 SH       Defined   8        1000            0            0
BASSETT FURNITURE INDUSTRIES I COM  070203104          102         8570 SH       Defined  31        8570            0            0
BAUER EDDIE HLDGS INC          COM  071625107          158        37961 SH       Sole      9       37961            0            0
BAXTER INTL INC                COM  071813109         3427        53600 SH       Sole      9       53600            0            0
BAXTER INTL INC                OPT  071813109         1043        16300 SH  Call Defined   9           0        16300            0
BAXTER INTL INC                OPT  071813109          416         6500 SH  Put  Defined   9           0         6500            0
BAXTER INTL INC                COM  071813109         3969        62061 SH       Sole     51       62061            0            0
BAXTER INTL INC                COM  071813109          560         8766 SH       Sole     56        8766            0            0
BAXTER INTL INC                COM  071813109          236         3691 SH       Defined  60        3691            0            0
BAXTER INTL INC                COM  071813109           31          480 SH       No disc  61         480            0            0
BAYTEX ENERGY TR               COM  073176109            0            8 SH       No disc  61           8            0            0
BAYTEX ENERGY TRUST TRUSTS CAD COM  073176109          683        19900 SH       Defined  31       19900            0            0
BB&T CORP                      COM  054937107         2630       115499 SH       Sole      9      115499            0            0
BB&T CORP                      OPT  054937107         6831       300000 SH  Call Defined   9           0       300000            0
BB&T CORP                      COM  054937107         1426        62600 SH       Sole     51       62600            0            0
BB&T CORP USD 5                COM  054937107         5809       255096 SH       Defined  31      255096            0            0
BCE INC                        COM  05534B760         4034       115900 SH       Sole      9      115900            0            0
BCE INC                        COM  05534B760           67         1912 SH       No disc  61        1912            0            0
BCE INC                        COM  05534B760           41         1187 SH       Sole     99        1187            0            0
BCE INC CAD NPV                COM  05534B760         6638       190685 SH       Defined  31      190685            0            0
BE AEROSPACE INC               COM  073302101            7          300 SH       No disc  61         300            0            0
BEARINGPOINT INC               BOND 074002106          656       809547 PRN      Sole      9      809547            0            0
BEAZER HOMES USA INC           COM  07556Q105          833       149500 SH       Sole      1      149500            0            0
BEAZER HOMES USA INC           COM  07556Q105          557       100000 SH       Sole      9      100000            0            0
BEAZER HOMES USA INC           OPT  07556Q105          641       115000 SH  Put  Defined   9           0       115000            0
BEBE STORES INC                COM  075571109           24         2500 SH       Defined  60        2500            0            0
BECKMAN COULTER INC            COM  075811109          290         4284 SH       Defined  60        4284            0            0
BECTON DICKINSON & CO          COM  075887109         1368        16822 SH       Sole      9       16822            0            0
BECTON DICKINSON & CO          COM  075887109          381         4676 SH       Sole     51        4676            0            0
BECTON DICKINSON & CO          COM  075887109          429         5278 SH       Sole     56        5278            0            0
BECTON DICKINSON & CO          COM  075887109           24          300 SH       Sole     99         300            0            0
BECTON DICKINSON USD 1         COM  075887109        24797       305000 SH       Defined  31      305000            0            0
BED BATH & BEYOND INC          COM  075896100          517        18383 SH       Sole      9       18383            0            0
BED BATH & BEYOND INC          COM  075896100          208         7400 SH       Sole     51        7400            0            0
BED BATH & BEYOND INC          COM  075896100          141         5000 SH       No disc  61        5000            0            0
BED BATH AND BEYOND USD 0.01   COM  075896100         6543       232827 SH       Defined  31      232827            0            0
BEL FUSE INC USD 0.1           COM  077347300          477        19300 SH       Defined  31       19300            0            0
BELLUS HEALTH INC              COM  07986A100           26        18890 SH       Sole      9       18890            0            0
BELLUS HEALTH INC              COM  07986A100            2         1600 SH       Sole     57        1600            0            0
BELLUS HEALTH INC              COM  07986A100            6         4150 SH       No disc  61        4150            0            0
BELO CORP                      COM  080555105          183        25000 SH       Sole      9       25000            0            0
BEMIS CO INC USD 0.1           COM  081437105           11          483 SH       Defined  31         483            0            0
BEMIS INC                      COM  081437105            2           71 SH       Sole      9          71            0            0
BENCHMARK ELECTRS INC          COM  08160H101            5          300 SH       Defined   8         300            0            0
BENEFICIAL MUTUAL BANCORP IN   COM  08173R104           36         3200 SH       Defined   8        3200            0            0
BENIHANA INC USD 0.1           COM  082047200           23         3526 SH       Defined  31        3526            0            0
BENTLEY PHARMACEUTICALS INC    COM  082657107         2814       174262 SH       Sole      9      174262            0            0
BERKLEY W R CORP               COM  084423102          488        20201 SH       Sole      9       20201            0            0
BERKLEY W R CORP               COM  084423102           45         1870 SH       Sole     56        1870            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207        29191         7276 SH       Sole      1        7276            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108            0           11 SH       Sole      9          11            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          666          166 SH       Sole      9         166            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207         7343         1830 SH       Sole     51        1830            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207         1584          395 SH       Defined  60         395            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108            0            4 SH       No disc  61           4            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          209           52 SH       No disc  61          52            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670108            0            7 SH       Sole     99           7            0            0
BERKSHIRE HATHAWAY INC DEL     COM  084670207          120           30 SH       Sole     99          30            0            0
BERKSHIRE HATHAWAY INC USD 0.1 COM  084670207        50913        12690 SH       Defined  31       12690            0            0
BERKSHIRE HATHAWAY INC USD 5   COM  084670108         7245           60 SH       Defined  31          60            0            0
BERRY PETE CO                  COM  085789105          100         1700 SH       Sole      9        1700            0            0
BERRY PETE CO                  COM  085789105          250         4250 SH       Sole     57        4250            0            0
BERRY PETROLEUM COMPANY USD 0. COM  085789105         2526        42900 SH       Defined  31       42900            0            0
BEST BUY CO INC USD 0.1        COM  086516101        46538      1175178 SH       Defined  31     1175178            0            0
BEST BUY INC                   COM  086516101         6592       166477 SH       Sole      9      166477            0            0
BEST BUY INC                   OPT  086516101         3960       100000 SH  Call Defined   9           0       100000            0
BEST BUY INC                   OPT  086516101         5940       150000 SH  Put  Defined   9           0       150000            0
BEST BUY INC                   COM  086516101        11107       280470 SH       Sole     51      280470            0            0
BEST BUY INC                   COM  086516101           11          285 SH       No disc  61         285            0            0
BGC PARTNERS INC               COM  05541T101          208        27500 SH       Defined   8       27500            0            0
BHP BILLITON LTD               ADR  088606108        12975       152312 SH       Sole      9      152312            0            0
BHP BILLITON LTD ADR REP 2 ORD COM  088606108        65861       773100 SH       Defined  31      773100            0            0
BHP BILLITON PLC ADR REP 2 ORD COM  05545E209        36145       466500 SH       Defined  31      466500            0            0
BIG LOTS INC                   COM  089302103          361        11541 SH       Sole      9       11541            0            0
BIG LOTS INC                   COM  089302103           95         3043 SH       Sole     56        3043            0            0
BIG LOTS INC USD 0.01          COM  089302103        34318      1098500 SH       Defined  31     1098500            0            0
BIO RAD LABS INC               COM  090572207           28          350 SH       No disc  61         350            0            0
BIOCRYST PHARMACEUTICALS       COM  09058V103            3          900 SH       No disc  61         900            0            0
BIODEL INC                     COM  09064M105          182        13998 SH       Defined  60       13998            0            0
BIOGEN IDEC INC                COM  09062X103           83         1476 SH       Defined   8        1476            0            0
BIOGEN IDEC INC                COM  09062X103           71         1277 SH       Sole      9        1277            0            0
BIOGEN IDEC INC                OPT  09062X103         3913        70000 SH  Call Defined   9           0        70000            0
BIOGEN IDEC INC                COM  09062X103         1067        19100 SH       Sole     51       19100            0            0
BIOGEN IDEC INC                COM  09062X103          321         5752 SH       Sole     56        5752            0            0
BIOGEN IDEC INC                COM  09062X103          361         6465 SH       No disc  61        6465            0            0
BIOGEN IDEC INC USD 0.0005     COM  09062X103         5246        93858 SH       Defined  31       93858            0            0
BIOMARIN PHARMACEUTICAL INC US COM  09061G101         3129       107969 SH       Defined  31      107969            0            0
BIOMED REALTY TRUST INC        BOND 09063H107        23045       939451 PRN      Sole      9      939451            0            0
BIOMED REALTY TRUST INC        COM  09063H107          149         6063 SH       Sole      9        6063            0            0
BIOMED REALTY TRUST INC REIT U COM  09063H107         2355        96000 SH       Defined  31       96000            0            0
BIOMIMETIC THERAPEUTICS INC    COM  09064X101           21         1700 SH       Defined   8        1700            0            0
BIOPURE CORP                   COM  09065H402            1         2252 SH       No disc  61        2252            0            0
BIO-REFERENCE LABS INC USD 0.0 COM  09057G602          347        15553 SH       Defined  31       15553            0            0
BIOSCRIP INC USD 0.0001        COM  09069N108          314       120879 SH       Defined  31      120879            0            0
BIOSPHERE MEDICAL INC          COM  09066V103            3          900 SH       No disc  61         900            0            0
BIOVAIL CORP                   COM  09067J109            3          300 SH       Sole      9         300            0            0
BIOVAIL CORP                   COM  09067J109           82         8500 SH       Sole     51        8500            0            0
BIOVAIL CORP                   COM  09067J109            8          805 SH       No disc  61         805            0            0
BIOVAIL CORPORATION CAD NPV    COM  09067J109         3612       374255 SH       Defined  31      374255            0            0
BJ SVCS CO                     COM  055482103         1906        59664 SH       Sole      9       59664            0            0
BJ SVCS CO                     COM  055482103           17          545 SH       Sole     17         545            0            0
BJ SVCS CO                     COM  055482103           10          326 SH       No disc  61         326            0            0
BJ SVCS CO                     COM  055482103           59         1862 SH       Sole     99        1862            0            0
BJ`S RESTAURANTS INC USD NPV   COM  09180C106          874        89822 SH       Defined  31       89822            0            0
BJS WHOLESALE CLUB INC         COM  05548J106          136         3526 SH       Sole     56        3526            0            0
BJS WHOLESALE CLUB INC USD 0.0 COM  05548J106        27443       709100 SH       Defined  31      709100            0            0
BLACK & DECKER CORP            COM  091797100          253         4398 SH       Sole      9        4398            0            0
BLACK & DECKER CORP            COM  091797100           81         1400 SH       Sole     51        1400            0            0
BLACK & DECKER CORP            COM  091797100            9          150 SH       No disc  61         150            0            0
BLACK BOX CORP USD 0.001       COM  091826107          516        18948 SH       Defined  31       18948            0            0
BLACK HILLS CORP               COM  092113109          342        10662 SH       Sole      9       10662            0            0
BLACK HILLS CORP               COM  092113109            2           55 SH       No disc  61          55            0            0
BLACKBAUD INC                  COM  09227Q100          131         6100 SH       Defined   8        6100            0            0
BLACKBAUD INC USD 0.001        COM  09227Q100          527        24587 SH       Defined  31       24587            0            0
BLACKROCK DIVID ACHIEVRS TM    COM  09250N107           19         1900 SH       Defined  32        1900            0            0
BLACKROCK INC                  COM  09247X101        27132       153290 SH       Sole      1      153290            0            0
BLACKROCK INC                  COM  09247X101          142          800 SH       Defined   8         800            0            0
BLACKROCK KELSO CAPITAL CORPOR COM  092533108          214        22600 SH       Defined  31       22600            0            0
BLACKROCK REAL ASSET EQUITY    COM  09254B109        19045      1053326 SH       Defined  32     1053326            0            0
BLACKROCK STRAT DIVD ACHIEVE   COM  09249Y107         1104       106000 SH       Defined  32      106000            0            0
BLACKSTONE GROUP L P           COM  09253U108          170         9300 SH       Defined   8        9300            0            0
BLACKSTONE GROUP L P           COM  09253U108         9071       498100 SH       Sole     51      498100            0            0
BLACKSTONE GROUP L P           COM  09253U108           23         1251 SH       No disc  61        1251            0            0
BLACKSTONE GROUP L P           COM  09253U108           82         4500 SH       Sole     99        4500            0            0
BLOCK H & R INC                COM  093671105          138         6469 SH       Sole      9        6469            0            0
BLOCK H & R INC                COM  093671105          820        38300 SH       Sole     51       38300            0            0
BLOCK H & R INC                COM  093671105           33         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         5391       251900 SH       Defined  31      251900            0            0
BLOCKBUSTER INC                COM  093679108         4000      1600000 SH       Sole      9     1600000            0            0
BLOCKBUSTER INC USD 0.01       COM  093679207           20         9900 SH       Defined  31        9900            0            0
BLOUNT INTERNATIONAL INC USD 0 COM  095180105          439        37800 SH       Defined  31       37800            0            0
BLOUNT INTL INC NEW            COM  095180105           26         2200 SH       Sole     99        2200            0            0
BLUE COAT SYSTEMS INC          COM  09534T508            0            4 SH       No disc  61           4            0            0
BLUELINX HOLDINGS INC. USD 0.0 COM  09624H109          112        31600 SH       Defined  31       31600            0            0
BLYTH INC USD 0.02             COM  09643P108           93         7700 SH       Defined  31        7700            0            0
BMC SOFTWARE INC               COM  055921100          454        12612 SH       Sole      9       12612            0            0
BMC SOFTWARE INC               COM  055921100          193         5358 SH       Sole     12           0            0         5358
BMC SOFTWARE INC               COM  055921100         1479        41074 SH       Sole     17       41074            0            0
BMC SOFTWARE INC               COM  055921100          256         7119 SH       Sole     20           0         7119            0
BMC SOFTWARE INC               COM  055921100          366        10200 SH       Sole     51       10200            0            0
BMC SOFTWARE INC               COM  055921100           34          938 SH       Sole     56         938            0            0
BMC SOFTWARE INC               COM  055921100           37         1020 SH       Sole     57        1020            0            0
BOB EVANS FARMS INC            COM  096761101          266         9300 SH       Sole     51        9300            0            0
BOEING CO                      COM  097023105         8140       123862 SH       Sole      9      123862            0            0
BOEING CO                      OPT  097023105         1216        18500 SH  Call Defined   9           0        18500            0
BOEING CO                      COM  097023105        18555       282340 SH       Sole     51      282340            0            0
BOEING CO                      COM  097023105          319         4857 SH       Sole     56        4857            0            0
BOEING CO                      COM  097023105          252         3839 SH       No disc  61        3839            0            0
BOEING CO                      COM  097023105            8          115 SH       Sole     99         115            0            0
BOEING CO USD 5                COM  097023105        91995      1399800 SH       Defined  31     1399800            0            0
BOIS D ARC ENERGY INC          COM  09738U103         5786       238000 SH       Sole     59      238000            0            0
BOIS D`ARC ENERGY INC USD 0.01 COM  09738U103         1778        73100 SH       Defined  31       73100            0            0
BOISE INC                      COM  09746Y105            1          200 SH       Defined   8         200            0            0
BOLT TECHNOLOGY CORPORATION US COM  097698104            8          315 SH       Defined  31         315            0            0
BOOKHAM INC                    COM  09856E105            0          211 SH       No disc  50         211            0            0
BOOKHAM INC                    COM  09856E105          135        80104 SH       No disc  61       80104            0            0
BOOKHAM INC                    COM  09856E105            0           83 SH       Sole     99          83            0            0
BOOKHAM INC USD 0.01           COM  09856E105           58        33740 SH       Defined  31       33740            0            0
BOOKS-A-MILLION INC USD 0.01   COM  098570104           76         9844 SH       Defined  31        9844            0            0
BOOTS & COOTS/INTL WELL CTRL   COM  099469504            1          625 SH       No disc  61         625            0            0
BORGWARNER INC                 COM  099724106          386         8700 SH       Sole      9        8700            0            0
BORG-WARNER INC USD 0.01       COM  099724106        11601       261400 SH       Defined  31      261400            0            0
BORLAND SOFTWARE CORP          COM  099849101            1          421 SH       Sole     99         421            0            0
BOSTON BEER CO INC USD 0.01    COM  100557107         1754        43100 SH       Defined  31       43100            0            0
BOSTON PROPERTIES INC          COM  101121101            8           78 SH       Defined   8          78            0            0
BOSTON PROPERTIES INC          COM  101121101         1241        13750 SH       Sole      9       13750            0            0
BOSTON PROPERTIES INC          COM  101121101          333         3700 SH       Sole     51        3700            0            0
BOSTON PROPERTIES INC REIT USD COM  101121101         9926       110017 SH       Defined  31      110017            0            0
BOSTON SCIENTIFIC CORP         COM  101137107           16         1296 SH       Defined   8        1296            0            0
BOSTON SCIENTIFIC CORP         COM  101137107          292        23734 SH       Sole      9       23734            0            0
BOSTON SCIENTIFIC CORP         OPT  101137107        13827      1125000 SH  Call Defined   9           0      1125000            0
BOSTON SCIENTIFIC CORP         COM  101137107           21         1735 SH       No disc  61        1735            0            0
BOTTOMLINE TECHNOLOGIES INC US COM  101388106          230        23584 SH       Defined  31       23584            0            0
BOWNE & CO INC                 COM  103043105          157        12304 SH       Sole     51       12304            0            0
BOYD GAMING CORP               COM  103304101          502        40000 SH       Sole      1       40000            0            0
BOYD GAMING CORP               COM  103304101         3767       299900 SH       Sole      9      299900            0            0
BOYD GAMING CORP USD 0.01      COM  103304101         9647       768000 SH       Defined  31      768000            0            0
BP PLC                         OPT  055622104       162433      2334800 SH  Call Defined   9           0      2334800            0
BP PLC                         OPT  055622104          877        12600 SH  Put  Defined   9           0        12600            0
BP PLC                         COM  055622104         3294        47347 SH       Sole     51       47347            0            0
BP PLC                         COM  055622104          221         3176 SH       Sole     57        3176            0            0
BP PLC                         COM  055622104         2362        33951 SH       Defined  60       33951            0            0
BP PLC                         COM  055622104          164         2363 SH       Sole     99        2363            0            0
BP PLC ADR REP 6 ORD           COM  055622104         5510        79200 SH       Defined  31       79200            0            0
BP PRUDHOE BAY ROYALTY TRUST R COM  055630107         8001        77400 SH       Defined  31       77400            0            0
BP PRUDHOE BAY RTY TR          COM  055630107           31          300 SH       No disc  61         300            0            0
BPI ENERGY HOLDINGS INC        COM  055934103           55       100000 SH       No disc  61      100000            0            0
BRANDYWINE REALTY TRUST REIT U COM  105368203         5342       338951 SH       Defined  31      338951            0            0
BRANDYWINE RLTY TR             COM  105368203           96         6117 SH       Sole      9        6117            0            0
BRASIL TELECOM PARTICIPACOES   ADR  105530109         5613        76500 SH       Sole      9       76500            0            0
BRASIL TELECOM PARTICIPACOES S COM  105530109         7778       106000 SH       Defined  31      106000            0            0
BRASIL TELECOM S.A. ADR REP 3  COM  10553M101          630        19700 SH       Defined  31       19700            0            0
BRASKEM S.A. ADR REP 2 ORD     COM  105532105         2754       173500 SH       Defined  31      173500            0            0
BRE PROPERTIES INC             BOND 05564E106         7597       175540 PRN      Sole      9      175540            0            0
BRE PROPERTIES INC             COM  05564E106          149         3432 SH       Sole      9        3432            0            0
BRIGGS & STRATTON CORP         COM  109043109          162        12748 SH       Sole      9       12748            0            0
BRIGHAM EXPLORATION CO         COM  109178103            2          100 SH       Defined   8         100            0            0
BRIGHTPOINT INC USD 0.01       COM  109473405         2365       323877 SH       Defined  31      323877            0            0
BRINKER INTL INC               COM  109641100           44         2300 SH       Defined   8        2300            0            0
BRINKER INTL INC               COM  109641100            6          300 SH       Sole      9         300            0            0
BRINKS CO USD 1                COM  109696104        20296       310241 SH       Defined  31      310241            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108           43         2078 SH       Defined   8        2078            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108        11005       536062 SH       Sole      9      536062            0            0
BRISTOL MYERS SQUIBB CO        OPT  110122108        37981      1850000 SH  Call Defined   9           0      1850000            0
BRISTOL MYERS SQUIBB CO        OPT  110122108        22583      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         1362        66293 SH       Sole     51       66293            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108          315        15353 SH       Sole     56       15353            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108          198         9649 SH       No disc  61        9649            0            0
BRISTOL MYERS SQUIBB CO        COM  110122108           74         3610 SH       Sole     99        3610            0            0
BRISTOL-MYERS SQUIBB USD 0.1   COM  110122108        21314      1038162 SH       Defined  31     1038162            0            0
BRISTOW GROUP INC              COM  110394103          218         4400 SH       Defined   8        4400            0            0
BRISTOW GROUP INC              COM  110394103          697        14080 SH       Sole      9       14080            0            0
BRISTOW GROUP INC USD 0.01     COM  110394103         3811        76997 SH       Defined  31       76997            0            0
BRITISH SKY BROADCASTING GROUP COM  111013108         1709        45700 SH       Defined  31       45700            0            0
BROADCOM CORP                  COM  111320107           65         2348 SH       Defined   8        2348            0            0
BROADCOM CORP                  COM  111320107           62         2284 SH       Sole      9        2284            0            0
BROADCOM CORP                  OPT  111320107         1365        50000 SH  Call Defined   9           0        50000            0
BROADCOM CORP                  OPT  111320107         2729       100000 SH  Put  Defined   9           0       100000            0
BROADCOM CORP                  COM  111320107           37         1350 SH       Sole     56        1350            0            0
BROADCOM CORP                  COM  111320107            9          338 SH       No disc  61         338            0            0
BROADRIDGE FINANCIAL SOLUTIONS COM  11133T103         8959       425600 SH       Defined  31      425600            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103          558        26500 SH       Sole      9       26500            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            7          336 SH       No disc  10         336            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103           22         1062 SH       Sole     56        1062            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103           11          500 SH       Sole     57         500            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            5          225 SH       No disc  61         225            0            0
BROADRIDGE FINL SOLUTIONS IN   COM  11133T103            7          336 SH       Shared/  61         336            0            0
BROCADE COMMUNICATIONS SYS I   COM  111621306           89        10854 SH       No disc  61       10854            0            0
BRONCO DRILLING CO INC         COM  112211107         3218       175106 SH       Sole     59      175106            0            0
BROOKDALE SR LIVING INC        COM  112463104           61         3000 SH       Defined  60        3000            0            0
BROOKFIELD ASSET MANAGEMENT IN COM  112585104        26645       818825 SH       Defined  31      818825            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104          436        13390 SH       Sole      9       13390            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104            0           15 SH       No disc  10          15            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104        10897       334900 SH       Sole     51      334900            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104          437        13428 SH       No disc  61       13428            0            0
BROOKFIELD ASSET MGMT INC      COM  112585104           93         2850 SH       Sole     99        2850            0            0
BROOKFIELD INFRAST PARTNERS    COM  G16252101          594        30300 SH       Sole      9       30300            0            0
BROOKFIELD PPTYS CORP          COM  112900105            6          350 SH       Sole      9         350            0            0
BROOKFIELD PROPERTIES CORP CAD COM  112900105         9774       549377 SH       Defined  31      549377            0            0
BROWN & BROWN INC USD 0.1      COM  115236101          468        26876 SH       Defined  31       26876            0            0
BROWN FORMAN CORP              COM  115637209            3           32 SH       Defined   8          32            0            0
BROWN FORMAN CORP              COM  115637209          593         7843 SH       Sole      9        7843            0            0
BROWN FORMAN CORP              COM  115637209         1829        24200 SH       Sole     51       24200            0            0
BROWN FORMAN CORP              COM  115637209           99         1312 SH       Sole     99        1312            0            0
BRUKER  CORP USD 0.01          COM  116794108          143        11059 SH       Defined  31       11059            0            0
BRUNSWICK CORP                 COM  117043109          220        20700 SH       Defined   8       20700            0            0
BRUNSWICK CORP                 COM  117043109           61         5800 SH       Sole      9        5800            0            0
BRUSH WELLMAN INC USD NPV      COM  117421107         1229        50300 SH       Defined  31       50300            0            0
BSQUARE CORP                   COM  11776U300            1          190 SH       No disc  61         190            0            0
BT GROUP ADR REP 10 ORD        COM  05577E101        11832       297800 SH       Defined  31      297800            0            0
BT GROUP PLC                   COM  05577E101         8743       220050 SH       Defined  60      220050            0            0
BUCKEYE GP HOLDINGS LP         COM  118167105         3114       137700 SH       Sole     51      137700            0            0
BUCKEYE TECHNOLOGIES INC       COM  118255108          226        26764 SH       Sole     51       26764            0            0
BUCKEYE TECHNOLOGIES INC USD 0 COM  118255108          836        98800 SH       Defined  31       98800            0            0
BUCYRUS INTERNATIONAL INC USD  COM  118759109        36164       495261 SH       Defined  31      495261            0            0
BUCYRUS INTL INC NEW           COM  118759109          129         1772 SH       Sole      9        1772            0            0
BUCYRUS INTL INC NEW           COM  118759109          376         5149 SH       Defined  60        5149            0            0
BUFFALO WILD WINGS INC         COM  119848109           10          400 SH       Defined   8         400            0            0
BUFFALO WILD WINGS INC         COM  119848109           18          725 SH       Defined  60         725            0            0
BUNGE LIMITED                  COM  G16962105         1898        17626 SH       Sole      9       17626            0            0
BUNGE LIMITED                  COM  G16962105         3274        30400 SH       Sole     51       30400            0            0
BURGER KING HOLDINGS INC USD 0 COM  121208201         9940       371000 SH       Defined  31      371000            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104        21727       217500 SH       Defined  31      217500            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104          149         1489 SH       Defined   8        1489            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104          636         6371 SH       Sole      9        6371            0            0
BURLINGTON NORTHN SANTA FE C   OPT  12189T104        39956       400000 SH  Call Defined   9           0       400000            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           80          800 SH       Sole     51         800            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           61          615 SH       No disc  61         615            0            0
BURLINGTON NORTHN SANTA FE C   COM  12189T104           64          640 SH       Sole     99         640            0            0
BWAY HOLDING COMPANY           COM  12429T104         6671       774800 SH       Sole      1      774800            0            0
C & D TECHNOLOGIES INC USD 0.0 COM  124661109          150        17700 SH       Defined  31       17700            0            0
C D I CORP                     COM  125071100          201         7900 SH       Defined   8        7900            0            0
C D I CORP                     COM  125071100          101         3960 SH       No disc  61        3960            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209          198         3602 SH       Defined   8        3602            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209          676        12319 SH       Sole      9       12319            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209          345         6300 SH       Sole     51        6300            0            0
C H ROBINSON WORLDWIDE INC     COM  12541W209           21          390 SH       Defined  60         390            0            0
CA INC                         COM  12673P105          177         7635 SH       Defined   8        7635            0            0
CA INC                         COM  12673P105           39         1695 SH       Sole      9        1695            0            0
CA INC                         COM  12673P105           27         1189 SH       No disc  61        1189            0            0
CA INC USD 0.1                 COM  12673P105        13990       605879 SH       Defined  31      605879            0            0
CABLEVISION SYS CORP           COM  12686C109        12386       548050 SH       Sole      1      548050            0            0
CABLEVISION SYS CORP           COM  12686C109        13962       617792 SH       Sole      9      617792            0            0
CABLEVISION SYS CORP           OPT  12686C109         2159        95500 SH  Call Defined   9           0        95500            0
CABLEVISION SYS CORP           OPT  12686C109          789        34900 SH  Put  Defined   9           0        34900            0
CABOT CORP                     COM  127055101            7          300 SH       No disc  61         300            0            0
CABOT MICROELECTRONICS CORP US COM  12709P103           67         2000 SH       Defined  31        2000            0            0
CABOT OIL & GAS CORP           COM  127097103           14          200 SH       Sole      9         200            0            0
CABOT OIL & GAS CORP           COM  127097103          325         4800 SH       Sole     51        4800            0            0
CABOT OIL & GAS CORP USD 0.1   COM  127097103        32789       484100 SH       Defined  31      484100            0            0
CADBURY PLC ADR REP 4 ORD      COM  12721E102         9546       189688 SH       Defined  31      189688            0            0
CADENCE DESIGN SYSTEM INC      COM  127387108           11         1015 SH       Defined   8        1015            0            0
CADENCE DESIGN SYSTEM INC      COM  127387108          257        25489 SH       Sole      9       25489            0            0
CADENCE DESIGN SYSTEMS INC. US COM  127387108         4948       489846 SH       Defined  31      489846            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          224        19800 SH       Defined  31       19800            0            0
CAI INTERNATIONAL INC          COM  12477X106           14          800 SH       Defined   8         800            0            0
CAI INTERNATIONAL, INC. USD 0. COM  12477X106          244        14000 SH       Defined  31       14000            0            0
CAL DIVE INTL INC DEL          COM  12802T101           44         3085 SH       Sole      9        3085            0            0
CAL DIVE INTL INC DEL          COM  12802T101           11          750 SH       No disc  61         750            0            0
CAL MAINE FOODS INC            COM  128030202           30          900 SH       Defined   8         900            0            0
CAL MAINE FOODS INC            COM  128030202          538        16300 SH       Sole     51       16300            0            0
CALAMOS ASSET MANAGEMENT, INC  COM  12811R104         1170        68696 SH       Defined  31       68696            0            0
CALGON CARBON CORP             COM  129603106         1278        82695 SH       Sole      9       82695            0            0
CALGON CARBON CORP USD 0.01    COM  129603106          140         9000 SH       Defined  31        9000            0            0
CALIFORNIA WATER SERVICE GROUP COM  130788102         1351        41200 SH       Defined  31       41200            0            0
CALIFORNIA WTR SVC GROUP       COM  130788102          928        28305 SH       Sole      9       28305            0            0
CALLIDUS SOFTWARE INC USD 0.00 COM  13123E500           81        16117 SH       Defined  31       16117            0            0
CALPINE CORP                   COM  131347304         2935       130100 SH       Sole      1      130100            0            0
CALPINE CORP                   COM  131347304          118         5200 SH       Defined   8        5200            0            0
CAMDEN PPTY TR                 COM  133131102          155         3491 SH       Sole      9        3491            0            0
CAMECO CORP                    COM  13321L108          274         6400 SH       Sole      1        6400            0            0
CAMECO CORP                    COM  13321L108         2172        50661 SH       Sole      9       50661            0            0
CAMECO CORP                    COM  13321L108            9          210 SH       No disc  50         210            0            0
CAMECO CORP                    COM  13321L108          214         5000 SH       Sole     57        5000            0            0
CAMECO CORP                    COM  13321L108          720        16800 SH       Defined  60       16800            0            0
CAMECO CORP                    COM  13321L108          286         6677 SH       No disc  61        6677            0            0
CAMECO CORP                    COM  13321L108           38          880 SH       Sole     99         880            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105           17          300 SH       Defined   8         300            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105          398         7195 SH       Sole      9        7195            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105          288         5200 SH       Sole     51        5200            0            0
CAMERON INTERNATIONAL CORP     COM  13342B105          554        10000 SH       No disc  61       10000            0            0
CAMPBELL SOUP CO               COM  134429109            4          109 SH       Defined   8         109            0            0
CAMPBELL SOUP CO               COM  134429109          745        22268 SH       Sole      9       22268            0            0
CAMPBELL SOUP CO USD 0.0375    COM  134429109         2897        86579 SH       Defined  31       86579            0            0
CANADIAN NAT RES LTD           COM  136385101          490         4891 SH       Sole      9        4891            0            0
CANADIAN NAT RES LTD           COM  136385101        14351       143150 SH       Sole     51      143150            0            0
CANADIAN NAT RES LTD           COM  136385101          920         9171 SH       No disc  61        9171            0            0
CANADIAN NATIONAL RAILWAY COMP COM  136375102        23420       487100 SH       Defined  31      487100            0            0
CANADIAN NATIONAL RECOURCES CA COM  136385101        50196       500700 SH       Defined  31      500700            0            0
CANADIAN NATL RY CO            COM  136375102           43          900 SH       Sole      9         900            0            0
CANADIAN NATL RY CO            COM  136375102          173         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          218         3300 SH       Sole      9        3300            0            0
CANADIAN PAC RY LTD            COM  13645T100          471         7125 SH       Defined  60        7125            0            0
CANADIAN PAC RY LTD            COM  13645T100          101         1525 SH       No disc  61        1525            0            0
CANADIAN PAC RY LTD            COM  13645T100           66         1000 SH       Sole     99        1000            0            0
CANADIAN PACIFIC RAILWAY LTD N COM  13645T100          979        14800 SH       Defined  31       14800            0            0
CANADIAN SOLAR INC USD NPV     COM  136635109          288         7160 SH       Defined  31        7160            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          123        52601 SH       Defined  31       52601            0            0
CANON INC ADR REP 1 ORD        COM  138006309        11195       218600 SH       Defined  31      218600            0            0
CANTEL MEDICAL CORP            COM  138098108            6          602 SH       No disc  61         602            0            0
CANTEL MEDICAL INC USD 0.1     COM  138098108          235        23200 SH       Defined  31       23200            0            0
CAPITAL ONE FINL CORP          COM  14040H105           17          438 SH       Defined   8         438            0            0
CAPITAL ONE FINL CORP          COM  14040H105          573        15066 SH       Sole      9       15066            0            0
CAPITAL ONE FINL CORP          OPT  14040H105          871        22900 SH  Put  Defined   9           0        22900            0
CAPITAL ONE FINL CORP          COM  14040H105          114         3000 SH       Sole     51        3000            0            0
CAPITAL ONE FINL CORP          COM  14040H105           62         1631 SH       Sole     56        1631            0            0
CAPITAL SENIOR LIVING CORP USD COM  140475104          302        40000 SH       Defined  31       40000            0            0
CAPITAL SOUTHWEST CORP USD 1   COM  140501107          240         2300 SH       Defined  31        2300            0            0
CAPITAL SR LIVING CORP         COM  140475104            8         1000 SH       Defined   8        1000            0            0
CAPLEASE INC REIT USD 0.01     COM  140288101          257        34200 SH       Defined  31       34200            0            0
CAPSTEAD MORTGAGE CORPORATION  COM  14067E506         5709       526100 SH       Defined  31      526100            0            0
CAPSTONE TURBINE CORP          COM  14067D102           71        16800 SH       Defined   8       16800            0            0
CAPSTONE TURBINE CORP          COM  14067D102          201        47915 SH       Sole      9       47915            0            0
CAPSTONE TURBINE CORP          COM  14067D102            2          570 SH       No disc  61         570            0            0
CAPSTONE TURBINE CORPORATION U COM  14067D102         1067       254557 SH       Defined  31      254557            0            0
CARACO PHARMACEUTICAL LABS L   COM  14075T107           37         2800 SH       Defined   8        2800            0            0
CARDIAC SCIENCE INC USD NPV    COM  14141A108          134        16300 SH       Defined  31       16300            0            0
CARDINAL HEALTH INC            COM  14149Y108           22          422 SH       Defined   8         422            0            0
CARDINAL HEALTH INC            COM  14149Y108          732        14191 SH       Sole      9       14191            0            0
CARDINAL HEALTH INC            OPT  14149Y108         5158       100000 SH  Call Defined   9           0       100000            0
CARDIOME PHARMA CORP           COM  14159U202            7          750 SH       No disc  61         750            0            0
CARDIOME PHARMA CORP CAD NPV   COM  14159U202           69         7822 SH       Defined  31        7822            0            0
CARDIONET INC USD 0.001        COM  14159L103          166         6200 SH       Defined  31        6200            0            0
CARDTRONICS INC                COM  14161H108            6          600 SH       Defined   8         600            0            0
CARLISLE COMPANIES INCORPORATE COM  142339100         4481       154500 SH       Defined  31      154500            0            0
CARMAX INC                     COM  143130102            6          454 SH       Sole      9         454            0            0
CARMAX INC                     COM  143130102            1           63 SH       No disc  61          63            0            0
CARMAX INC USD 0.5             COM  143130102        16188      1140800 SH       Defined  31     1140800            0            0
CARNIVAL CORP                  COM  143658300           12          336 SH       Defined   8         336            0            0
CARNIVAL CORP                  COM  143658300          189         5726 SH       Sole      9        5726            0            0
CARNIVAL CORP                  COM  143658300           39         1170 SH       Sole     20           0         1170            0
CARNIVAL CORP                  COM  143658300          165         5000 SH       Sole     51        5000            0            0
CARNIVAL CORP                  COM  143658300            8          230 SH       No disc  61         230            0            0
CARNIVAL PLC ADR REP 1 ORD     COM  14365C103         1575        49300 SH       Defined  31       49300            0            0
CARPENTER TECHNOLOGY CORPORATI COM  144285103         5243       120100 SH       Defined  31      120100            0            0
CARRIAGE SERVICES INC USD 0.01 COM  143905107          138        20900 SH       Defined  31       20900            0            0
CARRIZO OIL & GAS INC USD 0.01 COM  144577103         1209        17743 SH       Defined  31       17743            0            0
CARTER INC                     COM  146229109            2          100 SH       Defined   8         100            0            0
CASCAL N.V. EUR 0.5            COM  N1842P109          103         8300 SH       Defined  31        8300            0            0
CASELLA WASTE SYSTEMS INC USD  COM  147448104          633        51856 SH       Defined  31       51856            0            0
CASEY`S GENERAL STORES INC USD COM  147528103          768        33109 SH       Defined  31       33109            0            0
CASH AMERICA INTERNATIONAL USD COM  14754D100         3274       105600 SH       Defined  31      105600            0            0
CASS INFORMATION SYS INC       COM  14808P109            7          200 SH       Defined   8         200            0            0
CASTLE A M & CO                COM  148411101          106         3700 SH       Defined   8        3700            0            0
CASTLEPOINT HOLDINGS LTD. USD  COM  G19522112          604        66427 SH       Defined  31       66427            0            0
CASUAL MALE RETAIL GROUP INC U COM  148711104           34        11033 SH       Defined  31       11033            0            0
CATERPILLAR INC DEL            COM  149123101           45          609 SH       Defined   8         609            0            0
CATERPILLAR INC DEL            COM  149123101        17665       239296 SH       Sole      9      239296            0            0
CATERPILLAR INC DEL            COM  149123101          211         2856 SH       Sole     20           0         2856            0
CATERPILLAR INC DEL            COM  149123101           19          253 SH       No disc  50         253            0            0
CATERPILLAR INC DEL            COM  149123101        15485       209765 SH       Sole     51      209765            0            0
CATERPILLAR INC DEL            COM  149123101           13          180 SH       Sole     56         180            0            0
CATERPILLAR INC DEL            COM  149123101          340         4600 SH       Defined  60        4600            0            0
CATERPILLAR INC DEL            COM  149123101          186         2523 SH       No disc  61        2523            0            0
CATERPILLAR INC DEL            COM  149123101           36          490 SH       Sole     99         490            0            0
CATO CORP NEW                  COM  149205106           20         1400 SH       Sole     51        1400            0            0
CAVIUM NETWORKS INC            COM  14965A101            7          300 SH       Defined   8         300            0            0
CB RICHARD ELLIS GROUP INC     COM  12497T101            9          444 SH       Sole      9         444            0            0
CB RICHARD ELLIS GROUP INC     COM  12497T101           20         1044 SH       Defined  60        1044            0            0
CBEYOND INC                    COM  149847105            9          500 SH       Defined   8         500            0            0
CBIZ INC                       COM  124805102           86        10700 SH       Defined   8       10700            0            0
CBL & ASSOC PPTYS INC          COM  124830100           98         4305 SH       Sole      9        4305            0            0
CBL & ASSOCIATES PROPERTIES IN COM  124830100         1588        69500 SH       Defined  31       69500            0            0
CBRE REALTY FINANCE INC REIT U COM  12498B307           85        24700 SH       Defined  31       24700            0            0
CBS CORP NEW                   COM  124857202          150         7657 SH       Defined   8        7657            0            0
CBS CORP NEW                   COM  124857103          196        10050 SH       Sole      9       10050            0            0
CBS CORP NEW                   COM  124857202         1965       100838 SH       Sole      9      100838            0            0
CBS CORP NEW                   OPT  124857202         1421        72900 SH  Call Defined   9           0        72900            0
CBS CORP NEW                   OPT  124857202         3370       172900 SH  Put  Defined   9           0       172900            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            5          245 SH       Sole     99         245            0            0
CBS CORPORATION USD 0.001      COM  124857103          390        20000 SH       Defined  31       20000            0            0
CBS CORPORATION USD 0.001      COM  124857202        28635      1469200 SH       Defined  31     1469200            0            0
CDC CORPORATION USD 0.00025    COM  G2022L106           38        14860 SH       Defined  31       14860            0            0
CDI CORP USD 0.1               COM  125071100         1377        54100 SH       Defined  31       54100            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          368         6700 SH       Sole      9        6700            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101           40          720 SH       No disc  10         720            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          623        11330 SH       No disc  61       11330            0            0
CDN IMPERIAL BK OF COMMERCE    COM  136069101          661        12026 SH       Sole     99       12026            0            0
CEC ENTERTAINMENT USD 0.1      COM  125137109         2376        84800 SH       Defined  31       84800            0            0
CEC ENTMT INC                  COM  125137109          169         6000 SH       Defined   8        6000            0            0
CEDAR SHOPPING CENTERS INC REI COM  150602209         1573       134200 SH       Defined  31      134200            0            0
CEDAR SHOPPING CTRS INC        COM  150602209          227        19394 SH       Sole      9       19394            0            0
CELADON GROUP USD 0.033        COM  150838100           47         4645 SH       Defined  31        4645            0            0
CELANESE CORP DEL              COM  150870103          959        21000 SH       Sole      9       21000            0            0
CELANESE CORP DEL              COM  150870103           21          460 SH       No disc  61         460            0            0
CELANESE CORPORATION USD 0.000 COM  150870103        39794       871519 SH       Defined  31      871519            0            0
CELESTICA INC                  COM  15101Q108           34         4000 SH       Sole     51        4000            0            0
CELESTICA INC NPV              COM  15101Q108         6569       779180 SH       Defined  31      779180            0            0
CELGENE CORP                   COM  151020104          139         2168 SH       Defined   8        2168            0            0
CELGENE CORP                   COM  151020104        14238       222924 SH       Sole      9      222924            0            0
CELGENE CORP                   OPT  151020104        15808       247500 SH  Call Defined   9           0       247500            0
CELGENE CORP                   OPT  151020104         1438        22500 SH  Put  Defined   9           0        22500            0
CELGENE CORP                   COM  151020104         1263        19773 SH       Sole     51       19773            0            0
CELGENE CORP                   COM  151020104           12          194 SH       No disc  61         194            0            0
CELL GENESYS INC               BOND 150921104         5143      1978022 PRN      Sole      9     1978022            0            0
CELL GENESYS INC               COM  150921104            8         3000 SH       No disc  61        3000            0            0
CELL THERAPEUTIC INC USD NPV   COM  150934404            5         9239 SH       Defined  31        9239            0            0
CELLCOM ISRAEL LTD ILS 0.01    COM  M2196U109         6918       202200 SH       Defined  31      202200            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         5005       202627 SH       Defined  31      202627            0            0
CEMEX SAB DE CV                ADR  151290889        66171      2678990 SH       Sole      9     2678990            0            0
CEMEX SAB DE CV                COM  151290889           25         1000 SH       Defined  60        1000            0            0
CENTENNIAL COMMUNCTNS CORP N   COM  15133V208         1398       200000 SH       Sole      1      200000            0            0
CENTERLINE HOLDING COMPANY LTD COM  15188T108          402       240500 SH       Defined  31      240500            0            0
CENTERPOINT ENERGY INC         COM  15189T107         2702       168364 SH       Sole      9      168364            0            0
CENTERPOINT ENERGY INC         COM  15189T107         6693       417000 SH       Sole     51      417000            0            0
CENTERPOINT ENERGY INC PRIV SH COM  15189T107         5575       347300 SH       Defined  31      347300            0            0
CENTEX CORP                    COM  152312104            3          161 SH       Defined   8         161            0            0
CENTEX CORP                    COM  152312104           11          803 SH       Sole      9         803            0            0
CENTEX CORP                    OPT  152312104         5950       445000 SH  Put  Defined   9           0       445000            0
CENTEX CORP                    COM  152312104          471        35200 SH       Sole     51       35200            0            0
CENTRAL EUROPEAN DIST CORP     COM  153435102          223         3000 SH       Defined   8        3000            0            0
CENTRAL EUROPEAN DIST CORP     COM  153435102           89         1200 SH       Sole      9        1200            0            0
CENTRAL FD CDA LTD             COM  153501101          139        10700 SH       No disc  61       10700            0            0
CENTRAL GARDEN & PET COMPANY U COM  153527106           65        14200 SH       Defined  31       14200            0            0
CENTRAL VERMONT PUB SERV USD 6 COM  155771108           90         4600 SH       Defined  31        4600            0            0
CENTRAL VT PUB SVC CORP        COM  155771108           10          500 SH       Defined   8         500            0            0
CENTURY ALUMINIUM COMPANY USD  COM  156431108        19720       296579 SH       Defined  31      296579            0            0
CENTURYTEL INC                 COM  156700106           87         2428 SH       Defined   8        2428            0            0
CENTURYTEL INC                 COM  156700106         1477        41492 SH       Sole      9       41492            0            0
CENTURYTEL INC USD 1           COM  156700106         4233       118923 SH       Defined  31      118923            0            0
CEPHALON INC                   COM  156708109           17          245 SH       Defined   8         245            0            0
CEPHALON INC. USD 0.01         COM  156708109        11572       173516 SH       Defined  31      173516            0            0
CERADYNE INC USD 0.01          COM  156710105          122         3535 SH       Defined  31        3535            0            0
CEVA INC                       COM  157210105            2          298 SH       No disc  50         298            0            0
CEVA INC                       COM  157210105           77         9723 SH       No disc  61        9723            0            0
CEVA INC                       COM  157210105            0           19 SH       Sole     99          19            0            0
CF INDS HLDGS INC              COM  125269100           98          640 SH       Sole      9         640            0            0
CF INDS HLDGS INC              COM  125269100         1696        11100 SH       Sole     51       11100            0            0
CF INDS HLDGS INC              COM  125269100           22          144 SH       Sole     56         144            0            0
CF INDUSTRIES HOLDINGS INC USD COM  125269100        64054       419200 SH       Defined  31      419200            0            0
CGG VERITAS                    ADR  204386106            0            1 SH       Sole      1           1            0            0
CGG VERITAS                    ADR  204386106          283         6000 SH       Sole      9        6000            0            0
CGI GROUP INC NPV              COM  39945C109          347        34800 SH       Defined  31       34800            0            0
CH ROBINSON WORLDWIDE INC USD  COM  12541W209        27945       509560 SH       Defined  31      509560            0            0
CHAMPION ENTERPRISES INC USD 1 COM  158496109           85        14369 SH       Defined  31       14369            0            0
CHARLES RIV LABS INTL INC      COM  159864107           39          600 SH       Defined   8         600            0            0
CHARLES RIVER LABORATORIES INC COM  159864107         6921       108269 SH       Defined  31      108269            0            0
CHART INDUSTRIES INC USD 0.01  COM  16115Q308         1021        20981 SH       Defined  31       20981            0            0
CHATTEM INC                    COM  162456107          222         3400 SH       Defined   8        3400            0            0
CHATTEM INC USD NPV            COM  162456107         6063        93192 SH       Defined  31       93192            0            0
CHC HELICOPTER CORP            COM  12541C203         6676       216600 SH       Sole      9      216600            0            0
CHC HELICOPTER CORP-CL A CAD N COM  12541C203           59         1900 SH       Defined  31        1900            0            0
CHECK POINT SOFTWARE TECH LT   COM  M22465104           19          795 SH       Defined   8         795            0            0
CHECK POINT SOFTWARE TECH LT   COM  M22465104          488        20600 SH       Sole      9       20600            0            0
CHECKPOINT SYS INC             COM  162825103            5          200 SH       Defined   8         200            0            0
CHEESECAKE FACTORY INC         COM  163072101           34         2100 SH       Defined   8        2100            0            0
CHEESECAKE FACTORY INC         COM  163072101           68         4300 SH       Sole      9        4300            0            0
CHEMED CORP NEW                COM  16359R103         1195        32637 SH       Sole      9       32637            0            0
CHEMICAL FINL CORP             COM  163731102           13          600 SH       Defined   8         600            0            0
CHEMTURA CORPORATION USD 0.01  COM  163893100         4212       721200 SH       Defined  31      721200            0            0
CHENIERE ENERGY INC            COM  16411R208          246        56300 SH       Sole      9       56300            0            0
CHENIERE ENERGY INC            COM  16411R208           22         5000 SH       No disc  61        5000            0            0
CHEROKEE INC USD 0.02          COM  16444H102          178         8800 SH       Defined  31        8800            0            0
CHESAPEAKE ENERGY CORP         COM  165167107         3298        50000 SH       Sole      1       50000            0            0
CHESAPEAKE ENERGY CORP         COM  165167107           32          476 SH       Defined   8         476            0            0
CHESAPEAKE ENERGY CORP         COM  165167107         1246        18891 SH       Sole      9       18891            0            0
CHESAPEAKE ENERGY CORP         OPT  165167107        19980       302900 SH  Call Defined   9           0       302900            0
CHESAPEAKE ENERGY CORP         OPT  165167107        97555      1479000 SH  Put  Defined   9           0      1479000            0
CHESAPEAKE ENERGY CORP         COM  165167107          369         5600 SH       Sole     51        5600            0            0
CHESAPEAKE ENERGY CORP         COM  165167107           66         1000 SH       No disc  61        1000            0            0
CHESAPEAKE UTILITIES CORPORATI COM  165303108          350        13600 SH       Defined  31       13600            0            0
CHEVRON CORP NEW               COM  166764100          109         1100 SH       Sole      1        1100            0            0
CHEVRON CORP NEW               COM  166764100          202         2028 SH       Defined   8        2028            0            0
CHEVRON CORP NEW               COM  166764100        31742       320202 SH       Sole      9      320202            0            0
CHEVRON CORP NEW               OPT  166764100        82982       837100 SH  Call Defined   9           0       837100            0
CHEVRON CORP NEW               OPT  166764100       109301      1102600 SH  Put  Defined   9           0      1102600            0
CHEVRON CORP NEW               COM  166764100         1622        16363 SH       Sole     17       16363            0            0
CHEVRON CORP NEW               COM  166764100          460         4637 SH       Sole     20           0         4637            0
CHEVRON CORP NEW               COM  166764100        36815       371381 SH       Sole     51      371381            0            0
CHEVRON CORP NEW               COM  166764100          469         4732 SH       Sole     56        4732            0            0
CHEVRON CORP NEW               COM  166764100          496         5008 SH       Defined  60        5008            0            0
CHEVRON CORP NEW               COM  166764100          541         5456 SH       No disc  61        5456            0            0
CHEVRON CORP NEW               COM  166764100          911         9182 SH       Sole     99        9182            0            0
CHEVRON CORPORATION USD 0.75   COM  166764100        25598       258224 SH       Defined  31      258224            0            0
CHICAGO BRIDGE & IRON CO NV NY COM  167250109         2039        51200 SH       Defined  31       51200            0            0
CHICOS FAS INC                 COM  168615102            4          700 SH       Defined   8         700            0            0
CHICOS FAS INC                 COM  168615102           60        11200 SH       Sole      9       11200            0            0
CHILDRENS PLACE RETAIL STORE I COM  168905107         1670        46253 SH       Defined  31       46253            0            0
CHINA AUTOMOTIVE SYSTEMS INC.  COM  16936R105           16         2700 SH       Defined  31        2700            0            0
CHINA BAK BATTERY INC          COM  16936Y100           12         2400 SH       Defined   8        2400            0            0
CHINA EASTERN AIRLINES CORP AD COM  16937R104          151         4800 SH       Defined  31        4800            0            0
CHINA FIRE SAFETY ENTERPRISE G COM  16938R103           33         4000 SH       Defined  31        4000            0            0
CHINA LIFE INS CO LTD          ADR  16939P106      2601820     49862400 SH       Sole      9    49862400            0            0
CHINA LIFE INS CO LTD          COM  16939P106          278         5333 SH       Defined  60        5333            0            0
CHINA LIFE INSURANCE COMPANY L COM  16939P106        23772       455567 SH       Defined  31      455567            0            0
CHINA MEDICAL TECHNOLOGIES INC COM  169483104         3636        73599 SH       Defined  31       73599            0            0
CHINA MOBILE LIMITED           ADR  16941M109       998417     14912870 SH       Sole      9    14912870            0            0
CHINA MOBILE LIMITED           COM  16941M109          301         4500 SH       Defined  60        4500            0            0
CHINA MOBILE LTD ADR REP 5 ORD COM  16941M109        30155       450400 SH       Defined  31      450400            0            0
CHINA NEPSTAR CHAIN DRUGSTORE  COM  16943C109          288        33200 SH       Defined  31       33200            0            0
CHINA NETCOM GROUP CORPORATION COM  16940Q101          350         6400 SH       Defined  31        6400            0            0
CHINA PETE & CHEM CORP         ADR  16941R108      1040832     11205000 SH       Sole      9    11205000            0            0
CHINA PETE & CHEM CORP         COM  16941R108           24          260 SH       Sole     99         260            0            0
CHINA PETROLEUM & CHEMICAL COR COM  16941R108         3428        36900 SH       Defined  31       36900            0            0
CHINA SEC & SURVE TECH INC     COM  16942J105           33         2400 SH       Defined   8        2400            0            0
CHINA SOUTHERN AIRLINES COMPAN COM  169409109          222        11200 SH       Defined  31       11200            0            0
CHINA TELECOM CORPORATION LTD  COM  169426103          713        13100 SH       Defined  31       13100            0            0
CHINA UNICOM LTD ADR REP 10 OR COM  16945R104         1151        62100 SH       Defined  31       62100            0            0
CHINA YUCHAI INTL LTD USD 0.1  COM  G21082105          877        88100 SH       Defined  31       88100            0            0
CHINDEX INTERNATIONAL INC USD  COM  169467107           71         4786 SH       Defined  31        4786            0            0
CHIPMOS TECHNOLOGIES BERMUDA U COM  G2110R106            2          520 SH       Defined  31         520            0            0
CHIQUITA BRANDS INTL INC       COM  170032809          226        14900 SH       Sole      9       14900            0            0
CHIQUITA BRANDS INTL INC       OPT  170032809         4774       314700 SH  Put  Defined   9           0       314700            0
CHIQUITA BRANDS INTL INC       WARR 170032809         6062       399600 SH       Sole      9      399600            0            0
CHIQUITA BRANDS INTL INC       COM  170032809          254        16800 SH       Sole     51       16800            0            0
CHOICE HOTELS INTERNATIONAL IN COM  169905106         2878       108600 SH       Defined  31      108600            0            0
CHOICE HOTELS INTL INC         COM  169905106           44         1649 SH       Sole     56        1649            0            0
CHOICEPOINT INC                COM  170388102          160         3300 SH       Defined   8        3300            0            0
CHOICEPOINT INC                COM  170388102         8955       185793 SH       Sole      9      185793            0            0
CHOICEPOINT INC USD 0.1        COM  170388102        12282       254800 SH       Defined  31      254800            0            0
CHORDIANT SOFTWARE INC         COM  170404305           73        14566 SH       No disc  61       14566            0            0
CHORDIANT SOFTWARE INC USD 0.0 COM  170404305          155        30826 SH       Defined  31       30826            0            0
CHUBB CORP                     COM  171232101          165         3362 SH       Defined   8        3362            0            0
CHUBB CORP                     COM  171232101         1539        31392 SH       Sole      9       31392            0            0
CHUBB CORP                     COM  171232101         2745        56000 SH       Sole     51       56000            0            0
CHUNGHWA TELECOM CO LTD        COM  17133Q304          368        14499 SH       Sole     56       14499            0            0
CHUNGHWA TELECOM CO., LTD. ADR COM  17133Q304        16702       658307 SH       Defined  31      658307            0            0
CHURCH & DWIGHT INC            COM  171340102          130         2300 SH       Defined   8        2300            0            0
CHURCHILL DOWNS INCORPORATED U COM  171484108          408        11700 SH       Defined  31       11700            0            0
CHYRON CORP                    COM  171605306            4          666 SH       No disc  61         666            0            0
CIA CERVECERIAS UNIDAS S.A. AD COM  204429104          601        20600 SH       Defined  31       20600            0            0
CIA DE SANEAMENTO BASICO DO ES COM  20441A102           41          800 SH       Defined  31         800            0            0
CIA ENERGETICA DE MINAS GERAIS COM  204409601         9988       406839 SH       Defined  31      406839            0            0
CIBER INC USD 0.01             COM  17163B102          232        37200 SH       Defined  31       37200            0            0
CIENA CORP                     COM  171779309         5530       238689 SH       Sole      9      238689            0            0
CIENA CORP                     COM  171779309          406        17500 SH       Sole     51       17500            0            0
CIENA CORP                     COM  171779309            1           54 SH       No disc  61          54            0            0
CIGNA CORP                     COM  125509109         2654        75000 SH       Sole      1       75000            0            0
CIGNA CORP                     COM  125509109           13          359 SH       Defined   8         359            0            0
CIGNA CORP                     COM  125509109           54         1518 SH       Sole      9        1518            0            0
CIGNA CORP                     COM  125509109         5033       142248 SH       Sole     51      142248            0            0
CIGNA CORP                     COM  125509109          265         7500 SH       Sole     99        7500            0            0
CIGNA CORP USD 0.25            COM  125509109        39542      1117300 SH       Defined  31     1117300            0            0
CIMAREX ENERGY CO              COM  171798101          850        12200 SH       Sole      9       12200            0            0
CIMAREX ENERGY CO              COM  171798101            3           38 SH       No disc  61          38            0            0
CIMAREX ENERGY CO USD 0.01     COM  171798101        26343       378100 SH       Defined  31      378100            0            0
CINCINNATI FINANCIAL CORP USD  COM  172062101         4758       187301 SH       Defined  31      187301            0            0
CINCINNATI FINL CORP           COM  172062101          201         7911 SH       Defined   8        7911            0            0
CINCINNATI FINL CORP           COM  172062101         1121        44136 SH       Sole      9       44136            0            0
CINCINNATI FINL CORP           COM  172062101          386        15200 SH       Sole     51       15200            0            0
CINTAS CORP                    COM  172908105           22          812 SH       Defined   8         812            0            0
CINTAS CORP                    COM  172908105           14          515 SH       Sole      9         515            0            0
CINTAS CORP                    COM  172908105           85         3200 SH       Sole     51        3200            0            0
CINTAS CORP USD NPV            COM  172908105         1981        74695 SH       Defined  31       74695            0            0
CIRCOR INTERNATIONAL INC USD 0 COM  17273K109         2117        43200 SH       Defined  31       43200            0            0
CIRCOR INTL INC                COM  17273K109          309         6300 SH       Sole      9        6300            0            0
CIRCUIT CITY STORE INC         COM  172737108          867       300000 SH       Sole      1      300000            0            0
CIRCUIT CITY STORE INC         COM  172737108          125        43400 SH       Sole      9       43400            0            0
CIRCUIT CITY STORE INC         COM  172737108           58        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          320        13720 SH       Defined   8       13720            0            0
CISCO SYS INC                  COM  17275R102        45330      1948823 SH       Sole      9     1948823            0            0
CISCO SYS INC                  OPT  17275R102        54778      2355000 SH  Call Defined   9           0      2355000            0
CISCO SYS INC                  OPT  17275R102        62802      2700000 SH  Put  Defined   9           0      2700000            0
CISCO SYS INC                  COM  17275R102         1025        44048 SH       Sole     20           0        44048            0
CISCO SYS INC                  COM  17275R102        17959       772098 SH       Sole     51      772098            0            0
CISCO SYS INC                  COM  17275R102          660        28385 SH       Sole     56       28385            0            0
CISCO SYS INC                  COM  17275R102          242        10410 SH       Sole     57       10410            0            0
CISCO SYS INC                  COM  17275R102        11350       487948 SH       Defined  60      487948            0            0
CISCO SYS INC                  COM  17275R102          851        36574 SH       No disc  61       36574            0            0
CISCO SYS INC                  COM  17275R102           84         3613 SH       Sole     99        3613            0            0
CIT GROUP INC                  COM  125581108            2          175 SH       Defined   8         175            0            0
CIT GROUP INC                  COM  125581108         3096       454697 SH       Sole      9      454697            0            0
CIT GROUP INC                  OPT  125581108        10376      1523600 SH  Put  Defined   9           0      1523600            0
CIT GROUP INC                  COM  125581108          172        25300 SH       Sole     51       25300            0            0
CIT GROUP INC                  COM  125581108           12         1798 SH       Sole     56        1798            0            0
CITADEL BROADCASTING CORP      COM  17285T106            0          134 SH       Sole      9         134            0            0
CITADEL BROADCASTING CORP      COM  17285T106            0          133 SH       No disc  61         133            0            0
CITADEL BROADCASTING CORP      COM  17285T106            0          126 SH       Sole     99         126            0            0
CITIGROUP INC                  COM  172967101           72         4300 SH       Sole      1        4300            0            0
CITIGROUP INC                  COM  172967101           84         4982 SH       Defined   8        4982            0            0
CITIGROUP INC                  COM  172967101        77976      4652505 SH       Sole      9     4652505            0            0
CITIGROUP INC                  OPT  172967101        14665       875000 SH  Call Defined   9           0       875000            0
CITIGROUP INC                  OPT  172967101        34353      2049700 SH  Put  Defined   9           0      2049700            0
CITIGROUP INC                  COM  172967101           29         1710 SH       No disc  10        1710            0            0
CITIGROUP INC                  COM  172967101            5          313 SH       Sole     17         313            0            0
CITIGROUP INC                  COM  172967101           74         4400 SH       Sole     20           0         4400            0
CITIGROUP INC                  COM  172967101        13256       790979 SH       Sole     51      790979            0            0
CITIGROUP INC                  COM  172967101          609        36356 SH       Sole     56       36356            0            0
CITIGROUP INC                  COM  172967101           11          666 SH       Sole     57         666            0            0
CITIGROUP INC                  COM  172967101           53         3201 SH       Defined  60        3201            0            0
CITIGROUP INC                  COM  172967101          863        51493 SH       No disc  61       51493            0            0
CITIGROUP INC                  COM  172967101           29         1710 SH       Shared/  61        1710            0            0
CITIGROUP INC                  COM  172967101           98         5825 SH       Sole     99        5825            0            0
CITIGROUP INC USD 0.01         COM  172967101        18747      1118500 SH       Defined  31     1118500            0            0
CITIZENS COMMUNICATIONS CO     COM  17453B101            1           96 SH       Sole      9          96            0            0
CITIZENS COMMUNICATIONS CO     COM  17453B101           83         7300 SH       Sole     59        7300            0            0
CITIZENS COMMUNICATIONS CO     COM  17453B101           70         6170 SH       Sole     99        6170            0            0
CITIZENS COMMUNICATIONS CO USD COM  17453B101          298        26273 SH       Defined  31       26273            0            0
CITIZENS INC USD NPV           COM  174740100          359        58500 SH       Defined  31       58500            0            0
CITIZENS REPUBLIC BANCORP IN   COM  174420109          155        54830 SH       Sole     51       54830            0            0
CITRIX SYS INC                 COM  177376100          145         4922 SH       Defined   8        4922            0            0
CITRIX SYS INC                 COM  177376100           29          973 SH       Sole      9         973            0            0
CITRIX SYS INC                 COM  177376100          146         4926 SH       Sole     51        4926            0            0
CITRIX SYS INC                 COM  177376100           20          691 SH       No disc  61         691            0            0
CITY HLDG CO                   COM  177835105           54         1300 SH       Defined   8        1300            0            0
CKX INC                        COM  12562M106           51         5800 SH       Defined   8        5800            0            0
CKX INC                        COM  12562M106          438        50000 SH       Sole      9       50000            0            0
CKX INC USD 0.01               COM  12562M106          394        44916 SH       Defined  31       44916            0            0
CLAYTON WILLAMS ENERGY INC USD COM  969490101          913         8300 SH       Defined  31        8300            0            0
CLEAN DIESEL TECHNOLOGIES IN   COM  18449C302           89         7556 SH       No disc  50        7556            0            0
CLEAN DIESEL TECHNOLOGIES IN   COM  18449C302         3543       300000 SH       No disc  61      300000            0            0
CLEAN ENERGY FUELS CORP        COM  184499101           16         1400 SH       Sole     56        1400            0            0
CLEAN ENERGY FUELS CORP USD 0. COM  184499101           69         6000 SH       Defined  31        6000            0            0
CLEAN HARBORS INC              COM  184496107          135         1900 SH       Sole      9        1900            0            0
CLEAN HARBOURS INC USD 0.01    COM  184496107         6933        97560 SH       Defined  31       97560            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102           14          394 SH       Defined   8         394            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102        28289       803671 SH       Sole      9      803671            0            0
CLEAR CHANNEL COMMUNICATIONS   OPT  184502102         1944        55200 SH  Call Defined   9           0        55200            0
CLEAR CHANNEL COMMUNICATIONS   OPT  184502102         7822       222200 SH  Put  Defined   9           0       222200            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102          972        27620 SH       Sole     51       27620            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102           13          380 SH       Sole     99         380            0            0
CLEARWIRE CORP                 COM  185385309           29         2200 SH       No disc  61        2200            0            0
CLEVELAND CLIFFS INC           COM  185896107          161         1353 SH       Sole      9        1353            0            0
CLEVELAND CLIFFS INC           INVE 185896107          188         1580 SH       Sole     12           0            0         1580
CLEVELAND CLIFFS INC           COM  185896107         1446        12129 SH       Sole     17       12129            0            0
CLEVELAND CLIFFS INC           COM  185896107          315         2639 SH       Sole     20           0         2639            0
CLEVELAND CLIFFS INC           COM  185896107           43          360 SH       Sole     57         360            0            0
CLEVELAND CLIFFS INC USD 0.25  COM  185896107        61774       518280 SH       Defined  31      518280            0            0
CLIFTON SVGS BANCORP INC       COM  18712Q103            1          100 SH       Defined   8         100            0            0
CLOROX CO DEL                  COM  189054109          160         3048 SH       Defined   8        3048            0            0
CLOROX CO DEL                  COM  189054109         1349        25850 SH       Sole      9       25850            0            0
CLOROX CO USD 1                COM  189054109         6972       133550 SH       Defined  31      133550            0            0
CLOUGH GLOBAL EQUITY FD        COM  18914C100          869        43160 SH       Defined  32       43160            0            0
CME GROUP INC                  COM  12572Q105           21           54 SH       Defined   8          54            0            0
CME GROUP INC                  COM  12572Q105          458         1195 SH       Sole      9        1195            0            0
CME GROUP INC                  COM  12572Q105          956         2497 SH       Sole     51        2497            0            0
CME GROUP INC                  COM  12572Q105         6945        18123 SH       Sole     59       18123            0            0
CME GROUP INC USD 0.01         COM  12572Q105        10541        27508 SH       Defined  31       27508            0            0
CMGI INC                       COM  125750307            5          400 SH       Defined   8         400            0            0
CMGI INC                       COM  125750307            2          200 SH       Sole     12           0            0          200
CMGI INC                       COM  125750307            0           25 SH       No disc  61          25            0            0
CMS ENERGY CORP                COM  125896100          176        11800 SH       Defined   8       11800            0            0
CMS ENERGY CORP                COM  125896100           11          755 SH       Sole      9         755            0            0
CMS ENERGY CORP USD 0.01       COM  125896100        18106      1215129 SH       Defined  31     1215129            0            0
CNA FINANCIAL CORP USD 2.5     COM  126117100         2058        81800 SH       Defined  31       81800            0            0
CNA SURETY USD 0.01            COM  12612L108          352        27800 SH       Defined  31       27800            0            0
CNOOC LIMITED ADR REP 100 ORD  COM  126132109        22804       131400 SH       Defined  31      131400            0            0
CNX GAS CORPORATION USD 0.01   COM  12618H309         2834        67400 SH       Defined  31       67400            0            0
COACH INC                      COM  189754104            8          266 SH       Defined   8         266            0            0
COACH INC                      COM  189754104          640        22165 SH       Sole      9       22165            0            0
COACH INC                      COM  189754104          555        19198 SH       Sole     51       19198            0            0
COACH INC                      COM  189754104           40         1393 SH       Sole     56        1393            0            0
COACH INC USD 0.01             COM  189754104        35173      1217897 SH       Defined  31     1217897            0            0
COCA COLA CO                   COM  191216100          235         4505 SH       Defined   8        4505            0            0
COCA COLA CO                   COM  191216100        11294       217285 SH       Sole      9      217285            0            0
COCA COLA CO                   OPT  191216100        17055       328100 SH  Call Defined   9           0       328100            0
COCA COLA CO                   OPT  191216100        78823      1516400 SH  Put  Defined   9           0      1516400            0
COCA COLA CO                   COM  191216100         1347        25905 SH       Sole     20           0        25905            0
COCA COLA CO                   COM  191216100         7807       150196 SH       Sole     51      150196            0            0
COCA COLA CO                   COM  191216100           12          229 SH       Sole     56         229            0            0
COCA COLA CO                   COM  191216100          211         4060 SH       Sole     57        4060            0            0
COCA COLA CO                   COM  191216100          535        10300 SH       Defined  60       10300            0            0
COCA COLA CO                   COM  191216100          972        18691 SH       No disc  61       18691            0            0
COCA COLA CO                   COM  191216100          183         3518 SH       Sole     99        3518            0            0
COCA COLA ENTERPRISES INC      COM  191219104         3940       227721 SH       Sole      9      227721            0            0
COCA COLA ENTERPRISES INC      COM  191219104         2256       130400 SH       Sole     51      130400            0            0
COCA COLA ENTERPRISES INC      COM  191219104           22         1281 SH       Sole     56        1281            0            0
COCA COLA ENTERPRISES INC      COM  191219104            4          213 SH       No disc  61         213            0            0
COCA COLA FEMSA S A B DE C V   COM  191241108          536         9500 SH       Sole     57        9500            0            0
COCA-COLA BOTTLING COMPANY CON COM  191098102          385        10400 SH       Defined  31       10400            0            0
COCA-COLA CO USD 0.25          COM  191216100        39537       760613 SH       Defined  31      760613            0            0
COCA-COLA ENTERPRISES USD 1    COM  191219104        10734       620437 SH       Defined  31      620437            0            0
COCA-COLA FEMSA SA ADR REP 10  COM  191241108         4861        86200 SH       Defined  31       86200            0            0
COCA-COLA HELLENIC BOTTLING CO COM  1912EP104         1386        51200 SH       Defined  31       51200            0            0
COEUR D ALENE MINES CORP IDA   COM  192108108            9         3058 SH       Sole      9        3058            0            0
COEUR D ALENE MINES CORP IDA   GDR  192108108          870       300000 SH       Sole      9      300000            0            0
COEUR D ALENE MINES CORP IDA   COM  192108108          754       260000 SH       Sole     56      260000            0            0
COEUR D ALENE MINES CORP IDA   COM  192108108           34        11866 SH       No disc  61       11866            0            0
COGDELL SPENCER INC REIT USD 0 COM  19238U107          920        56600 SH       Defined  31       56600            0            0
COGENT INC USD 0.001           COM  19239Y108          795        69885 SH       Defined  31       69885            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102           41         1243 SH       Defined   8        1243            0            0
COGNIZANT TECHNOLOGY SOLUTIO   COM  192446102          183         5621 SH       Sole      9        5621            0            0
COGO GROUP INC USD 0.01        COM  192448108           60         6529 SH       Defined  31        6529            0            0
COHEN & STEERS DIV MJRS FDIN   COM  19248G106          345        22600 SH       Defined  32       22600            0            0
COHEN & STEERS INC             COM  19247A100          159         6100 SH       Defined   8        6100            0            0
COHEN & STEERS REIT & UTIL I   COM  19247Y108        10492       589736 SH       Defined  32      589736            0            0
COHEN & STEERS SELECT UTIL F   COM  19248A109         8813       363400 SH       Defined  32      363400            0            0
COHERENT INC                   COM  192479103            6          200 SH       Defined   8         200            0            0
COLDWATER CREEK INC            COM  193068103           48         9000 SH       Defined   8        9000            0            0
COLDWATER CREEK INC            COM  193068103           21         4000 SH       Sole      9        4000            0            0
COLGATE PALMOLIVE CO           COM  194162103          166         2397 SH       Defined   8        2397            0            0
COLGATE PALMOLIVE CO           COM  194162103         9730       140816 SH       Sole      9      140816            0            0
COLGATE PALMOLIVE CO           OPT  194162103         6910       100000 SH  Put  Defined   9           0       100000            0
COLGATE PALMOLIVE CO           COM  194162103           25          360 SH       Sole     20           0          360            0
COLGATE PALMOLIVE CO           COM  194162103         4796        69405 SH       Sole     51       69405            0            0
COLGATE PALMOLIVE CO           COM  194162103          535         7745 SH       Sole     56        7745            0            0
COLGATE PALMOLIVE CO           COM  194162103          311         4500 SH       Defined  60        4500            0            0
COLGATE PALMOLIVE CO           COM  194162103          163         2362 SH       No disc  61        2362            0            0
COLGATE PALMOLIVE CO           COM  194162103          188         2720 SH       Sole     99        2720            0            0
COLGATE-PALM CO USD 1          COM  194162103         2875        41600 SH       Defined  31       41600            0            0
COLONIAL BANCGROUP INC         COM  195493309           79        17940 SH       Sole      9       17940            0            0
COLONIAL PPTYS TR              COM  195872106           51         2542 SH       Sole      9        2542            0            0
COLUMBIA LABORATORIES INC USD  COM  197779101           60        17917 SH       Defined  31       17917            0            0
COLUMBIA SPORTSWEAR CO         COM  198516106           12          300 SH       Defined   8         300            0            0
COLUMBIA SPORTSWEAR COMPANY US COM  198516106          475        12903 SH       Defined  31       12903            0            0
COMCAST CORP NEW               COM  20030N101        46786      2466300 SH       Sole      1     2466300            0            0
COMCAST CORP NEW               COM  20030N101          154         8083 SH       Defined   8        8083            0            0
COMCAST CORP NEW               COM  20030N101         9285       489459 SH       Sole      9      489459            0            0
COMCAST CORP NEW               COM  20030N200           70         3723 SH       Sole      9        3723            0            0
COMCAST CORP NEW               OPT  20030N101         9011       475000 SH  Call Defined   9           0       475000            0
COMCAST CORP NEW               OPT  20030N101        16381       863500 SH  Put  Defined   9           0       863500            0
COMCAST CORP NEW               COM  20030N101         1521        80143 SH       Sole     51       80143            0            0
COMCAST CORP NEW               COM  20030N200            5          270 SH       Defined  60         270            0            0
COMCAST CORP NEW               COM  20030N101           39         2021 SH       No disc  61        2021            0            0
COMCAST CORP USD 1             COM  20030N200          276        14684 SH       Defined  31       14684            0            0
COMERICA INC                   COM  200340107            8          282 SH       Defined   8         282            0            0
COMERICA INC                   COM  200340107         1998        77970 SH       Sole      9       77970            0            0
COMFORT SYS USA INC            COM  199908104          152        11300 SH       Defined   8       11300            0            0
COMFORT SYSTEMS USA USD 0.01   COM  199908104         1762       131100 SH       Defined  31      131100            0            0
COMMERCE BANCSHARES INC        COM  200525103          211         5300 SH       Defined   8        5300            0            0
COMMERCIAL METALS CO           COM  201723103           27          700 SH       Defined   8         700            0            0
COMMERCIAL METALS CO           COM  201723103           22          574 SH       Sole     56         574            0            0
COMMSCOPE INC                  COM  203372107           38          718 SH       Defined  60         718            0            0
COMMSCOPE INC USD 0.01         COM  203372107         9952       188582 SH       Defined  31      188582            0            0
COMMUNITY HEALTH SYS INC NEW   COM  203668108         3298       100000 SH       Sole      1      100000            0            0
COMMUNITY HEALTH SYS INC NEW   OPT  203668108        36635      1110800 SH  Put  Defined   9           0      1110800            0
COMMUNITY HEALTH SYSTEMS USD 0 COM  203668108         2576        78100 SH       Defined  31       78100            0            0
COMMVAULT SYSTEMS INC          COM  204166102          127         7600 SH       Defined   8        7600            0            0
COMPAGNIE GENERALE DE GEOPHYSI COM  204386106        11359       240600 SH       Defined  31      240600            0            0
COMPANHIA DE BEBIDAS DAS AMERI COM  20441W104           54          900 SH       Defined  31         900            0            0
COMPANHIA DE BEBIDAS DAS AMERI COM  20441W203        28844       455300 SH       Defined  31      455300            0            0
COMPANHIA DE SANEAMENTO BASI   ADR  20441A102           59         1158 SH       Sole      9        1158            0            0
COMPANHIA ENERGETICA DE MINA   ADR  204409601           65         2645 SH       Sole      9        2645            0            0
COMPANHIA SIDERURGICA NACION   ADR  20440W105           26          588 SH       Sole      9         588            0            0
COMPANHIA SIDERURGICA NACIONAL COM  20440W105        60092      1353100 SH       Defined  31     1353100            0            0
COMPANHIA VALE DO RIO DOCE     ADR  204412209         3590       100212 SH       Sole      9      100212            0            0
COMPANHIA VALE DO RIO DOCE     COM  204412100          849        28464 SH       Sole     51       28464            0            0
COMPANHIA VALE DO RIO DOCE     COM  204412209          903        25203 SH       Defined  60       25203            0            0
COMPANHIA VALE DO RIO DOCE ADR COM  204412100        41153      1379100 SH       Defined  31     1379100            0            0
COMPANHIA VALE DO RIO DOCE ADR COM  204412209        27295       762000 SH       Defined  31      762000            0            0
COMPANIA DE MINAS BUENAVENTU   ADR  204448104          208         3188 SH       Sole     12           0            0         3188
COMPANIA DE MINAS BUENAVENTU   ADR  204448104         1540        23565 SH       Sole     17       23565            0            0
COMPANIA DE MINAS BUENAVENTU   ADR  204448104          255         3900 SH       Sole     20           0         3900            0
COMPANIA DE MINAS BUENAVENTU   COM  204448104          992        15178 SH       Sole     51       15178            0            0
COMPANIA DE MINAS BUENAVENTU   COM  204448104           39          590 SH       Sole     57         590            0            0
COMPANIA DE TELECOMUNICACIONES COM  204449300          556        96500 SH       Defined  31       96500            0            0
COMPASS DIVERSIFIED HOLDINGS   COM  20451Q104           18         1500 SH       Defined   8        1500            0            0
COMPASS DIVERSIFIED TRUST USD  COM  20451Q104          259        22650 SH       Defined  31       22650            0            0
COMPASS MINERALS INTERNATIONAL COM  20451N101         4947        61400 SH       Defined  31       61400            0            0
COMPASS MINERALS INTL INC      COM  20451N101           89         1100 SH       Sole      9        1100            0            0
COMPLETE PRODUCTION SERVICES I COM  20453E109         9706       266500 SH       Defined  31      266500            0            0
COMPTON PETE CORP              COM  204940100            1          104 SH       No disc  61         104            0            0
COMPTON PETROLEUM CORP CAD NPV COM  204940100         1775       139600 SH       Defined  31      139600            0            0
COMPUTER PROGRAMS & SYSTEMS IN COM  205306103          124         7100 SH       Defined  31        7100            0            0
COMPUTER SCIENCES CORP         COM  205363104          149         3168 SH       Defined   8        3168            0            0
COMPUTER SCIENCES CORP         COM  205363104         2460        52526 SH       Sole      9       52526            0            0
COMPUTER SCIENCES CORP         COM  205363104            7          150 SH       Sole     20           0          150            0
COMPUTER SCIENCES CORP         COM  205363104           19          409 SH       Sole     56         409            0            0
COMPUWARE CORP                 COM  205638109            8          792 SH       Defined   8         792            0            0
COMPUWARE CORP                 COM  205638109          510        53500 SH       Sole      9       53500            0            0
COMPUWARE CORP USD 0.01        COM  205638109         3514       368305 SH       Defined  31      368305            0            0
COMSYS IT PARTNERS INC         COM  20581E104         7477       819841 SH       Sole      9      819841            0            0
COMTECH TELECOMMUNICATIONS C   COM  205826209          221         4500 SH       Defined   8        4500            0            0
COMVERGE INC                   COM  205859101          216        15447 SH       Sole      9       15447            0            0
CONAGRA FOODS INC              COM  205887102            9          437 SH       Defined   8         437            0            0
CONAGRA FOODS INC              COM  205887102         2057       106680 SH       Sole      9      106680            0            0
CONAGRA FOODS INC              COM  205887102           48         2489 SH       Sole     51        2489            0            0
CONCHO RESOURCES INC USD 0.001 COM  20605P101         5532       148300 SH       Defined  31      148300            0            0
CONCURRENT COMPUTER CORP NEW   COM  206710204            1          750 SH       Sole     99         750            0            0
CONEXANT SYSTEMS INC USD 0.01  COM  207142100          368       765544 SH       Defined  31      765544            0            0
CONNECTICUT WTR SVC INC        COM  207797101           18          800 SH       Defined   8         800            0            0
CONNS INC                      COM  208242107           12          700 SH       Defined   8         700            0            0
CONOCOPHILLIPS                 COM  20825C104          115         1220 SH       Sole      1        1220            0            0
CONOCOPHILLIPS                 COM  20825C104          136         1438 SH       Defined   8        1438            0            0
CONOCOPHILLIPS                 COM  20825C104        32590       345269 SH       Sole      9      345269            0            0
CONOCOPHILLIPS                 OPT  20825C104        88368       936200 SH  Call Defined   9           0       936200            0
CONOCOPHILLIPS                 OPT  20825C104        49244       521700 SH  Put  Defined   9           0       521700            0
CONOCOPHILLIPS                 COM  20825C104          169         1795 SH       Sole     10        1795            0            0
CONOCOPHILLIPS                 COM  20825C104           25          260 SH       Sole     20           0          260            0
CONOCOPHILLIPS                 COM  20825C104         8760        92800 SH       Sole     51       92800            0            0
CONOCOPHILLIPS                 COM  20825C104         1101        11667 SH       Sole     56       11667            0            0
CONOCOPHILLIPS                 COM  20825C104          896         9490 SH       Defined  60        9490            0            0
CONOCOPHILLIPS                 COM  20825C104         1281        13567 SH       No disc  61       13567            0            0
CONOCOPHILLIPS                 COM  20825C104          169         1795 SH       Shared/  61        1795            0            0
CONOCOPHILLIPS                 COM  20825C104           76          803 SH       Sole     99         803            0            0
CONSECO INC                    COM  208464883           28         2800 SH       No disc  61        2800            0            0
CONSOL ENERGY INC              COM  20854P109           15          125 SH       Defined   8         125            0            0
CONSOL ENERGY INC              COM  20854P109           90          797 SH       Sole      9         797            0            0
CONSOL ENERGY INC              OPT  20854P109         8428        75000 SH  Call Defined   9           0        75000            0
CONSOL ENERGY INC              OPT  20854P109         8428        75000 SH  Put  Defined   9           0        75000            0
CONSOL ENERGY INC              COM  20854P109         1640        14600 SH       Sole     51       14600            0            0
CONSOL ENERGY INC              COM  20854P109          405         3605 SH       No disc  61        3605            0            0
CONSOLIDATED COMMUNICATIONS IL COM  209034107          738        49554 SH       Defined  31       49554            0            0
CONSOLIDATED EDISON INC        COM  209115104            3           76 SH       Defined   8          76            0            0
CONSOLIDATED EDISON INC        COM  209115104         6788       173655 SH       Sole      9      173655            0            0
CONSOLIDATED EDISON INC        COM  209115104           23          590 SH       Sole     99         590            0            0
CONSOLIDATED EDISON INC USD 0. COM  209115104         1487        38020 SH       Defined  31       38020            0            0
CONSOLIDATED WATER CO-ORD SHAR COM  G23773107          156         7845 SH       Defined  31        7845            0            0
CONSTELLATION BRANDS INC       COM  21036P108            3          116 SH       Defined   8         116            0            0
CONSTELLATION BRANDS INC       COM  21036P108           14          728 SH       Sole      9         728            0            0
CONSTELLATION BRANDS INC       GDR  21036P108          224        11262 SH       Sole      9       11262            0            0
CONSTELLATION BRANDS INC       COM  21036P108            6          295 SH       Sole     17         295            0            0
CONSTELLATION BRANDS INC       COM  21036P108           12          618 SH       Sole     20           0          618            0
CONSTELLATION BRANDS INC       COM  21036P108         1222        61500 SH       Sole     51       61500            0            0
CONSTELLATION BRANDS INC USD 0 COM  21036P108         4410       222041 SH       Defined  31      222041            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100           15          174 SH       Defined   8         174            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100         2217        27006 SH       Sole      9       27006            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100         2848        34685 SH       Sole     51       34685            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100          121         1479 SH       Sole     56        1479            0            0
CONSTELLATION ENERGY GROUP I   COM  210371100           16          200 SH       Sole     99         200            0            0
CONTINENTAL AIRLS INC          COM  210795308          879        86985 SH       Sole      9       86985            0            0
CONTINENTAL AIRLS INC          OPT  210795308         3854       381200 SH  Put  Defined   9           0       381200            0
CONVERA CORP                   COM  211919105            1          500 SH       No disc  61         500            0            0
CONVERGYS CORP                 COM  212485106           13          835 SH       Defined   8         835            0            0
CONVERGYS CORP                 COM  212485106          229        15400 SH       Sole      9       15400            0            0
COOPER INDS LTD                COM  G24182100            2           39 SH       Defined   8          39            0            0
COOPER INDS LTD                COM  G24182100           33          824 SH       Sole      9         824            0            0
COOPER INDUSTRIES INC USD 0.01 COM  G24182100         2465        62400 SH       Defined  31       62400            0            0
COOPER TIRE & RUBR CO          COM  216831107           43         5500 SH       Sole     51        5500            0            0
COPART INC                     COM  217204106          544        12700 SH       Sole      9       12700            0            0
CORE MARK HOLDING CO INC       COM  218681104           16          600 SH       Defined   8         600            0            0
CORN PRODS INTL INC            COM  219023108          153         3100 SH       Defined   8        3100            0            0
CORN PRODS INTL INC            COM  219023108         2456        50000 SH       Sole      9       50000            0            0
CORN PRODS INTL INC            COM  219023108         4435        90300 SH       Sole     59       90300            0            0
CORN PRODS INTL INC            COM  219023108            2           44 SH       No disc  61          44            0            0
CORNELL COMPANIES INC          COM  219141108          109         4500 SH       Defined   8        4500            0            0
CORNELL COMPANIES INC          COM  219141108          791        32825 SH       Sole      9       32825            0            0
CORNING INC                    COM  219350105           29         1218 SH       Defined   8        1218            0            0
CORNING INC                    COM  219350105        14836       643634 SH       Sole      9      643634            0            0
CORNING INC                    OPT  219350105         9126       395900 SH  Call Defined   9           0       395900            0
CORNING INC                    OPT  219350105         9126       395900 SH  Put  Defined   9           0       395900            0
CORNING INC                    COM  219350105          890        38600 SH       Sole     51       38600            0            0
CORNING INC                    COM  219350105           36         1550 SH       Sole     56        1550            0            0
CORNING INC                    COM  219350105           98         4242 SH       No disc  61        4242            0            0
CORPORATE EXECUTIVE BOARD CO U COM  21988R102          530        12600 SH       Defined  31       12600            0            0
CORPORATE EXECUTIVE BRD CO     COM  21988R102            1           14 SH       No disc  61          14            0            0
CORPORATE OFFICE PPTYS TR      BOND 22002T108        11443       333333 PRN      Sole      9      333333            0            0
CORPORATE OFFICE PPTYS TR      COM  22002T108          109         3169 SH       Sole      9        3169            0            0
CORPORATE OFFICE PROPERTIES TR COM  22002T108         1631        47500 SH       Defined  31       47500            0            0
CORRECTIONS CORP AMER NEW      COM  22025Y407          182         6600 SH       Defined   8        6600            0            0
CORRECTIONS CORP OF AMER USD 0 COM  22025Y407        14167       515700 SH       Defined  31      515700            0            0
CORUS BANKSHARES INC           COM  220873103          114        27300 SH       Sole     51       27300            0            0
CORUS ENTERTAINMENT INC NPV    COM  220874101          316        17600 SH       Defined  31       17600            0            0
CORVEL CORPORATION USD 0.0001  COM  221006109          344        10154 SH       Defined  31       10154            0            0
COSTAR GROUP INC               COM  22160N109           25          570 SH       No disc  61         570            0            0
COSTCO WHSL CORP NEW           COM  22160K105          132         1876 SH       Defined   8        1876            0            0
COSTCO WHSL CORP NEW           COM  22160K105         5816        82927 SH       Sole      9       82927            0            0
COSTCO WHSL CORP NEW           COM  22160K105          610         8700 SH       Sole     51        8700            0            0
COSTCO WHSL CORP NEW           COM  22160K105           70          997 SH       Sole     56         997            0            0
COSTCO WHSL CORP NEW           COM  22160K105           11          150 SH       No disc  61         150            0            0
COTT CORP QUE                  COM  22163N106           14         4500 SH       Defined  60        4500            0            0
COTT CORP QUE                  COM  22163N106           53        17000 SH       No disc  61       17000            0            0
COTT CORPORATION CAD NPV       COM  22163N106         1018       325000 SH       Defined  31      325000            0            0
COUGAR BIOTECHNOLOGY, INC. NPV COM  222083107           60         2500 SH       Defined  31        2500            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104         1392       327600 SH       Sole      1      327600            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104          212        49743 SH       Defined   8       49743            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104           49        11430 SH       Sole      9       11430            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104         3943       927600 SH       Defined  32      927600            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104           11         2477 SH       Sole     56        2477            0            0
COUNTRYWIDE FINANCIAL CORP     COM  222372104         1630       383600 SH       Sole     59      383600            0            0
COURIER CORP                   COM  222660102           99         4900 SH       Defined   8        4900            0            0
COUSINS PPTYS INC              COM  222795106          139         6014 SH       Sole      9        6014            0            0
COVANCE INC                    COM  222816100           95         1100 SH       Defined   8        1100            0            0
COVANCE USD 0.01               COM  222816100            9          100 SH       Defined  31         100            0            0
COVANTA HLDG CORP              COM  22282E102          628        23544 SH       Sole      9       23544            0            0
COVANTA HOLDING CORPORATION US COM  22282E102         2771       103807 SH       Defined  31      103807            0            0
COVENTRY HEALTH CARE INC       COM  222862104            6          177 SH       Defined   8         177            0            0
COVENTRY HEALTH CARE INC       COM  222862104          345        11337 SH       Sole      9       11337            0            0
COVENTRY HEALTH CARE INC       COM  222862104        10030       329716 SH       Sole     51      329716            0            0
COVIDIEN LTD                   COM  G2552X108           27          556 SH       Defined   8         556            0            0
COVIDIEN LTD                   COM  G2552X108         1506        31453 SH       Sole      9       31453            0            0
COX RADIO INC                  COM  224051102            4          300 SH       Defined   8         300            0            0
CP HOLDRS                      COM  12616K106          732         3572 SH       No disc  61        3572            0            0
CP HOLDRS                      COM  12616K106         1318         6430 SH       Sole     99        6430            0            0
CPFL ENERGIA S A               ADR  126153105           55          807 SH       Sole      9         807            0            0
CPFL ENERGIA S A               COM  126153105           23          343 SH       No disc  61         343            0            0
CPFL ENERGIA S.A. ADR REP 3 OR COM  126153105         2366        34600 SH       Defined  31       34600            0            0
CR BARD INC USD 0.25           COM  067383109        32292       367162 SH       Defined  31      367162            0            0
CRANE CO                       COM  224399105           13          333 SH       No disc  61         333            0            0
CRANE COMPANY INC USD 1        COM  224399105          212         5500 SH       Defined  31        5500            0            0
CRAY INC                       COM  225223304            1          135 SH       No disc  61         135            0            0
CREDENCE SYS CORP              COM  225302108           19        14956 SH       Sole     51       14956            0            0
CREDENCE SYSTEMS CORPORATION U COM  225302108          536       411644 SH       Defined  31      411644            0            0
CREDICORP LIMITED USD 5        COM  G2519Y108         4008        48800 SH       Defined  31       48800            0            0
CREDICORP LTD                  COM  G2519Y108          312         3800 SH       Sole      9        3800            0            0
CREDIT ACCEP CORP MICH         COM  225310101           11          400 SH       Defined   8         400            0            0
CREDIT SUISSE GROUP ADR REP 1  COM  225401108         4323        95400 SH       Defined  31       95400            0            0
CREE INC                       COM  225447101         1419        62231 SH       Sole      9       62231            0            0
CREE INC                       COM  225447101           34         1500 SH       Sole     12           0            0         1500
CREE INC                       COM  225447101           63         2769 SH       No disc  61        2769            0            0
CREE INC USD 0.00125           COM  225447101          231        10127 SH       Defined  31       10127            0            0
CRESUD SA ADR REP 10 ORD       COM  226406106          148         9900 SH       Defined  31        9900            0            0
CRH PLC ADR REP 1 ORD          COM  12626K203         2572        90100 SH       Defined  31       90100            0            0
CROCS INC                      COM  227046109           41         5100 SH       Sole      9        5100            0            0
CROCS INC                      COM  227046109          489        61000 SH       No disc  61       61000            0            0
CROCS INC                      COM  227046109            1          150 SH       Sole     99         150            0            0
CROSS COUNTRY HEALTHCARE INC U COM  227483104          683        47387 SH       Defined  31       47387            0            0
CROSS CTRY HEALTHCARE INC      COM  227483104           21         1400 SH       Defined   8        1400            0            0
CROSS TIMBERS ROYALTY TRUST RO COM  22757R109          476         7900 SH       Defined  31        7900            0            0
CROSSHAIR EXPL & MNG CORP      COM  22763R101           13        16590 SH       No disc  61       16590            0            0
CROSSTEX ENERGY INC            COM  22765Y104           62         1775 SH       Sole      9        1775            0            0
CROSSTEX ENERGY INC USD 0.01   COM  22765Y104         1451        41846 SH       Defined  31       41846            0            0
CROWN CASTLE INTL CORP         COM  228227104        71611      1848983 SH       Sole      9     1848983            0            0
CROWN CASTLE INTL CORP         OPT  228227104         6395       165100 SH  Put  Defined   9           0       165100            0
CROWN HOLDINGS INC             COM  228368106          551        21200 SH       Sole      9       21200            0            0
CROWN HOLDINGS INC             COM  228368106          107         4114 SH       Sole     56        4114            0            0
CROWN HOLDINGS INC             COM  228368106           14          533 SH       No disc  61         533            0            0
CROWN HOLDINGS INC USD 5       COM  228368106        10350       398216 SH       Defined  31      398216            0            0
CRUCELL NV ADR REP 1 ORD       COM  228769105            7          400 SH       Defined  31         400            0            0
CRYPTOLOGIC INC NPV            COM  G3159C109          744        51800 SH       Defined  31       51800            0            0
CSG SYS INTL INC               COM  126349109          319        28965 SH       Sole      9       28965            0            0
CSG SYSTEMS INTERNATIONAL INC  COM  126349109          253        22904 SH       Defined  31       22904            0            0
CSK AUTO CORP                  COM  125965103         3523       336205 SH       Sole     59      336205            0            0
CSK AUTO INC USD 0.01          COM  125965103          782        74580 SH       Defined  31       74580            0            0
CSS INDUSTRIES INC USD 0.1     COM  125906107           32         1300 SH       Defined  31        1300            0            0
CSX CORP                       COM  126408103           27          428 SH       Defined   8         428            0            0
CSX CORP                       COM  126408103          913        14540 SH       Sole      9       14540            0            0
CSX CORP                       COM  126408103          588         9365 SH       Sole     51        9365            0            0
CSX CORP                       COM  126408103           61          972 SH       Sole     56         972            0            0
CSX CORP USD 1                 COM  126408103        23579       375400 SH       Defined  31      375400            0            0
CTC MEDIA INC USD 0.01         COM  12642X106         4382       177683 SH       Defined  31      177683            0            0
CTS CORP                       COM  126501105            7          600 SH       Defined   8         600            0            0
CUMMINS INC                    COM  231021106            4           52 SH       Defined   8          52            0            0
CUMMINS INC                    COM  231021106           46          707 SH       Sole      9         707            0            0
CUMMINS INC                    COM  231021106         3151        48094 SH       Sole     51       48094            0            0
CUMMINS INC                    COM  231021106           10          155 SH       No disc  61         155            0            0
CUMMINS INC USD 2.5            COM  231021106        46493       709600 SH       Defined  31      709600            0            0
CURIS INC                      COM  231269101            1          521 SH       No disc  61         521            0            0
CURTISS WRIGHT CORP            COM  231561101          162         3600 SH       Defined   8        3600            0            0
CUTERA INC USD 0.001           COM  232109108          474        52400 SH       Defined  31       52400            0            0
CV THERAPEUTICS INC            COM  126667104        19803      2406200 SH       Sole      1     2406200            0            0
CV THERAPEUTICS INC            COM  126667104        20213      2406200 SH       Defined  32     2406200            0            0
CV THERAPEUTICS INC            COM  126667104            1          100 SH       No disc  61         100            0            0
CVB FINANCIAL USD NPV          COM  126600105            7          638 SH       Defined  31         638            0            0
CVB FINL CORP                  COM  126600105            2          200 SH       Defined   8         200            0            0
CVS CAREMARK CORPORATION       COM  126650100           53         1316 SH       Defined   8        1316            0            0
CVS CAREMARK CORPORATION       COM  126650100          680        17192 SH       Sole      9       17192            0            0
CVS CAREMARK CORPORATION       COM  126650100           67         1696 SH       Sole     20           0         1696            0
CVS CAREMARK CORPORATION       COM  126650100        13834       349607 SH       Sole     51      349607            0            0
CVS CAREMARK CORPORATION       COM  126650100          131         3320 SH       Defined  60        3320            0            0
CVS CAREMARK CORPORATION       COM  126650100           11          267 SH       Sole     99         267            0            0
CYBERONICS INC                 COM  23251P102           35         1600 SH       Defined   8        1600            0            0
CYBERONICS INC                 COM  23251P102         1026        47272 SH       Sole      9       47272            0            0
CYBERSOURCE CORP USD 0.001     COM  23251J106         1643        98183 SH       Defined  31       98183            0            0
CYPRESS SEMICONDUCTOR CORP     COM  232806109           20          800 SH       Defined   8         800            0            0
CYPRESS SEMICONDUCTOR CORP     COM  232806109         4728       191045 SH       Sole      9      191045            0            0
CYTEC INDS INC                 COM  232820100           85         1559 SH       Sole     56        1559            0            0
CYTEC INDS INC                 COM  232820100           50          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        20679       379000 SH       Defined  31      379000            0            0
CYTOKINETICS INCORPORATED USD  COM  23282W100           16         4228 SH       Defined  31        4228            0            0
CYTORI THERAPEUTICS INC        COM  23283K105            3          420 SH       No disc  61         420            0            0
CYTORI THERAPEUTICS INC USD 0. COM  23283K105          289        44551 SH       Defined  31       44551            0            0
D R HORTON INC                 COM  23331A109            2          170 SH       Defined   8         170            0            0
D R HORTON INC                 COM  23331A109          931        85762 SH       Sole      9       85762            0            0
D R HORTON INC                 OPT  23331A109         5352       493200 SH  Put  Defined   9           0       493200            0
D R HORTON INC                 COM  23331A109        23145      2133200 SH       Sole     51     2133200            0            0
D.R. HORTON INC USD 0.01       COM  23331A109         4002       368838 SH       Defined  31      368838            0            0
DAIMLERCHRYSLER AG NPV         COM  D1668R123        25353       411100 SH       Defined  31      411100            0            0
DAKTRONICS INC                 COM  234264109            7          300 SH       Defined   8         300            0            0
DAKTRONICS INC USD NPV         COM  234264109          242        11970 SH       Defined  31       11970            0            0
DAMPSKIBSSELSKABET TORM AS ADR COM  00208W109          162         4600 SH       Defined  31        4600            0            0
DANA HOLDING CORP              COM  235825205            8         1400 SH       Defined   8        1400            0            0
DANA HOLDING CORPORATION USD 0 COM  235825205          724       135300 SH       Defined  31      135300            0            0
DANAHER CORP DEL               COM  235851102           20          249 SH       Defined   8         249            0            0
DANAHER CORP DEL               COM  235851102           97         1254 SH       Sole      9        1254            0            0
DANAHER CORP DEL               COM  235851102          603         7800 SH       Sole     51        7800            0            0
DANAOS CORPORATION USD 0.01    COM  Y1968P105         1683        76500 SH       Defined  31       76500            0            0
DANVERS BANCORP INC USD 0.01   COM  236442109           24         2100 SH       Defined  31        2100            0            0
DARDEN RESTAURANTS INC         COM  237194105           11          342 SH       Defined   8         342            0            0
DARDEN RESTAURANTS INC         COM  237194105           21          669 SH       Sole      9         669            0            0
DARDEN RESTAURANTS INC         COM  237194105         3200       100200 SH       Sole     51      100200            0            0
DARDEN RESTAURANTS INC USD NPV COM  237194105         6903       216100 SH       Defined  31      216100            0            0
DARLING INTERNATIONAL INC USD  COM  237266101         1552        93900 SH       Defined  31       93900            0            0
DARWIN PROFESSIONAL UNDERWRITE COM  237502109          130         4200 SH       Defined  31        4200            0            0
DASSAULT SYSTEMES S.A ADR REP  COM  237545108            7          100 SH       Defined  31         100            0            0
DATASCOPE CORP                 COM  238113104          132         2800 SH       Defined   8        2800            0            0
DAVITA INC                     COM  23918K108         6121       115200 SH       Sole      1      115200            0            0
DAVITA INC                     COM  23918K108           16          300 SH       Sole      9         300            0            0
DAVITA INC USD 0.001           COM  23918K108         8552       160950 SH       Defined  31      160950            0            0
DAWSON GEOPHYSICAL COMPANY USD COM  239359102          108         1800 SH       Defined  31        1800            0            0
DCP MIDSTREAM PARTNERS LP      COM  23311P100           59         2000 SH       Defined   8        2000            0            0
DCT INDUSTRIAL TRUST INC       COM  233153105           92        11157 SH       Sole      9       11157            0            0
DEAN FOODS CO NEW              COM  242370104            2           55 SH       Defined   8          55            0            0
DEAN FOODS CO NEW              COM  242370104         1410        71872 SH       Sole      9       71872            0            0
DEAN FOODS CO NEW              OPT  242370104        14537       740900 SH  Put  Defined   9           0       740900            0
DEAN FOODS COMPANY USD 0.01    COM  242370104         4060       206900 SH       Defined  31      206900            0            0
DECKER OUTDOOR CORPORATION USD COM  243537107        15691       112722 SH       Defined  31      112722            0            0
DECKERS OUTDOOR CORP           COM  243537107           21          150 SH       Sole     56         150            0            0
DECODE GENETICS INC            COM  243586104            2         2125 SH       No disc  61        2125            0            0
DECODE GENETICS INC USD 0.001  COM  243586104           30        32432 SH       Defined  31       32432            0            0
DEERE & CO                     COM  244199105           36          496 SH       Defined   8         496            0            0
DEERE & CO                     COM  244199105        10123       140337 SH       Sole      9      140337            0            0
DEERE & CO                     COM  244199105        14659       203225 SH       Sole     51      203225            0            0
DEERE & CO                     COM  244199105           45          626 SH       Sole     56         626            0            0
DEERE & CO                     COM  244199105          139         1934 SH       Defined  60        1934            0            0
DEERE & CO                     COM  244199105           17          240 SH       No disc  61         240            0            0
DEERE & CO                     COM  244199105           39          540 SH       Sole     99         540            0            0
DEL MONTE FOODS CO             COM  24522P103          216        30491 SH       Sole      9       30491            0            0
DEL MONTE FOODS CO             COM  24522P103            4          603 SH       No disc  61         603            0            0
DELEK US HOLDINGS INC USD 0.01 COM  246647101          583        63200 SH       Defined  31       63200            0            0
DELHAIZE GROUP SA ADR REP 1 OR COM  29759W101          835        12400 SH       Defined  31       12400            0            0
DELL INC                       COM  24702R101          103         4665 SH       Defined   8        4665            0            0
DELL INC                       COM  24702R101         7282       332814 SH       Sole      9      332814            0            0
DELL INC                       OPT  24702R101        14594       667000 SH  Call Defined   9           0       667000            0
DELL INC                       OPT  24702R101        31004      1417000 SH  Put  Defined   9           0      1417000            0
DELL INC                       COM  24702R101          453        20700 SH       Sole     51       20700            0            0
DELL INC                       COM  24702R101           22         1000 SH       Defined  60        1000            0            0
DELL INC                       COM  24702R101          152         6936 SH       No disc  61        6936            0            0
DELL INC                       COM  24702R101           59         2701 SH       Sole     99        2701            0            0
DELL INC. USD 0.01             COM  24702R101        46763      2137230 SH       Defined  31     2137230            0            0
DELPHI FINANCIAL USD 0.01      COM  247131105         1098        47450 SH       Defined  31       47450            0            0
DELTA AIR LINES INC DEL        COM  247361702          120        21000 SH       Sole      9       21000            0            0
DELTA AIR LINES INC DEL        COM  247361702            0           17 SH       Sole     59          17            0            0
DELTA PETE CORP                COM  247907207          103         4053 SH       Sole      9        4053            0            0
DELTEK INC USD 0.001           COM  24784L105           31         4000 SH       Defined  31        4000            0            0
DELTIC TIMBER CORP             COM  247850100           70         1300 SH       Defined   8        1300            0            0
DELTIC TIMBER CORP USD 0.01    COM  247850100          600        11200 SH       Defined  31       11200            0            0
DELUXE CORP                    COM  248019101          189        10613 SH       Sole      9       10613            0            0
DELUXE CORP                    COM  248019101           12          700 SH       Sole     56         700            0            0
DENBURY RES INC                COM  247916208           18          485 SH       Sole      9         485            0            0
DENBURY RESOURCES INC USD 0.00 COM  247916208        13513       370200 SH       Defined  31      370200            0            0
DENDREON CORP                  COM  24823Q107           10         2283 SH       No disc  61        2283            0            0
DENISON MINES CORP             COM  248356107          500        56993 SH       Sole      9       56993            0            0
DENISON MINES CORP             COM  248356107          659        75000 SH       Sole     56       75000            0            0
DENISON MINES CORP             COM  248356107            5          581 SH       No disc  61         581            0            0
DENNY`S CORPORATION USD 0.01   COM  24869P104           67        23367 SH       Defined  31       23367            0            0
DENNYS CORP                    COM  24869P104           58        20466 SH       Sole     51       20466            0            0
DENTSPLY INTERNATIONAL INC USD COM  249030107        17062       463621 SH       Defined  31      463621            0            0
DENTSPLY INTL INC NEW          COM  249030107           20          539 SH       Defined   8         539            0            0
DENTSPLY INTL INC NEW          COM  249030107           11          300 SH       Sole      9         300            0            0
DENTSPLY INTL INC NEW          COM  249030107          615        16712 SH       No disc  61       16712            0            0
DEPOMED INC                    COM  249908104          284        88500 SH       Sole     51       88500            0            0
DESARROLLADORA HOMEX S.A. DE C COM  25030W100        12859       219500 SH       Defined  31      219500            0            0
DESCARTES SYS GROUP INC        COM  249906108            0           49 SH       No disc  61          49            0            0
DEUTSCHE BANK AG EUR NPV       COM  D18190898         4814        56400 SH       Defined  31       56400            0            0
DEUTSCHE TELEKOM AG ADR REP 1  COM  251566105        10762       657392 SH       Defined  31      657392            0            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103          363        10452 SH       Defined   8       10452            0            0
DEVELOPERS DIVERSIFIED RLTY    COM  251591103         1872        53945 SH       Sole      9       53945            0            0
DEVON ENERGY CORP NEW          COM  25179M103           54          448 SH       Defined   8         448            0            0
DEVON ENERGY CORP NEW          COM  25179M103         3901        32461 SH       Sole      9       32461            0            0
DEVON ENERGY CORP NEW          OPT  25179M103        46863       390000 SH  Call Defined   9           0       390000            0
DEVON ENERGY CORP NEW          OPT  25179M103        28839       240000 SH  Put  Defined   9           0       240000            0
DEVON ENERGY CORP NEW          COM  25179M103          564         4700 SH       Sole     51        4700            0            0
DEVON ENERGY CORP NEW          COM  25179M103          279         2320 SH       Sole     56        2320            0            0
DEVON ENERGY CORP NEW          COM  25179M103          465         3870 SH       No disc  61        3870            0            0
DEVRY INC DEL                  COM  251893103           70         1300 SH       Sole      9        1300            0            0
DIAGEO P L C                   COM  25243Q205           96         1300 SH       Sole     99        1300            0            0
DIAGEO PLC ADR REP 4 ORD       COM  25243Q205        65678       889100 SH       Defined  31      889100            0            0
DIAMOND FOODS INC              COM  252603105          150         6500 SH       Defined   8        6500            0            0
DIAMOND MANAGEMENT & TECHNOLOG COM  25269L106           77        14633 SH       Defined  31       14633            0            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102          906         6510 SH       Sole      9        6510            0            0
DIAMOND OFFSHORE DRILLING IN   COM  25271C102           14          100 SH       No disc  61         100            0            0
DIAMONDROCK HOSPITALITY CO     COM  252784301           61         5575 SH       Sole      9        5575            0            0
DIAMONDROCK HOSPITALITY COMPAN COM  252784301         3168       290900 SH       Defined  31      290900            0            0
DIAMONDS TR                    UNIT 252787106         2836        25000 SH       Sole      1       25000            0            0
DIAMONDS TR                    UNIT 252787106        10354        91291 SH       Sole      9       91291            0            0
DIAMONDS TR                    COM  252787106          110          967 SH       Defined  60         967            0            0
DIAMONDS TR                    COM  252787106           45          400 SH       No disc  61         400            0            0
DIANA SHIPPING INC USD 0.01    COM  Y2066G104         2058        67000 SH       Defined  31       67000            0            0
DICE HOLDINGS INC USD 0.01     COM  253017107          782        94600 SH       Defined  31       94600            0            0
DIEBOLD INC                    COM  253651103            2           70 SH       No disc  61          70            0            0
DIEBOLD INC USD 1.25           COM  253651103         1936        54400 SH       Defined  31       54400            0            0
DIGIMARC CORP                  COM  253807101           63         4400 SH       Defined   8        4400            0            0
DIGITAL RIVER INC USD 0.01     COM  25388B104         4552       117983 SH       Defined  31      117983            0            0
DIGITAL RLTY TR INC            COM  253868103          189         4614 SH       Sole      9        4614            0            0
DILLARDS INC                   COM  254067101            1           49 SH       Defined   8          49            0            0
DILLARDS INC                   COM  254067101            1           74 SH       Sole      9          74            0            0
DILLARDS INC USD NPV           COM  254067101          382        32998 SH       Defined  31       32998            0            0
DIODES INC                     COM  254543101          329        11900 SH       Sole      9       11900            0            0
DIODES INC                     COM  254543101           93         3375 SH       Sole     12           0            0         3375
DIODES INC                     COM  254543101           93         3375 SH       No disc  61        3375            0            0
DIRECTV GROUP INC              COM  25459L106          109         4194 SH       Defined   8        4194            0            0
DIRECTV GROUP INC              COM  25459L106          540        20844 SH       Sole      9       20844            0            0
DIRECTV GROUP INC              COM  25459L106         1970        76042 SH       Sole     51       76042            0            0
DIRECTV GROUP INC              COM  25459L106          472        18233 SH       Sole     56       18233            0            0
DIRECTV GROUP INC              COM  25459L106            0           14 SH       No disc  61          14            0            0
DISCOVER FINL SVCS             COM  254709108            8          547 SH       Defined   8         547            0            0
DISCOVER FINL SVCS             COM  254709108           31         2337 SH       Sole      9        2337            0            0
DISCOVER FINL SVCS             COM  254709108            7          552 SH       Sole     56         552            0            0
DISCOVER FINL SVCS             COM  254709108          173        13083 SH       No disc  61       13083            0            0
DISCOVERY HOLDING CO           COM  25468Y107           20          888 SH       Defined   8         888            0            0
DISCOVERY HOLDING CO           COM  25468Y107          520        23673 SH       Sole      9       23673            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        15421       702197 SH       Defined  31      702197            0            0
DISCOVERY LABORATORIES INC N   COM  254668106            3         1840 SH       No disc  61        1840            0            0
DISH NETWORK CORP              COM  25470M109           24          804 SH       Defined   8         804            0            0
DISH NETWORK CORP              COM  25470M109           11          371 SH       Sole      9         371            0            0
DISH NETWORK CORP              COM  25470M109          145         4954 SH       Sole     56        4954            0            0
DISH NETWORK CORP USD 0.01     COM  25470M109        11964       408591 SH       Defined  31      408591            0            0
DISNEY WALT CO                 COM  254687106          521        16695 SH       Defined   8       16695            0            0
DISNEY WALT CO                 COM  254687106         9822       314803 SH       Sole      9      314803            0            0
DISNEY WALT CO                 OPT  254687106         4322       138500 SH  Call Defined   9           0       138500            0
DISNEY WALT CO                 OPT  254687106         9360       300000 SH  Put  Defined   9           0       300000            0
DISNEY WALT CO                 COM  254687106          374        12014 SH       Sole     51       12014            0            0
DISNEY WALT CO                 COM  254687106          175         5604 SH       Sole     56        5604            0            0
DISNEY WALT CO                 COM  254687106          144         4600 SH       Defined  60        4600            0            0
DISNEY WALT CO                 COM  254687106           42         1351 SH       No disc  61        1351            0            0
DISNEY WALT CO                 COM  254687106           52         1650 SH       Sole     99        1650            0            0
DISTRIBUCION Y SERVICIO D&S SA COM  254753106          147         7000 SH       Defined  31        7000            0            0
DOLBY LABORATORIES INC         COM  25659T107           28          704 SH       Sole      9         704            0            0
DOLBY LABORATORIES INC         COM  25659T107          187         4650 SH       No disc  61        4650            0            0
DOLLAR TREE INC                COM  256746108          392        12000 SH       Sole      9       12000            0            0
DOLLAR TREE INC                COM  256746108           96         2941 SH       Sole     56        2941            0            0
DOLLAR TREE INC USD 0.01       COM  256746108         3012        92128 SH       Defined  31       92128            0            0
DOMINION RES BLACK WARRIIR ROY COM  25746Q108          245         9800 SH       Defined  31        9800            0            0
DOMINION RES INC VA NEW        COM  25746U109           27          561 SH       Defined   8         561            0            0
DOMINION RES INC VA NEW        COM  25746U109         9056       190700 SH       Sole      9      190700            0            0
DOMINION RES INC VA NEW        COM  25746U109           99         2100 SH       Sole     51        2100            0            0
DOMINION RES INC VA NEW        COM  25746U109            4           88 SH       No disc  61          88            0            0
DOMINOS PIZZA INC              COM  25754A201           72         6200 SH       Defined   8        6200            0            0
DOMTAR CORP                    COM  257559104            3          602 SH       Sole      9         602            0            0
DOMTAR CORP                    COM  257559104            1          242 SH       No disc  61         242            0            0
DOMTAR CORPORATION CAD NPV     COM  257559104         2127       390098 SH       Defined  31      390098            0            0
DONALDSON CO INC USD 5         COM  257651109         1563        35000 SH       Defined  31       35000            0            0
DONALDSON INC                  COM  257651109          130         2900 SH       Defined   8        2900            0            0
DONALDSON INC                  COM  257651109          116         2600 SH       Sole      9        2600            0            0
DONEGAL GROUP INC              COM  257701201           16         1000 SH       Defined   8        1000            0            0
DONNELLEY (R.R) & SONS USD 1.2 COM  257867101        26245       883949 SH       Defined  31      883949            0            0
DONNELLEY R R & SONS CO        COM  257867101          765        25753 SH       Sole      9       25753            0            0
DONNELLEY R R & SONS CO        OPT  257867101         6295       212000 SH  Call Defined   9           0       212000            0
DONNELLEY R R & SONS CO        OPT  257867101        21262       716100 SH  Put  Defined   9           0       716100            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            1           72 SH       Defined  31          72            0            0
DORAL FINL CORP                COM  25811P886            7          500 SH       Defined  60         500            0            0
DORCHESTER MINERALS LP         COM  25820R105           61         1900 SH       Defined   8        1900            0            0
DOT HILL SYSTEMS CORP. USD 0.0 COM  25848T109           68        26497 SH       Defined  31       26497            0            0
DOUBLE EAGLE PETROLEUM CO USD  COM  258570209          258        14100 SH       Defined  31       14100            0            0
DOUBLE-TAKE SOFTWARE INC USD N COM  258598101          342        24886 SH       Defined  31       24886            0            0
DOUGLAS EMMETT INC             COM  25960P109          184         8377 SH       Sole      9        8377            0            0
DOUGLAS EMMETT INC REIT USD 0. COM  25960P109         9659       439600 SH       Defined  31      439600            0            0
DOVER CORP                     COM  260003108            9          173 SH       Defined   8         173            0            0
DOVER CORP                     COM  260003108         6248       129162 SH       Sole      9      129162            0            0
DOVER CORP                     COM  260003108          107         2200 SH       Sole     51        2200            0            0
DOVER CORP                     COM  260003108          158         3264 SH       Sole     56        3264            0            0
DOVER CORPORATION USD 1        COM  260003108        18471       381849 SH       Defined  31      381849            0            0
DOW CHEM CO                    COM  260543103           37         1045 SH       Defined   8        1045            0            0
DOW CHEM CO                    COM  260543103         9751       279311 SH       Sole      9      279311            0            0
DOW CHEM CO                    COM  260543103          157         4500 SH       Sole     20           0         4500            0
DOW CHEM CO                    COM  260543103         6172       176793 SH       Sole     51      176793            0            0
DOW CHEM CO                    COM  260543103           90         2586 SH       No disc  61        2586            0            0
DOW CHEM CO                    COM  260543103           81         2300 SH       Sole     99        2300            0            0
DOW CHEMICAL CO (USA) USD 2.5  COM  260543103         4152       118927 SH       Defined  31      118927            0            0
DPL INC                        COM  233293109          222         8400 SH       Defined   8        8400            0            0
DPL INC                        COM  233293109          301        11424 SH       Sole      9       11424            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          296        14123 SH       Sole      9       14123            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          526        25068 SH       No disc  10       25068            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109           45         2124 SH       Sole     10        2124            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109            1           47 SH       No disc  17          47            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109          156         7452 SH       Sole     17        7452            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109         3867       184351 SH       No disc  61      184351            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109            3          120 SH       Shared/  61         120            0            0
DR PEPPER SNAPPLE GROUP INC    COM  26138E109         8434       402019 SH       Sole     99      402019            0            0
DR REDDY`S LABORATORIES LIMITE COM  256135203         2890       185200 SH       Defined  31      185200            0            0
DRESSER-RAND GROUP INC         COM  261608103           49         1256 SH       Sole     56        1256            0            0
DRESSER-RAND GROUP INC USD 0.0 COM  261608103         6937       177410 SH       Defined  31      177410            0            0
DRS TECHNOLOGIES INC           COM  23330X100          221         2800 SH       Defined   8        2800            0            0
DRS TECHNOLOGIES INC           COM  23330X100         4519        57400 SH       Sole      9       57400            0            0
DRUGSTORE COM INC              COM  262241102            1          200 SH       Defined   8         200            0            0
DRYSHIPS INC                   COM  Y2109Q101          104         1300 SH       Sole      9        1300            0            0
DSP GROUP INC USD 0.001        COM  23332B106            1           49 SH       Defined  31          49            0            0
DST SYS INC DEL                COM  233326107          473         8600 SH       Sole      9        8600            0            0
DTE ENERGY CO                  COM  233331107            4           92 SH       Defined   8          92            0            0
DTE ENERGY CO                  COM  233331107         1095        25807 SH       Sole      9       25807            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109           32          738 SH       Defined   8         738            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109         1178        27462 SH       Sole      9       27462            0            0
DU PONT E I DE NEMOURS & CO    OPT  263534109         3217        75000 SH  Put  Defined   9           0        75000            0
DU PONT E I DE NEMOURS & CO    COM  263534109        21742       506900 SH       Sole     51      506900            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109          425         9918 SH       Sole     56        9918            0            0
DU PONT E I DE NEMOURS & CO    COM  263534109          129         2997 SH       No disc  61        2997            0            0
DUCOMMUN INC DEL               COM  264147109           17          700 SH       Defined   8         700            0            0
DUCOMMUN INC USD 0.01          COM  264147109         1266        55100 SH       Defined  31       55100            0            0
DUFF & PHELPS CORP NEW         COM  26433B107            2          100 SH       Defined   8         100            0            0
DUKE ENERGY CORP NEW           COM  26441C105           25         1406 SH       Defined   8        1406            0            0
DUKE ENERGY CORP NEW           COM  26441C105        15142       871239 SH       Sole      9      871239            0            0
DUKE ENERGY CORP NEW           OPT  26441C105         3476       200000 SH  Call Defined   9           0       200000            0
DUKE ENERGY CORP NEW           OPT  26441C105         5214       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         3646       162414 SH       Sole      9      162414            0            0
DUN & BRADSTREET CORP DEL NE   COM  26483E100           59          669 SH       Sole     56         669            0            0
DUN & BRADSTREET CORPORATION U COM  26483E100         3157        36021 SH       Defined  31       36021            0            0
DUNE ENERGY INC                BOND 265338202            2         1665 PRN      Sole      1        1665            0            0
DUPONT FABROS TECHNOLOGY INC   COM  26613Q106            4          200 SH       Defined   8         200            0            0
DUPONT FABROS TECHNOLOGY INC   COM  26613Q106          290        15569 SH       Sole      9       15569            0            0
DUSA PHARMACEUTICALS INC       COM  266898105            6         2946 SH       No disc  61        2946            0            0
DWS DREMAN VAL INCOME EDGE F   COM  23339M105          652        48740 SH       Defined  32       48740            0            0
DWS GLOBAL COMMODITIES STK F   COM  23338Y100         4294       213200 SH       Defined  32      213200            0            0
DWS RREEF REAL ESTATE FD II    COM  23338X102         6379       547073 SH       Defined  32      547073            0            0
DXP ENTERPRISES INC USD 0.01   COM  233377407           57         1348 SH       Defined  31        1348            0            0
DYAX CORPORATION USD 0.01      COM  26746E103            2          596 SH       Defined  31         596            0            0
DYNAMEX INC. USD 0.01          COM  26784F103           51         1900 SH       Defined  31        1900            0            0
DYNAVAX TECHNOLOGIES CORP USD  COM  268158102          108        73947 SH       Defined  31       73947            0            0
DYNCORP INTERNATIONAL INC USD  COM  26817C101          141         9300 SH       Defined  31        9300            0            0
DYNEGY INC DEL                 COM  26817G102            3          311 SH       Defined   8         311            0            0
DYNEGY INC DEL                 COM  26817G102          286        33485 SH       Sole      9       33485            0            0
DYNEGY INC DEL                 COM  26817G102            0           25 SH       No disc  61          25            0            0
E M C CORP MASS                COM  268648102         8786       598026 SH       Defined   8      598026            0            0
E M C CORP MASS                COM  268648102          159        10800 SH       Sole      9       10800            0            0
E M C CORP MASS                COM  268648102            9          600 SH       Sole     20           0          600            0
E M C CORP MASS                COM  268648102        16358      1113562 SH       Sole     51     1113562            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           25         1760 SH       Defined  60        1760            0            0
E M C CORP MASS                COM  268648102           71         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         1451       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           11         3433 SH       Sole      9        3433            0            0
E TRADE FINANCIAL CORP         COM  269246104           50        16000 SH       Defined  60       16000            0            0
E TRADE FINANCIAL CORP         COM  269246104            8         2442 SH       No disc  61        2442            0            0
EAGLE BULK SHIPPING INC USD 0. COM  Y2187A101           80         2700 SH       Defined  31        2700            0            0
EAGLE MATERIALS INC            COM  26969P108          109         4300 SH       Defined   8        4300            0            0
EAGLE TEST SYS INC             COM  270006109            3          200 SH       Defined   8         200            0            0
EARTHLINK INC USD 0.01         COM  270321102         1225       141517 SH       Defined  31      141517            0            0
EASTERN AMERICAN NATURAL GAS R COM  276217106           31         1000 SH       Defined  31        1000            0            0
EASTGROUP PPTY INC             COM  277276101          464        10816 SH       Sole      9       10816            0            0
EASTGROUP PROPERTIES INC REIT  COM  277276101         1163        27100 SH       Defined  31       27100            0            0
EASTMAN CHEM CO                COM  277432100            2           24 SH       Defined   8          24            0            0
EASTMAN CHEM CO                COM  277432100         1082        15716 SH       Sole      9       15716            0            0
EASTMAN CHEM CO                COM  277432100            1           15 SH       No disc  10          15            0            0
EASTMAN CHEM CO                COM  277432100          193         2806 SH       Sole     12           0            0         2806
EASTMAN CHEM CO                COM  277432100          205         2975 SH       Sole     20           0         2975            0
EASTMAN CHEM CO                COM  277432100          365         5299 SH       Sole     51        5299            0            0
EASTMAN CHEM CO                COM  277432100           35          510 SH       Sole     57         510            0            0
EASTMAN CHEM CO                COM  277432100            8          108 SH       No disc  61         108            0            0
EASTMAN CHEMICAL USD 0.01      COM  277432100          994        14422 SH       Defined  31       14422            0            0
EASTMAN KODAK CO               COM  277461109          997        69076 SH       Sole      9       69076            0            0
EASTMAN KODAK CO               OPT  277461109         1083        75000 SH  Put  Defined   9           0        75000            0
EASTMAN KODAK CO               COM  277461109            1           60 SH       No disc  10          60            0            0
EASTMAN KODAK CO               COM  277461109           30         2120 SH       No disc  61        2120            0            0
EASTMAN KODAK CO               COM  277461109            4          250 SH       Sole     99         250            0            0
EASTMAN KODAK CO USD 2.5       COM  277461109         2977       206295 SH       Defined  31      206295            0            0
EATON CORP                     COM  278058102           13          146 SH       Defined   8         146            0            0
EATON CORP                     COM  278058102          504         5935 SH       Sole      9        5935            0            0
EATON CORP                     COM  278058102           23          270 SH       Sole     20           0          270            0
EATON CORP                     COM  278058102          101         1198 SH       Sole     51        1198            0            0
EATON CORP                     COM  278058102           15          173 SH       No disc  61         173            0            0
EATON CORPORATION USD 0.5      COM  278058102        13706       161300 SH       Defined  31      161300            0            0
EATON VANCE CORP               COM  278265103           96         2400 SH       Defined   8        2400            0            0
EBAY INC                       COM  278642103          131         4791 SH       Defined   8        4791            0            0
EBAY INC                       COM  278642103         4100       150028 SH       Sole      9      150028            0            0
EBAY INC                       COM  278642103          373        13636 SH       Sole     56       13636            0            0
EBAY INC                       COM  278642103          279        10215 SH       Defined  60       10215            0            0
EBAY INC                       COM  278642103           94         3429 SH       No disc  61        3429            0            0
EBIX.COM INC USD 0.1           COM  278715206           39          500 SH       Defined  31         500            0            0
ECHELON CORP                   COM  27874N105          188        17209 SH       Sole      9       17209            0            0
ECHOSTAR CORP                  COM  278768106          487        15600 SH       Sole      9       15600            0            0
ECLIPSYS CORP                  COM  278856109            2          100 SH       Defined   8         100            0            0
ECOLAB INC                     COM  278865100           14          306 SH       Defined   8         306            0            0
ECOLAB INC                     COM  278865100           42          969 SH       Sole      9         969            0            0
ECOLAB INC                     COM  278865100         1113        25900 SH       Sole     51       25900            0            0
ECOLAB INC USD 1               COM  278865100        15533       361300 SH       Defined  31      361300            0            0
EDISON INTERNATIONAL INC USD N COM  281020107        16249       316248 SH       Defined  31      316248            0            0
EDISON INTL                    COM  281020107           17          318 SH       Defined   8         318            0            0
EDISON INTL                    COM  281020107         1419        27618 SH       Sole      9       27618            0            0
EDISON INTL                    COM  281020107          378         7335 SH       Sole     51        7335            0            0
EDISON INTL                    COM  281020107          551        10731 SH       Sole     56       10731            0            0
EDUCATION RLTY TR INC          COM  28140H104          146        12499 SH       Sole      9       12499            0            0
EHEALTH INC                    COM  28238P109           22         1231 SH       Sole      9        1231            0            0
E-HOUSE CHINA HOLDINGS LTD. AD COM  26852W103         2708       238300 SH       Defined  31      238300            0            0
EINSTEIN NOAH RESTAURANT GROUP COM  28257U104           25         2200 SH       Defined  31        2200            0            0
EL PASO CORP                   COM  28336L109            8          358 SH       Defined   8         358            0            0
EL PASO CORP                   COM  28336L109         5102       234682 SH       Sole      9      234682            0            0
EL PASO CORP                   OPT  28336L109          242        11100 SH  Put  Defined   9           0        11100            0
EL PASO CORP                   COM  28336L109        14559       669700 SH       Sole     51      669700            0            0
EL PASO CORP                   COM  28336L109          222        10200 SH       Defined  60       10200            0            0
EL PASO CORP                   COM  28336L109           50         2322 SH       No disc  61        2322            0            0
EL PASO CORPORATION USD 3      COM  28336L109        81612      3753983 SH       Defined  31     3753983            0            0
EL PASO ELECTRIC COMPANY USD 1 COM  283677854          735        37100 SH       Defined  31       37100            0            0
ELAN PLC                       ADR  284131208         6811       191600 SH       Sole      9      191600            0            0
ELAN PLC                       OPT  284131208         2133        60000 SH  Put  Defined   9           0        60000            0
ELBIT SYSTEMS LTD ILS 1        COM  M3760D101          160         2700 SH       Defined  31        2700            0            0
ELDORADO GOLD CORP NEW         COM  284902103            5          600 SH       Sole      9         600            0            0
ELDORADO GOLD CORP NEW         COM  284902103          606        70000 SH       Sole     56       70000            0            0
ELECTRO RENT CORP USD NPV      COM  285218103           51         3992 SH       Defined  31        3992            0            0
ELECTRO SCIENTIFIC INDS        COM  285229100           52         3600 SH       Defined   8        3600            0            0
ELECTRONCIS FOR IMAGING USD 0. COM  286082102          628        42954 SH       Defined  31       42954            0            0
ELECTRONIC ARTS INC            COM  285512109           67         1492 SH       Defined   8        1492            0            0
ELECTRONIC ARTS INC            COM  285512109           63         1409 SH       Sole      9        1409            0            0
ELECTRONIC ARTS INC            COM  285512109          306         6900 SH       Sole     51        6900            0            0
ELECTRONIC ARTS INC            COM  285512109          219         4935 SH       Defined  60        4935            0            0
ELECTRONIC ARTS INC            COM  285512109            1           27 SH       No disc  61          27            0            0
ELECTRONIC ARTS INC USD 0.01   COM  285512109         5862       131920 SH       Defined  31      131920            0            0
ELECTRONIC DATA SYS NEW        COM  285661104          156         6298 SH       Defined   8        6298            0            0
ELECTRONIC DATA SYS NEW        COM  285661104        21821       885589 SH       Sole      9      885589            0            0
ELECTRONIC DATA SYS NEW        COM  285661104           55         2213 SH       Sole     56        2213            0            0
ELECTRONIC DATA SYS NEW        COM  285661104           67         2684 SH       No disc  61        2684            0            0
ELITE PHARMACEUTICALS INC      COM  28659T200           35        66300 SH       No disc  61       66300            0            0
ELIZABETH ARDEN INC USD 0.01   COM  28660G106           89         5847 SH       Defined  31        5847            0            0
EMBARQ CORP                    COM  29078E105          602        12727 SH       Sole      9       12727            0            0
EMBARQ CORP                    COM  29078E105           79         1667 SH       Sole     51        1667            0            0
EMBARQ CORP                    COM  29078E105           15          308 SH       Sole     56         308            0            0
EMBARQ CORP                    COM  29078E105            2           40 SH       No disc  61          40            0            0
EMBARQ CORPORATION USD 0.01    COM  29078E105        59532      1259400 SH       Defined  31     1259400            0            0
EMBOTELLADORA ANDINA SA ADR RE COM  29081P303           88         5700 SH       Defined  31        5700            0            0
EMC CORPORATION USD 0.01       COM  268648102         4372       297600 SH       Defined  31      297600            0            0
EMC INS GROUP INC              COM  268664109           75         3100 SH       Defined   8        3100            0            0
EMCOR GROUP INC USD 0.01       COM  29084Q100         7792       273088 SH       Defined  31      273088            0            0
EMCORE CORP                    COM  290846104           19         3100 SH       No disc  61        3100            0            0
EMERSON ELEC CO                COM  291011104           42          848 SH       Defined   8         848            0            0
EMERSON ELEC CO                COM  291011104         7770       157134 SH       Sole      9      157134            0            0
EMERSON ELEC CO                COM  291011104          201         4071 SH       Sole     12           0            0         4071
EMERSON ELEC CO                COM  291011104          192         3873 SH       Sole     20           0         3873            0
EMERSON ELEC CO                COM  291011104        16326       330163 SH       Sole     51      330163            0            0
EMERSON ELEC CO                COM  291011104          569        11509 SH       Sole     56       11509            0            0
EMERSON ELEC CO                COM  291011104           32          650 SH       Sole     57         650            0            0
EMERSON ELEC CO                COM  291011104          187         3776 SH       No disc  61        3776            0            0
EMERSON ELEC CO                COM  291011104          337         6824 SH       Sole     99        6824            0            0
EMPIRE DIST ELEC CO            COM  291641108          149         8000 SH       Defined   8        8000            0            0
EMPLOYERS HOLDINGS INC         COM  292218104          195         9400 SH       Defined   8        9400            0            0
EMPRESA BRASILEIRA DE AERONAUT COM  29081M102        19791       746800 SH       Defined  31      746800            0            0
EMPRESA NACIONAL DE ELECTRICID COM  29244T101          163         3800 SH       Defined  31        3800            0            0
EMPRESAS ICA SOCIEDAD CONTROLA COM  292448206          500        20100 SH       Defined  31       20100            0            0
EMS TECHNOLOGIES INC           COM  26873N108            3          100 SH       Defined   8         100            0            0
EMS TECHNOLOGIES INC USD 0.1   COM  26873N108          293        13400 SH       Defined  31       13400            0            0
EMULEX CORP                    COM  292475209           29         2453 SH       No disc  61        2453            0            0
ENBRIDGE ENERGY MANAGEMENT L   COM  29250X103          139         2700 SH       Defined   8        2700            0            0
ENBRIDGE ENERGY PARTNERS L P   COM  29250R106            2           47 SH       No disc  61          47            0            0
ENBRIDGE INC                   COM  29250N105         2016        46697 SH       Sole      9       46697            0            0
ENBRIDGE INC                   COM  29250N105          286         6613 SH       No disc  61        6613            0            0
ENBRIDGE INC CAD NPV           COM  29250N105          532        12300 SH       Defined  31       12300            0            0
ENCANA CORP                    COM  292505104          273         3000 SH       Sole      1        3000            0            0
ENCANA CORP                    COM  292505104         1147        12615 SH       Sole      9       12615            0            0
ENCANA CORP                    OPT  292505104        10003       110000 SH  Put  Defined   9           0       110000            0
ENCANA CORP                    COM  292505104           40          440 SH       No disc  10         440            0            0
ENCANA CORP                    COM  292505104          455         5000 SH       Defined  60        5000            0            0
ENCANA CORP                    COM  292505104         1161        12776 SH       No disc  61       12776            0            0
ENCANA CORP                    COM  292505104          330         3630 SH       Sole     99        3630            0            0
ENCORE ACQUISITION CO          COM  29255W100          128         1700 SH       Defined   8        1700            0            0
ENCORE ACQUISITION CO USD 0.01 COM  29255W100        20279       269700 SH       Defined  31      269700            0            0
ENCORE CAP GROUP INC           COM  292554102           10         1100 SH       Defined   8        1100            0            0
ENCORE WIRE CORP               COM  292562105            5          200 SH       Defined   8         200            0            0
ENCORE WIRE CORP               COM  292562105          139         6529 SH       Sole     51        6529            0            0
ENCORE WIRE CORPORATION USD 0. COM  292562105          209         9848 SH       Defined  31        9848            0            0
ENDEAVOUR SILVER CORP          COM  29258Y103           11         3615 SH       No disc  61        3615            0            0
ENDO PHARMACEUT HLDGS INC USD  COM  29264F205         7447       307841 SH       Defined  31      307841            0            0
ENDO PHARMACEUTICALS HLDGS I   COM  29264F205        18285       755874 SH       Sole      9      755874            0            0
ENERGEN CORP                   COM  29265N108          149         1900 SH       Defined   8        1900            0            0
ENERGEN CORP                   COM  29265N108          183         2342 SH       Sole      9        2342            0            0
ENERGEN CORP                   COM  29265N108           72          921 SH       Sole     56         921            0            0
ENERGEN CORP                   COM  29265N108           94         1200 SH       No disc  61        1200            0            0
ENERGEN CORPORATION USD 0.01   COM  29265N108         2419        31000 SH       Defined  31       31000            0            0
ENERGY CONVERSION DEVICES IN   COM  292659109         3381        45911 SH       Sole      9       45911            0            0
ENERGY CONVERSION DEVICES IN   COM  292659109            1           15 SH       Sole     57          15            0            0
ENERGY CONVERSION DEVICES IN   COM  292659109           29          400 SH       No disc  61         400            0            0
ENERGY CONVERSION DEVICES INC  COM  292659109        40262       546740 SH       Defined  31      546740            0            0
ENERGY EAST CORP               COM  29266M109          144         5800 SH       Defined   8        5800            0            0
ENERGY EAST CORP               COM  29266M109         2072        83816 SH       Sole      9       83816            0            0
ENERGY EAST CORP               COM  29266M109           30         1200 SH       No disc  61        1200            0            0
ENERGY PARTNERS LIMITED USD 0. COM  29270U105          247        16521 SH       Defined  31       16521            0            0
ENERGY PARTNERS LTD            COM  29270U105          512        34300 SH       Sole      9       34300            0            0
ENERGY TRANSFER PRTNRS L P     COM  29273R109         1747        40200 SH       Sole      9       40200            0            0
ENERGY XXI ACQUISITION CORP (B COM  G10082108         1185       171190 SH       Defined  31      171190            0            0
ENERGYSOUTH INC USD 0.01       COM  292970100          305         6200 SH       Defined  31        6200            0            0
ENERNOC INC                    COM  292764107          201        11202 SH       Sole      9       11202            0            0
ENERPLUS RES FD                COM  29274D604            9          200 SH       Sole      9         200            0            0
ENERPLUS RESOURCES FUND NPV    COM  29274D604         6761       146200 SH       Defined  31      146200            0            0
ENERSIS S A                    ADR  29274F104         2110       135400 SH       Sole      9      135400            0            0
ENERSIS SA ADR REP 50 ORD      COM  29274F104         1476        94700 SH       Defined  31       94700            0            0
ENERSYS                        COM  29275Y102           35         1000 SH       Defined   8        1000            0            0
ENERSYS                        COM  29275Y102          363        10600 SH       Sole      9       10600            0            0
ENERSYS INC USD 0.01           COM  29275Y102         2109        61600 SH       Defined  31       61600            0            0
ENI SPA ADR REP 2 ORD          COM  26874R108        50692       682900 SH       Defined  31      682900            0            0
ENPRO INDS INC                 COM  29355X107          198         5300 SH       Defined   8        5300            0            0
ENPRO INDS INC                 COM  29355X107          549        14700 SH       Sole      9       14700            0            0
ENSCO INTL INC                 COM  26874Q100           13          160 SH       Defined   8         160            0            0
ENSCO INTL INC                 COM  26874Q100          958        11864 SH       Sole      9       11864            0            0
ENSCO INTL INC                 COM  26874Q100         1690        20929 SH       Sole     56       20929            0            0
ENSCO INTL INC                 COM  26874Q100          323         4000 SH       No disc  61        4000            0            0
ENSTAR GROUP INC USD 1         COM  G3075P101          123         1400 SH       Defined  31        1400            0            0
ENTERGY CORP NEW               COM  29364G103           16          131 SH       Defined   8         131            0            0
ENTERGY CORP NEW               COM  29364G103         6849        56849 SH       Sole      9       56849            0            0
ENTERGY CORP NEW               COM  29364G103         4069        33771 SH       Sole     51       33771            0            0
ENTERPRISE GP HLDGS L P        COM  293716106           25          800 SH       Defined   8         800            0            0
ENTERPRISE PRODS PARTNERS L    COM  293792107         1261        42700 SH       Sole      9       42700            0            0
ENTERTAINMENT PROPERTY TRUST R COM  29380T105         1423        28778 SH       Defined  31       28778            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           46        15567 SH       Defined  31       15567            0            0
ENZO BIOCHEM INC               COM  294100102           27         2400 SH       Defined   8        2400            0            0
ENZO BIOCHEM INC               COM  294100102           25         2250 SH       Sole     99        2250            0            0
EOG RES INC                    COM  26875P101           32          241 SH       Defined   8         241            0            0
EOG RES INC                    COM  26875P101          186         1420 SH       Sole      9        1420            0            0
EOG RES INC                    OPT  26875P101        26240       200000 SH  Call Defined   9           0       200000            0
EOG RES INC                    COM  26875P101          630         4800 SH       Sole     51        4800            0            0
EOG RES INC                    COM  26875P101          309         2352 SH       No disc  61        2352            0            0
EQUIFAX INC                    COM  294429105            3           84 SH       Defined   8          84            0            0
EQUIFAX INC                    COM  294429105          527        15670 SH       Sole      9       15670            0            0
EQUIFAX INC                    COM  294429105           98         2900 SH       Sole     51        2900            0            0
EQUIFAX INC USD 1.25           COM  294429105         3041        90433 SH       Defined  31       90433            0            0
EQUINIX INC                    COM  29444U502          421         4710 SH       Defined   8        4710            0            0
EQUITABLE RES INC              COM  294549100          429         6207 SH       Sole      9        6207            0            0
EQUITABLE RESOURCES INC USD NP COM  294549100        30365       439677 SH       Defined  31      439677            0            0
EQUITY LIFESTYLE PPTYS INC     COM  29472R108           70         1597 SH       Sole      9        1597            0            0
EQUITY LIFESTYLE PROPERTIES IN COM  29472R108         1580        35900 SH       Defined  31       35900            0            0
EQUITY ONE                     COM  294752100          337        16416 SH       Sole      9       16416            0            0
EQUITY RESIDENTIAL             COM  29476L107           10          255 SH       Defined   8         255            0            0
EQUITY RESIDENTIAL             COM  29476L107         1606        41956 SH       Sole      9       41956            0            0
EQUITY RESIDENTIAL             COM  29476L107          562        14700 SH       Sole     51       14700            0            0
ERESEARCHTECHNOLOGY INC        COM  29481V108           17         1000 SH       Sole     56        1000            0            0
ERICSSON L M TEL CO            ADR  294821608            4          400 SH       Sole     57         400            0            0
ERICSSON LM TELEFON AB ADR REP COM  294821608        17104      1644523 SH       Defined  31     1644523            0            0
ERIE INDEMNITY CO USD NPV      COM  29530P102         1588        34400 SH       Defined  31       34400            0            0
ERIE INDTY CO                  COM  29530P102          222         4800 SH       Defined   8        4800            0            0
ESCALON MED CORP               COM  296074305           17         5708 SH       No disc  61        5708            0            0
ESCO TECHNOLOGIES INC USD 0.01 COM  296315104          188         3990 SH       Defined  31        3990            0            0
ESMARK INC                     COM  296475106          109         5700 SH       Defined   8        5700            0            0
ESMARK INC                     COM  296475106         1434        75000 SH       Sole      9       75000            0            0
ESSA BANCORP INC               COM  29667D104           39         3100 SH       Defined   8        3100            0            0
ESSEX PPTY TR INC              COM  297178105          373         3500 SH       Defined   8        3500            0            0
ESSEX PPTY TR INC              COM  297178105          220         2063 SH       Sole      9        2063            0            0
ESTERLINE TECHNOLOGIES CORP    COM  297425100          941        19100 SH       Sole      1       19100            0            0
ESTERLINE TECHNOLOGIES CORP    COM  297425100          429         8700 SH       Sole      9        8700            0            0
ESTERLINE TECHNOLOGIES CORPORA COM  297425100           35          700 SH       Defined  31         700            0            0
EURONET WORLDWIDE INC USD 0.02 COM  298736109         2425       143444 SH       Defined  31      143444            0            0
EVERCORE PARTNERS INC          COM  29977A105           86         9100 SH       Sole     51        9100            0            0
EVERCORE PARTNERS INC USD 0.01 COM  29977A105            2          200 SH       Defined  31         200            0            0
EVEREST RE GROUP LTD USD 0.01  COM  G3223R108        26592       333600 SH       Defined  31      333600            0            0
EVERGREEN ENERGY INC           COM  30024B104          298       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         6583       679325 SH       Sole      9      679325            0            0
EVERGREEN SOLAR INC            COM  30033R108          145        15000 SH       Sole     57       15000            0            0
EXACTECH INC USD 0.01          COM  30064E109          286        11101 SH       Defined  31       11101            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 TECHNOLOGY INC USD 0.001 COM  30067T103          148         6600 SH       Defined  31        6600            0            0
EXCO RESOURCES INC             COM  269279402          100         2697 SH       Sole      1        2697            0            0
EXCO RESOURCES INC             COM  269279402          222         6000 SH       Defined   8        6000            0            0
EXCO RESOURCES INC USD 0.001   COM  269279402        11465       310600 SH       Defined  31      310600            0            0
EXELIXIS INC                   COM  30161Q104           12         2400 SH       Defined   8        2400            0            0
EXELON CORP                    COM  30161N101           65          719 SH       Defined   8         719            0            0
EXELON CORP                    COM  30161N101        17069       189742 SH       Sole      9      189742            0            0
EXELON CORP                    OPT  30161N101         2249        25000 SH  Call Defined   9           0        25000            0
EXELON CORP                    OPT  30161N101         4498        50000 SH  Put  Defined   9           0        50000            0
EXELON CORP                    COM  30161N101          355         3947 SH       Sole     51        3947            0            0
EXETER RES CORP                COM  301835104            8         1840 SH       No disc  61        1840            0            0
EXIDE TECHNOLOGIES             COM  302051206          255        15200 SH       Sole      9       15200            0            0
EXIDE TECHNOLOGIES             COM  302051206          211        12600 SH       Sole     51       12600            0            0
EXIDE TECHNOLOGIES USD 0.01    COM  302051206          297        17688 SH       Defined  31       17688            0            0
EXPEDIA INC DEL                COM  30212P105           20         1042 SH       Defined   8        1042            0            0
EXPEDIA INC DEL                COM  30212P105           20         1100 SH       Sole      9        1100            0            0
EXPEDIA INC DEL                COM  30212P105          443        24100 SH       Sole     51       24100            0            0
EXPEDIA INC DEL                COM  30212P105            3          138 SH       No disc  61         138            0            0
EXPEDIA INC USD 0.001          COM  30212P105         5420       294884 SH       Defined  31      294884            0            0
EXPEDITORS INTERN OF WASHINGTO COM  302130109         7382       171672 SH       Defined  31      171672            0            0
EXPEDITORS INTL WASH INC       COM  302130109          155         3584 SH       Defined   8        3584            0            0
EXPEDITORS INTL WASH INC       COM  302130109           45         1036 SH       Sole      9        1036            0            0
EXPEDITORS INTL WASH INC       COM  302130109          663        15400 SH       Sole     51       15400            0            0
EXPONENT, INC. USD 0.001       COM  30214U102         1527        48602 SH       Defined  31       48602            0            0
EXPRESS SCRIPTS INC            COM  302182100           69         1085 SH       Defined   8        1085            0            0
EXPRESS SCRIPTS INC            COM  302182100         1040        16581 SH       Sole      9       16581            0            0
EXPRESS SCRIPTS INC            COM  302182100         1260        20100 SH       Sole     51       20100            0            0
EXPRESS SCRIPTS INC            COM  302182100            9          144 SH       Sole     56         144            0            0
EXPRESS SCRIPTS INC USD 0.01   COM  302182100        21764       346987 SH       Defined  31      346987            0            0
EXPRESSJET HOLDINGS INC        COM  30218U108          185       336933 SH       Sole      9      336933            0            0
EXTERRAN HLDGS INC             COM  30225X103          122         1700 SH       Defined   8        1700            0            0
EXTERRAN HOLDINGS INC NPV      COM  30225X103         1473        20594 SH       Defined  31       20594            0            0
EXTRA SPACE STORAGE INC        COM  30225T102         2520       164000 SH       Defined   8      164000            0            0
EXTRA SPACE STORAGE INC        COM  30225T102          528        34372 SH       Sole      9       34372            0            0
EXTREME NETWORKS INC           COM  30226D106           29         9900 SH       Defined   8        9900            0            0
EXTREME NETWORKS INC           COM  30226D106            1          192 SH       No disc  61         192            0            0
EXXON MOBIL CORP               COM  30231G102          434         4924 SH       Defined   8        4924            0            0
EXXON MOBIL CORP               COM  30231G102        77515       879558 SH       Sole      9      879558            0            0
EXXON MOBIL CORP               OPT  30231G102        76577       868900 SH  Call Defined   9           0       868900            0
EXXON MOBIL CORP               OPT  30231G102        67420       765000 SH  Put  Defined   9           0       765000            0
EXXON MOBIL CORP               COM  30231G102          115         1300 SH       No disc  10        1300            0            0
EXXON MOBIL CORP               COM  30231G102          220         2500 SH       Sole     12           0            0         2500
EXXON MOBIL CORP               COM  30231G102         2714        30795 SH       Sole     17       30795            0            0
EXXON MOBIL CORP               COM  30231G102          420         4770 SH       Sole     20           0         4770            0
EXXON MOBIL CORP               COM  30231G102           42          474 SH       No disc  50         474            0            0
EXXON MOBIL CORP               COM  30231G102        59022       669721 SH       Sole     51      669721            0            0
EXXON MOBIL CORP               COM  30231G102         3163        35889 SH       Sole     56       35889            0            0
EXXON MOBIL CORP               COM  30231G102           53          600 SH       Sole     57         600            0            0
EXXON MOBIL CORP               COM  30231G102         1170        13274 SH       Defined  60       13274            0            0
EXXON MOBIL CORP               COM  30231G102         6383        72421 SH       No disc  61       72421            0            0
EXXON MOBIL CORP               COM  30231G102           44          500 SH       Shared/  61         500            0            0
EXXON MOBIL CORP               COM  30231G102         2059        23355 SH       Sole     99       23355            0            0
EZCORP INC. USD 0.01           COM  302301106          849        66560 SH       Defined  31       66560            0            0
F M C CORP                     COM  302491303          705         9100 SH       Sole      9        9100            0            0
FACTSET RESH SYS INC           COM  303075105           91         1600 SH       Defined   8        1600            0            0
FAIR ISAAC CORP                COM  303250104           66         3200 SH       Sole      9        3200            0            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103          189        16100 SH       Defined   8       16100            0            0
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103           18         1500 SH       Sole     12           0            0         1500
FAIRCHILD SEMICONDUCTOR INTL   COM  303726103            1           68 SH       No disc  61          68            0            0
FAIRCHILD SEMICONDUCTOR USD 0. COM  303726103          832        70896 SH       Defined  31       70896            0            0
FAIRFAX FINANCIAL HOLDINGS LTD COM  303901102        13711        54000 SH       Defined  31       54000            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104          312        43234 SH       Sole      9       43234            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104            0            5 SH       Sole     56           5            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104            0           50 SH       No disc  61          50            0            0
FAIRPOINT COMMUNICATIONS INC   COM  305560104            1          116 SH       Sole     99         116            0            0
FAMILY DLR STORES INC          COM  307000109           66         3289 SH       Defined   8        3289            0            0
FAMILY DLR STORES INC          COM  307000109          581        29155 SH       Sole      9       29155            0            0
FAMILY DLR STORES INC          COM  307000109           56         2829 SH       Sole     56        2829            0            0
FAMILY DOLLAR STORES INC USD 0 COM  307000109          471        23600 SH       Defined  31       23600            0            0
FANNIE MAE USD NPV             COM  313586109        12698       650800 SH       Defined  31      650800            0            0
FARMER BROS CO USD 1           COM  307675108           64         2991 SH       Defined  31        2991            0            0
FARO TECHNOLOGIES INC          COM  311642102            1           50 SH       No disc  61          50            0            0
FASTENAL CO                    COM  311900104           23          530 SH       Defined   8         530            0            0
FASTENAL CO                    COM  311900104           13          300 SH       Sole      9         300            0            0
FASTENAL COMPANY USD 0.01      COM  311900104        11154       258418 SH       Defined  31      258418            0            0
FBL FINANCIAL GROUP INC USD NP COM  30239F106         1026        51600 SH       Defined  31       51600            0            0
FBL FINL GROUP INC             COM  30239F106           20         1000 SH       Defined   8        1000            0            0
FBR CAPITAL MARKETS CORP REIT  COM  30247C301          150        29707 SH       Defined  31       29707            0            0
FEDERAL HOME LN MTG CORP       COM  313400301           11          666 SH       Defined   8         666            0            0
FEDERAL HOME LN MTG CORP       COM  313400301           45         2735 SH       Sole      9        2735            0            0
FEDERAL HOME LN MTG CORP       COM  313400301          273        16600 SH       Sole     51       16600            0            0
FEDERAL HOME LN MTG CORP       COM  313400301           45         2756 SH       Sole     56        2756            0            0
FEDERAL HOME LN MTG CORP       COM  313400301           32         1926 SH       No disc  61        1926            0            0
FEDERAL MOGUL CORP             WARR 313549404          207        12839 SH       Sole      1       12839            0            0
FEDERAL NATL MTG ASSN          COM  313586109       117309      6012758 SH       Sole      1     6012758            0            0
FEDERAL NATL MTG ASSN          OPT  313586109           30         1500 SH  Put  Defined   1           0         1500            0
FEDERAL NATL MTG ASSN          COM  313586109           21         1048 SH       Defined   8        1048            0            0
FEDERAL NATL MTG ASSN          COM  313586109         1310        67165 SH       Sole      9       67165            0            0
FEDERAL NATL MTG ASSN          COM  313586109       148302      7512758 SH       Defined  32     7512758            0            0
FEDERAL NATL MTG ASSN          COM  313586109          431        22100 SH       Sole     51       22100            0            0
FEDERAL NATL MTG ASSN          COM  313586109           85         4358 SH       Sole     56        4358            0            0
FEDERAL REALTY INVT TR         COM  313747206          310         4495 SH       Sole      9        4495            0            0
FEDERATED INVESTORS INC NPV    COM  314211103          630        18281 SH       Defined  31       18281            0            0
FEDERATED INVS INC PA          COM  314211103            3           84 SH       Defined   8          84            0            0
FEDERATED INVS INC PA          COM  314211103            9          249 SH       Sole      9         249            0            0
FEDERATED INVS INC PA          COM  314211103          753        21900 SH       Sole     51       21900            0            0
FEDEX CORP                     COM  31428X106           23          291 SH       Defined   8         291            0            0
FEDEX CORP                     COM  31428X106         1196        15181 SH       Sole      9       15181            0            0
FEDEX CORP                     COM  31428X106            7           83 SH       Sole     17          83            0            0
FEDEX CORP                     COM  31428X106           18          225 SH       Sole     20           0          225            0
FEDEX CORP                     COM  31428X106           64          818 SH       Sole     56         818            0            0
FEDEX CORP                     COM  31428X106           13          170 SH       Sole     99         170            0            0
FEDEX CORP USD 0.1             COM  31428X106        19107       242500 SH       Defined  31      242500            0            0
FEI CO                         COM  30241L109          146         6400 SH       Defined   8        6400            0            0
FEI CO                         COM  30241L109            7          302 SH       No disc  61         302            0            0
FELCOR LODGING TR INC          COM  31430F101           36         3396 SH       Sole      9        3396            0            0
FELCOR LODGING TRUST INC. REIT COM  31430F101         7476       712000 SH       Defined  31      712000            0            0
FEMALE HEALTH CO               COM  314462102           25         9350 SH       No disc  61        9350            0            0
FERRELLGAS PARTNERS L.P.       COM  315293100          140         7100 SH       Defined   8        7100            0            0
FERRO CORP                     COM  315405100           87         4600 SH       Defined   8        4600            0            0
FERRO CORP USD 1               COM  315405100         2332       124300 SH       Defined  31      124300            0            0
FGXI INTERNATIONAL HOLDINGS LI COM  G3396L102           21         2600 SH       Defined  31        2600            0            0
FIBERTOWER CORP USD 0.001      COM  31567R100          101        72074 SH       Defined  31       72074            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105            5          369 SH       Sole      9         369            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105           63         5000 SH       Sole     59        5000            0            0
FIDELITY NATIONAL FINANCIAL    COM  31620R105            3          233 SH       No disc  61         233            0            0
FIDELITY NATIONAL FINANCIAL IN COM  31620R105          302        23900 SH       Defined  31       23900            0            0
FIDELITY NATIONAL INFORMATION  COM  31620M106        11976       324452 SH       Defined  31      324452            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106            1           24 SH       Defined   8          24            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106           31          842 SH       Sole      9         842            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106           22          580 SH       Sole     51         580            0            0
FIDELITY NATL INFORMATION SV   COM  31620M106            4          102 SH       No disc  61         102            0            0
FIFTH THIRD BANCORP            COM  316773100            5          422 SH       Defined   8         422            0            0
FIFTH THIRD BANCORP            COM  316773100          770        75639 SH       Sole      9       75639            0            0
FIFTH THIRD BANCORP            COM  316773100            3          260 SH       No disc  61         260            0            0
FIFTH THIRD BANCORP USD NPV    COM  316773100          507        49767 SH       Defined  31       49767            0            0
FINANCIAL FED CORP             COM  317492106          110         5000 SH       Defined   8        5000            0            0
FINISAR                        COM  31787A101          762       640673 SH       Sole     59      640673            0            0
FINISH LINE INC                COM  317923100          221        25400 SH       Defined   8       25400            0            0
FINISH LINE INC                COM  317923100          246        28300 SH       Sole     51       28300            0            0
FINISH LINE INC USD 0.01       COM  317923100          628        72086 SH       Defined  31       72086            0            0
FIRST ADVANTAGE CORPORATION US COM  31845F100           80         5043 SH       Defined  31        5043            0            0
FIRST AMERN CORP CALIF         COM  318522307            3          100 SH       Sole      9         100            0            0
FIRST BANCORP P R              COM  318672102           81        12759 SH       Sole      9       12759            0            0
FIRST BUSEY CORPORATION USD 0. COM  319383105            3          200 SH       Defined  31         200            0            0
FIRST CTZNS BANCSHARES INC N   COM  31946M103           28          200 SH       Defined   8         200            0            0
FIRST FINANCIAL HOLDINGS INC U COM  320239106            1            2 SH       Defined  31           2            0            0
FIRST FINL BANKSHARES          COM  32020R109          220         4800 SH       Defined   8        4800            0            0
FIRST HORIZON NATL CORP        COM  320517105            1            7 SH       Defined   8           7            0            0
FIRST HORIZON NATL CORP        COM  320517105          163        22001 SH       Sole      9       22001            0            0
FIRST HORIZON NATL CORP        COM  320517105           30         4000 SH       Sole     59        4000            0            0
FIRST HORIZON NATL CORP        COM  320517105           12         1600 SH       No disc  61        1600            0            0
FIRST INDUSTRIAL REALTY TRUS   COM  32054K103          398        14506 SH       Sole      9       14506            0            0
FIRST ISRAEL FD INC            FUND 32063L100           12          660 SH       Sole     99         660            0            0
FIRST MERCHANTS CORP USD NPV   COM  320817109            2           80 SH       Defined  31          80            0            0
FIRST MIDWEST BANCORP DEL      COM  320867104          274        14707 SH       Sole      9       14707            0            0
FIRST MIDWEST BANCORP USD 0.01 COM  320867104            2           91 SH       Defined  31          91            0            0
FIRST NIAGARA FINL GP INC      COM  33582V108          203        15805 SH       Sole      9       15805            0            0
FIRST POTOMAC RLTY TR          COM  33610F109          165        10821 SH       Defined   8       10821            0            0
FIRST POTOMAC RLTY TR          COM  33610F109          161        10570 SH       Sole      9       10570            0            0
FIRST SOLAR INC                COM  336433107         3340        12242 SH       Sole      9       12242            0            0
FIRST SOLAR INC                COM  336433107           95          350 SH       No disc  61         350            0            0
FIRST TR/FOUR CRNRS SR FLOAT   COM  33733U108            9          655 SH       No disc  61         655            0            0
FIRSTENERGY CORP               COM  337932107           25          298 SH       Defined   8         298            0            0
FIRSTENERGY CORP               COM  337932107         4183        50807 SH       Sole      9       50807            0            0
FIRSTENERGY CORP               COM  337932107         2042        24809 SH       Sole     51       24809            0            0
FIRSTENERGY CORP               COM  337932107          637         7739 SH       Sole     56        7739            0            0
FIRSTFED FINL CORP             COM  337907109           63         7774 SH       Sole     51        7774            0            0
FIRSTMERIT CORP                COM  337915102          314        19262 SH       Sole      9       19262            0            0
FIRSTSERVICE CORP CAD NPV      COM  33761N109          126         8800 SH       Defined  31        8800            0            0
FISERV INC                     COM  337738108           49         1067 SH       Defined   8        1067            0            0
FISERV INC                     COM  337738108           31          693 SH       Sole      9         693            0            0
FISERV INC                     COM  337738108           87         1900 SH       Sole     51        1900            0            0
FISERV INC USD 0.01            COM  337738108        20490       451620 SH       Defined  31      451620            0            0
FISHER COMMUNICATIONS INC      COM  337756209           76         2200 SH       Defined   8        2200            0            0
FISHER COMMUNICATIONS INC USD  COM  337756209          135         3918 SH       Defined  31        3918            0            0
FLAGSTAR BANCORP USD 0.01      COM  337930101           28         9267 SH       Defined  31        9267            0            0
FLAGSTONE REINSURANCE HOLDINGS COM  G3529T105          337        28500 SH       Defined  31       28500            0            0
FLEXTRONICS INTL LTD           COM  Y2573F102           32         3356 SH       Defined   8        3356            0            0
FLEXTRONICS INTL LTD           COM  Y2573F102          284        30172 SH       Sole      9       30172            0            0
FLEXTRONICS INTL LTD USD NPV   COM  Y2573F102         8915       948375 SH       Defined  31      948375            0            0
FLIR SYS INC                   COM  302445101          147         3600 SH       Defined   8        3600            0            0
FLIR SYS INC                   COM  302445101          110         2700 SH       Sole      9        2700            0            0
FLIR SYSTEMS INC USD 0.01      COM  302445101         4830       119046 SH       Defined  31      119046            0            0
FLOWERS FOODS INC              COM  343498101          119         4200 SH       Sole      9        4200            0            0
FLOWERS FOODS INC              COM  343498101          195         6887 SH       Sole     12           0            0         6887
FLOWERS FOODS INC              COM  343498101         1160        40921 SH       Sole     17       40921            0            0
FLOWERS FOODS INC              COM  343498101          255         8988 SH       Sole     20           0         8988            0
FLOWERS FOODS INC              COM  343498101           48         1702 SH       No disc  61        1702            0            0
FLOWERS FOODS INC USD 0.01     COM  343498101         4042       142600 SH       Defined  31      142600            0            0
FLOWSERVE CORP                 COM  34354P105           96          700 SH       Sole      9         700            0            0
FLOWSERVE CORPORATION USD 1.25 COM  34354P105        44824       327900 SH       Defined  31      327900            0            0
FLUOR CORP NEW                 COM  343412102           17           87 SH       Defined   8          87            0            0
FLUOR CORP NEW                 COM  343412102          751         4035 SH       Sole      9        4035            0            0
FLUOR CORP NEW                 COM  343412102          197         1059 SH       Sole     12           0            0         1059
FLUOR CORP NEW                 COM  343412102         1498         8049 SH       Sole     17        8049            0            0
FLUOR CORP NEW                 COM  343412102          260         1399 SH       Sole     20           0         1399            0
FLUOR CORP NEW                 COM  343412102         2251        12100 SH       Sole     51       12100            0            0
FLUOR CORP NEW                 COM  343412102          387         2080 SH       Sole     56        2080            0            0
FLUOR CORP NEW                 COM  343412102          463         2488 SH       Defined  60        2488            0            0
FLUOR CORP NEW                 COM  343412102          282         1515 SH       No disc  61        1515            0            0
FLUOR CORP USD 0.01            COM  343412102       102270       549600 SH       Defined  31      549600            0            0
FMC TECHNOLOGIES INC           COM  30249U101          277         3600 SH       Sole      1        3600            0            0
FMC TECHNOLOGIES INC           COM  30249U101           15          200 SH       Sole      9         200            0            0
FMC TECHNOLOGIES INC           COM  30249U101           11          149 SH       Sole     56         149            0            0
FMC TECHNOLOGIES INC USD 0.01  COM  30249U101          439         5700 SH       Defined  31        5700            0            0
FNB CORP PA                    COM  302520101          253        21510 SH       Sole      9       21510            0            0
FOMENTO ECONOMIC MEXICANO SA D COM  344419106        32822       721200 SH       Defined  31      721200            0            0
FOMENTO ECONOMICO MEXICANO S   ADR  344419106          216         4746 SH       Sole     12           0            0         4746
FOMENTO ECONOMICO MEXICANO S   ADR  344419106         1621        35622 SH       Sole     17       35622            0            0
FOMENTO ECONOMICO MEXICANO S   COM  344419106          264         5800 SH       Sole     20           0         5800            0
FOMENTO ECONOMICO MEXICANO S   ADR  344419106           39          850 SH       Sole     57         850            0            0
FOOT LOCKER INC                COM  344849104          201        16100 SH       Defined   8       16100            0            0
FOOT LOCKER INC                COM  344849104            2          150 SH       No disc  61         150            0            0
FOOT LOCKER INC USD 0.01       COM  344849104         4949       397501 SH       Defined  31      397501            0            0
FORBES MEDI-TECH INC NEW       COM  345155105            0          136 SH       No disc  61         136            0            0
FORCE PROTECTION INC           COM  345203202            1          300 SH       Defined   8         300            0            0
FORD MTR CO DEL                COM  345370860         1684       350000 SH       Sole      1      350000            0            0
FORD MTR CO DEL                COM  345370860           10         1946 SH       Defined   8        1946            0            0
FORD MTR CO DEL                COM  345370860         2142       445264 SH       Sole      9      445264            0            0
FORD MTR CO DEL                OPT  345370860         6875      1429300 SH  Put  Defined   9           0      1429300            0
FORD MTR CO DEL                COM  345370860           94        19300 SH       Sole     51       19300            0            0
FORD MTR CO DEL                COM  345370860           26         5318 SH       Sole     57        5318            0            0
FORD MTR CO DEL                COM  345370860           79        16252 SH       No disc  61       16252            0            0
FORDING CDN COAL TR            COM  345425102          641         6700 SH       Sole      9        6700            0            0
FORDING CDN COAL TR            COM  345425102         3069        32100 SH       Sole     51       32100            0            0
FOREST CITY ENTERPRISES INC    COM  345550107         1289        40000 SH       Defined   8       40000            0            0
FOREST CITY ENTERPRISES INC    COM  345550107          228         7065 SH       Sole      9        7065            0            0
FOREST CITY ENTERPRISES INC US COM  345550305          168         5200 SH       Defined  31        5200            0            0
FOREST LABORATORIES INC USD 0. COM  345838106        27681       796800 SH       Defined  31      796800            0            0
FOREST LABS INC                COM  345838106            7          194 SH       Defined   8         194            0            0
FOREST LABS INC                COM  345838106          423        12187 SH       Sole      9       12187            0            0
FOREST LABS INC                COM  345838106          376        10825 SH       Sole     56       10825            0            0
FOREST OIL CORP                OPT  346091705         3554        47700 SH  Put  Defined   9           0        47700            0
FOREST OIL CORPORATION USD 0.1 COM  346091705        13103       175879 SH       Defined  31      175879            0            0
FORESTAR REAL ESTATE GROUP I   COM  346233109           90         4700 SH       Sole      1        4700            0            0
FORESTAR REAL ESTATE GROUP I   COM  346233109          692        36301 SH       Sole      9       36301            0            0
FORESTAR REAL ESTATE GROUP LLC COM  346233109           54         2800 SH       Defined  31        2800            0            0
FORGENT NETWORKS INC           COM  34629U103            0         1000 SH       No disc  61        1000            0            0
FORMFACTOR INC USD 0.001       COM  346375108         1193        64721 SH       Defined  31       64721            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          711        11396 SH       Sole      9       11396            0            0
FORTUNE BRANDS INC             COM  349631101          137         2200 SH       Sole     51        2200            0            0
FORTUNE BRANDS INC             COM  349631101          218         3500 SH       Sole     57        3500            0            0
FORTUNE BRANDS INC USD 3.125   COM  349631101        37120       594767 SH       Defined  31      594767            0            0
FORTUNET INC                   COM  34969Q100            2          300 SH       No disc  61         300            0            0
FORWARD AIR CORPORATION USD 0. COM  349853101          567        16385 SH       Defined  31       16385            0            0
FOSSIL INC USD 0.01            COM  349882100          314        10768 SH       Defined  31       10768            0            0
FOSTER WHEELER LIMITED USD 0.0 COM  G36535139        19360       264653 SH       Defined  31      264653            0            0
FOSTER WHEELER LTD             COM  G36535139           41          559 SH       Defined   8         559            0            0
FOSTER WHEELER LTD             COM  G36535139           15          200 SH       Sole      9         200            0            0
FOUNDATION COAL HLDGS INC      COM  35039W100            7           78 SH       No disc  61          78            0            0
FOUNDATION COAL HOLDINGS INC U COM  35039W100        19019       214705 SH       Defined  31      214705            0            0
FOUNDRY NETWORKS INC USD 0.000 COM  35063R100         2962       250551 SH       Defined  31      250551            0            0
FPL GROUP INC                  COM  302571104         1298        19800 SH       Sole      1       19800            0            0
FPL GROUP INC                  COM  302571104           27          401 SH       Defined   8         401            0            0
FPL GROUP INC                  COM  302571104         6226        94935 SH       Sole      9       94935            0            0
FPL GROUP INC                  COM  302571104         5019        76551 SH       Sole     51       76551            0            0
FPL GROUP INC                  COM  302571104            3           50 SH       No disc  61          50            0            0
FRANCE TELECOM ADR REP 1 ORD   COM  35177Q105         1288        43445 SH       Defined  31       43445            0            0
FRANKLIN ELECTRIC CO INC USD 0 COM  353514102         1002        25830 SH       Defined  31       25830            0            0
FRANKLIN RES INC               COM  354613101          161         1754 SH       Defined   8        1754            0            0
FRANKLIN RES INC               COM  354613101          913         9966 SH       Sole      9        9966            0            0
FREEPORT MCMORAN C&G USD 0.1   COM  35671D857        18681       159400 SH       Defined  31      159400            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857           43          361 SH       Defined   8         361            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857         5402        46097 SH       Sole      9       46097            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857          839         7164 SH       Sole     51        7164            0            0
FREEPORT-MCMORAN COPPER & GO   COM  35671D857            9           83 SH       No disc  61          83            0            0
FRIEDMAN BILLING RAMSEY GROUP  COM  358434108          359       238900 SH       Defined  31      238900            0            0
FRONTEER DEV GROUP INC         COM  35903Q106           25         4975 SH       No disc  61        4975            0            0
FRONTIER FINL CORP WASH        COM  35907K105          127        14939 SH       Sole      9       14939            0            0
FRONTIER OIL CORP              COM  35914P105        10089       421972 SH       Sole      9      421972            0            0
FRONTLINE LTD NOK 2.5          COM  G3682E127        34074       488300 SH       Defined  31      488300            0            0
FTD GROUP INC                  COM  30267U108          171        12800 SH       Defined   8       12800            0            0
FTD GROUP INC                  COM  30267U108         1422       106700 SH       Sole     59      106700            0            0
FTI CONSULTING INC             COM  302941109          116         1700 SH       Sole      9        1700            0            0
FTI CONSULTING INC USD 0.01    COM  302941109        19115       279200 SH       Defined  31      279200            0            0
FUEL SYS SOLUTIONS INC         COM  35952W103            3           86 SH       No disc  61          86            0            0
FUEL SYSTEMS SOLUTIONS INC USD COM  35952W103          815        21158 SH       Defined  31       21158            0            0
FUEL TECH INC                  COM  359523107          833        47285 SH       Sole      9       47285            0            0
FUEL TECH INC                  COM  359523107            1           50 SH       No disc  61          50            0            0
FUELCELL ENERGY INC            COM  35952H106          454        63877 SH       Sole      9       63877            0            0
FUELCELL ENERGY INC            COM  35952H106            1           80 SH       Sole     99          80            0            0
FUJI FILM HOLDINGS CORPORATION COM  35958N107          617        17990 SH       Defined  31       17990            0            0
FULLER H B CO                  COM  359694106            5          200 SH       Defined   8         200            0            0
FULTON FINL CORP PA            COM  360271100          141        14000 SH       Defined   8       14000            0            0
FULTON FINL CORP PA            COM  360271100          177        17579 SH       Sole      9       17579            0            0
FUQI INTERNATIONAL INC         COM  36102A207           31         3500 SH       Defined   8        3500            0            0
FURMANITE CORPORATION USD NPV  COM  361086101           97        12100 SH       Defined  31       12100            0            0
FURNITURE BRANDS INTL INC      COM  360921100          220        16400 SH       Defined   8       16400            0            0
FX ENERGY INC                  COM  302695101           12         2200 SH       No disc  61        2200            0            0
G & K SERVICES INC USD 0.5     COM  361268105          318        10423 SH       Defined  31       10423            0            0
GAFISA SA ADR REP 2 ORD        COM  362607301          619        18000 SH       Defined  31       18000            0            0
GALLAGHER ARTHUR J & CO        COM  363576109          382        15831 SH       Sole      9       15831            0            0
GALLAGHER ARTHUR J & CO        COM  363576109         1443        59888 SH       No disc  61       59888            0            0
GAMESTOP CORP NEW              COM  36467W109            5          100 SH       Defined   8         100            0            0
GAMESTOP CORP NEW              COM  36467W109          309         7646 SH       Sole      9        7646            0            0
GAMESTOP CORP NEW              COM  36467W109         4376       108335 SH       Sole     51      108335            0            0
GAMESTOP CORP NEW              COM  36467W109           52         1283 SH       No disc  61        1283            0            0
GAMESTOP CORPORATION USD 0.001 COM  36467W109         9143       226300 SH       Defined  31      226300            0            0
GAMMON GOLD INC                COM  36467T106            1           60 SH       No disc  61          60            0            0
GANNETT INC                    COM  364730101          149         6865 SH       Defined   8        6865            0            0
GANNETT INC                    COM  364730101         2079        95947 SH       Sole      9       95947            0            0
GANNETT INC                    COM  364730101          221        10192 SH       No disc  10       10192            0            0
GANNETT INC                    COM  364730101            9          422 SH       No disc  61         422            0            0
GANNETT INC                    COM  364730101          221        10192 SH       Shared/  61       10192            0            0
GAP INC DEL                    COM  364760108            4          198 SH       Defined   8         198            0            0
GAP INC DEL                    COM  364760108         5038       302198 SH       Sole      9      302198            0            0
GAP INC DEL                    COM  364760108          992        59500 SH       Sole     51       59500            0            0
GAP INC DEL                    COM  364760108          219        13129 SH       Sole     56       13129            0            0
GAP INC USD 0.05               COM  364760108        25402      1523778 SH       Defined  31     1523778            0            0
GARDNER DENVER INC             COM  365558105          108         1900 SH       Defined   8        1900            0            0
GARDNER DENVER INC             COM  365558105          523         9200 SH       Sole      9        9200            0            0
GARDNER DENVER INC             COM  365558105           17          291 SH       Sole     56         291            0            0
GARDNER DENVER INC USD 0.01    COM  365558105         4266        75100 SH       Defined  31       75100            0            0
GARMIN LTD                     COM  G37260109           33          748 SH       Defined   8         748            0            0
GARMIN LTD                     COM  G37260109         8650       201916 SH       Sole      9      201916            0            0
GARTNER INC                    COM  366651107           19          881 SH       No disc  61         881            0            0
GASCO ENERGY INC               COM  367220100            0           63 SH       No disc  61          63            0            0
GAYLORD ENTMT CO NEW           COM  367905106          209         8700 SH       Defined   8        8700            0            0
GEN PROBE INC USD 0.0001       COM  36866T103        11145       234715 SH       Defined  31      234715            0            0
GENCOR INDS INC                COM  368678108           61         5800 SH       Sole     51        5800            0            0
GENELABS TECHNOLOGIES INC      COM  368706206            0          164 SH       No disc  61         164            0            0
GENENTECH INC                  COM  368710406        20043       264071 SH       Sole      9      264071            0            0
GENENTECH INC                  COM  368710406           53          698 SH       Sole     56         698            0            0
GENENTECH INC                  COM  368710406           23          300 SH       Defined  60         300            0            0
GENENTECH INC                  COM  368710406           10          134 SH       No disc  61         134            0            0
GENENTECH INC                  COM  368710406           15          203 SH       Sole     99         203            0            0
GENERAL CABLE CORPORATION USD  COM  369300108          145         2375 SH       Defined  31        2375            0            0
GENERAL COMMUNICATIONS INC USD COM  369385109           56         8040 SH       Defined  31        8040            0            0
GENERAL DYNAMICS CORP          COM  369550108           26          299 SH       Defined   8         299            0            0
GENERAL DYNAMICS CORP          COM  369550108          589         6998 SH       Sole      9        6998            0            0
GENERAL DYNAMICS CORP          COM  369550108           34          400 SH       Sole     20           0          400            0
GENERAL DYNAMICS CORP          COM  369550108         1832        21756 SH       Sole     51       21756            0            0
GENERAL DYNAMICS CORP          COM  369550108          263         3121 SH       Sole     56        3121            0            0
GENERAL DYNAMICS CORP          COM  369550108          101         1200 SH       Defined  60        1200            0            0
GENERAL DYNAMICS CORP USD 1    COM  369550108        31494       374033 SH       Defined  31      374033            0            0
GENERAL ELECTRIC CO            COM  369604103          250         9351 SH       Defined   8        9351            0            0
GENERAL ELECTRIC CO            COM  369604103        47035      1762269 SH       Sole      9     1762269            0            0
GENERAL ELECTRIC CO            OPT  369604103        31959      1197400 SH  Call Defined   9           0      1197400            0
GENERAL ELECTRIC CO            OPT  369604103        71103      2664000 SH  Put  Defined   9           0      2664000            0
GENERAL ELECTRIC CO            COM  369604103          378        14159 SH       No disc  10       14159            0            0
GENERAL ELECTRIC CO            COM  369604103         3591       134560 SH       Sole     17      134560            0            0
GENERAL ELECTRIC CO            COM  369604103          432        16169 SH       Sole     20           0        16169            0
GENERAL ELECTRIC CO            COM  369604103           13          497 SH       No disc  50         497            0            0
GENERAL ELECTRIC CO            COM  369604103        43893      1644570 SH       Sole     51     1644570            0            0
GENERAL ELECTRIC CO            COM  369604103          963        36080 SH       Sole     56       36080            0            0
GENERAL ELECTRIC CO            COM  369604103          672        25170 SH       Sole     57       25170            0            0
GENERAL ELECTRIC CO            COM  369604103          435        16300 SH       Defined  60       16300            0            0
GENERAL ELECTRIC CO            COM  369604103         6143       230176 SH       No disc  61      230176            0            0
GENERAL ELECTRIC CO            COM  369604103          428        16039 SH       Shared/  61       16039            0            0
GENERAL ELECTRIC CO            COM  369604103         1923        72048 SH       Sole     99       72048            0            0
GENERAL ELECTRIC CO USD 0.06   COM  369604103        45587      1708012 SH       Defined  31     1708012            0            0
GENERAL GROWTH PPTYS INC       COM  370021107          359        10229 SH       Defined   8       10229            0            0
GENERAL GROWTH PPTYS INC       COM  370021107         8486       242258 SH       Sole      9      242258            0            0
GENERAL GROWTH PPTYS INC       OPT  370021107          438        12500 SH  Put  Defined   9           0        12500            0
GENERAL MARITIME CORP          COM  Y2692M103           46         1785 SH       Sole      9        1785            0            0
GENERAL MLS INC                COM  370334104           22          360 SH       Defined   8         360            0            0
GENERAL MLS INC                COM  370334104         7270       119636 SH       Sole      9      119636            0            0
GENERAL MLS INC                COM  370334104          348         5715 SH       Sole     51        5715            0            0
GENERAL MLS INC                COM  370334104          376         6183 SH       Sole     56        6183            0            0
GENERAL MLS INC                COM  370334104           61         1000 SH       No disc  61        1000            0            0
GENERAL MOLY INC               COM  370373102            9         1146 SH       No disc  61        1146            0            0
GENERAL MTRS CORP              COM  370442105            1           58 SH       Defined   8          58            0            0
GENERAL MTRS CORP              COM  370442105        12285      1068233 SH       Sole      9     1068233            0            0
GENERAL MTRS CORP              OPT  370442105        22481      1954800 SH  Put  Defined   9           0      1954800            0
GENERAL MTRS CORP              COM  370442105         8430       750000 SH       Defined  32      750000            0            0
GENERAL MTRS CORP              COM  370442105         1547       134500 SH       Sole     51      134500            0            0
GENERAL MTRS CORP              COM  370442105           31         2659 SH       Sole     56        2659            0            0
GENERAL MTRS CORP              COM  370442105           28         2499 SH       No disc  61        2499            0            0
GENERAL MTRS CORP              COM  370442105           13         1093 SH       Sole     99        1093            0            0
GENERAL STEEL HOLDINGS INC     COM  370853103         1570       100000 SH       No disc  61      100000            0            0
GENEREX BIOTECHNOLOGY CP DEL   COM  371485103            5         5500 SH       No disc  61        5500            0            0
GENESCO INC                    COM  371532102          232         7500 SH       Sole      1        7500            0            0
GENESCO INC                    COM  371532102          217         7000 SH       Defined   8        7000            0            0
GENESCO INC                    COM  371532102          460        14900 SH       Sole      9       14900            0            0
GENESEE & WYOMING INC-CL A USD COM  371559105          987        29000 SH       Defined  31       29000            0            0
GENOPTIX INC USD 0.001         COM  37243V100          266         8400 SH       Defined  31        8400            0            0
GEN-PROBE INC NEW              COM  36866T103          129         2700 SH       Defined   8        2700            0            0
GENTEK INC                     COM  37245X203          586        21800 SH       Sole      9       21800            0            0
GENTEK INC USD NPV             COM  37245X203          162         6005 SH       Defined  31        6005            0            0
GENTEX CORPORATION USD 0.06    COM  371901109          315        21775 SH       Defined  31       21775            0            0
GENUINE PARTS CO               COM  372460105           33          812 SH       Defined   8         812            0            0
GENUINE PARTS CO               COM  372460105          422        10635 SH       Sole      9       10635            0            0
GENUINE PARTS CO USD 1         COM  372460105        21466       540959 SH       Defined  31      540959            0            0
GENWORTH FINANCIAL INC USD 0.0 COM  37247D106        14825       832391 SH       Defined  31      832391            0            0
GENWORTH FINL INC              COM  37247D106            8          422 SH       Defined   8         422            0            0
GENWORTH FINL INC              COM  37247D106          291        16358 SH       Sole      9       16358            0            0
GENWORTH FINL INC              COM  37247D106           94         5259 SH       Sole     56        5259            0            0
GENZYME CORP                   COM  372917104          253         3505 SH       Defined   8        3505            0            0
GENZYME CORP                   COM  372917104           78         1089 SH       Sole      9        1089            0            0
GENZYME CORP                   COM  372917104         1185        16500 SH       Sole     51       16500            0            0
GENZYME CORP                   COM  372917104           18          252 SH       No disc  61         252            0            0
GEOMET INC DEL                 COM  37250U201            1          100 SH       Defined   8         100            0            0
GEOMET INCORPORATED USD 0.001  COM  37250U201          612        64475 SH       Defined  31       64475            0            0
GEORESOURCES INC               COM  372476101            2          100 SH       Defined   8         100            0            0
GEORESOURCES INC               COM  372476101            4          212 SH       No disc  61         212            0            0
GERBER SCIENTIFIC INC          COM  373730100           39         3400 SH       Defined   8        3400            0            0
GERDAU AMERISTEEL CORP         COM  37373P105        26875      1392492 SH       Sole      9     1392492            0            0
GERDAU AMERISTEEL CORP CAD NPV COM  37373P105         3760       194800 SH       Defined  31      194800            0            0
GERDAU S A                     ADR  373737105           49         2030 SH       Sole      9        2030            0            0
GETTY IMAGES INC               COM  374276103           72         2100 SH       Defined   8        2100            0            0
GETTY IMAGES INC               COM  374276103         7721       227551 SH       Sole      9      227551            0            0
GETTY IMAGES INC               COM  374276103           93         2755 SH       No disc  61        2755            0            0
GETTY REALTY CORP REIT USD 0.0 COM  374297109          862        59800 SH       Defined  31       59800            0            0
GFI GROUP INC                  COM  361652209          123        13600 SH       Sole     51       13600            0            0
GFI GROUP INC USD 0.01         COM  361652209         2824       313325 SH       Defined  31      313325            0            0
GIBRALTAR INDUSTRIES INC USD 0 COM  374689107         1285        80449 SH       Defined  31       80449            0            0
G-III APPAREL GROUP LTD        COM  36237H101           24         1900 SH       Defined   8        1900            0            0
G-III APPAREL GROUP, LTD. USD  COM  36237H101          233        18862 SH       Defined  31       18862            0            0
GILAT SATELLITE NETWORKS LTD   COM  M51474118         3552       326745 SH       Sole      9      326745            0            0
GILDAN ACTIVEWEAR INC          COM  375916103            5          200 SH       Sole      9         200            0            0
GILEAD SCIENCES INC            COM  375558103          231         4354 SH       Defined   8        4354            0            0
GILEAD SCIENCES INC            COM  375558103         7221       136365 SH       Sole      9      136365            0            0
GILEAD SCIENCES INC            OPT  375558103        23828       450000 SH  Call Defined   9           0       450000            0
GILEAD SCIENCES INC            COM  375558103          157         2974 SH       Sole     12           0            0         2974
GILEAD SCIENCES INC            COM  375558103         1498        28283 SH       Sole     17       28283            0            0
GILEAD SCIENCES INC            COM  375558103          212         4011 SH       Sole     20           0         4011            0
GILEAD SCIENCES INC            COM  375558103        17086       322687 SH       Sole     51      322687            0            0
GILEAD SCIENCES INC            COM  375558103           25          477 SH       Sole     56         477            0            0
GILEAD SCIENCES INC            COM  375558103           36          685 SH       Sole     57         685            0            0
GILEAD SCIENCES INC            COM  375558103           55         1040 SH       No disc  61        1040            0            0
GIVEN IMAGING LTD ILS 0.05     COM  M52020100          471        31920 SH       Defined  31       31920            0            0
GLACIER BANCORP INC NEW        COM  37637Q105           72         4500 SH       Defined   8        4500            0            0
GLADSTONE CAPITAL CORP USD 0.0 COM  376535100          132         8645 SH       Defined  31        8645            0            0
GLADSTONE INVESTMENT CORPORATI COM  376546107          303        46995 SH       Defined  31       46995            0            0
GLATFELTER                     COM  377316104          100         7400 SH       Sole     51        7400            0            0
GLAXOSMITHKLINE PLC            COM  37733W105         8397       189885 SH       Sole     51      189885            0            0
GLAXOSMITHKLINE PLC            COM  37733W105           13          300 SH       Sole     99         300            0            0
GLAXOSMITHKLINE PLC ADR REP 2  COM  37733W105        31714       717165 SH       Defined  31      717165            0            0
GLG PARTNERS INC               COM  37929X107            3          330 SH       No disc  61         330            0            0
GLIMCHER RLTY TR               COM  379302102          185        16523 SH       Sole      9       16523            0            0
GLOBAL INDS LTD                COM  379336100           47         2612 SH       Sole     56        2612            0            0
GLOBAL TRAFFIC NETWORK INC USD COM  37947B103           56         6200 SH       Defined  31        6200            0            0
GLOBALSTAR INC                 COM  378973408            3         1000 SH       Defined   8        1000            0            0
GLOBECOMM SYSTEMS INC USD 0.00 COM  37956X103          284        34347 SH       Defined  31       34347            0            0
GLU MOBILE INC                 COM  379890106          700       145000 SH       No disc  61      145000            0            0
GOLAR LNG LTD USD 1            COM  G9456A100          953        61491 SH       Defined  31       61491            0            0
GOLD FIELDS LTD ADR REP 1 ORD  COM  38059T106         9837       777600 SH       Defined  31      777600            0            0
GOLD FIELDS LTD NEW            ADR  38059T106           14         1116 SH       Sole      9        1116            0            0
GOLD FIELDS LTD NEW            COM  38059T106          380        30000 SH       Sole     56       30000            0            0
GOLDCORP INC NEW               COM  380956409         1511        32730 SH       Sole      9       32730            0            0
GOLDCORP INC NEW               COM  380956409          304         6578 SH       No disc  61        6578            0            0
GOLDCORP INC NEW               COM  380956409          123         2670 SH       Sole     99        2670            0            0
GOLDEN CYCLE GOLD CORP         COM  380894105            2          175 SH       No disc  61         175            0            0
GOLDEN STAR RES LTD CDA        COM  38119T104         1022       380000 SH       Sole     56      380000            0            0
GOLDEN STAR RES LTD CDA        COM  38119T104           29        10700 SH       No disc  61       10700            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104           62          349 SH       Defined   8         349            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104        10772        61587 SH       Sole      9       61587            0            0
GOLDMAN SACHS GROUP INC        OPT  38141G104        19239       110000 SH  Call Defined   9           0       110000            0
GOLDMAN SACHS GROUP INC        OPT  38141G104        48098       275000 SH  Put  Defined   9           0       275000            0
GOLDMAN SACHS GROUP INC        COM  38141G104        21022       120192 SH       Sole     51      120192            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104          344         1966 SH       Sole     56        1966            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104        53013       303104 SH       Defined  60      303104            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104         2595        14837 SH       No disc  61       14837            0            0
GOLDMAN SACHS GROUP INC        COM  38141G104            8           48 SH       Sole     99          48            0            0
GOODRICH CORP                  COM  382388106          969        20427 SH       Sole      9       20427            0            0
GOODRICH CORP                  COM  382388106         2277        47986 SH       Sole     51       47986            0            0
GOODRICH CORP                  COM  382388106           44          937 SH       Sole     56         937            0            0
GOODRICH CORPORATION USD 5     COM  382388106        47429       999332 SH       Defined  31      999332            0            0
GOODYEAR TIRE & RUBBER USD NPV COM  382550101         2261       126768 SH       Defined  31      126768            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101            4          188 SH       Defined   8         188            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101           18          995 SH       Sole      9         995            0            0
GOODYEAR TIRE & RUBR CO        OPT  382550101         8876       497800 SH  Put  Defined   9           0       497800            0
GOODYEAR TIRE & RUBR CO        COM  382550101          197        11023 SH       Sole     51       11023            0            0
GOODYEAR TIRE & RUBR CO        COM  382550101            6          320 SH       No disc  61         320            0            0
GOOGLE INC                     COM  38259P508          401          760 SH       Defined   8         760            0            0
GOOGLE INC                     COM  38259P508         6112        11610 SH       Sole      9       11610            0            0
GOOGLE INC                     OPT  38259P508         6844        13000 SH  Call Defined   9           0        13000            0
GOOGLE INC                     OPT  38259P508        22637        43000 SH  Put  Defined   9           0        43000            0
GOOGLE INC                     COM  38259P508           59          113 SH       Sole     12           0            0          113
GOOGLE INC                     COM  38259P508           39           75 SH       No disc  50          75            0            0
GOOGLE INC                     COM  38259P508        16665        31658 SH       Sole     51       31658            0            0
GOOGLE INC                     COM  38259P508          355          675 SH       Sole     56         675            0            0
GOOGLE INC                     COM  38259P508          158          300 SH       Defined  60         300            0            0
GOOGLE INC                     COM  38259P508          649         1232 SH       No disc  61        1232            0            0
GOOGLE INC                     COM  38259P508           15           29 SH       Sole     99          29            0            0
GORMAN RUPP CO                 COM  383082104           52         1300 SH       Defined   8        1300            0            0
GP STRATEGIES CORP USD 0.01    COM  36225V104          159        15800 SH       Defined  31       15800            0            0
GRACO INC USD 1                COM  384109104         5426       142526 SH       Defined  31      142526            0            0
GRAFTECH INTERNATIONAL LTD USD COM  384313102        14725       548800 SH       Defined  31      548800            0            0
GRAFTECH INTL LTD              COM  384313102          221         8200 SH       Defined   8        8200            0            0
GRAFTECH INTL LTD              COM  384313102          636        23690 SH       Sole     51       23690            0            0
GRAHAM CORP                    COM  384556106           89         1200 SH       Defined   8        1200            0            0
GRAHAM CORP                    COM  384556106           63          850 SH       Sole      9         850            0            0
GRAHAM CORP                    COM  384556106          391         5272 SH       Sole     51        5272            0            0
GRAINGER W W INC               COM  384802104            3           30 SH       Defined   8          30            0            0
GRAINGER W W INC               COM  384802104         1881        22992 SH       Sole      9       22992            0            0
GRAINGER W W INC               COM  384802104          132         1600 SH       Sole     51        1600            0            0
GRAINGER W W INC               COM  384802104          164         2004 SH       Sole     56        2004            0            0
GRANITE CONSTRUCTION USD 0.01  COM  387328107         1173        37200 SH       Defined  31       37200            0            0
GRAPHIC PACKAGING CORP USD 0.0 COM  388689101          365       180500 SH       Defined  31      180500            0            0
GREAT ATLANTIC & PAC TEA USD 1 COM  390064103         5393       236312 SH       Defined  31      236312            0            0
GREAT BASIN GOLD LTD           COM  390124105          510       150000 SH       Sole     56      150000            0            0
GREAT BASIN GOLD LTD           COM  390124105           17         4868 SH       No disc  61        4868            0            0
GREAT LAKES DREDGE & DOCK CO   COM  390607109            2          300 SH       Defined   8         300            0            0
GREAT LAKES DREDGE & DOCK CO   COM  390607109           97        15871 SH       Sole      9       15871            0            0
GREAT PLAINS ENERGY INC        COM  391164100          319        12600 SH       Sole      9       12600            0            0
GREAT SOUTHERN BANCORPORATION  COM  390905107            1          100 SH       Defined  31         100            0            0
GREATER CHINA FD INC           COM  39167B102            9          664 SH       No disc  61         664            0            0
GREEN BANKSHARES INC           COM  394361208           43         3000 SH       Defined   8        3000            0            0
GREEN MTN COFFEE ROASTERS IN   COM  393122106          110         2930 SH       Sole      9        2930            0            0
GREENBRIER COS INC             COM  393657101         5781       284800 SH       Sole      1      284800            0            0
GREENE COUNTY BANCSHARES INC U COM  394361208            3          200 SH       Defined  31         200            0            0
GREENFIELD ONLINE INC          COM  395150105          205        13700 SH       Defined   8       13700            0            0
GREENHILL & CO INC             COM  395259104           24          437 SH       Sole      9         437            0            0
GREENHILL & CO INC             COM  395259104           35          642 SH       No disc  61         642            0            0
GREENHILL & CO USD 0.01        COM  395259104        11570       214800 SH       Defined  31      214800            0            0
GREENLIGHT CAPITAL RE LTD USD  COM  G4095J109          187         8168 SH       Defined  31        8168            0            0
GREIF INC                      COM  397624107           90         1400 SH       Defined   8        1400            0            0
GREIF INC                      COM  397624107          352         5500 SH       Sole      9        5500            0            0
GREY WOLF INC                  COM  397888108          677        75000 SH       Sole      9       75000            0            0
GREY WOLF INC                  COM  397888108         2420       268000 SH       Sole     59      268000            0            0
GREY WOLF INC                  COM  397888108            4          421 SH       No disc  61         421            0            0
GRIFFON CORP                   COM  398433102          540        61600 SH       Sole      9       61600            0            0
GROUP 1 AUTOMOTIVE INC         COM  398905109        18395       925784 SH       Sole      1      925784            0            0
GROUPE CGI INC                 COM  39945C109          429        43000 SH       Sole      9       43000            0            0
GRUBB & ELLIS CO USD 0.01      COM  400095204         1019       264600 SH       Defined  31      264600            0            0
GRUMA SA DE CV ADR REP 4 ORD   COM  400131306          224        20600 SH       Defined  31       20600            0            0
GRUPO AEROPORTUARIO DEL CENTRO COM  400501102         1287        77600 SH       Defined  31       77600            0            0
GRUPO AEROPORTUARIO DEL PACIFI COM  400506101        12515       426100 SH       Defined  31      426100            0            0
GRUPO AEROPORTUARIO DEL SURE   ADR  40051E202         1165        22620 SH       Sole      9       22620            0            0
GRUPO AEROPORTUARIO SUR ADR RE COM  40051E202         2189        42500 SH       Defined  31       42500            0            0
GRUPO TELEVISA SA DE CV        COM  40049J206          610        25844 SH       Sole     51       25844            0            0
GRUPO TELEVISA SA DE CV ADR RE COM  40049J206        28548      1208600 SH       Defined  31     1208600            0            0
GSI COMMERCE INC USD 0.01      COM  36238G102          598        43873 SH       Defined  31       43873            0            0
GSI GROUP INC CAD NPV          COM  36229U102          189        24320 SH       Defined  31       24320            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         2026        90400 SH       Defined  31       90400            0            0
GUARANTY FINL GROUP INC        COM  40108N106           25         4700 SH       Sole      1        4700            0            0
GUARANTY FINL GROUP INC        COM  40108N106           68        12701 SH       Sole      9       12701            0            0
GUESS INC                      COM  401617105           27          723 SH       Sole      9         723            0            0
GUESS INC                      COM  401617105           15          400 SH       No disc  61         400            0            0
GUESS INC USD 0.01             COM  401617105         9764       260700 SH       Defined  31      260700            0            0
GULF ISLAND FABRICATION INC    COM  402307102          377         7700 SH       Sole      9        7700            0            0
GULFPORT ENERGY CORPORATION US COM  402635304          209        12670 SH       Defined  31       12670            0            0
GUSHAN ENVIRONMENTAL ENERGY LI COM  40330W106          246        21100 SH       Defined  31       21100            0            0
GYMBOREE CORP USD 0.001        COM  403777105        10256       255935 SH       Defined  31      255935            0            0
H & E EQUIPMENT SERVICES INC   COM  404030108           22         1821 SH       Sole      9        1821            0            0
HACKETT GROUP INC              COM  404609109           36         6200 SH       Defined   8        6200            0            0
HACKETT GROUP INC              COM  404609109           17         3000 SH       No disc  61        3000            0            0
HACKETT GROUP INC USD 0.001    COM  404609109           63        10922 SH       Defined  31       10922            0            0
HAEMONETICS CORP               COM  405024100          123         2200 SH       Defined   8        2200            0            0
HAIN CELESTIAL GROUP INC       COM  405217100          202         8595 SH       Sole      9        8595            0            0
HALLIBURTON CO                 COM  406216101           44          812 SH       Defined   8         812            0            0
HALLIBURTON CO                 COM  406216101         7055       132936 SH       Sole      9      132936            0            0
HALLIBURTON CO                 OPT  406216101        46437       875000 SH  Call Defined   9           0       875000            0
HALLIBURTON CO                 OPT  406216101        66338      1250000 SH  Put  Defined   9           0      1250000            0
HALLIBURTON CO                 COM  406216101          141         2648 SH       Sole     56        2648            0            0
HALLIBURTON CO                 COM  406216101          218         4100 SH       No disc  61        4100            0            0
HANCOCK JOHN TAX-ADV DIV INC   COM  41013V100         1354        92000 SH       Defined  32       92000            0            0
HANESBRANDS INC                COM  410345102          440        16200 SH       Sole      9       16200            0            0
HANESBRANDS INC                COM  410345102         1444        53200 SH       Sole     51       53200            0            0
HANESBRANDS INC                COM  410345102           20          734 SH       No disc  61         734            0            0
HANGER ORTHOPEDIC GROUP USD 0. COM  41043F208         3223       195400 SH       Defined  31      195400            0            0
HANMI FINANCIAL CORPORATION US COM  410495105            1           22 SH       Defined  31          22            0            0
HANMI FINL CORP                COM  410495105           39         7300 SH       Defined   8        7300            0            0
HANOVER INS GROUP INC          COM  410867105           81         1900 SH       Defined   8        1900            0            0
HANSEN NAT CORP                COM  411310105           10          343 SH       Defined   8         343            0            0
HARLEY DAVIDSON INC            COM  412822108            8          216 SH       Defined   8         216            0            0
HARLEY DAVIDSON INC            COM  412822108         6240       172079 SH       Sole      9      172079            0            0
HARLEY DAVIDSON INC            COM  412822108           94         2600 SH       Sole     51        2600            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
HARLEYVILLE GROUP INC USD 1    COM  412824104          132         3900 SH       Defined  31        3900            0            0
HARMAN INTL INDS INC           COM  413086109            1            6 SH       Defined   8           6            0            0
HARMAN INTL INDS INC           COM  413086109          305         7363 SH       Sole      9        7363            0            0
HARMONIC INC                   COM  413160102            2          200 SH       No disc  61         200            0            0
HARMONY GOLD MNG LTD           ADR  413216300         1099        89740 SH       Sole      9       89740            0            0
HARRIS & HARRIS GROUP INCORPOR COM  413833104          218        36262 SH       Defined  31       36262            0            0
HARRIS CORP DEL                COM  413875105           28          549 SH       Sole      9         549            0            0
HARRIS CORPORATION USD 1       COM  413875105        21999       435700 SH       Defined  31      435700            0            0
HARRIS INACTIVE INC USD 0.001  COM  414549105           24        11871 SH       Defined  31       11871            0            0
HARRIS STRATEX NTWRKS INC      COM  41457P106            1           58 SH       No disc  61          58            0            0
HARSCO CORP                    COM  415864107          137         2500 SH       Defined   8        2500            0            0
HARSCO CORP                    COM  415864107          392         7200 SH       Sole      9        7200            0            0
HARSCO CORPORATION USD 1.25    COM  415864107        23043       423500 SH       Defined  31      423500            0            0
HARTE-HANKS INC                COM  416196103           32         2800 SH       Sole      9        2800            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104          175         2704 SH       Defined   8        2704            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104         1478        22894 SH       Sole      9       22894            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104           14          210 SH       Sole     56         210            0            0
HARTFORD FINL SVCS GROUP INC   COM  416515104          261         4041 SH       Defined  60        4041            0            0
HARTMARX CORP                  COM  417119104            2          697 SH       No disc  61         697            0            0
HARTMARX CORP USD 2.5          COM  417119104          183        84200 SH       Defined  31       84200            0            0
HARVEST ENERGY TR              COM  41752X101            5          200 SH       Sole      9         200            0            0
HARVEST ENERGY TR              COM  41752X101           53         2185 SH       No disc  61        2185            0            0
HARVEST ENERGY TRUST CAD NPV   COM  41752X101         1208        50200 SH       Defined  31       50200            0            0
HASBRO INC                     COM  418056107           92         2553 SH       Defined   8        2553            0            0
HASBRO INC                     COM  418056107          741        20745 SH       Sole      9       20745            0            0
HASBRO INC                     COM  418056107          206         5775 SH       Sole     12           0            0         5775
HASBRO INC                     COM  418056107         1559        43654 SH       Sole     17       43654            0            0
HASBRO INC                     COM  418056107          219         6145 SH       Sole     20           0         6145            0
HASBRO INC                     COM  418056107          150         4206 SH       Sole     56        4206            0            0
HASBRO INC                     COM  418056107           37         1040 SH       Sole     57        1040            0            0
HASBRO INC                     COM  418056107           14          400 SH       Defined  60         400            0            0
HASBRO INC USD 0.5             COM  418056107        25502       713914 SH       Defined  31      713914            0            0
HAVERTY FURNITURE COMPANIES US COM  419596101          464        46200 SH       Defined  31       46200            0            0
HAWAIIAN ELEC INDUSTRIES       COM  419870100          137         5500 SH       Defined   8        5500            0            0
HAWAIIAN ELEC INDUSTRIES       COM  419870100            5          200 SH       No disc  61         200            0            0
HAWAIIAN HOLDINGS INC          COM  419879101          178        25716 SH       Sole     51       25716            0            0
HAWAIIAN HOLDINGS INCORPORATED COM  419879101          153        21901 SH       Defined  31       21901            0            0
HAYES LEMMERZ INTL INC         COM  420781304         5360      1887411 SH       Sole      9     1887411            0            0
HCC INS HLDGS INC              COM  404132102          172         8100 SH       Defined   8        8100            0            0
HCC INSURANCE HOLDINGS INC USD COM  404132102         6655       314795 SH       Defined  31      314795            0            0
HCP INC                        COM  40414L109         1453        45666 SH       Sole      9       45666            0            0
HCP INC                        COM  40414L109         1142        35900 SH       Sole     51       35900            0            0
HDFC BANK LTD                  ADR  40415F101           62          867 SH       Sole      9         867            0            0
HDFC BANK LTD ADR REP 3 ORD    COM  40415F101         4988        69600 SH       Defined  31       69600            0            0
HEADWATERS INC                 BOND 42210P102         5691       483500 PRN      Sole      9      483500            0            0
HEADWATERS INC                 COM  42210P102         2093       177807 SH       Sole      9      177807            0            0
HEADWATERS INC                 COM  42210P102            1          100 SH       No disc  61         100            0            0
HEALTH CARE REIT INC           COM  42217K106          223         5000 SH       Defined   8        5000            0            0
HEALTH CARE REIT INC           COM  42217K106          336         7542 SH       Sole      9        7542            0            0
HEALTH GRADES INC USD 0.001    COM  42218Q102          192        42657 SH       Defined  31       42657            0            0
HEALTH NET INC                 COM  42222G108            5          200 SH       Sole      9         200            0            0
HEALTH NET INC                 COM  42222G108           31         1300 SH       Sole     56        1300            0            0
HEALTH NET INC USD 0.001       COM  42222G108          884        36700 SH       Defined  31       36700            0            0
HEALTHAXIS INC                 COM  42219D308            0           40 SH       Sole     99          40            0            0
HEALTHCARE REIT INC REIT USD 1 COM  42217K106         2194        49297 SH       Defined  31       49297            0            0
HEALTHCARE RLTY TR             COM  421946104           76         3178 SH       Sole      9        3178            0            0
HEALTHCARE RLTY TR             COM  421946104            7          300 SH       No disc  61         300            0            0
HEALTHEXTRAS INC USD 0.01      COM  422211102         1337        44349 SH       Defined  31       44349            0            0
HEALTHSPRING INC USD 0.01      COM  42224N101         1290        76400 SH       Defined  31       76400            0            0
HEARST-ARGYLE TELEVISION INC   COM  422317107           47         2400 SH       Defined   8        2400            0            0
HEARTLAND EXPRESS INC USD 0.01 COM  422347104         1690       113291 SH       Defined  31      113291            0            0
HEARTLAND PMT SYS INC          COM  42235N108           57         2400 SH       Defined   8        2400            0            0
HEELYS INC USD NPV             COM  42279M107          108        26463 SH       Defined  31       26463            0            0
HEICO CORPORATION USD 0.01     COM  422806208         1183        44500 SH       Defined  31       44500            0            0
HEIDRICK & STRUGGLES INTL IN   COM  422819102          247         8936 SH       No disc  61        8936            0            0
HEINZ (H.J) CO USD 0.25        COM  423074103        14306       298974 SH       Defined  31      298974            0            0
HEINZ H J CO                   COM  423074103           22          457 SH       Defined   8         457            0            0
HEINZ H J CO                   COM  423074103         2207        46121 SH       Sole      9       46121            0            0
HEINZ H J CO                   COM  423074103         1052        21992 SH       Sole     51       21992            0            0
HEINZ H J CO                   COM  423074103           25          513 SH       Sole     56         513            0            0
HEINZ H J CO                   COM  423074103           89         1852 SH       No disc  61        1852            0            0
HEINZ H J CO                   COM  423074103           89         1850 SH       Sole     99        1850            0            0
HELEN OF TROY LTD USD 0.1      COM  G4388N106         1877       116394 SH       Defined  31      116394            0            0
HELLENIC TELECOM ORGANIZATN    COM  423325307           11          925 SH       Sole     57         925            0            0
HELLENIC TELECOM ORGANIZATN    COM  423325307            2          177 SH       No disc  61         177            0            0
HELLENIC TELECOMMUNICATIONS OR COM  423325307          200        16800 SH       Defined  31       16800            0            0
HELMERICH & PAYNE INC          COM  423452101          443         6157 SH       Sole      9        6157            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        10398       201618 SH       Defined  31      201618            0            0
HERBALIFE LTD. USD 0.002       COM  G4412G101        14973       386375 SH       Defined  31      386375            0            0
HERCULES INC                   COM  427056106            5          291 SH       Sole      9         291            0            0
HERCULES OFFSHORE INC          COM  427093109           50         1300 SH       Defined   8        1300            0            0
HERCULES OFFSHORE INC          COM  427093109           47         1241 SH       No disc  61        1241            0            0
HERCULES OFFSHORE INC USD 0.01 COM  427093109          979        25743 SH       Defined  31       25743            0            0
HERCULES TECH GROWTH CAP INC   COM  427096508           64         7100 SH       Defined   8        7100            0            0
HERLEY INDS INC DEL            COM  427398102           30         2200 SH       Defined   8        2200            0            0
HERSHA HOSPITALITY TR          COM  427825104          156        20719 SH       Sole      9       20719            0            0
HERSHA HOSPITALITY TRUST REIT  COM  427825104          882       116700 SH       Defined  31      116700            0            0
HERSHEY CO                     COM  427866108           12          365 SH       Defined   8         365            0            0
HERSHEY CO                     COM  427866108           29          872 SH       Sole      9         872            0            0
HERSHEY CO                     COM  427866108           31          938 SH       No disc  61         938            0            0
HERTZ GLOBAL HOLDINGS INC      COM  42805T105          221        23000 SH       Defined   8       23000            0            0
HERTZ GLOBAL HOLDINGS INC      COM  42805T105            2          200 SH       Sole      9         200            0            0
HERTZ GLOBAL HOLDINGS INC USD  COM  42805T105          911        94800 SH       Defined  31       94800            0            0
HESS CORP                      COM  42809H107           39          302 SH       Defined   8         302            0            0
HESS CORP                      COM  42809H107         8024        63589 SH       Sole      9       63589            0            0
HESS CORP                      COM  42809H107          833         6600 SH       Sole     51        6600            0            0
HESS CORP                      COM  42809H107           74          580 SH       Defined  60         580            0            0
HESS CORP                      COM  42809H107          277         2196 SH       No disc  61        2196            0            0
HEWLETT PACKARD CO             COM  428236103          107         2407 SH       Defined   8        2407            0            0
HEWLETT PACKARD CO             COM  428236103        11759       265984 SH       Sole      9      265984            0            0
HEWLETT PACKARD CO             OPT  428236103        33017       746800 SH  Call Defined   9           0       746800            0
HEWLETT PACKARD CO             OPT  428236103        49021      1108800 SH  Put  Defined   9           0      1108800            0
HEWLETT PACKARD CO             COM  428236103        43241       978067 SH       Sole     51      978067            0            0
HEWLETT PACKARD CO             COM  428236103          743        16812 SH       Sole     56       16812            0            0
HEWLETT PACKARD CO             COM  428236103          181         4087 SH       Sole     57        4087            0            0
HEWLETT PACKARD CO             COM  428236103          252         5711 SH       Defined  60        5711            0            0
HEWLETT PACKARD CO             COM  428236103         2707        61219 SH       No disc  61       61219            0            0
HEWLETT PACKARD CO             COM  428236103          587        13276 SH       Sole     99       13276            0            0
HEXCEL CORP USD 0.01           COM  428291108         7202       373139 SH       Defined  31      373139            0            0
HFF INC USD NPV                COM  40418F108          169        29600 SH       Defined  31       29600            0            0
HHGREGG INC USD 0.0001         COM  42833L108          495        49500 SH       Defined  31       49500            0            0
HIBBETT SPORTS INC             COM  428567101          220        10400 SH       Defined   8       10400            0            0
HIBBETT SPORTS INC USD 0.01    COM  428567101          129         6112 SH       Defined  31        6112            0            0
HIGHVELD STL & VANADIUM LTD    ADR  431232206          575        27303 SH       Sole      9       27303            0            0
HIGHWOODS PPTYS INC            COM  431284108          118         3765 SH       Sole      9        3765            0            0
HILB ROGAL & HOBBS CO          COM  431294107         3590        82600 SH       Sole     59       82600            0            0
HILL INTERNATIONAL INC         COM  431466101          209        12700 SH       Defined   8       12700            0            0
HILL INTERNATIONAL INC USD 0.0 COM  431466101          609        37020 SH       Defined  31       37020            0            0
HILL ROM HLDGS INC             COM  431475102          104         3870 SH       Sole      9        3870            0            0
HILLENBRAND INC                COM  431571108          473        22100 SH       Sole      9       22100            0            0
HILLENBRAND INC NPV            COM  431571108          741        34600 SH       Defined  31       34600            0            0
HILL-ROM HOLDINGS INC USD NPV  COM  431475102         1530        56700 SH       Defined  31       56700            0            0
HIMAX TECHNOLOGIES INC ADR REP COM  43289P106          485        94689 SH       Defined  31       94689            0            0
HIRERIGHT INC                  COM  433538105           14          800 SH       Defined   8         800            0            0
HIRERIGHT INC                  COM  433538105         2565       150000 SH       Sole      9      150000            0            0
HITACHI LTD ADR REP 10 ORD     COM  433578507         1907        26600 SH       Defined  31       26600            0            0
HI-TECH PHARMACAL CO USD 0.01  COM  42840B101           54         5372 SH       Defined  31        5372            0            0
HITTITE MICROWAVE CORP         COM  43365Y104           54         1500 SH       Defined   8        1500            0            0
HITTITE MICROWAVE CORPORATION  COM  43365Y104         2082        58439 SH       Defined  31       58439            0            0
HLTH CORPORATION               COM  40422Y101          670        59220 SH       Sole     59       59220            0            0
HNI CORP                       COM  404251100           80         4500 SH       Defined   8        4500            0            0
HNI CORPORATION USD 1          COM  404251100         2192       124099 SH       Defined  31      124099            0            0
HOKU SCIENTIFIC INC            COM  434712105            3          670 SH       No disc  61         670            0            0
HOLLIS-EDEN PHARMACEUTICALS    COM  435902101            0          300 SH       No disc  61         300            0            0
HOLLY CORP                     COM  435758305           73         1966 SH       No disc  61        1966            0            0
HOLOGIC INC                    COM  436440101           22         1005 SH       Defined   8        1005            0            0
HOLOGIC INC                    COM  436440101           11          504 SH       Sole      9         504            0            0
HOME BANCSHARES INC            COM  436893200            7          300 SH       Defined   8         300            0            0
HOME DEPOT INC                 COM  437076102           38         1604 SH       Defined   8        1604            0            0
HOME DEPOT INC                 COM  437076102        21154       903237 SH       Sole      9      903237            0            0
HOME DEPOT INC                 OPT  437076102        10001       427000 SH  Call Defined   9           0       427000            0
HOME DEPOT INC                 OPT  437076102        18893       806700 SH  Put  Defined   9           0       806700            0
HOME DEPOT INC                 COM  437076102           18          787 SH       Sole     17         787            0            0
HOME DEPOT INC                 COM  437076102           13          543 SH       Sole     20           0          543            0
HOME DEPOT INC                 COM  437076102        19400       828300 SH       Sole     51      828300            0            0
HOME DEPOT INC                 COM  437076102          215         9168 SH       Sole     56        9168            0            0
HOME DEPOT INC                 COM  437076102           35         1500 SH       Sole     57        1500            0            0
HOME DEPOT INC                 COM  437076102           25         1061 SH       No disc  61        1061            0            0
HOME DEPOT INC                 COM  437076102            6          250 SH       Sole     99         250            0            0
HOME INNS & HOTELS MANAGEMENT  COM  43713W107         1567        82402 SH       Defined  31       82402            0            0
HOME PROPERTIES INC            BOND 437306103        11027       229439 PRN      Sole      9      229439            0            0
HOME PROPERTIES INC            COM  437306103           90         1883 SH       Sole      9        1883            0            0
HONDA MOTOR CO ADR REP 1 ORD   COM  438128308         6216       182659 SH       Defined  31      182659            0            0
HONDA MOTOR LTD                COM  438128308          338         9940 SH       Sole     99        9940            0            0
HONEYWELL INTERNATIONAL USD 1  COM  438516106        40881       813058 SH       Defined  31      813058            0            0
HONEYWELL INTL INC             COM  438516106           38          741 SH       Defined   8         741            0            0
HONEYWELL INTL INC             COM  438516106         7284       144873 SH       Sole      9      144873            0            0
HONEYWELL INTL INC             OPT  438516106          503        10000 SH  Call Defined   9           0        10000            0
HONEYWELL INTL INC             OPT  438516106         4274        85000 SH  Put  Defined   9           0        85000            0
HONEYWELL INTL INC             COM  438516106           22          445 SH       Sole     20           0          445            0
HONEYWELL INTL INC             COM  438516106        20614       409971 SH       Sole     51      409971            0            0
HONEYWELL INTL INC             COM  438516106          396         7877 SH       Sole     56        7877            0            0
HONEYWELL INTL INC             COM  438516106           33          671 SH       No disc  61         671            0            0
HONEYWELL INTL INC             COM  438516106           40          800 SH       Sole     99         800            0            0
HOOKER FURNITURE CORP          COM  439038100           14          800 SH       Defined   8         800            0            0
HOOKER FURNITURE CORP          COM  439038100           64         3700 SH       Sole     51        3700            0            0
HOOPER HOLMES INC              COM  439104100            4         4000 SH       No disc  61        4000            0            0
HORACE MANN EDUCATORS USD 0.00 COM  440327104          444        31600 SH       Defined  31       31600            0            0
HORIZON FINANCIAL CORP USD 1   COM  44041F105            1          128 SH       Defined  31         128            0            0
HORMEL FOODS CORP              COM  440452100           25          714 SH       Sole     56         714            0            0
HORMEL FOODS CORP USD 0.0586   COM  440452100         2288        66094 SH       Defined  31       66094            0            0
HORNBECK OFFSHORE SVCS INC N   COM  440543106         2006        35500 SH       Sole      9       35500            0            0
HOSPIRA INC                    COM  441060100            9          203 SH       Defined   8         203            0            0
HOSPIRA INC                    COM  441060100         1114        27775 SH       Sole      9       27775            0            0
HOSPIRA INC                    COM  441060100          240         6000 SH       Sole     51        6000            0            0
HOSPIRA INC                    COM  441060100           52         1298 SH       No disc  61        1298            0            0
HOSPIRA INC                    COM  441060100           26          640 SH       Sole     99         640            0            0
HOSPIRA INC USD 0.01           COM  441060100        22266       555110 SH       Defined  31      555110            0            0
HOSPITALITY PPTYS TR           COM  44106M102          610        24913 SH       Defined   8       24913            0            0
HOSPITALITY PPTYS TR           COM  44106M102          174         7111 SH       Sole      9        7111            0            0
HOSPITALITY PPTYS TR           COM  44106M102           13          528 SH       Sole     56         528            0            0
HOST HOTELS & RESORTS INC      COM  44107P104           61         4425 SH       Defined   8        4425            0            0
HOST HOTELS & RESORTS INC      COM  44107P104         8135       595950 SH       Sole      9      595950            0            0
HOST HOTELS & RESORTS INC      COM  44107P104        16742      1226600 SH       Sole     51     1226600            0            0
HOST HOTELS & RESORTS INC      COM  44107P104          195        14255 SH       Sole     56       14255            0            0
HOST HOTELS & RESORTS INC      COM  44107P104            6          417 SH       No disc  61         417            0            0
HOT TOPIC INC USD NPV          COM  441339108          282        51942 SH       Defined  31       51942            0            0
HOUSTON AMERICAN ENERGY CORPOR COM  44183U100           70         6200 SH       Defined  31        6200            0            0
HOUSTON AMERN ENERGY CORP      COM  44183U100           12         1000 SH       Defined   8        1000            0            0
HOVNANIAN ENTERPRISES INC      COM  442487203         3562       650000 SH       Sole      9      650000            0            0
HOVNANIAN ENTERPRISES INC      OPT  442487203         1602       292200 SH  Put  Defined   9           0       292200            0
HQ SUSTAINABLE MARITIM IND I   COM  40426A208            8          621 SH       No disc  61         621            0            0
HRPT PPTYS TR                  COM  40426W101          108        15990 SH       Sole      9       15990            0            0
HSBC HLDGS PLC                 ADR  404280406        90774      1183500 SH       Sole      9     1183500            0            0
HSBC HLDGS PLC                 COM  404280406           84         1100 SH       Sole     99        1100            0            0
HUANENG POWER INTERNATIONAL AD COM  443304100         4502       162800 SH       Defined  31      162800            0            0
HUANENG PWR INTL INC           COM  443304100         5113       184908 SH       Sole     51      184908            0            0
HUB GROUP INC USD 0.01         COM  443320106         3186        93322 SH       Defined  31       93322            0            0
HUBBELL INC                    COM  443510201          462        11600 SH       Sole      9       11600            0            0
HUBBELL INC USD 0.01           COM  443510201         4590       115100 SH       Defined  31      115100            0            0
HUDSON CITY BANCORP            COM  443683107           17         1007 SH       Defined   8        1007            0            0
HUDSON CITY BANCORP            COM  443683107          383        22950 SH       Sole      9       22950            0            0
HUDSON CITY BANCORP            COM  443683107         2309       138400 SH       Sole     51      138400            0            0
HUDSON CITY BANCORP INC USD 0. COM  443683107         4100       245789 SH       Defined  31      245789            0            0
HUDSON HIGHLAND GROUP INC      COM  443792106           68         6400 SH       Defined   8        6400            0            0
HUDSON HIGHLAND GROUP INC      COM  443792106           52         5000 SH       No disc  61        5000            0            0
HUGHES COMMUNICATIONS INC      COM  444398101          153         3100 SH       Defined   8        3100            0            0
HUGHES COMMUNICATIONS INC      COM  444398101            0            2 SH       No disc  61           2            0            0
HUGOTON ROYALTY TRUST ROYALTY  COM  444717102         4100       110800 SH       Defined  31      110800            0            0
HUGOTON RTY TR TEX             COM  444717102          145         3900 SH       Defined   8        3900            0            0
HUGOTON RTY TR TEX             COM  444717102            0            2 SH       No disc  61           2            0            0
HUMAN GENOME SCIENCES INC      COM  444903108            4          897 SH       No disc  61         897            0            0
HUMANA INC                     COM  444859102            7          166 SH       Defined   8         166            0            0
HUMANA INC                     COM  444859102           38          955 SH       Sole      9         955            0            0
HUMANA INC                     COM  444859102          446        11200 SH       Sole     51       11200            0            0
HUMANA INC                     COM  444859102          128         3220 SH       Sole     56        3220            0            0
HUMANA INC USD 0.166           COM  444859102        16807       422600 SH       Defined  31      422600            0            0
HUNT J B TRANS SVCS INC        COM  445658107          339        10200 SH       Sole      9       10200            0            0
HUNTINGTON BANCSHARES INC      COM  446150104            2          335 SH       Defined   8         335            0            0
HUNTINGTON BANCSHARES INC      BOND 446150104           29         5000 PRN      Sole      9        5000            0            0
HUNTINGTON BANCSHARES INC      COM  446150104          499        86552 SH       Sole      9       86552            0            0
HUNTINGTON BANCSHARES INC      COM  446150104           32         5500 SH       Sole     59        5500            0            0
HUNTINGTON BANCSHARES USD 0.01 COM  446150104         2451       424658 SH       Defined  31      424658            0            0
HUNTSMAN CORP                  COM  447011107         5130       450000 SH       Sole      1      450000            0            0
HUNTSMAN CORP                  COM  447011107          563        49400 SH       Sole      9       49400            0            0
HUNTSMAN CORP                  OPT  447011107          684        60000 SH  Call Defined   9           0        60000            0
HUNTSMAN CORP                  OPT  447011107          570        50000 SH  Put  Defined   9           0        50000            0
HUNTSMAN CORP USD 0.01         COM  447011107        13052      1144900 SH       Defined  31     1144900            0            0
HUTCHISON TELECOMMUNICATIONS I COM  44841T107          398        18700 SH       Defined  31       18700            0            0
HYDROGENICS CORP               COM  448882100            2         1200 SH       No disc  61        1200            0            0
HYPERCOM CORP USD 0.001        COM  44913M105          339        77000 SH       Defined  31       77000            0            0
I2 TECHNOLOGIES INC            COM  465754208            3          200 SH       Defined   8         200            0            0
I2 TECHNOLOGIES INC            COM  465754208            2          158 SH       No disc  61         158            0            0
I2 TECHNOLOGIES INC USD 0.0002 COM  465754208           27         2133 SH       Defined  31        2133            0            0
IAC INTERACTIVE CORP USD 0.01  COM  44919P300         8172       423838 SH       Defined  31      423838            0            0
IAC INTERACTIVECORP            COM  44919P300           23         1180 SH       Defined   8        1180            0            0
IAC INTERACTIVECORP            COM  44919P300          210        10902 SH       Sole      9       10902            0            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         3150       520500 SH       Defined  31      520500            0            0
ICAHN ENTERPRISES LP           COM  451100101         6283        89325 SH       Sole     51       89325            0            0
ICF INTL INC                   COM  44925C103           42         2500 SH       Sole     51        2500            0            0
ICICI BK LTD                   ADR  45104G104        18228       633790 SH       Sole      9      633790            0            0
ICICI BK LTD                   ADR  45104G104          503        17480 SH       Sole     17       17480            0            0
ICICI BK LTD                   ADR  45104G104         1503        52248 SH       Sole     20           0        52248            0
ICICI BK LTD                   COM  45104G104         1898        66000 SH       Sole     51       66000            0            0
ICON PLC ADR REP 1 ORD         COM  45103T107           53          700 SH       Defined  31         700            0            0
ICONIX BRAND GROUP INC USD 0.0 COM  451055107         2533       209625 SH       Defined  31      209625            0            0
ICU MED INC                    COM  44930G107          204         8900 SH       Defined   8        8900            0            0
ID SYSTEMS INC USD 0.01        COM  449489103            7         1000 SH       Defined  31        1000            0            0
IDEARC INC                     COM  451663108         1032       438942 SH       Sole      9      438942            0            0
IDEARC INC                     OPT  451663108           40        16800 SH  Put  Defined   9           0        16800            0
IDEARC INC                     COM  451663108            0          198 SH       No disc  61         198            0            0
IDEARC INC                     COM  451663108            0           21 SH       Sole     99          21            0            0
IDENIX PHARMACEUTICALS INC     COM  45166R204            1          100 SH       Defined   8         100            0            0
IDEX CORP                      COM  45167R104           82         2220 SH       No disc  10        2220            0            0
IDEX CORP                      COM  45167R104           82         2220 SH       Shared/  61        2220            0            0
IDEXX LABORATORIES INC USD 0.1 COM  45168D104         3658        75048 SH       Defined  31       75048            0            0
IDEXX LABS INC                 COM  45168D104            1           12 SH       No disc  61          12            0            0
IDT CORP NPV                   COM  448947309           85        50000 SH       Defined  31       50000            0            0
I-FLOW CORP                    COM  449520303            4          300 SH       Defined   8         300            0            0
I-FLOW CORPORATION USD 0.001   COM  449520303          432        42482 SH       Defined  31       42482            0            0
IGATE CAPITAL CORP USD 0.01    COM  45169U105          172        21132 SH       Defined  31       21132            0            0
II VI INC                      COM  902104108           32          928 SH       Sole      9         928            0            0
II-VI INC USD NPV              COM  902104108         1559        44640 SH       Defined  31       44640            0            0
IKANOS COMMUNICATIONS INC USD  COM  45173E105           97        28632 SH       Defined  31       28632            0            0
IKON OFFICE SOLUTIONS INC      COM  451713101           71         6300 SH       Sole     51        6300            0            0
IKON OFFICE SOLUTIONS INC      COM  451713101           96         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         5195       109350 SH       Sole      9      109350            0            0
ILLINOIS TOOL WKS INC          COM  452308109          609        12800 SH       Sole     51       12800            0            0
ILLINOIS TOOL WKS INC          COM  452308109           57         1200 SH       Sole     99        1200            0            0
ILLINOIS TOOL WORKS USD 0.01   COM  452308109        42988       904800 SH       Defined  31      904800            0            0
ILLUMINA INC                   COM  452327109          149         1700 SH       Defined   8        1700            0            0
ILLUMINA INC                   COM  452327109         5695        65381 SH       Sole      9       65381            0            0
ILLUMINA INC USD 0.01          COM  452327109          183         2100 SH       Defined  31        2100            0            0
IMATION CORP                   COM  45245A107           19          800 SH       Defined   8         800            0            0
IMMUCOR INC USD 0.1            COM  452526106          161         6188 SH       Defined  31        6188            0            0
IMMUNOGEN INC                  COM  45253H101            7         2450 SH       Sole     57        2450            0            0
IMMUNOGEN INC                  COM  45253H101            5         1600 SH       No disc  61        1600            0            0
IMPERIAL INDS INC              COM  452848401            0          115 SH       No disc  61         115            0            0
IMPERIAL OIL LTD               COM  453038408          628        11400 SH       Sole      9       11400            0            0
IMPERIAL OIL LTD               COM  453038408          270         4899 SH       No disc  61        4899            0            0
IMPERIAL OIL LTD               COM  453038408           44          800 SH       Sole     99         800            0            0
IMPERIAL SUGAR CO NEW          COM  453096208           34         2200 SH       Sole     51        2200            0            0
IMPERIAL TOBACCO GROUP PLC ADR COM  453142101         1523        20500 SH       Defined  31       20500            0            0
IMS HEALTH INC                 COM  449934108            4          168 SH       Defined   8         168            0            0
IMS HEALTH INC                 COM  449934108          365        15685 SH       Sole      9       15685            0            0
IMS HEALTH INC                 COM  449934108           42         1800 SH       Sole     51        1800            0            0
IMS HEALTH INC                 COM  449934108          103         4407 SH       Sole     56        4407            0            0
IMS HEALTH INC                 COM  449934108            3          144 SH       No disc  61         144            0            0
IMS HEALTH USD 0.01            COM  449934108        22285       956400 SH       Defined  31      956400            0            0
INCYTE CORP                    COM  45337C102            0           40 SH       No disc  61          40            0            0
INDEVUS PHARMACEUTICALS INC    COM  454072109            3         1832 SH       Sole      9        1832            0            0
INDOSAT TBK PT ADR REP 50 ORD  COM  744383100          819        22600 SH       Defined  31       22600            0            0
INDUSTRIAL DISTRIBUTION GROUP  COM  456061100           39         3200 SH       Defined  31        3200            0            0
INDUSTRIAS BACHOCO S.A. ADR RE COM  456463108           24          800 SH       Defined  31         800            0            0
INDYMAC BANCORP INC            COM  456607100         1899      3062700 SH       Sole      1     3062700            0            0
INDYMAC BANCORP INC            COM  456607100         1899      3062700 SH       Defined  32     3062700            0            0
INFINEON TECHNOLOGIES AG       ADR  45662N103           13         1500 SH       Sole     12           0            0         1500
INFINEON TECHNOLOGIES AG ADR R COM  45662N103        15932      1867700 SH       Defined  31     1867700            0            0
INFOGROUP INC                  COM  45670G108          920       209585 SH       Sole      9      209585            0            0
INFOGROUP INC USD 0.0025       COM  45670G108          201        45597 SH       Defined  31       45597            0            0
INFORMATION SERVICES GROUP USD COM  45675Y104           53        11029 SH       Defined  31       11029            0            0
INFOSPACE INC                  COM  45678T201           15         1839 SH       No disc  61        1839            0            0
INFOSYS TECHNOLOGIES LTD       ADR  456788108         4373       100620 SH       Sole      9      100620            0            0
INFOSYS TECHNOLOGIES LTD       COM  456788108         3346        77000 SH       Sole     51       77000            0            0
ING GROEP NV ADR REP 1 ORD     COM  456837103         8986       284800 SH       Defined  31      284800            0            0
ING PRIME RATE TR              UNIT 44977W106         6188      1080000 SH       Sole      1     1080000            0            0
INGERSOLL-RAND COMPANY LTD     COM  G4776G101           13          332 SH       Defined   8         332            0            0
INGERSOLL-RAND COMPANY LTD     COM  G4776G101          566        15124 SH       Sole      9       15124            0            0
INLAND REAL ESTATE CORP        COM  457461200          374        25941 SH       Sole      9       25941            0            0
INNOPHOS HOLDINGS INC          COM  45774N108           23          700 SH       Defined   8         700            0            0
INNOPHOS HOLDINGS INC          COM  45774N108          409        12800 SH       Sole      9       12800            0            0
INNOPHOS HOLDINGS INC          COM  45774N108          249         7800 SH       Sole     51        7800            0            0
INNOSPEC INC                   COM  45768S105          179         9500 SH       Sole     51        9500            0            0
INNOSPEC INC USD 0.01          COM  45768S105          719        38200 SH       Defined  31       38200            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         2383       203092 SH       Defined  31      203092            0            0
INSITE VISION INC              COM  457660108            1         1443 SH       No disc  61        1443            0            0
INSITUFORM TECHNOLOGIES INC    COM  457667103         1804       118483 SH       Sole      9      118483            0            0
INSTEEL INDUSTRIES INC         COM  45774W108          110         6000 SH       Defined   8        6000            0            0
INSTEEL INDUSTRIES INC         COM  45774W108           33         1800 SH       No disc  61        1800            0            0
INSULET CORP                   COM  45784P101            8          500 SH       Defined   8         500            0            0
INTEGRA BANK CORPORATION USD 1 COM  45814P105            1           64 SH       Defined  31          64            0            0
INTEGRA LIFESCIENCES HLDGS C   COM  457985208         1271        28568 SH       Sole      9       28568            0            0
INTEGRAL SYS INC MD            COM  45810H107          190         4900 SH       Defined   8        4900            0            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106          210        21100 SH       Sole     51       21100            0            0
INTEGRATED DEVICE TECHNOLOGY   COM  458118106           24         2444 SH       Sole     56        2444            0            0
INTEGRATED DEVICE TECHNOLOGY I COM  458118106         4310       433598 SH       Defined  31      433598            0            0
INTEGRATED SILICON SOLUTIONS I COM  45812P107           99        17679 SH       Defined  31       17679            0            0
INTEGRYS ENERGY GROUP INC      COM  45822P105           17          340 SH       Sole      9         340            0            0
INTEGRYS ENERGY GROUP INC USD  COM  45822P105        13367       262964 SH       Defined  31      262964            0            0
INTEL CORP                     COM  458140100         2341       109000 SH       Sole      1      109000            0            0
INTEL CORP                     COM  458140100          278        12920 SH       Defined   8       12920            0            0
INTEL CORP                     COM  458140100        41462      1930251 SH       Sole      9     1930251            0            0
INTEL CORP                     OPT  458140100        17107       796400 SH  Call Defined   9           0       796400            0
INTEL CORP                     OPT  458140100        42071      1958600 SH  Put  Defined   9           0      1958600            0
INTEL CORP                     COM  458140100           27         1234 SH       Sole     20           0         1234            0
INTEL CORP                     COM  458140100        17213       801350 SH       Sole     51      801350            0            0
INTEL CORP                     COM  458140100         1137        52933 SH       Sole     56       52933            0            0
INTEL CORP                     COM  458140100          416        19360 SH       Sole     57       19360            0            0
INTEL CORP                     COM  458140100          765        35588 SH       Defined  60       35588            0            0
INTEL CORP                     COM  458140100          529        24628 SH       No disc  61       24628            0            0
INTEL CORP                     COM  458140100           23         1080 SH       Sole     99        1080            0            0
INTERACTIVE DATA CORP          COM  45840J107            8          300 SH       Sole     99         300            0            0
INTERACTIVE DATA CORP USD 0.01 COM  45840J107          634        25200 SH       Defined  31       25200            0            0
INTERACTIVE INTELLIGENCE INC   COM  45839M103           23         1970 SH       Sole      9        1970            0            0
INTERACTIVE INTELLIGENCE INC U COM  45839M103          100         8558 SH       Defined  31        8558            0            0
INTERCONTINENTAL EXCHANGE USD  COM  45865V100         5632        49400 SH       Defined  31       49400            0            0
INTERCONTINENTAL HOTELS GROUP  COM  45857P301          163        12200 SH       Defined  31       12200            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100           23          200 SH       Defined   8         200            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100           17          153 SH       Sole      9         153            0            0
INTERCONTINENTALEXCHANGE INC   COM  45865V100         8108        71124 SH       Sole     51       71124            0            0
INTERDIGITAL INC               COM  45867G101           12          500 SH       Sole     56         500            0            0
INTERDIGITAL INC               COM  45867G101           24         1000 SH       Sole     99        1000            0            0
INTERFACE INC                  COM  458665106            8          635 SH       Sole     99         635            0            0
INTERLINE BRANDS INC           COM  458743101            2          100 SH       Defined   8         100            0            0
INTERLINE BRANDS INC USD 0.01  COM  458743101           87         5400 SH       Defined  31        5400            0            0
INTERNATIONAL BANCSHARES CORP  COM  459044103            1           37 SH       Defined  31          37            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          291         2454 SH       Defined   8        2454            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        37686       317946 SH       Sole      9      317946            0            0
INTERNATIONAL BUSINESS MACHS   OPT  459200101        27855       235000 SH  Put  Defined   9           0       235000            0
INTERNATIONAL BUSINESS MACHS   COM  459200101           24          200 SH       Sole     20           0          200            0
INTERNATIONAL BUSINESS MACHS   COM  459200101        15871       133896 SH       Sole     51      133896            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          726         6120 SH       Sole     56        6120            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          474         4000 SH       Sole     57        4000            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          367         3100 SH       Defined  60        3100            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101         1364        11512 SH       No disc  61       11512            0            0
INTERNATIONAL BUSINESS MACHS   COM  459200101          410         3458 SH       Sole     99        3458            0            0
INTERNATIONAL COAL GROUP INC U COM  45928H106         1486       113800 SH       Defined  31      113800            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101            2           42 SH       Defined   8          42            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101          266         6800 SH       Sole      9        6800            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101            3           75 SH       No disc  61          75            0            0
INTERNATIONAL FLAVORS&FRAGRA   COM  459506101           77         1968 SH       Sole     99        1968            0            0
INTERNATIONAL FLAVOURS AND FRA COM  459506101        17760       454675 SH       Defined  31      454675            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102            6          228 SH       Defined   8         228            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102         2667       106747 SH       Sole      9      106747            0            0
INTERNATIONAL GAME TECHNOLOG   COM  459902102          552        22100 SH       Sole     51       22100            0            0
INTERNATIONAL PAPER CO USD 1   COM  460146103        29372      1260572 SH       Defined  31     1260572            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105          647        33701 SH       Sole      9       33701            0            0
INTERNATIONAL RECTIFIER CORP   COM  460254105           29         1500 SH       Sole     12           0            0         1500
INTERNATIONAL RECTIFIER CORP   COM  460254105           78         4081 SH       No disc  61        4081            0            0
INTERNATIONAL RECTIFIER CORPOR COM  460254105         2890       150500 SH       Defined  31      150500            0            0
INTERNATIONAL SHIPHOLDING CO   COM  460321201           52         2200 SH       Sole     51        2200            0            0
INTERNATIONAL SHIPHOLDING CORP COM  460321201          340        14500 SH       Defined  31       14500            0            0
INTERNATIONAL SPEEDWAY CORPORA COM  460335201         1839        47097 SH       Defined  31       47097            0            0
INTERNATIONAL TOWER HILL MIN   COM  46051L104            5         3100 SH       No disc  61        3100            0            0
INTERNET BRANDS INC            COM  460608102           22         3200 SH       Defined   8        3200            0            0
INTERNET CAP GROUP INC         COM  46059C205            0           52 SH       No disc  61          52            0            0
INTERNET CAPITAL GROUP INC USD COM  46059C205          132        17042 SH       Defined  31       17042            0            0
INTEROIL CORP                  COM  460951106           22          746 SH       No disc  61         746            0            0
INTERPUBLIC GROUP COS INC      COM  460690100          122        14100 SH       Defined   8       14100            0            0
INTERPUBLIC GROUP COS INC      COM  460690100          248        28832 SH       Sole      9       28832            0            0
INTERPUBLIC GROUP COS INC      COM  460690100          130        15135 SH       Defined  60       15135            0            0
INTERPUBLIC GROUP COS INC      COM  460690100          275        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        25198      2929961 SH       Defined  31     2929961            0            0
INTERSIL CORP                  COM  46069S109          134         5500 SH       Defined   8        5500            0            0
INTERSIL CORP                  COM  46069S109          362        14900 SH       Sole      9       14900            0            0
INTERSIL CORP                  COM  46069S109           32         1315 SH       Defined  60        1315            0            0
INTERSTATE HOTELS & RESORTS IN COM  46088S106          172        66300 SH       Defined  31       66300            0            0
INTEVAC INC USD NPV            COM  461148108          251        22174 SH       Defined  31       22174            0            0
INTL GAME TECHNOLOGY USD 0.000 COM  459902102        13990       560020 SH       Defined  31      560020            0            0
INTL PAPER CO                  COM  460146103          890        38200 SH       Sole      1       38200            0            0
INTL PAPER CO                  COM  460146103           10          387 SH       Defined   8         387            0            0
INTL PAPER CO                  COM  460146103         2722       116825 SH       Sole      9      116825            0            0
INTL PAPER CO                  OPT  460146103         2736       117400 SH  Put  Defined   9           0       117400            0
INTL PAPER CO                  COM  460146103           79         3400 SH       Sole     51        3400            0            0
INTL PAPER CO                  COM  460146103          154         6620 SH       Sole     56        6620            0            0
INTL PAPER CO                  COM  460146103            5          200 SH       Sole     99         200            0            0
INTREPID POTASH INC USD 0.001  COM  46121Y102         2869        43600 SH       Defined  31       43600            0            0
INTROGEN THERAPEUTICS INC      COM  46119F107            1          500 SH       No disc  61         500            0            0
INTUIT                         COM  461202103           56         1996 SH       Defined   8        1996            0            0
INTUIT                         COM  461202103          534        19372 SH       Sole      9       19372            0            0
INTUIT                         COM  461202103          794        28800 SH       Sole     51       28800            0            0
INTUIT                         COM  461202103            2           80 SH       No disc  61          80            0            0
INTUITIVE SURGICAL INC         COM  46120E602           41          150 SH       Defined   8         150            0            0
INTUITIVE SURGICAL INC         COM  46120E602          254          941 SH       Sole      9         941            0            0
INTUITIVE SURGICAL INC         COM  46120E602          674         2500 SH       Sole     51        2500            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106          663        20000 SH       Sole      9       20000            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106          171         5142 SH       No disc  50        5142            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106            9          277 SH       No disc  61         277            0            0
INVERNESS MED INNOVATIONS IN   COM  46126P106           27          800 SH       Sole     99         800            0            0
INVERSIONES Y REPRESENTA GDR R COM  450047204         1973       175000 SH       Defined  31      175000            0            0
INVESCO LTD                    ADR  G491BT108          636        26506 SH       Sole      9       26506            0            0
INVESCO LTD                    COM  G491BT108        20602       859100 SH       Defined  31      859100            0            0
INVESTMENT TECHNOLOGY  GROUP U COM  46145F105           91         2700 SH       Defined  31        2700            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          346        36204 SH       Defined  31       36204            0            0
INVITROGEN CORP                COM  46185R100          154         3900 SH       Defined   8        3900            0            0
INVITROGEN CORPORATION USD 0.0 COM  46185R100         8563       218110 SH       Defined  31      218110            0            0
ION GEOPHYSICAL CORP           COM  462044108            6          300 SH       Defined   8         300            0            0
ION GEOPHYSICAL CORP           COM  462044108         1309        75000 SH       Sole     56       75000            0            0
ION GEOPHYSICAL CORP           COM  462044108            2          100 SH       No disc  61         100            0            0
ION GEOPHYSICAL CORPORATION US COM  462044108          346        19800 SH       Defined  31       19800            0            0
IOWA TELECOMMUNICATIONS SERVIC COM  462594201            2          100 SH       Defined  31         100            0            0
IPASS INC                      COM  46261V108            3         1307 SH       No disc  61        1307            0            0
IPC HOLDINGS LTD USD 0.01      COM  G4933P101          358        13465 SH       Defined  31       13465            0            0
IPC THE HOSPITALIST CO INC     COM  44984A105            8          400 SH       Defined   8         400            0            0
IPC THE HOSPITALIST CO NPV     COM  44984A105           27         1400 SH       Defined  31        1400            0            0
IPCS INC USD NPV               COM  44980Y305         1218        41101 SH       Defined  31       41101            0            0
IPG PHOTONICS CORP             COM  44980X109           83         4400 SH       Defined   8        4400            0            0
IRGRAM MIRCO INC USD 0.01      COM  457153104          398        22386 SH       Defined  31       22386            0            0
IRON MOUNTAIN INC USD 0.01     COM  462846106         1342        50513 SH       Defined  31       50513            0            0
IRON MTN INC                   COM  462846106            9          322 SH       Sole      9         322            0            0
IRON MTN INC                   OPT  462846106        21392       805700 SH  Put  Defined   9           0       805700            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        13685       150000 SH       Sole      1      150000            0            0
ISHARES INC                    UNIT 464286400         6233        69801 SH       Sole      1       69801            0            0
ISHARES INC                    COM  464286772            0            1 SH       Sole      9           1            0            0
ISHARES INC                    UNIT 464286400        31034       347564 SH       Sole      9      347564            0            0
ISHARES INC                    UNIT 464286665         8975        65952 SH       Sole      9       65952            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           23         1332 SH       Sole      9        1332            0            0
ISHARES INC                    COM  464286699          551        26577 SH       Sole     12           0            0        26577
ISHARES INC                    COM  464286749         2617       110000 SH       Sole     12           0            0       110000
ISHARES INC                    COM  464286848           96         7699 SH       Sole     12           0            0         7699
ISHARES INC                    COM  464286665          523         3843 SH       Sole     17        3843            0            0
ISHARES INC                    COM  464286673          408        32868 SH       Sole     17       32868            0            0
ISHARES INC                    COM  464286731         3255       230362 SH       Sole     17      230362            0            0
ISHARES INC                    COM  464286772         1696        33235 SH       Sole     17       33235            0            0
ISHARES INC                    COM  464286871          473        27900 SH       Sole     17       27900            0            0
ISHARES INC                    U    464286830          747        71855 SH       Sole     17       71855            0            0
ISHARES INC                    UNIT 464286400           58          650 SH       Sole     20           0          650            0
ISHARES INC                    UNIT 464286665         1316         9671 SH       Sole     20           0         9671            0
ISHARES INC                    UNIT 464286673           19         1500 SH       Sole     20           0         1500            0
ISHARES INC                    UNIT 464286731         2025       143304 SH       Sole     20           0       143304            0
ISHARES INC                    UNIT 464286772         3675        71998 SH       Sole     20           0        71998            0
ISHARES INC                    UNIT 464286830           42         4015 SH       Sole     20           0         4015            0
ISHARES INC                    UNIT 464286848          659        52848 SH       Sole     20           0        52848            0
ISHARES INC                    UNIT 464286871           20         1200 SH       Sole     20           0         1200            0
ISHARES INC                    COM  464286400        89950      1000000 SH       Defined  32     1000000            0            0
ISHARES INC                    COM  464286202         1045        30000 SH       Defined  60       30000            0            0
ISHARES INC                    COM  464286301          190        10000 SH       Defined  60       10000            0            0
ISHARES INC                    COM  464286509           13          405 SH       Defined  60         405            0            0
ISHARES INC                    COM  464286764          541        10000 SH       Defined  60       10000            0            0
ISHARES INC                    COM  464286806          589        20000 SH       Defined  60       20000            0            0
ISHARES INC                    COM  464286822          321         5630 SH       Defined  60        5630            0            0
ISHARES INC                    COM  464286848          316        25349 SH       Defined  60       25349            0            0
ISHARES INC                    COM  464286848           15         1200 SH       No disc  61        1200            0            0
ISHARES INC                    FUND 464286509         1836        55385 SH       Sole     99       55385            0            0
ISHARES INC                    FUND 464286848            9          760 SH       Sole     99         760            0            0
ISHARES TR                     UNIT 464287226       106879      1064534 SH       Sole      1     1064534            0            0
ISHARES TR                     UNIT 464287234          339         2500 SH       Sole      1        2500            0            0
ISHARES TR                     UNIT 464287432         1062        11500 SH       Sole      1       11500            0            0
ISHARES TR                     UNIT 464287440         5151        58530 SH       Sole      1       58530            0            0
ISHARES TR                     UNIT 464287457         4866        58700 SH       Sole      1       58700            0            0
ISHARES TR                     UNIT 464287465         2747        40000 SH       Sole      1       40000            0            0
ISHARES TR                     UNIT 464287739            0            1 SH       Sole      1           1            0            0
ISHARES TR                     COM  464287739         7619       125000 SH       Defined   8      125000            0            0
ISHARES TR                     COM  464287390        86525       314636 SH       Sole      9      314636            0            0
ISHARES TR                     UNIT 464287101         2151        37000 SH       Sole      9       37000            0            0
ISHARES TR                     UNIT 464287168        12450       252791 SH       Sole      9      252791            0            0
ISHARES TR                     UNIT 464287184        26534       202800 SH       Sole      9      202800            0            0
ISHARES TR                     UNIT 464287226       106879      1064534 SH       Sole      9     1064534            0            0
ISHARES TR                     UNIT 464287234        43265       318781 SH       Sole      9      318781            0            0
ISHARES TR                     UNIT 464287432        19530       211500 SH       Sole      9      211500            0            0
ISHARES TR                     UNIT 464287440         5140        58405 SH       Sole      9       58405            0            0
ISHARES TR                     UNIT 464287465         5275        76810 SH       Sole      9       76810            0            0
ISHARES TR                     UNIT 464287564         7739       103000 SH       Sole      9      103000            0            0
ISHARES TR                     UNIT 464287655       188433      2728938 SH       Sole      9     2728938            0            0
ISHARES TR                     UNIT 464287739         2431        39991 SH       Sole      9       39991            0            0
ISHARES TR                     UNIT 464288851         4309        50000 SH       Sole      9       50000            0            0
ISHARES TR                     COM  464287200         8623        67369 SH       Sole     12           0            0        67369
ISHARES TR                     COM  464287101         7929       136378 SH       Sole     17      136378            0            0
ISHARES TR                     COM  464287176         4452        41282 SH       Sole     17       41282            0            0
ISHARES TR                     COM  464287184         2960        22623 SH       Sole     17       22623            0            0
ISHARES TR                     COM  464287200        10921        85322 SH       Sole     17       85322            0            0
ISHARES TR                     COM  464287234         4353        32072 SH       Sole     17       32072            0            0
ISHARES TR                     COM  464287390         5970        21708 SH       Sole     17       21708            0            0
ISHARES TR                     COM  464287549         4394        84008 SH       Sole     17       84008            0            0
ISHARES TR                     COM  464287630          331         5200 SH       Sole     17        5200            0            0
ISHARES TR                     UNIT 464287101          331         5700 SH       Sole     20           0         5700            0
ISHARES TR                     UNIT 464287184          157         1203 SH       Sole     20           0         1203            0
ISHARES TR                     UNIT 464287200        37573       293538 SH       Sole     20           0       293538            0
ISHARES TR                     UNIT 464287234         1234         9090 SH       Sole     20           0         9090            0
ISHARES TR                     UNIT 464287549         1450        27717 SH       Sole     20           0        27717            0
ISHARES TR                     UNIT 464288372         1596        36044 SH       Sole     20           0        36044            0
ISHARES TR                     COM  464287234        20352       150000 SH       Defined  32      150000            0            0
ISHARES TR                     COM  464287655       619323      8850000 SH       Defined  32     8850000            0            0
ISHARES TR                     COM  464288869        18148       400000 SH       Defined  32      400000            0            0
ISHARES TR                     COM  464287200         4025        31447 SH       Defined  60       31447            0            0
ISILON SYS INC                 COM  46432L104            2          300 SH       Defined   8         300            0            0
ISIS PHARMACEUTICALS INC       OPT  464330109         1500       110000 SH  Call Defined   9           0       110000            0
ISIS PHARMACEUTICALS INC       COM  464330109         1630       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          533        39067 SH       Defined  31       39067            0            0
ISOLAGEN INC                   COM  46488N103           17        52924 SH       No disc  61       52924            0            0
ISTAR FINL INC                 COM  45031U101            0           10 SH       Sole      9          10            0            0
ITRON INC                      COM  465741106          217         2200 SH       Defined   8        2200            0            0
ITRON INC                      COM  465741106          716         7285 SH       Sole      9        7285            0            0
ITRON INC USD NPV              COM  465741106         3876        39402 SH       Defined  31       39402            0            0
ITT CORP NEW                   COM  450911102           10          155 SH       Defined   8         155            0            0
ITT CORP NEW                   COM  450911102         6480       102314 SH       Sole      9      102314            0            0
ITT CORP NEW                   COM  450911102          188         2978 SH       No disc  61        2978            0            0
ITT CORPORATION USD 1          COM  450911102        19664       310500 SH       Defined  31      310500            0            0
ITT EDUCATIONAL SERVICES INC   COM  45068B109           76          915 SH       Sole     56         915            0            0
ITT EDUCATIONAL SERVICES INC U COM  45068B109        19720       238644 SH       Defined  31      238644            0            0
IVANHOE ENERGY INC             COM  465790103           34         9450 SH       No disc  61        9450            0            0
IVANHOE MINES LTD              COM  46579N103          168        15400 SH       Sole      9       15400            0            0
IVANHOE MINES LTD              COM  46579N103           86         7865 SH       No disc  61        7865            0            0
IVANHOE MINES LTD              COM  46579N103           69         6300 SH       Sole     99        6300            0            0
IXIA USD NPV                   COM  45071R109          186        26746 SH       Defined  31       26746            0            0
IXYS CORP                      COM  46600W106           72         6000 SH       Defined   8        6000            0            0
IXYS CORP                      COM  46600W106           18         1500 SH       Sole     12           0            0         1500
J & J SNACK FOODS CORP         COM  466032109            6          200 SH       Defined   8         200            0            0
J & J SNACK FOODS CORP USD NPV COM  466032109          145         5279 SH       Defined  31        5279            0            0
J2 GLOBAL COMMUNICATIONS INC U COM  46626E205         2379       103400 SH       Defined  31      103400            0            0
JABIL CIRCUIT INC              COM  466313103          211        12827 SH       Defined   8       12827            0            0
JABIL CIRCUIT INC              COM  466313103          125         7602 SH       Sole      9        7602            0            0
JABIL CIRCUIT INC              COM  466313103           27         1647 SH       Sole     56        1647            0            0
JABIL CIRCUIT INC USD 0.001    COM  466313103         3439       209564 SH       Defined  31      209564            0            0
JACK IN THE BOX INC            COM  466367109          305        13600 SH       Sole      9       13600            0            0
JACOBS ENGINEERING GROUP INC U COM  469814107          235         2900 SH       Defined  31        2900            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107           10          120 SH       Defined   8         120            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107          557         6899 SH       Sole      9        6899            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107         2146        26600 SH       Sole     51       26600            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107           16          202 SH       Sole     56         202            0            0
JACOBS ENGR GROUP INC DEL      COM  469814107            2           25 SH       No disc  61          25            0            0
JAKKS PACIFIC INC USD 0.001    COM  47012E106          146         6670 SH       Defined  31        6670            0            0
JAMES RIVER COAL CO            COM  470355207           15          250 SH       No disc  61         250            0            0
JAMES RIVER COAL COMPANY USD 0 COM  470355207        20070       341960 SH       Defined  31      341960            0            0
JANUS CAP GROUP INC            COM  47102X105            5          155 SH       Defined   8         155            0            0
JANUS CAP GROUP INC            COM  47102X105          158         5956 SH       Sole      9        5956            0            0
JARDEN CORP                    COM  471109108           11          600 SH       Defined  60         600            0            0
JARDEN CORPORATION USD 0.01    COM  471109108          982        53799 SH       Defined  31       53799            0            0
JAZZ PHARMACEUTICALS INC       COM  472147107           49         6588 SH       No disc  61        6588            0            0
JB HUNT TRANSPORT SERVICES USD COM  445658107        13032       391580 SH       Defined  31      391580            0            0
JDA SOFTWARE GROUP INC         COM  46612K108          154         8500 SH       Defined   8        8500            0            0
JDA SOFTWARE INC USD 0.01      COM  46612K108          984        54364 SH       Defined  31       54364            0            0
JDS UNIPHASE CORP              COM  46612J507           16         1418 SH       Sole      9        1418            0            0
JDS UNIPHASE CORP              COM  46612J507            1           50 SH       Sole     12           0            0           50
JDS UNIPHASE CORP              COM  46612J507            0           38 SH       Sole     20           0           38            0
JDS UNIPHASE CORP              COM  46612J507           37         3219 SH       Sole     56        3219            0            0
JDS UNIPHASE CORP              COM  46612J507           20         1783 SH       No disc  61        1783            0            0
JEFFERIES GROUP INC USD 0.0001 COM  472319102         3829       227600 SH       Defined  31      227600            0            0
JER INVESTORS TRUST INC REIT U COM  46614H301          213        33700 SH       Defined  31       33700            0            0
JETBLUE AIRWAYS CORP           OPT  477143101           12         3000 SH  Call Defined   1           0         3000            0
JETBLUE AIRWAYS CORP           OPT  477143101            4         1000 SH  Put  Defined   1           0         1000            0
JETBLUE AIRWAYS CORP           COM  477143101          416       111569 SH       Sole      9      111569            0            0
JMP GROUP INC USD 0.001        COM  46629U107           79        11900 SH       Defined  31       11900            0            0
JO-ANN STORES INC              COM  47758P307          217         9400 SH       Defined   8        9400            0            0
JOES JEANS INC                 COM  47777N101            0          200 SH       No disc  61         200            0            0
JOHNSON & JOHNSON              COM  478160104          168         2600 SH       Defined   8        2600            0            0
JOHNSON & JOHNSON              COM  478160104        87313      1357053 SH       Sole      9     1357053            0            0
JOHNSON & JOHNSON              OPT  478160104        93293      1450000 SH  Call Defined   9           0      1450000            0
JOHNSON & JOHNSON              OPT  478160104       122246      1900000 SH  Put  Defined   9           0      1900000            0
JOHNSON & JOHNSON              COM  478160104            9          141 SH       No disc  10         141            0            0
JOHNSON & JOHNSON              COM  478160104          185         2882 SH       Sole     20           0         2882            0
JOHNSON & JOHNSON              COM  478160104        14367       223287 SH       Sole     51      223287            0            0
JOHNSON & JOHNSON              COM  478160104          431         6698 SH       Sole     56        6698            0            0
JOHNSON & JOHNSON              COM  478160104          129         2000 SH       Sole     57        2000            0            0
JOHNSON & JOHNSON              COM  478160104         1114        17300 SH       Defined  60       17300            0            0
JOHNSON & JOHNSON              COM  478160104          755        11738 SH       No disc  61       11738            0            0
JOHNSON & JOHNSON              COM  478160104          350         5435 SH       Sole     99        5435            0            0
JOHNSON CTLS INC               COM  478366107           17          588 SH       Defined   8         588            0            0
JOHNSON CTLS INC               COM  478366107          407        14181 SH       Sole      9       14181            0            0
JOHNSON CTLS INC               COM  478366107         2940       102527 SH       Sole     51      102527            0            0
JONES APPAREL GROUP INC        COM  480074103            4          246 SH       Defined   8         246            0            0
JONES APPAREL GROUP INC        COM  480074103          131         9500 SH       Sole      9        9500            0            0
JONES APPAREL GROUP INC USD 0. COM  480074103         1176        85497 SH       Defined  31       85497            0            0
JONES LANG LASALLE INC         COM  48020Q107           24          392 SH       Sole      9         392            0            0
JONES LANG LASALLE INC         COM  48020Q107           30          500 SH       Sole     56         500            0            0
JONES LANG LASALLE INC USD 0.0 COM  48020Q107         8830       146696 SH       Defined  31      146696            0            0
JOS A BANK CLOTHIERS INC USD 0 COM  480838101         6567       245458 SH       Defined  31      245458            0            0
JOY GLOBAL INC                 COM  481165108           30          391 SH       Defined   8         391            0            0
JOY GLOBAL INC                 COM  481165108          374         4927 SH       Sole      9        4927            0            0
JOY GLOBAL INC USD 1           COM  481165108        33802       445760 SH       Defined  31      445760            0            0
JP MORGAN CHASE & CO           COM  46625H100           69         2000 SH       Sole      1        2000            0            0
JP MORGAN CHASE & CO           COM  46625H100          112         3260 SH       Defined   8        3260            0            0
JP MORGAN CHASE & CO           COM  46625H100        32288       941052 SH       Sole      9      941052            0            0
JP MORGAN CHASE & CO           OPT  46625H100          224         6500 SH  Call Defined   9           0         6500            0
JP MORGAN CHASE & CO           OPT  46625H100        31892       929500 SH  Put  Defined   9           0       929500            0
JP MORGAN CHASE & CO           COM  46625H100           40         1165 SH       Sole     20           0         1165            0
JP MORGAN CHASE & CO           COM  46625H100        37801      1101749 SH       Sole     51     1101749            0            0
JP MORGAN CHASE & CO           COM  46625H100          729        21259 SH       Sole     56       21259            0            0
JP MORGAN CHASE & CO           COM  46625H100           96         2797 SH       Sole     57        2797            0            0
JP MORGAN CHASE & CO           COM  46625H100         1260        36717 SH       No disc  61       36717            0            0
JP MORGAN CHASE & CO           COM  46625H100          240         6987 SH       Sole     99        6987            0            0
JP MORGAN CHASE & CO. USD 1    COM  46625H100         1503        43800 SH       Defined  31       43800            0            0
JUNIPER NETWORKS INC           COM  48203R104           40         1778 SH       Defined   8        1778            0            0
JUNIPER NETWORKS INC           COM  48203R104          441        19870 SH       Sole      9       19870            0            0
JUNIPER NETWORKS INC           COM  48203R104         1811        81652 SH       Sole     51       81652            0            0
JUNIPER NETWORKS INC           COM  48203R104          134         6064 SH       No disc  61        6064            0            0
K SEA TRANSN PARTNERS LP       COM  48268Y101           55         1700 SH       Defined   8        1700            0            0
K V PHARMACEUTICAL CO          COM  482740206           43         2200 SH       Defined   8        2200            0            0
K12 INC                        COM  48273U102           65         3000 SH       Defined   8        3000            0            0
KADANT INC USD 0.01            COM  48282T104          753        33300 SH       Defined  31       33300            0            0
KAISER ALUMINUM CORPORATION US COM  483007704         2431        45402 SH       Defined  31       45402            0            0
KAMAN CORP                     COM  483548103           12          500 SH       Defined   8         500            0            0
KAMAN CORP USD 1               COM  483548103          738        32400 SH       Defined  31       32400            0            0
KANSAS CITY SOUTHERN           COM  485170302            5          100 SH       Defined   8         100            0            0
KANSAS CITY SOUTHERN USD 0.01  COM  485170302         4540       103200 SH       Defined  31      103200            0            0
KAYNE ANDERSON ENERGY DEVELOPM COM  48660Q102          283        12300 SH       Defined  31       12300            0            0
KB HOME                        COM  48666K109          165         9721 SH       Defined   8        9721            0            0
KB HOME                        COM  48666K109          340        20081 SH       Sole      9       20081            0            0
KB HOME                        OPT  48666K109         1866       110200 SH  Put  Defined   9           0       110200            0
KB HOME                        COM  48666K109          421        24900 SH       Sole     51       24900            0            0
KBR INC                        COM  48242W106          314         9003 SH       Sole      9        9003            0            0
KBR INC                        COM  48242W106           52         1483 SH       Sole     56        1483            0            0
KBR INC                        COM  48242W106           10          300 SH       No disc  61         300            0            0
KBW INC                        COM  482423100          114         5500 SH       Defined   8        5500            0            0
KBW INC USD 0.01               COM  482423100          110         5300 SH       Defined  31        5300            0            0
KEARNY FINL CORP               COM  487169104           20         1800 SH       Defined   8        1800            0            0
KEEGAN RES INC                 COM  487275109            0          100 SH       No disc  61         100            0            0
KELLOGG CO                     COM  487836108            8          166 SH       Defined   8         166            0            0
KELLOGG CO                     COM  487836108           67         1391 SH       Sole      9        1391            0            0
KELLOGG CO                     COM  487836108         1742        36278 SH       Sole     51       36278            0            0
KELLOGG CO                     COM  487836108          178         3712 SH       No disc  61        3712            0            0
KELLOGG CO. USD 0.25           COM  487836108        35627       741910 SH       Defined  31      741910            0            0
KELLY SERVICES INC USD 1       COM  488152208          502        25969 SH       Defined  31       25969            0            0
KEMET CORPORATION USD 0.01     COM  488360108            4         1000 SH       Defined  31        1000            0            0
KENDLE INTERNATIONAL INC       COM  48880L107         4646       127875 SH       Sole      9      127875            0            0
KENNAMETAL INC                 COM  489170100          209         6400 SH       Defined   8        6400            0            0
KENNAMETAL INC                 COM  489170100          438        13447 SH       Sole      9       13447            0            0
KENSEY NASH CORP               COM  490057106          215         6700 SH       Defined   8        6700            0            0
KERYX BIOPHARMACEUTICALS INC   COM  492515101            6        13149 SH       Sole      9       13149            0            0
KEY ENERGY SERVICES INC USD 0. COM  492914106         4586       236100 SH       Defined  31      236100            0            0
KEY ENERGY SVCS INC            COM  492914106          222        11400 SH       Defined   8       11400            0            0
KEY TECHNOLOGY INC             COM  493143101           80         2500 SH       Sole     51        2500            0            0
KEY TECHNOLOGY INC USD NPV     COM  493143101          112         3500 SH       Defined  31        3500            0            0
KEYCORP NEW                    COM  493267108            7          572 SH       Defined   8         572            0            0
KEYCORP NEW                    COM  493267108          760        69180 SH       Sole      9       69180            0            0
KEYCORP NEW                    COM  493267108           44         4040 SH       Sole     56        4040            0            0
KEYCORP NEW                    COM  493267108           21         1872 SH       No disc  61        1872            0            0
KEYCORP USD 1                  COM  493267108         3847       350300 SH       Defined  31      350300            0            0
KEYNOTE SYS INC                COM  493308100            1           47 SH       No disc  61          47            0            0
KFORCE INC USD 0.01            COM  493732101          316        37141 SH       Defined  31       37141            0            0
KHD HUMBOLDT WEDAG INTERNATION COM  482462108         4207       133400 SH       Defined  31      133400            0            0
KHD HUMBOLDT WEDAG INTL LTD    COM  482462108           19          600 SH       Sole     99         600            0            0
KILROY REALTY CORPORATION REIT COM  49427F108        11076       235500 SH       Defined  31      235500            0            0
KILROY RLTY CORP               COM  49427F108          245         5205 SH       Defined   8        5205            0            0
KILROY RLTY CORP               COM  49427F108          100         2129 SH       Sole      9        2129            0            0
KIMBALL INTERNATIONAL INC USD  COM  494274103          240        28900 SH       Defined  31       28900            0            0
KIMBERLY CLARK CORP            COM  494368103           28          462 SH       Defined   8         462            0            0
KIMBERLY CLARK CORP            COM  494368103         2945        49262 SH       Sole      9       49262            0            0
KIMBERLY CLARK CORP            COM  494368103           94         1574 SH       Sole     51        1574            0            0
KIMBERLY CLARK CORP            COM  494368103           94         1574 SH       No disc  61        1574            0            0
KIMCO REALTY CORP              COM  49446R109            4           96 SH       Defined   8          96            0            0
KIMCO REALTY CORP              COM  49446R109          564        16338 SH       Sole      9       16338            0            0
KIMCO REALTY CORP              COM  49446R109          287         8300 SH       Sole     51        8300            0            0
KIMCO REALTY CORPORATION REIT  COM  49446R109         4764       138000 SH       Defined  31      138000            0            0
KINDER MORGAN ENERGY PARTNER   COM  494550106         1497        26859 SH       Sole      9       26859            0            0
KINDER MORGAN MANAGEMENT LLC   COM  49455U100          135         2500 SH       Defined   8        2500            0            0
KINDER MORGAN MANAGEMENT LLC   COM  49455U100          154         2862 SH       Sole      9        2862            0            0
KINETIC CONCEPTS INC           COM  49460W208          575        14400 SH       Sole     51       14400            0            0
KINETIC CONCEPTS INC USD 0.001 COM  49460W208         9284       232600 SH       Defined  31      232600            0            0
KING PHARMACEUTICAL INC USD NP COM  495582108         1962       187300 SH       Defined  31      187300            0            0
KING PHARMACEUTICALS INC       COM  495582108            7          712 SH       Sole      9         712            0            0
KING PHARMACEUTICALS INC       COM  495582108         1076       102800 SH       Sole     51      102800            0            0
KING PHARMACEUTICALS INC       COM  495582108           44         4168 SH       Sole     56        4168            0            0
KINROSS GOLD CORP              COM  496902404           22          946 SH       Sole      9         946            0            0
KINROSS GOLD CORP              COM  496902404          146         6179 SH       No disc  61        6179            0            0
KIRBY CORP                     COM  497266106          125         2596 SH       Sole     56        2596            0            0
KITE REALTY GROUP TRUST REIT U COM  49803T102          582        46500 SH       Defined  31       46500            0            0
KITE RLTY GROUP TR             COM  49803T102          158        12665 SH       Sole      9       12665            0            0
KKR FINANCIAL CORP LTD PART US COM  48248A306         3338       317881 SH       Defined  31      317881            0            0
KKR FINANCIAL HLDGS LLC        COM  48248A306         7880       750518 SH       Sole      1      750518            0            0
KLA-TENCOR CORP                COM  482480100           39          945 SH       Defined   8         945            0            0
KLA-TENCOR CORP                COM  482480100         1347        33090 SH       Sole      9       33090            0            0
KLA-TENCOR CORP                OPT  482480100         2036        50000 SH  Put  Defined   9           0        50000            0
KLA-TENCOR CORP                COM  482480100           57         1400 SH       Sole     51        1400            0            0
KLA-TENCOR CORP                COM  482480100           20          500 SH       No disc  61         500            0            0
KNIGHT CAPITAL GROUP INC       COM  499005106           18         1000 SH       Defined   8        1000            0            0
KNIGHT TRANSPORTATION INC USD  COM  499064103          517        28200 SH       Defined  31       28200            0            0
KNOLL INC USD 0.01             COM  498904200         1535       126300 SH       Defined  31      126300            0            0
KOHLS CORP                     OPT  500255104           61         1500 SH  Put  Defined   1           0         1500            0
KOHLS CORP                     COM  500255104           19          465 SH       Defined   8         465            0            0
KOHLS CORP                     COM  500255104         1058        26415 SH       Sole      9       26415            0            0
KOHLS CORP                     OPT  500255104         2843        71000 SH  Call Defined   9           0        71000            0
KOHLS CORP                     COM  500255104          276         6899 SH       Sole     51        6899            0            0
KOHLS CORPORATION USD 0.01     COM  500255104         8946       223414 SH       Defined  31      223414            0            0
KONINKLIJKE PHILIPS ELEC NY RE COM  500472303          126         3700 SH       Defined  31        3700            0            0
KOOKMIN BANK ADR REP 1 ORD     COM  50049M109         3897        66600 SH       Defined  31       66600            0            0
KOPIN CORP USD 0.01            COM  500600101            5         1500 SH       Defined  31        1500            0            0
KOPPERS HOLDINGS INC           COM  50060P106          314         7500 SH       Sole      9        7500            0            0
KOREA ELECTRIC POWER ADR REP 0 COM  500631106         9486       652800 SH       Defined  31      652800            0            0
KOREA ELECTRIC PWR             ADR  500631106           38         2594 SH       Sole      9        2594            0            0
KOREA ELECTRIC PWR             BOND 500631106         3793       261055 PRN      Sole      9      261055            0            0
KOREA EQUITY FD INC            COM  50063B104           40         3800 SH       Sole      9        3800            0            0
KRAFT FOODS INC                COM  50075N104           48         1653 SH       Defined   8        1653            0            0
KRAFT FOODS INC                COM  50075N104         3739       131437 SH       Sole      9      131437            0            0
KRAFT FOODS INC                COM  50075N104           19          671 SH       No disc  10         671            0            0
KRAFT FOODS INC                COM  50075N104         8701       303900 SH       Defined  32      303900            0            0
KRAFT FOODS INC                COM  50075N104          686        24100 SH       Sole     51       24100            0            0
KRAFT FOODS INC                COM  50075N104          153         5364 SH       No disc  61        5364            0            0
KRAFT FOODS INC                COM  50075N104           19          671 SH       Shared/  61         671            0            0
KRAFT FOODS INC                COM  50075N104           15          518 SH       Sole     99         518            0            0
KROGER CO                      COM  501044101          163         5635 SH       Defined   8        5635            0            0
KROGER CO                      COM  501044101         1197        41445 SH       Sole      9       41445            0            0
KROGER CO                      COM  501044101         5565       192760 SH       Sole     51      192760            0            0
KROGER CO                      COM  501044101          103         3558 SH       Sole     56        3558            0            0
KROGER CO                      COM  501044101           39         1338 SH       No disc  61        1338            0            0
KROGER COMPANY USD 1           COM  501044101        23907       828079 SH       Defined  31      828079            0            0
KRONOS WORLDWIDE INC USD 0.01  COM  50105F105          147         9500 SH       Defined  31        9500            0            0
KSW INC                        COM  48268R106            2          367 SH       No disc  61         367            0            0
K-SWISS INC                    COM  482686102            9          600 SH       Defined   8         600            0            0
K-SWISS INC USD 0.01           COM  482686102          411        27946 SH       Defined  31       27946            0            0
KT CORP                        COM  48268K101          320        14999 SH       Sole     51       14999            0            0
KT CORPORATION ADR REP 0.5 ORD COM  48268K101         1766        82800 SH       Defined  31       82800            0            0
KUBOTA CORP                    ADR  501173207          958        26760 SH       Sole      9       26760            0            0
KUBOTA CORPORATION ADR REP 5 O COM  501173207          766        21400 SH       Defined  31       21400            0            0
KULICKE & SOFFA INDS INC       COM  501242101            1          100 SH       No disc  61         100            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           11          120 SH       Defined   8         120            0            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104          604         6648 SH       Sole      9        6648            0            0
L-3 COMMUNICATIONS HLDGS INC   OPT  502424104         2445        26900 SH  Put  Defined   9           0        26900            0
L-3 COMMUNICATIONS HLDGS INC   COM  502424104         2635        28995 SH       Sole     51       28995            0            0
L-3 COMMUNICATIONS HOLDINGS US COM  502424104        26026       286400 SH       Defined  31      286400            0            0
LA BARGE INC                   COM  502470107            7          500 SH       Defined   8         500            0            0
LA JOLLA PHARMACEUTICAL CO     COM  503459307            1          235 SH       Sole     99         235            0            0
LA Z BOY INC                   COM  505336107            5          600 SH       Defined   8         600            0            0
LABORATORY  CORP AMER USD 0.1  COM  50540R409         8447       121300 SH       Defined  31      121300            0            0
LABORATORY CORP AMER HLDGS     COM  50540R409          156         2236 SH       Defined   8        2236            0            0
LABORATORY CORP AMER HLDGS     COM  50540R409          745        10695 SH       Sole      9       10695            0            0
LABRANCHE & CO INC             COM  505447102           76        10700 SH       Defined   8       10700            0            0
LACLEDE GAS CO USD 1           COM  505597104          323         8000 SH       Defined  31        8000            0            0
LACLEDE GROUP INC              COM  505597104           45         1100 SH       Defined   8        1100            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          428        20760 SH       Defined  31       20760            0            0
LAKES ENTERTAINMENT INC USD 0. COM  51206P109           56         8477 SH       Defined  31        8477            0            0
LAM RESEARCH CORP              COM  512807108           18          480 SH       Defined   8         480            0            0
LAM RESEARCH CORP              COM  512807108           11          300 SH       Sole      9         300            0            0
LAM RESEARCH CORP              COM  512807108        18584       514079 SH       Sole     51      514079            0            0
LAM RESEARCH CORP              COM  512807108           43         1200 SH       No disc  61        1200            0            0
LAMAR ADVERTISING CO           COM  512815101           11          280 SH       Defined   8         280            0            0
LAMAR ADVERTISING CO           COM  512815101            4          100 SH       Sole      9         100            0            0
LAN CHILE SA ADR REP 5 ORD     COM  501723100         1045       102000 SH       Defined  31      102000            0            0
LANCASTER COLONY CORP USD NPV  COM  513847103            2           62 SH       Defined  31          62            0            0
LANCE INC USD 0.833            COM  514606102          435        23133 SH       Defined  31       23133            0            0
LANDEC CORPORATION USD 0.001   COM  514766104          670       103451 SH       Defined  31      103451            0            0
LANDRYS RESTAURANTS INC        COM  51508L103         1391        77400 SH       Sole      9       77400            0            0
LANDSTAR SYS INC               COM  515098101           27          493 SH       Sole     56         493            0            0
LANDSTAR SYSTEMS INC USD 0.01  COM  515098101         2009        36364 SH       Defined  31       36364            0            0
LANOPTICS LIMITED ILS 0.02     COM  M6706C103          149        10650 SH       Defined  31       10650            0            0
LAS VEGAS SANDS CORP           COM  517834107         2991        63058 SH       Sole      9       63058            0            0
LAS VEGAS SANDS CORP           COM  517834107         5075       107000 SH       Sole     51      107000            0            0
LAS VEGAS SANDS CORP           COM  517834107           59         1250 SH       Defined  60        1250            0            0
LAS VEGAS SANDS CORP           COM  517834107            5          100 SH       No disc  61         100            0            0
LASALLE HOTEL PPTYS            COM  517942108           62         2451 SH       Sole      9        2451            0            0
LASALLE HOTEL PROPERTIES REIT  COM  517942108         1096        43600 SH       Defined  31       43600            0            0
LASERCARD CORP USD 0.01        COM  51807U101           82        17133 SH       Defined  31       17133            0            0
LATTICE SEMICONDUCTOR CO USD 0 COM  518415104          732       233780 SH       Defined  31      233780            0            0
LATTICE SEMICONDUCTOR CORP     COM  518415104            4         1100 SH       Defined   8        1100            0            0
LAUDER ESTEE COS INC           COM  518439104            5           96 SH       Defined   8          96            0            0
LAUDER ESTEE COS INC           COM  518439104         1075        23148 SH       Sole      9       23148            0            0
LAUDER ESTEE COS INC           COM  518439104           16          350 SH       Sole     56         350            0            0
LAWSON SOFTWARE INC NEW        COM  52078P102          164        22500 SH       Defined   8       22500            0            0
LAWSON SOFTWARE INC NEW        COM  52078P102         5883       809283 SH       Sole      9      809283            0            0
LAWSON SOFTWARE USD 0.01       COM  52078P102           66         9041 SH       Defined  31        9041            0            0
LDK SOLAR CO LTD               COM  50183L107          277         7300 SH       Sole     57        7300            0            0
LEAP WIRELESS INTL INC         COM  521863308           11          253 SH       Defined   8         253            0            0
LEAP WIRELESS INTL INC         COM  521863308         2159        50000 SH       Sole      9       50000            0            0
LEAPFROG ENTERPRISES INC       COM  52186N106            6          700 SH       Defined   8         700            0            0
LEAR CORP                      OPT  521865105         4968       350300 SH  Put  Defined   9           0       350300            0
LEAR CORP                      COM  521865105            7          497 SH       Sole     56         497            0            0
LEAR CORP                      COM  521865105            5          350 SH       No disc  61         350            0            0
LEAR CORP USD 0.01             COM  521865105         1010        71200 SH       Defined  31       71200            0            0
LEE ENTERPRISES INC            COM  523768109           69        17291 SH       Sole      9       17291            0            0
LEGG MASON INC                 COM  524901105            1           21 SH       Defined   8          21            0            0
LEGG MASON INC                 COM  524901105         3367        77283 SH       Sole      9       77283            0            0
LEGG MASON INC                 COM  524901105           38          880 SH       No disc  61         880            0            0
LEGG MASON INC USD 0.1         COM  524901105         1329        30497 SH       Defined  31       30497            0            0
LEGGETT & PLATT INC            COM  524660107           63         3734 SH       Defined   8        3734            0            0
LEGGETT & PLATT INC            COM  524660107         1295        77235 SH       Sole      9       77235            0            0
LEGGETT & PLATT INC USD 0.01   COM  524660107         7470       445400 SH       Defined  31      445400            0            0
LEHMAN BROS HLDGS INC          COM  524908100          157         7901 SH       Defined   8        7901            0            0
LEHMAN BROS HLDGS INC          COM  524908100          644        32498 SH       Sole      9       32498            0            0
LEHMAN BROS HLDGS INC          OPT  524908100          595        30000 SH  Put  Defined   9           0        30000            0
LEHMAN BROS HLDGS INC          COM  524908100          582        29400 SH       Sole     51       29400            0            0
LEHMAN BROS HLDGS INC          COM  524908100           55         2753 SH       Sole     56        2753            0            0
LEHMAN BROS HLDGS INC          COM  524908100           21         1040 SH       Defined  60        1040            0            0
LEHMAN BROS HLDGS INC          COM  524908100           95         4800 SH       No disc  61        4800            0            0
LENNAR CORP                    COM  526057104            9          701 SH       Sole      9         701            0            0
LENNAR CORP                    COM  526057302         1957       176280 SH       Sole      9      176280            0            0
LENNAR CORP USD 0.1            COM  526057302          238        21400 SH       Defined  31       21400            0            0
LENNOX INTERNATIONAL INC USD 0 COM  526107107         9856       340300 SH       Defined  31      340300            0            0
LENNOX INTL INC                COM  526107107           10          345 SH       Sole     56         345            0            0
LEUCADIA NATIONAL CORP USD 1   COM  527288104        29638       631386 SH       Defined  31      631386            0            0
LEUCADIA NATL CORP             COM  527288104        29292       624030 SH       Sole      1      624030            0            0
LEUCADIA NATL CORP             COM  527288104          153         3242 SH       Defined   8        3242            0            0
LEUCADIA NATL CORP             COM  527288104           44          931 SH       Sole      9         931            0            0
LEUCADIA NATL CORP             COM  527288104        14401       306800 SH       Sole     51      306800            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100           17         5592 SH       Defined   8        5592            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100            5         1791 SH       Sole      9        1791            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100            5         1624 SH       Defined  60        1624            0            0
LEVEL 3 COMMUNICATIONS INC     COM  52729N100          128        43365 SH       No disc  61       43365            0            0
LEXICON PHARMACEURICALS INC US COM  528872104           23        14180 SH       Defined  31       14180            0            0
LEXINGTON REALTY TRUST         COM  529043101          873        64000 SH       Defined   8       64000            0            0
LEXINGTON REALTY TRUST         BOND 529043101        21381      1568653 PRN      Sole      9     1568653            0            0
LEXMARK INTL NEW               COM  529771107            8          210 SH       Defined   8         210            0            0
LEXMARK INTL NEW               COM  529771107          519        15533 SH       Sole      9       15533            0            0
LEXMARK INTL NEW               COM  529771107           35         1033 SH       Sole     56        1033            0            0
LEXMARK INTL NEW               COM  529771107            8          230 SH       No disc  61         230            0            0
LG PHILIPS LCD CO LIMITED ADR  COM  50186V102        19009      1017600 SH       Defined  31     1017600            0            0
LHC GROUP LLC USD 0.01         COM  50187A107           11          449 SH       Defined  31         449            0            0
LIBERTY GLOBAL INC             COM  530555101           20          633 SH       Defined   8         633            0            0
LIBERTY GLOBAL INC             COM  530555101         1085        34529 SH       Sole      9       34529            0            0
LIBERTY GLOBAL INC             COM  530555309            7          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        23210       738439 SH       Defined  31      738439            0            0
LIBERTY GLOBAL INC USD 0.01    COM  530555309         6021       198315 SH       Defined  31      198315            0            0
LIBERTY MEDIA CORP             BOND 530715AR2      1408000     22000000 PRN      Sole      9    22000000            0            0
LIBERTY MEDIA CORP - CAPITAL T COM  53071M104         5320       360384 SH       Defined  31      360384            0            0
LIBERTY MEDIA CORP - CAPITAL T COM  53071M302          408        28307 SH       Defined  31       28307            0            0
LIBERTY MEDIA CORP - ENTERTAIN COM  53071M500         8768       361837 SH       Defined  31      361837            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500          921        38000 SH       Sole      1       38000            0            0
LIBERTY MEDIA CORP NEW         COM  53071M104           30         2023 SH       Defined   8        2023            0            0
LIBERTY MEDIA CORP NEW         COM  53071M302           61         4200 SH       Defined   8        4200            0            0
LIBERTY MEDIA CORP NEW         COM  53071M104          531        35992 SH       Sole      9       35992            0            0
LIBERTY MEDIA CORP NEW         COM  53071M500          658        27174 SH       Sole      9       27174            0            0
LIBERTY MEDIA CORP NEW         COM  53071M302          308        21400 SH       Sole     51       21400            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  53071M500            0           20 SH       No disc  61          20            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            8          312 SH       Sole     99         312            0            0
LIBERTY PPTY TR                COM  531172104          200         6045 SH       Sole      9        6045            0            0
LIFE SCIENCES RESH INC         COM  532169109          167         5900 SH       Sole     51        5900            0            0
LIFEPOINT HOSPITALS INC        COM  53219L109            0            7 SH       No disc  61           7            0            0
LIGAND PHARMACEUTICALS INC     COM  53220K207          656       252400 SH       Sole      9      252400            0            0
LIGAND PHARMACEUTICALS INC     COM  53220K207            2          600 SH       No disc  61         600            0            0
LIHIR GOLD LTD                 COM  532349107         1807        57000 SH       Sole      9       57000            0            0
LILLY ELI & CO                 COM  532457108           40          866 SH       Defined   8         866            0            0
LILLY ELI & CO                 COM  532457108        27565       597163 SH       Sole      9      597163            0            0
LILLY ELI & CO                 OPT  532457108        17560       380400 SH  Call Defined   9           0       380400            0
LILLY ELI & CO                 OPT  532457108        74484      1613600 SH  Put  Defined   9           0      1613600            0
LILLY ELI & CO                 COM  532457108           35          750 SH       Sole     20           0          750            0
LILLY ELI & CO                 COM  532457108          886        19200 SH       Sole     51       19200            0            0
LILLY ELI & CO                 COM  532457108          401         8693 SH       Sole     56        8693            0            0
LILLY ELI & CO                 COM  532457108          138         3000 SH       Sole     57        3000            0            0
LILLY ELI & CO                 COM  532457108          453         9811 SH       Defined  60        9811            0            0
LILLY ELI & CO                 COM  532457108          164         3549 SH       No disc  61        3549            0            0
LILLY ELI & CO                 COM  532457108          268         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           19         1103 SH       Sole      9        1103            0            0
LIMITED BRANDS INC USD 0.5     COM  532716107         4123       244633 SH       Defined  31      244633            0            0
LINCARE HLDGS INC              COM  532791100           16          567 SH       Sole     56         567            0            0
LINCARE HOLDINGS INC USD 0.01  COM  532791100         5962       209924 SH       Defined  31      209924            0            0
LINCOLN ELECTRIC HLDGS INC USD COM  533900106         1046        13288 SH       Defined  31       13288            0            0
LINCOLN NATL CORP IND          COM  534187109           59         1284 SH       Defined   8        1284            0            0
LINCOLN NATL CORP IND          COM  534187109         1143        25210 SH       Sole      9       25210            0            0
LINCOLN NATL CORP IND          COM  534187109           79         1740 SH       Sole     56        1740            0            0
LINDSAY CORP                   COM  535555106            3           40 SH       No disc  61          40            0            0
LINEAR TECHNOLOGY CORP         COM  535678106           43         1303 SH       Defined   8        1303            0            0
LINEAR TECHNOLOGY CORP         COM  535678106          808        24803 SH       Sole      9       24803            0            0
LINEAR TECHNOLOGY CORP         COM  535678106          166         5100 SH       Sole     51        5100            0            0
LINN ENERGY LLC                COM  536020100           12          500 SH       No disc  61         500            0            0
LINN ENERGY LLC NPV            COM  536020100        15424       620647 SH       Defined  31      620647            0            0
LIONBRIDGE TECHNOLOGIES INC US COM  536252109          282       109150 SH       Defined  31      109150            0            0
LIPID SCIENCES INC ARIZ        COM  53630P101            1         2950 SH       No disc  61        2950            0            0
LITTELFUSE INC                 COM  537008104           19          600 SH       Defined   8         600            0            0
LIVE NATION INC                COM  538034109           20         1800 SH       Defined   8        1800            0            0
LIVE NATION INC                COM  538034109            0           47 SH       Sole     99          47            0            0
LIVEPERSON INC USD 0.001       COM  538146101            3          778 SH       Defined  31         778            0            0
LIZ CLAIBORNE  INC USD 1       COM  539320101          107         7512 SH       Defined  31        7512            0            0
LIZ CLAIBORNE INC              COM  539320101            1           24 SH       Defined   8          24            0            0
LIZ CLAIBORNE INC              COM  539320101            0           16 SH       Sole      9          16            0            0
LKQ CORPORATION USD 0.01       COM  501889208         2207       122085 SH       Defined  31      122085            0            0
LLOYDS TSB GROUP PLC ADR REP 4 COM  539439109         4821       195400 SH       Defined  31      195400            0            0
LOCKHEED MARTIN CORP           COM  539830109          191         1927 SH       Defined   8        1927            0            0
LOCKHEED MARTIN CORP           COM  539830109         1592        16134 SH       Sole      9       16134            0            0
LOCKHEED MARTIN CORP           COM  539830109           46          467 SH       Sole     17         467            0            0
LOCKHEED MARTIN CORP           COM  539830109           25          250 SH       Sole     20           0          250            0
LOCKHEED MARTIN CORP           COM  539830109         5434        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           47          480 SH       Sole     99         480            0            0
LODGENET INTERACTIVE CORP USD  COM  540211109           30         6069 SH       Defined  31        6069            0            0
LOEWS CORP                     COM  540424108           24          499 SH       Defined   8         499            0            0
LOEWS CORP                     COM  540424108          362         7722 SH       Sole      9        7722            0            0
LOEWS CORP                     COM  540424108         5657       120615 SH       Sole     51      120615            0            0
LOEWS CORP                     COM  540424108           10          210 SH       No disc  61         210            0            0
LOEWS CORP USD 0.01            COM  540424108        39840       849457 SH       Defined  31      849457            0            0
LOGITECH INTERNATIONAL SA CHF  COM  H50430232         6698       249909 SH       Defined  31      249909            0            0
LOGITECH INTL S A              COM  H50430232           18          659 SH       Defined   8         659            0            0
LONGS DRUG STORES CORP         COM  543162101          219         5200 SH       Defined   8        5200            0            0
LONGS DRUG STORES INC(MD) USD  COM  543162101         3531        83850 SH       Defined  31       83850            0            0
LONGTOP FINANCIAL TECHNOLOGIES COM  54318P108           37         2200 SH       Defined  31        2200            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 & COMMUNICATONS LT COM  543881106          119         6701 SH       Defined  31        6701            0            0
LORILLARD INC                  COM  544147101       136937      1980000 SH       Sole      1     1980000            0            0
LORILLARD INC                  COM  544147101           14          200 SH       Defined   8         200            0            0
LORILLARD INC                  COM  544147101           56          810 SH       Sole      9         810            0            0
LORILLARD INC                  COM  544147101         5567        80500 SH       Sole     51       80500            0            0
LOUISIANA PAC CORP             COM  546347105            1          100 SH       Defined   8         100            0            0
LOUISIANA PAC CORP             COM  546347105           57         6700 SH       Sole      9        6700            0            0
LOWES COS INC                  COM  548661107           30         1408 SH       Defined   8        1408            0            0
LOWES COS INC                  COM  548661107         3984       192013 SH       Sole      9      192013            0            0
LOWES COS INC                  OPT  548661107         1162        56000 SH  Call Defined   9           0        56000            0
LOWES COS INC                  OPT  548661107         4150       200000 SH  Put  Defined   9           0       200000            0
LOWES COS INC                  COM  548661107           11          540 SH       Sole     20           0          540            0
LOWES COS INC                  COM  548661107          172         8300 SH       Sole     51        8300            0            0
LOWES COS INC                  COM  548661107          217        10450 SH       Sole     99       10450            0            0
LSI CORPORATION                COM  502161102           12         1831 SH       Defined   8        1831            0            0
LSI CORPORATION                COM  502161102           15         2372 SH       Sole      9        2372            0            0
LSI CORPORATION                COM  502161102           95        15500 SH       Sole     51       15500            0            0
LSI CORPORATION                COM  502161102           41         6751 SH       Sole     56        6751            0            0
LSI CORPORATION                COM  502161102            8         1276 SH       No disc  61        1276            0            0
LSI CORPORATION USD 0.01       COM  502161102         8712      1418850 SH       Defined  31     1418850            0            0
LSI INDUSTRIES USD NPV         COM  50216C108          214        26262 SH       Defined  31       26262            0            0
LTC PROPERTIES INC. REIT USD 0 COM  502175102         4525       177000 SH       Defined  31      177000            0            0
LUBRIZOL CORP                  COM  549271104          197         4257 SH       Sole     56        4257            0            0
LUBRIZOL CORP USD NPV          COM  549271104        15901       343200 SH       Defined  31      343200            0            0
LUBYS INC USD 0.32             COM  549282101          371        60800 SH       Defined  31       60800            0            0
LUFKIN INDUSTRIES INC USD 1    COM  549764108         3604        43266 SH       Defined  31       43266            0            0
LUMERA CORP                    COM  55024R106            2         1568 SH       No disc  61        1568            0            0
LUNDIN MINING CORP             COM  550372106            2          400 SH       Sole      9         400            0            0
LUNDIN MINING CORP             GDR  550372106          106        17450 SH       Sole      9       17450            0            0
LUNDIN MINING CORP             COM  550372106            5          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         3177       523300 SH       Defined  31      523300            0            0
LUXOTTICA GROUP ADR REP 1 ORD  COM  55068R202           84         3600 SH       Defined  31        3600            0            0
LYDALL INC DEL                 COM  550819106           18         1400 SH       Defined   8        1400            0            0
LYDALL INC DEL                 COM  550819106           98         7800 SH       Sole     51        7800            0            0
LYDALL INC USD 0.1             COM  550819106          973        77500 SH       Defined  31       77500            0            0
M & F WORLDWIDE CORP           COM  552541104            1           16 SH       No disc  61          16            0            0
M & F WORLDWIDE CORP USD 0.01  COM  552541104           16          400 SH       Defined  31         400            0            0
M & T BK CORP                  COM  55261F104           38          533 SH       Defined   8         533            0            0
M & T BK CORP                  COM  55261F104         1636        23191 SH       Sole      9       23191            0            0
M & T BK CORP                  COM  55261F104          966        13700 SH       Sole     51       13700            0            0
M D C HLDGS INC                COM  552676108          223         5700 SH       Defined   8        5700            0            0
M D C HLDGS INC                COM  552676108          781        20000 SH       Sole      9       20000            0            0
M D C HLDGS INC                COM  552676108            3           80 SH       No disc  61          80            0            0
M&T BANK CORPORATION USD 0.5   COM  55261F104          460         6513 SH       Defined  31        6513            0            0
MACERICH CO                    BOND 554382101         5235        84257 PRN      Sole      9       84257            0            0
MACERICH CO                    COM  554382101         2148        34576 SH       Sole      9       34576            0            0
MACERICH COMPANY INC. REIT USD COM  554382101         8966       144300 SH       Defined  31      144300            0            0
MACK CALI RLTY CORP            COM  554489104          138         4028 SH       Sole      9        4028            0            0
MACK-CALI REALTY L.P REIT USD  COM  554489104         1278        37400 SH       Defined  31       37400            0            0
MACQUARIE INFRASTRUCTURE COMPA COM  55608B105         5726       226400 SH       Defined  31      226400            0            0
MACY`S INC USD 0.01            COM  55616P104        25963      1336892 SH       Defined  31     1336892            0            0
MACYS INC                      COM  55616P104            7          349 SH       Defined   8         349            0            0
MACYS INC                      COM  55616P104         1879        96751 SH       Sole      9       96751            0            0
MACYS INC                      OPT  55616P104          521        26800 SH  Call Defined   9           0        26800            0
MACYS INC                      COM  55616P104           86         4424 SH       Sole     56        4424            0            0
MACYS INC                      COM  55616P104           84         4312 SH       No disc  61        4312            0            0
MADDEN(STEVEN) USD 0.0001      COM  556269108          128         6942 SH       Defined  31        6942            0            0
MADECO S.A. ADR REP 100 ORD    COM  556304202          200        21500 SH       Defined  31       21500            0            0
MADISON GAS & ELECTRIC USD 1   COM  55277P104           20          600 SH       Defined  31         600            0            0
MAGELLAN HEALTH SVCS INC       COM  559079207          197         5300 SH       Defined   8        5300            0            0
MAGELLAN MIDSTREAM HLDGS LP    COM  55907R108        36778      1634572 SH       Sole      9     1634572            0            0
MAGELLAN MIDSTREAM PRTNRS LP   COM  559080106           40         1100 SH       Defined   8        1100            0            0
MAGIC SOFTWARE ENTERPRISES L   COM  559166103            5         2851 SH       No disc  61        2851            0            0
MAGMA DESIGN AUTOMATION USD 0. COM  559181102          589        96896 SH       Defined  31       96896            0            0
MAGNA INTERNATIONAL INC CAD NP COM  559222401        31943       539200 SH       Defined  31      539200            0            0
MAGNA INTL INC                 COM  559222401           12          200 SH       Sole      9         200            0            0
MAGNA INTL INC                 COM  559222401            1           25 SH       No disc  61          25            0            0
MAGUIRE PPTYS INC              COM  559775101           25         2047 SH       Sole      9        2047            0            0
MAGYAR TELEKOM TELECOMMUNS P   ADR  559776109          241        10015 SH       Sole      9       10015            0            0
MAHANAGAR TEL NIGAM LTD        ADR  559778402         5516      1294732 SH       Sole      9     1294732            0            0
MAHANAGAR TELEPHONE NIGAM LIMI COM  559778402          622       145900 SH       Defined  31      145900            0            0
MAKO SURGICAL CORP USD 0.001   COM  560879108            8         1000 SH       Defined  31        1000            0            0
MANHATTAN ASSOCS INC           COM  562750109          164         6900 SH       Defined   8        6900            0            0
MANITOWOC CO INC USD 0.01      COM  563571108         3296       101300 SH       Defined  31      101300            0            0
MANITOWOC INC                  COM  563571108            4          100 SH       Defined   8         100            0            0
MANITOWOC INC                  COM  563571108           65         1989 SH       Sole      9        1989            0            0
MANITOWOC INC                  COM  563571108           94         2900 SH       Sole     51        2900            0            0
MANITOWOC INC                  COM  563571108            3          100 SH       No disc  61         100            0            0
MANNATECH INC                  COM  563771104           11         2000 SH       No disc  61        2000            0            0
MANPOWER INC                   COM  56418H100          146         2500 SH       Defined   8        2500            0            0
MANPOWER INC                   COM  56418H100          425         7300 SH       Sole      9        7300            0            0
MANPOWER INC                   COM  56418H100           97         1670 SH       Sole     56        1670            0            0
MANPOWER INC                   COM  56418H100           65         1111 SH       No disc  61        1111            0            0
MANPOWER INC                   COM  56418H100           30          520 SH       Sole     99         520            0            0
MANPOWER INC USD 0.01          COM  56418H100        17251       296200 SH       Defined  31      296200            0            0
MANTECH INTERNATIONAL CORP USD COM  564563104         1348        28013 SH       Defined  31       28013            0            0
MANTECH INTL CORP              COM  564563104          568        11800 SH       Sole      9       11800            0            0
MANULIFE FINL CORP             COM  56501R106         3290        94788 SH       Sole      9       94788            0            0
MANULIFE FINL CORP             COM  56501R106          417        12000 SH       Defined  60       12000            0            0
MARATHON OIL CORP              COM  565849106           37          697 SH       Defined   8         697            0            0
MARATHON OIL CORP              COM  565849106        11084       213697 SH       Sole      9      213697            0            0
MARATHON OIL CORP              OPT  565849106        23166       446600 SH  Call Defined   9           0       446600            0
MARATHON OIL CORP              OPT  565849106         4472        86200 SH  Put  Defined   9           0        86200            0
MARATHON OIL CORP              COM  565849106         1946        37518 SH       Sole     51       37518            0            0
MARATHON OIL CORP              COM  565849106          340         6554 SH       Sole     56        6554            0            0
MARATHON OIL CORP              COM  565849106           21          403 SH       Defined  60         403            0            0
MARATHON OIL CORP              COM  565849106          312         6021 SH       No disc  61        6021            0            0
MARATHON OIL CORP              COM  565849106            7          134 SH       Sole     99         134            0            0
MARATHON OIL USD 1             COM  565849106        24869       479438 SH       Defined  31      479438            0            0
MARCHEX INC                    COM  56624R108           20         1600 SH       Defined   8        1600            0            0
MARCUS CORP USD 1              COM  566330106          522        34900 SH       Defined  31       34900            0            0
MARINER ENERGY INC             COM  56845T305          628        17000 SH       Sole      9       17000            0            0
MARINER ENERGY INC             COM  56845T305          111         3000 SH       No disc  61        3000            0            0
MARINER ENERGY INC USD 0.0001  COM  56845T305        17010       460100 SH       Defined  31      460100            0            0
MARKEL CORP                    COM  570535104          147          400 SH       Defined   8         400            0            0
MARKEL CORP                    COM  570535104            7           19 SH       No disc  61          19            0            0
MARKEL CORP USD NPV            COM  570535104        14203        38700 SH       Defined  31       38700            0            0
MARKET VECTORS ETF TR          COM  57060U605         2441        39407 SH       Sole     17       39407            0            0
MARKET VECTORS ETF TR          UNIT 57060U407          113         2200 SH       Sole     20           0         2200            0
MARKETAXCESS HOLDING INC. USD  COM  57060D108          344        45375 SH       Defined  31       45375            0            0
MARKETAXESS HLDGS INC          COM  57060D108            6          700 SH       Defined   8         700            0            0
MARRIOTT INTERNATIONAL INC USD COM  571903202         8333       317543 SH       Defined  31      317543            0            0
MARRIOTT INTL INC NEW          COM  571903202            5          178 SH       Defined   8         178            0            0
MARRIOTT INTL INC NEW          COM  571903202         4806       183147 SH       Sole      9      183147            0            0
MARRIOTT INTL INC NEW          COM  571903202          159         6070 SH       Defined  60        6070            0            0
MARRIOTT INTL INC NEW          COM  571903202            5          200 SH       No disc  61         200            0            0
MARSH & MCLENNAN COS INC       COM  571748102          160         6009 SH       Defined   8        6009            0            0
MARSH & MCLENNAN COS INC       COM  571748102         2653        99908 SH       Sole      9       99908            0            0
MARSH & MCLENNAN COS INC       OPT  571748102         4737       178400 SH  Call Defined   9           0       178400            0
MARSH & MCLENNAN COS INC       OPT  571748102         9293       350000 SH  Put  Defined   9           0       350000            0
MARSH & MCLENNAN COS INC       COM  571748102          138         5212 SH       No disc  10        5212            0            0
MARSH & MCLENNAN COS INC       COM  571748102           29         1110 SH       Sole     56        1110            0            0
MARSH & MCLENNAN COS INC       COM  571748102         2193        82622 SH       No disc  61       82622            0            0
MARSH & MCLENNAN COS INC       COM  571748102          129         4870 SH       Shared/  61        4870            0            0
MARSH & MCLENNAN COS INC       COM  571748102          832        31335 SH       Sole     99       31335            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103          221        14398 SH       Defined   8       14398            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103         1264        82445 SH       Sole      9       82445            0            0
MARSHALL & ILSLEY CORP NEW     COM  571837103          487        31800 SH       Sole     51       31800            0            0
MARSHALL EDWARDS INC           COM  572322303            2          800 SH       Sole     99         800            0            0
MARTEN TRANSPORT LTD USD 0.01  COM  573075108          286        17900 SH       Defined  31       17900            0            0
MARTIN MARIETTA MATLS INC      COM  573284106          146         1400 SH       Defined   8        1400            0            0
MARVEL ENTERTAINMENT INC       COM  57383T103          219         6800 SH       Defined   8        6800            0            0
MARVEL ENTERTAINMENT INC       COM  57383T103           16          487 SH       No disc  61         487            0            0
MARVELL TECHNOLOGY GROUP LTD   COM  G5876H105           37         2092 SH       Defined   8        2092            0            0
MARVELL TECHNOLOGY GROUP LTD   COM  G5876H105          172         9757 SH       Sole      9        9757            0            0
MASCO CORP                     COM  574599106           11          683 SH       Defined   8         683            0            0
MASCO CORP                     COM  574599106          238        15121 SH       Sole      9       15121            0            0
MASCO CORP USD 1               COM  574599106        11310       719000 SH       Defined  31      719000            0            0
MASIMO CORP                    COM  574795100          203         5900 SH       Defined   8        5900            0            0
MASSEY ENERGY CORP             COM  576206106          131         1400 SH       Sole      9        1400            0            0
MASSEY ENERGY CORP             OPT  576206106         9375       100000 SH  Call Defined   9           0       100000            0
MASSEY ENERGY CORP             OPT  576206106        30010       320100 SH  Put  Defined   9           0       320100            0
MASSEY ENERGY CORP             COM  576206106          413         4400 SH       Sole     51        4400            0            0
MASSEY ENERGY CORP             COM  576206106          205         2184 SH       Sole     56        2184            0            0
MASSEY ENERGY CORP             COM  576206106           92          985 SH       No disc  61         985            0            0
MASTEC INC USD 0.1             COM  576323109          609        57100 SH       Defined  31       57100            0            0
MASTERCARD INC                 COM  57636Q104          181          681 SH       Sole     12           0            0          681
MASTERCARD INC                 COM  57636Q104         1373         5171 SH       Sole     17        5171            0            0
MASTERCARD INC                 COM  57636Q104          239          902 SH       Sole     20           0          902            0
MASTERCARD INC                 COM  57636Q104        23940        88000 SH       Defined  32       88000            0            0
MASTERCARD INC                 COM  57636Q104           35          130 SH       Sole     57         130            0            0
MASTERCARD INC                 COM  57636Q104            5           20 SH       No disc  61          20            0            0
MATERIAL SCIENCE USD 0.02      COM  576674105          414        51100 SH       Defined  31       51100            0            0
MATSUSHITA ELECTRIC INDUSTRIAL COM  576879209         3558       166100 SH       Defined  31      166100            0            0
MATTEL INC                     COM  577081102          159         9242 SH       Defined   8        9242            0            0
MATTEL INC                     COM  577081102          603        35248 SH       Sole      9       35248            0            0
MATTEL INC                     COM  577081102          103         6000 SH       Sole     59        6000            0            0
MATTEL INC USD 1               COM  577081102        28368      1656983 SH       Defined  31     1656983            0            0
MATTHEWS INTL CORP             COM  577128101            5          100 SH       Defined   8         100            0            0
MATTHEWS INTL CORP USD 1       COM  577128101         1626        35914 SH       Defined  31       35914            0            0
MATTSON TECHNOLOGY INC USD 0.0 COM  577223100          400        83856 SH       Defined  31       83856            0            0
MAXWELL TECHNOLOGIES INC       COM  577767106           57         5368 SH       Sole      9        5368            0            0
MAXYGEN INC USD 0.0001         COM  577776107          194        57185 SH       Defined  31       57185            0            0
MBIA INC                       COM  55262C100            1          140 SH       Defined   8         140            0            0
MBIA INC                       COM  55262C100            7         1619 SH       Sole      9        1619            0            0
MBIA INC                       COM  55262C100          208        47400 SH       Sole     51       47400            0            0
MCAFEE INC                     COM  579064106            7          200 SH       Sole      9         200            0            0
MCAFEE INC                     COM  579064106           18          537 SH       No disc  61         537            0            0
MCCORMICK & CO INC             COM  579780206          205         5727 SH       Defined   8        5727            0            0
MCCORMICK & CO INC             COM  579780206           18          517 SH       Sole      9         517            0            0
MCDERMOTT INTL INC             COM  580037109          183         2962 SH       Sole      9        2962            0            0
MCDERMOTT INTL INC             COM  580037109          160         2592 SH       No disc  61        2592            0            0
MCDONALD`S CORP USD 0.01       COM  580135101        37382       664917 SH       Defined  31      664917            0            0
MCDONALDS CORP                 COM  580135101          206         3655 SH       Defined   8        3655            0            0
MCDONALDS CORP                 COM  580135101         5299        94252 SH       Sole      9       94252            0            0
MCDONALDS CORP                 COM  580135101          115         2050 SH       No disc  10        2050            0            0
MCDONALDS CORP                 COM  580135101          157         2800 SH       Sole     12           0            0         2800
MCDONALDS CORP                 COM  580135101           22          400 SH       Sole     20           0          400            0
MCDONALDS CORP                 COM  580135101        22435       399041 SH       Sole     51      399041            0            0
MCDONALDS CORP                 COM  580135101          629        11180 SH       Sole     56       11180            0            0
MCDONALDS CORP                 COM  580135101          225         4000 SH       Defined  60        4000            0            0
MCDONALDS CORP                 COM  580135101          255         4550 SH       No disc  61        4550            0            0
MCDONALDS CORP                 COM  580135101          115         2050 SH       Shared/  61        2050            0            0
MCDONALDS CORP                 COM  580135101            8          134 SH       Sole     99         134            0            0
MCGRATH RENTCORP               COM  580589109            3          100 SH       Defined   8         100            0            0
MCGRATH RENTCORP USD NPV       COM  580589109          616        25029 SH       Defined  31       25029            0            0
MCGRAW HILL COS INC            COM  580645109           14          346 SH       Defined   8         346            0            0
MCGRAW HILL COS INC            COM  580645109         1495        37255 SH       Sole      9       37255            0            0
MCGRAW HILL COS INC            COM  580645109           61         1525 SH       Sole     20           0         1525            0
MCGRAW HILL COS INC            COM  580645109           55         1376 SH       Sole     56        1376            0            0
MCKESSON CORP                  COM  58155Q103           12          214 SH       Defined   8         214            0            0
MCKESSON CORP                  COM  58155Q103          623        11140 SH       Sole      9       11140            0            0
MCKESSON CORP                  COM  58155Q103           19          340 SH       No disc  61         340            0            0
MCKESSON CORP USD 0.01         COM  58155Q103        17194       307513 SH       Defined  31      307513            0            0
MCMORAN EXPLORATION CO USD 0.0 COM  582411104        14564       529200 SH       Defined  31      529200            0            0
MDC HOLDINGS INC USD 0.01      COM  552676108        14572       373066 SH       Defined  31      373066            0            0
MDC PARTNERS INC CAD NPV       COM  552697104          177        24600 SH       Defined  31       24600            0            0
MDS INC                        COM  55269P302            5          300 SH       Sole      9         300            0            0
MDU RES GROUP INC              COM  552690109          147         4200 SH       Defined   8        4200            0            0
MEADOWBROOK INSURANCE GROUP IN COM  58319P108          125        23400 SH       Defined  31       23400            0            0
MEADWESTVACO CORP              COM  583334107          242        10170 SH       Sole      9       10170            0            0
MEASUREMENT SPECIALTIES INC    COM  583421102           23         1300 SH       Defined   8        1300            0            0
MECHEL OAO                     COM  583840103          928        18738 SH       Sole     51       18738            0            0
MEDAREX INC                    COM  583916101            3          400 SH       Sole     57         400            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102           31          642 SH       Defined   8         642            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          277         5870 SH       Sole      9        5870            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102         5168       109504 SH       Sole     51      109504            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          122         2584 SH       Sole     56        2584            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102           44          930 SH       No disc  61         930            0            0
MEDCO HEALTH SOLUTIONS INC     COM  58405U102          538        11402 SH       Sole     99       11402            0            0
MEDIALINK WORLDWIDE INC        COM  58445P105            1          500 SH       No disc  61         500            0            0
MEDICAL ACTION IND INC USD 0.0 COM  58449L100          390        37563 SH       Defined  31       37563            0            0
MEDICAL PROPERTIES TRUST INC R COM  58463J304         2206       217900 SH       Defined  31      217900            0            0
MEDICINES CO                   COM  584688105          153         7700 SH       Defined   8        7700            0            0
MEDICINES COMPANY USD 0.001    COM  584688105           92         4601 SH       Defined  31        4601            0            0
MEDICINOVA INC                 COM  58468P206          102        21700 SH       Sole      9       21700            0            0
MEDIS TECHNOLOGIES LTD         COM  58500P107          229        67687 SH       Sole      9       67687            0            0
MEDTRONIC INC                  COM  585055106           62         1197 SH       Defined   8        1197            0            0
MEDTRONIC INC                  COM  585055106          945        18260 SH       Sole      9       18260            0            0
MEDTRONIC INC                  OPT  585055106        62100      1200000 SH  Call Defined   9           0      1200000            0
MEDTRONIC INC                  OPT  585055106         7763       150000 SH  Put  Defined   9           0       150000            0
MEDTRONIC INC                  COM  585055106           18          350 SH       Sole     20           0          350            0
MEDTRONIC INC                  COM  585055106           92         1770 SH       Sole     56        1770            0            0
MEDTRONIC INC                  COM  585055106          815        15767 SH       Defined  60       15767            0            0
MEDTRONIC INC                  COM  585055106           41          800 SH       Sole     99         800            0            0
MELCO CROWN ENTERTAINMENT LTD  COM  585464100          497        53319 SH       Defined  31       53319            0            0
MEMC ELECTR MATLS INC          COM  552715104           10          156 SH       Defined   8         156            0            0
MEMC ELECTR MATLS INC          COM  552715104          691        11227 SH       Sole      9       11227            0            0
MEMC ELECTR MATLS INC          COM  552715104        12532       203650 SH       Sole     51      203650            0            0
MENS WEARHOUSE INC             COM  587118100           85         5200 SH       Defined   8        5200            0            0
MENTOR CORP MINN               COM  587188103            1           30 SH       No disc  61          30            0            0
MENTOR CORPORATION USD 0.1     COM  587188103         5514       198200 SH       Defined  31      198200            0            0
MERCK & CO INC                 COM  589331107          125         3309 SH       Sole      1        3309            0            0
MERCK & CO INC                 COM  589331107           74         1952 SH       Defined   8        1952            0            0
MERCK & CO INC                 COM  589331107        34590       917754 SH       Sole      9      917754            0            0
MERCK & CO INC                 OPT  589331107        27989       742600 SH  Call Defined   9           0       742600            0
MERCK & CO INC                 OPT  589331107        48873      1296700 SH  Put  Defined   9           0      1296700            0
MERCK & CO INC                 COM  589331107           32          860 SH       No disc  10         860            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        27704       730000 SH       Defined  32      730000            0            0
MERCK & CO INC                 COM  589331107        10322       273875 SH       Sole     51      273875            0            0
MERCK & CO INC                 COM  589331107          400        10602 SH       Sole     56       10602            0            0
MERCK & CO INC                 COM  589331107          426        11311 SH       Defined  60       11311            0            0
MERCK & CO INC                 COM  589331107          361         9559 SH       No disc  61        9559            0            0
MERCK & CO INC                 COM  589331107           88         2342 SH       Shared/  61        2342            0            0
MERCK & CO INC                 COM  589331107         1980        52526 SH       Sole     99       52526            0            0
MERCK & CO USD 0.01            COM  589331107        81655      2166469 SH       Defined  31     2166469            0            0
MERCURY COMPUTER SYS           COM  589378108            3          339 SH       No disc  61         339            0            0
MERCURY COMPUTER SYSTEMS INC U COM  589378108          110        14490 SH       Defined  31       14490            0            0
MERCURY GENL CORP NEW          COM  589400100          708        15150 SH       Sole      9       15150            0            0
MEREDITH CORP                  COM  589433101            4          119 SH       Defined   8         119            0            0
MEREDITH CORP                  COM  589433101            3          103 SH       Sole      9         103            0            0
MERIDIAN BIOSCIENCE INC USD NP COM  589584101          219         8127 SH       Defined  31        8127            0            0
MERIDIAN RESOURCE CORP         COM  58977Q109            5         1550 SH       No disc  61        1550            0            0
MERIT MEDICAL SYSTEMS INC USD  COM  589889104          269        18266 SH       Defined  31       18266            0            0
MERRILL LYNCH & CO INC         COM  590188108         3267       103018 SH       Defined   8      103018            0            0
MERRILL LYNCH & CO INC         COM  590188108        71471      2253870 SH       Sole      9     2253870            0            0
MERRILL LYNCH & CO INC         OPT  590188108        19258       607300 SH  Call Defined   9           0       607300            0
MERRILL LYNCH & CO INC         OPT  590188108       112730      3555000 SH  Put  Defined   9           0      3555000            0
MERRILL LYNCH & CO INC         COM  590188108            7          214 SH       Sole     17         214            0            0
MERRILL LYNCH & CO INC         COM  590188108           59         1850 SH       Sole     20           0         1850            0
MERRILL LYNCH & CO INC         COM  590188108          160         5042 SH       Sole     56        5042            0            0
MERRILL LYNCH & CO INC         COM  590188108           19          604 SH       Defined  60         604            0            0
MERRILL LYNCH & CO INC         COM  590188108          357        11244 SH       No disc  61       11244            0            0
MERRILL LYNCH & CO INC         COM  590188108           22          700 SH       Sole     99         700            0            0
MERUELO MADDUX PROPERTIES INC  COM  590473104           28        12400 SH       Defined  31       12400            0            0
MESA ROYALTY TRUST ROYALTY TRS COM  590660106           17          200 SH       Defined  31         200            0            0
MESABI TR                      COM  590672101         1606        52157 SH       Sole      9       52157            0            0
MESABI TRUST USD NPV           COM  590672101          653        21200 SH       Defined  31       21200            0            0
MET PRO CORPORATION USD 0.1    COM  590876306          187        13999 SH       Defined  31       13999            0            0
METABOLIX INC                  COM  591018809            8          795 SH       No disc  61         795            0            0
METALICO INC                   COM  591176102          221        12600 SH       Defined   8       12600            0            0
METALURGICA GERDAU S.A. ADR RE COM  373737105        35629      1483900 SH       Defined  31     1483900            0            0
METAVANTE TECHNOLOGIES INC     COM  591407101          511        22600 SH       Sole      9       22600            0            0
METHANEX CORP                  COM  59151K108          395        14100 SH       Sole      9       14100            0            0
METHANEX CORP                  COM  59151K108           70         2500 SH       Sole     51        2500            0            0
METHANEX CORP CAD NPV          COM  59151K108         3634       129690 SH       Defined  31      129690            0            0
METHODE ELECTRONICS INC USD 0. COM  591520200          556        53140 SH       Defined  31       53140            0            0
METLIFE INC                    COM  59156R108           43          799 SH       Defined   8         799            0            0
METLIFE INC                    COM  59156R108         1226        23242 SH       Sole      9       23242            0            0
METLIFE INC                    COM  59156R108          389         7372 SH       Sole     51        7372            0            0
METLIFE INC                    COM  59156R108          145         2753 SH       Sole     56        2753            0            0
METLIFE INC USD 0.01           COM  59156R108        34001       644311 SH       Defined  31      644311            0            0
METROPCS COMMUNICATIONS INC    COM  591708102           62         3500 SH       Defined   8        3500            0            0
METROPCS COMMUNICATIONS INC    COM  591708102         2095       118274 SH       Sole      9      118274            0            0
METROPCS COMMUNICATIONS INC    COM  591708102           10          560 SH       Defined  60         560            0            0
METTLER TOLEDO INTERNATIONAL   COM  592688105          436         4600 SH       Sole      9        4600            0            0
METTLER TOLEDO INTERNATIONAL   COM  592688105           41          434 SH       Sole     56         434            0            0
MFA MORTGAGE INVESTMENTS INC R COM  55272X102          547        83800 SH       Defined  31       83800            0            0
MGIC INVT CORP WIS             COM  552848103            2          275 SH       Defined   8         275            0            0
MGIC INVT CORP WIS             COM  552848103            2          353 SH       Sole      9         353            0            0
MGM MIRAGE                     COM  552953101            7          200 SH       Defined   8         200            0            0
MGM MIRAGE                     COM  552953101          565        16676 SH       Sole      9       16676            0            0
MGM MIRAGE                     COM  552953101         5950       175550 SH       Sole     51      175550            0            0
MGT CAPITAL INVTS INC          COM  55302P103            1          380 SH       No disc  61         380            0            0
MI DEVELOPMENTS INC NPV        COM  55304X104          835        37100 SH       Defined  31       37100            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104           24          761 SH       Defined   8         761            0            0
MICROCHIP TECHNOLOGY INC       BOND 595017104         5365       175670 PRN      Sole      9      175670            0            0
MICROCHIP TECHNOLOGY INC       COM  595017104           25          834 SH       Sole      9         834            0            0
MICROCHIP TECHNOLOGY INC USD 0 COM  595017104        14103       461767 SH       Defined  31      461767            0            0
MICRON TECHNOLOGY INC          COM  595112103            1           11 SH       Defined   8          11            0            0
MICRON TECHNOLOGY INC          COM  595112103          203        33911 SH       Sole      9       33911            0            0
MICRON TECHNOLOGY INC          COM  595112103          431        71800 SH       Sole     51       71800            0            0
MICRON TECHNOLOGY INC          COM  595112103            9         1547 SH       No disc  61        1547            0            0
MICRON TECHNOLOGY INC USD 0.1  COM  595112103        20092      3348563 SH       Defined  31     3348563            0            0
MICROS SYSTEMS INC USD 0.0125  COM  594901100         3795       124441 SH       Defined  31      124441            0            0
MICROSEMI CORP                 COM  595137100           28         1100 SH       Defined   8        1100            0            0
MICROSOFT CORP                 COM  594918104          539        19576 SH       Defined   8       19576            0            0
MICROSOFT CORP                 COM  594918104        40094      1457400 SH       Sole      9     1457400            0            0
MICROSOFT CORP                 OPT  594918104        16506       600000 SH  Call Defined   9           0       600000            0
MICROSOFT CORP                 OPT  594918104       116907      4249600 SH  Put  Defined   9           0      4249600            0
MICROSOFT CORP                 COM  594918104            8          289 SH       No disc  10         289            0            0
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        16394       595926 SH       Sole     51      595926            0            0
MICROSOFT CORP                 COM  594918104         1802        65523 SH       Sole     56       65523            0            0
MICROSOFT CORP                 COM  594918104          357        12970 SH       Sole     57       12970            0            0
MICROSOFT CORP                 COM  594918104         1242        45151 SH       Defined  60       45151            0            0
MICROSOFT CORP                 COM  594918104         1584        57549 SH       No disc  61       57549            0            0
MICROSOFT CORP                 COM  594918104          220         8040 SH       Sole     99        8040            0            0
MICROSOFT CORPORATION USD 0.00 COM  594918104        27500       999630 SH       Defined  31      999630            0            0
MICROSTRATEGY INC              COM  594972408            1           22 SH       No disc  61          22            0            0
MICROSTRATEGY INCORPORATED USD COM  594972408           65         1000 SH       Defined  31        1000            0            0
MICROVISION INC DEL            COM  594960106           16         5900 SH       No disc  61        5900            0            0
MID-AMER APT CMNTYS INC        COM  59522J103          103         2018 SH       Sole      9        2018            0            0
MIDAS  INC USD 0.001           COM  595626102          113         8300 SH       Defined  31        8300            0            0
MIDCAP SPDR TR                 UNIT 595635103         2976        20000 SH       Sole      9       20000            0            0
MIDDLEBY CORP                  COM  596278101           35          800 SH       Sole     56         800            0            0
MIDDLEBY CORP USD 0.005        COM  596278101         4028        91723 SH       Defined  31       91723            0            0
MIDDLESEX WATER CO             COM  596680108           10          600 SH       Defined   8         600            0            0
MIDDLESEX WATER CO             COM  596680108            3          200 SH       No disc  61         200            0            0
MIDDLESEX WATER CO USD NPV     COM  596680108          153         9200 SH       Defined  31        9200            0            0
MIDWAY GAMES INC               COM  598148104            1          100 SH       Defined   8         100            0            0
MIDWAY GAMES INC USD 0.01      COM  598148104           27        11900 SH       Defined  31       11900            0            0
MILLER (HERMAN) INC USD 0.2    COM  600544100           14          530 SH       Defined  31         530            0            0
MILLER HERMAN INC              COM  600544100          167         6700 SH       Defined   8        6700            0            0
MILLICOM INTL CELLULAR S A     COM  L6388F110           40          382 SH       Defined   8         382            0            0
MILLIPORE CORP                 COM  601073109          304         4477 SH       Sole      9        4477            0            0
MINAS BUENAVENTURA ADR REP 1 O COM  204448104          850        13000 SH       Defined  31       13000            0            0
MINDRAY MEDICAL INTL LTD       COM  602675100           13          350 SH       Sole     99         350            0            0
MINDSPEED TECHNOLOGIES INC     COM  602682106           44        50000 SH       Sole     57       50000            0            0
MINDSPEED TECHNOLOGIES INC     COM  602682106            0          150 SH       No disc  61         150            0            0
MINDSPEED TECHNOLOGIES INC. US COM  602682106           64        72309 SH       Defined  31       72309            0            0
MINE SAFETY APPLIANCES CO      COM  602720104           56         1400 SH       Defined   8        1400            0            0
MINE SAFETY APPLIANCES CO USD  COM  602720104          324         8096 SH       Defined  31        8096            0            0
MINEFINDERS LTD                COM  602900102          624        60000 SH       Sole     56       60000            0            0
MINEFINDERS LTD                COM  602900102            8          750 SH       No disc  61         750            0            0
MINES MGMT INC                 COM  603432105            6         2320 SH       No disc  61        2320            0            0
MIRANT CORP NEW                WARR 60467R100           45         1158 SH       Sole      1        1158            0            0
MIRANT CORP NEW                COM  60467R100         1256        32069 SH       Sole      9       32069            0            0
MIRANT CORP NEW                OPT  60467R100        40376      1031300 SH  Put  Defined   9           0      1031300            0
MIRANT CORP NEW                WARR 60467R100        28428       726130 SH       Sole      9      726130            0            0
MIRANT CORP NEW                COM  60467R100          153         3900 SH       Sole     51        3900            0            0
MIRANT CORP NEW                COM  60467R100            0            4 SH       No disc  61           4            0            0
MIRANT CORP USD 0.01           COM  60467R100        50154      1281060 SH       Defined  31     1281060            0            0
MITSUBISHI UFJ FINANCIAL GROUP COM  606822104         2232       253530 SH       Defined  31      253530            0            0
MIVA INC                       COM  55311R108            6         5469 SH       No disc  61        5469            0            0
MOBILE MINI INC                COM  60740F105           70         3500 SH       Defined   8        3500            0            0
MOBILE TELESYSTEMS ADR REP 5 O COM  607409109        16617       216900 SH       Defined  31      216900            0            0
MOBILE TELESYSTEMS OJSC        ADR  607409109           94         1225 SH       Sole      9        1225            0            0
MOBILE TELESYSTEMS OJSC        COM  607409109         2137        27889 SH       Sole     51       27889            0            0
MOHAWK INDS INC                COM  608190104          129         2000 SH       Defined   8        2000            0            0
MOHAWK INDS INC                COM  608190104         6307        98400 SH       Sole      9       98400            0            0
MOHAWK INDS INC                OPT  608190104         2654        41400 SH  Put  Defined   9           0        41400            0
MOHAWK INDUSTRIES USD 0.01     COM  608190104        12949       202010 SH       Defined  31      202010            0            0
MOLDFLOW CORP USD 0.01         COM  608507109         1736        78944 SH       Defined  31       78944            0            0
MOLEX INC                      COM  608554101            1           27 SH       Defined   8          27            0            0
MOLEX INC                      COM  608554101            9          389 SH       Sole      9         389            0            0
MOLEX INC                      COM  608554101          100         4100 SH       Sole     51        4100            0            0
MOLEX INC                      COM  608554101            4          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  608554200          187         8157 SH       Defined  31        8157            0            0
MOLSON COORS BREWING CO        COM  60871R209            2           24 SH       Defined   8          24            0            0
MOLSON COORS BREWING CO        COM  60871R209        15983       294178 SH       Sole      9      294178            0            0
MOLSON COORS BREWING CO        COM  60871R209          633        11645 SH       Sole     51       11645            0            0
MOLSON COORS BREWING CO        COM  60871R209           19          343 SH       Sole     56         343            0            0
MOMENTA PHARMACEUTICALS INC    COM  60877T100           42         3400 SH       Sole      9        3400            0            0
MONACO COACH CORP USD 0.01     COM  60886R103          263        86400 SH       Defined  31       86400            0            0
MONEYGRAM INTL INC             COM  60935Y109           24        26500 SH       Sole      9       26500            0            0
MONOGRAM BIOSCIENCES INC       COM  60975U108          622       565813 SH       Sole      9      565813            0            0
MONOGRAM BIOSCIENCES INC       COM  60975U108           15        13500 SH       No disc  61       13500            0            0
MONOLITHIC PWR SYS INC         COM  609839105            9          400 SH       Defined   8         400            0            0
MONOTYPE IMAGING HOLDINGS IN   COM  61022P100          113         9200 SH       Defined   8        9200            0            0
MONOTYPE IMAGING HOLDINGS INC. COM  61022P100          774        63491 SH       Defined  31       63491            0            0
MONRO MUFFLER INC USD 0.01     COM  610236101          979        63172 SH       Defined  31       63172            0            0
MONSANTO CO NEW                COM  61166W101           68          535 SH       Defined   8         535            0            0
MONSANTO CO NEW                COM  61166W101         3591        28397 SH       Sole      9       28397            0            0
MONSANTO CO NEW                COM  61166W101           23          184 SH       Sole     20           0          184            0
MONSANTO CO NEW                COM  61166W101        12697       100413 SH       Sole     51      100413            0            0
MONSANTO CO NEW                COM  61166W101          519         4102 SH       Sole     56        4102            0            0
MONSANTO CO NEW                COM  61166W101          188         1485 SH       No disc  61        1485            0            0
MONSTER WORLDWIDE INC          COM  611742107           10          475 SH       Defined   8         475            0            0
MONSTER WORLDWIDE INC          COM  611742107           63         3064 SH       Sole      9        3064            0            0
MONSTER WORLDWIDE INC          COM  611742107          144         7000 SH       Defined  60        7000            0            0
MONSTER WORLDWIDE INC          COM  611742107            1           70 SH       No disc  61          70            0            0
MONSTER WORLDWIDE INC USD 0.00 COM  611742107         4129       200315 SH       Defined  31      200315            0            0
MOODYS CORP                    COM  615369105           12          335 SH       Defined   8         335            0            0
MOODYS CORP                    COM  615369105           27          797 SH       Sole      9         797            0            0
MOODYS CORP                    OPT  615369105          345        10000 SH  Put  Defined   9           0        10000            0
MOODYS CORP                    COM  615369105           59         1700 SH       Sole     56        1700            0            0
MOODYS CORP                    COM  615369105          178         5159 SH       No disc  61        5159            0            0
MOOG INC                       COM  615394202          440        11803 SH       No disc  10       11803            0            0
MOOG INC                       COM  615394202          440        11803 SH       Shared/  61       11803            0            0
MORGAN STANLEY                 COM  617446448          168         4655 SH       Defined   8        4655            0            0
MORGAN STANLEY                 COM  617446448        38677      1072275 SH       Sole      9     1072275            0            0
MORGAN STANLEY                 OPT  617446448         9379       260000 SH  Call Defined   9           0       260000            0
MORGAN STANLEY                 OPT  617446448        72436      2008200 SH  Put  Defined   9           0      2008200            0
MORGAN STANLEY                 COM  617446448          213         5896 SH       Sole     56        5896            0            0
MORGAN STANLEY                 COM  617446448           48         1321 SH       Defined  60        1321            0            0
MORGAN STANLEY                 COM  617446448         1068        29612 SH       No disc  61       29612            0            0
MORGAN STANLEY                 COM  617446448            5          126 SH       Sole     99         126            0            0
MORGAN STANLEY ASIA PAC FD I   COM  61744U106           24         1400 SH       Sole      9        1400            0            0
MORGAN STANLEY GROUP INC USD 0 COM  617446448        22689       629000 SH       Defined  31      629000            0            0
MORGAN STANLEY INDIA INVS FD   COM  61745C105          419        18605 SH       Sole     17       18605            0            0
MORGAN STANLEY INDIA INVS FD   FUND 61745C105         1377        61192 SH       Sole     20           0        61192            0
MORGAN STANLEY INDIA INVS FD   COM  61745C105           42         1865 SH       No disc  61        1865            0            0
MORNINGSTAR INC NPV            COM  617700109         1217        16893 SH       Defined  31       16893            0            0
MORTONS RESTAURANT GROUP USD 0 COM  619430101           95        13800 SH       Defined  31       13800            0            0
MOSAIC CO                      COM  61945A107         1968        13600 SH       Sole      9       13600            0            0
MOSAIC CO                      COM  61945A107         9676        66869 SH       Sole     51       66869            0            0
MOSAIC CO                      COM  61945A107          252         1741 SH       Sole     56        1741            0            0
MOSAIC CO                      COM  61945A107          250         1727 SH       No disc  61        1727            0            0
MOSAIC COMPANY USD 0.01        COM  61945A107       152456      1053600 SH       Defined  31     1053600            0            0
MOTOROLA INC                   COM  620076109           21         2749 SH       Defined   8        2749            0            0
MOTOROLA INC                   COM  620076109        14839      2021697 SH       Sole      9     2021697            0            0
MOTOROLA INC                   OPT  620076109        12185      1660000 SH  Call Defined   9           0      1660000            0
MOTOROLA INC                   OPT  620076109        12237      1667100 SH  Put  Defined   9           0      1667100            0
MOTOROLA INC                   COM  620076109          192        26100 SH       Sole     51       26100            0            0
MOTOROLA INC                   COM  620076109           11         1500 SH       Sole     56        1500            0            0
MOTOROLA INC                   COM  620076109           56         7600 SH       Defined  60        7600            0            0
MOTOROLA INC                   COM  620076109           17         2360 SH       No disc  61        2360            0            0
MOTOROLA INC                   COM  620076109            5          600 SH       Sole     99         600            0            0
MOUNTAIN PROV DIAMONDS INC     COM  62426E402            5         1146 SH       Sole     99        1146            0            0
MOVADO GROUP INC               COM  624580106            4          200 SH       Defined   8         200            0            0
MOVADO GROUP INC USD 0.01      COM  624580106         1980       100000 SH       Defined  31      100000            0            0
MPC CORPORATION                COM  553166109            5        19000 SH       No disc  61       19000            0            0
MPS GROUP INC. USD 0.01        COM  553409103          187        17500 SH       Defined  31       17500            0            0
MRV COMMUNICATIONS INC         COM  553477100            1          500 SH       No disc  61         500            0            0
MSC INDL DIRECT INC            COM  553530106          221         5000 SH       Defined   8        5000            0            0
MSC SOFTWARE CORP              COM  553531104          189        17200 SH       Defined   8       17200            0            0
MSC SOFTWARE CORP              COM  553531104          434        39500 SH       Sole      9       39500            0            0
MSCI INC                       COM  55354G100           40         1100 SH       Defined   8        1100            0            0
MTR GAMING GROUP INC USD 0.000 COM  553769100           52        10752 SH       Defined  31       10752            0            0
MTS SYS CORP                   COM  553777103          119         3300 SH       Defined   8        3300            0            0
MUELLER INDS INC               COM  624756102           45         1400 SH       Sole     51        1400            0            0
MUELLER INDUSTRIES INC USD 0.0 COM  624756102         2582        80184 SH       Defined  31       80184            0            0
MUELLER WATER PRODUCTS INC USD COM  624758207          662        77500 SH       Defined  31       77500            0            0
MUELLER WTR PRODS INC          COM  624758207            7          845 SH       No disc  61         845            0            0
MULTI-COLOR CORP USD NPV       COM  625383104           15          701 SH       Defined  31         701            0            0
MULTIMEDIA GAMES INC           COM  625453105           48        10800 SH       Sole     51       10800            0            0
MURPHY OIL CORP                COM  626717102           21          206 SH       Defined   8         206            0            0
MURPHY OIL CORP                COM  626717102         1043        10633 SH       Sole      9       10633            0            0
MURPHY OIL CORP                COM  626717102         2196        22400 SH       Sole     51       22400            0            0
MURPHY OIL CORP                COM  626717102          690         7040 SH       Sole     99        7040            0            0
MV OIL TRUST NPV               COM  553859109           18          600 SH       Defined  31         600            0            0
MVC CAPITAL INC USD 0.01       COM  553829102          823        60100 SH       Defined  31       60100            0            0
MYERS INDS INC                 COM  628464109            7          800 SH       Defined   8         800            0            0
MYERS INDS INC                 COM  628464109          463        56800 SH       Sole      9       56800            0            0
MYERS INDUSTRIES INC USD NPV   COM  628464109          411        50400 SH       Defined  31       50400            0            0
MYLAN INC                      COM  628530107            1           15 SH       Defined   8          15            0            0
MYLAN INC                      COM  628530107         8306       688142 SH       Sole      9      688142            0            0
MYLAN INC                      OPT  628530107        21908      1815000 SH  Call Defined   9           0      1815000            0
MYLAN INC                      COM  628530107           52         4300 SH       Sole     12           0            0         4300
MYLAN INC                      COM  628530107           24         2000 SH       Sole     57        2000            0            0
MYRIAD GENETICS INC            COM  62855J104          169         3700 SH       Defined   8        3700            0            0
MYRIAD GENETICS INC            COM  62855J104          329         7218 SH       Sole      9        7218            0            0
MYRIAD GENETICS INC USD 0.01   COM  62855J104         2699        59285 SH       Defined  31       59285            0            0
NABI BIOPHARMACEUTICALS        COM  629519109          365        92584 SH       Sole      9       92584            0            0
NABORS INDUSTRIES LTD          COM  G6359F103           14          274 SH       Defined   8         274            0            0
NABORS INDUSTRIES LTD          COM  G6359F103         4349        88336 SH       Sole      9       88336            0            0
NACCO INDS INC                 COM  629579103           30          400 SH       Defined   8         400            0            0
NALCO HOLDING COMPANY          COM  62985Q101         1934        91448 SH       Sole      9       91448            0            0
NANOGEN INC                    COM  630075109            0          814 SH       No disc  61         814            0            0
NANOMETRICS USD NPV            COM  630077105           13         2200 SH       Defined  31        2200            0            0
NANOSPHERE INC USD 0.01        COM  63009F105           15         1900 SH       Defined  31        1900            0            0
NAPSTER INC                    COM  630797108            2         1300 SH       No disc  61        1300            0            0
NASDAQ OMX GROUP INC           COM  631103108           77         2900 SH       Defined   8        2900            0            0
NASDAQ OMX GROUP INC           COM  631103108         6108       230066 SH       Sole      9      230066            0            0
NASDAQ OMX GROUP INC           COM  631103108         4778       180000 SH       Sole     51      180000            0            0
NASDAQ OMX GROUP INC           COM  631103108            4          155 SH       No disc  61         155            0            0
NASDAQ OMX GROUP USD 0.01      COM  631103108         4759       179223 SH       Defined  31      179223            0            0
NASH FINCH CO                  COM  631158102          109         3173 SH       Sole     51        3173            0            0
NASH-FINCH COMPANY INC USD 1.6 COM  631158102          712        20758 SH       Defined  31       20758            0            0
NATIOANL PENN BANCSHARES USD N COM  637138108            1           21 SH       Defined  31          21            0            0
NATIONAL CINEMEDIA INC USD 0.0 COM  635309107          942        88360 SH       Defined  31       88360            0            0
NATIONAL CITY CORP             COM  635405103            3          612 SH       Defined   8         612            0            0
NATIONAL CITY CORP             COM  635405103          392        82270 SH       Sole      9       82270            0            0
NATIONAL CITY CORP             COM  635405103           16         3254 SH       Sole     56        3254            0            0
NATIONAL CITY CORP             COM  635405103           10         2000 SH       No disc  61        2000            0            0
NATIONAL COAL CORPORATION USD  COM  632381208          155        17432 SH       Defined  31       17432            0            0
NATIONAL FUEL GAS CO N J       COM  636180101           66         1100 SH       Defined   8        1100            0            0
NATIONAL FUEL GAS CO N J       COM  636180101          156         2631 SH       Sole      9        2631            0            0
NATIONAL GRID CO PLC ADR REP 5 COM  636274300         1736        26300 SH       Defined  31       26300            0            0
NATIONAL HEALTH INVESTORS INC  COM  63633D104         1683        59000 SH       Defined  31       59000            0            0
NATIONAL HEALTH INVS INC       COM  63633D104          924        32420 SH       Sole      9       32420            0            0
NATIONAL HEALTHCARE CORP       COM  635906100           19          400 SH       Defined   8         400            0            0
NATIONAL INFORMATION CONSORTIU COM  62914B100          206        30101 SH       Defined  31       30101            0            0
NATIONAL INSTRS CORP           COM  636518102            6          200 SH       Defined   8         200            0            0
NATIONAL INSTRUMENTS CORP USD  COM  636518102         1510        53225 SH       Defined  31       53225            0            0
NATIONAL INTERSTATE CORP USD 0 COM  63654U100          113         6143 SH       Defined  31        6143            0            0
NATIONAL OILWELL VARCO INC     COM  637071101           35          388 SH       Defined   8         388            0            0
NATIONAL OILWELL VARCO INC     COM  637071101         4076        45942 SH       Sole      9       45942            0            0
NATIONAL OILWELL VARCO INC     OPT  637071101         8872       100000 SH  Call Defined   9           0       100000            0
NATIONAL OILWELL VARCO INC     COM  637071101         3061        34499 SH       Sole     51       34499            0            0
NATIONAL OILWELL VARCO INC     COM  637071101          742         8362 SH       Sole     56        8362            0            0
NATIONAL OILWELL VARCO INC     COM  637071101          475         5350 SH       No disc  61        5350            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103            5          241 SH       Defined   8         241            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103          254        12380 SH       Sole      9       12380            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103           45         2200 SH       Sole     51        2200            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103           19          935 SH       Sole     56         935            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103           18          890 SH       No disc  61         890            0            0
NATIONAL SEMICONDUCTOR CORP    COM  637640103           35         1700 SH       Sole     99        1700            0            0
NATIONAL SEMICONDUCTOR CORPORA COM  637640103        34567      1682900 SH       Defined  31     1682900            0            0
NATIONWIDE FINANCIAL SERV USD  COM  638612101         3620        75400 SH       Defined  31       75400            0            0
NATIONWIDE FINL SVCS INC       COM  638612101           15          300 SH       Defined   8         300            0            0
NATIONWIDE HEALTH PPTYS INC    COM  638620104          245         7791 SH       Sole      9        7791            0            0
NATIONWIDE HEALTH PROPERTIES R COM  638620104        13966       443500 SH       Defined  31      443500            0            0
NATURAL RESOURCE PARTNERS L    COM  63900P103            5          100 SH       Defined   8         100            0            0
NATUS MEDICAL INC DEL          COM  639050103           63         3000 SH       Defined   8        3000            0            0
NAVIGANT CONSULTING INC USD 0. COM  63935N107         3122       159600 SH       Defined  31      159600            0            0
NAVIGATORS GROUP INC           COM  638904102          179         3300 SH       Defined   8        3300            0            0
NAVIGATORS GROUP INC USD 0.1   COM  638904102          559        10340 SH       Defined  31       10340            0            0
NAVIOS MARITIME HOLDINGS INC U COM  Y62196103         2450       252800 SH       Defined  31      252800            0            0
NAVTEQ CORP                    COM  63936L100          139         1800 SH       Defined   8        1800            0            0
NAVTEQ CORP                    COM  63936L100        12998       168800 SH       Sole      9      168800            0            0
NBTY INC USD 0.008             COM  628782104         7134       222500 SH       Defined  31      222500            0            0
NCI BUILDING SYS INC           COM  628852105           15          412 SH       Sole     51         412            0            0
NCI BUILDING SYSTEMS INC USD 0 COM  628852105           74         2000 SH       Defined  31        2000            0            0
NCI INC USD NPV                COM  62886K104          138         6000 SH       Defined  31        6000            0            0
NCR CORP NEW                   COM  62886E108          388        15400 SH       Sole      9       15400            0            0
NCR CORP NEW                   COM  62886E108            2           98 SH       No disc  61          98            0            0
NEENAH PAPER INC USD 0.01      COM  640079109          256        15300 SH       Defined  31       15300            0            0
NEKTAR THERAPEUTICS            COM  640268108           11         3189 SH       No disc  61        3189            0            0
NESS TECHNOLOGIES INC          COM  64104X108          548        54150 SH       Sole     51       54150            0            0
NESS TECHNOLOGIES INC. USD 0.0 COM  64104X108          817        80670 SH       Defined  31       80670            0            0
NET 1 UEPS TECHNOLOGIES, INC.  COM  64107N206         3425       140928 SH       Defined  31      140928            0            0
NETAPP INC                     COM  64110D104           37         1670 SH       Defined   8        1670            0            0
NETAPP INC                     COM  64110D104           32         1480 SH       Sole      9        1480            0            0
NETAPP INC USD 0.001           COM  64110D104         1574        72661 SH       Defined  31       72661            0            0
NETEASE.COM ADR REP 100 ORD    COM  64110W102          887        40700 SH       Defined  31       40700            0            0
NETFLIX INC                    COM  64110L106          245         9408 SH       Sole     51        9408            0            0
NETFLIX INC USD 0.001          COM  64110L106         7103       272443 SH       Defined  31      272443            0            0
NETGEAR INC USD 0.001          COM  64111Q104           21         1500 SH       Defined  31        1500            0            0
NETLOGIC MICROSYSTEMS INC      COM  64118B100           50         1500 SH       Defined   8        1500            0            0
NETSCOUT SYS INC               COM  64115T104            1          100 SH       No disc  61         100            0            0
NETSCOUT SYSTEMS INC USD 0.001 COM  64115T104          402        37590 SH       Defined  31       37590            0            0
NETSOL TECHNOLOGIES INC        COM  64115A204           53        20666 SH       No disc  61       20666            0            0
NEVSUN RES LTD                 COM  64156L101           16         7637 SH       No disc  61        7637            0            0
NEW JERSEY RES                 COM  646025106           10          300 SH       Defined   8         300            0            0
NEW JERSEY RESOURCES CORP USD  COM  646025106           41         1250 SH       Defined  31        1250            0            0
NEW ORIENTAL ED & TECH GRP I   COM  647581107           19          330 SH       Defined  60         330            0            0
NEW YORK & CO INC              COM  649295102           59         6400 SH       Defined   8        6400            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103            9          504 SH       Sole      9         504            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103         5218       291300 SH       Defined  32      291300            0            0
NEW YORK CMNTY BANCORP INC     COM  649445103           57         3176 SH       Sole     56        3176            0            0
NEW YORK TIMES CO              COM  650111107          202        13064 SH       Defined   8       13064            0            0
NEW YORK TIMES CO              COM  650111107          516        33550 SH       Sole      9       33550            0            0
NEWELL RUBBERMAID INC          COM  651229106          269        15995 SH       Sole      9       15995            0            0
NEWELL RUBBERMAID INC          COM  651229106           69         4100 SH       Sole     51        4100            0            0
NEWELL RUBBERMAID INC USD 1    COM  651229106        26396      1572076 SH       Defined  31     1572076            0            0
NEWFIELD EXPL CO               COM  651290108           20          300 SH       Sole      9         300            0            0
NEWFIELD EXPL CO               COM  651290108           14          212 SH       Sole     99         212            0            0
NEWMARKET CORP                 COM  651587107          325         4900 SH       Sole      9        4900            0            0
NEWMARKET CORP                 COM  651587107          202         3048 SH       Sole     51        3048            0            0
NEWMONT MINING CORP            COM  651639106          159         3032 SH       Defined   8        3032            0            0
NEWMONT MINING CORP            COM  651639106         9887       189546 SH       Sole      9      189546            0            0
NEWMONT MINING CORP            COM  651639106          413         7900 SH       Sole     51        7900            0            0
NEWMONT MINING CORP            COM  651639106         1565        30000 SH       Sole     56       30000            0            0
NEWMONT MINING CORP            COM  651639106          104         2000 SH       Defined  60        2000            0            0
NEWMONT MINING CORP            COM  651639106         1783        34188 SH       No disc  61       34188            0            0
NEWMONT MINING CORP            COM  651639106           30          575 SH       Sole     99         575            0            0
NEWS CORP                      COM  65248E104          891        59217 SH       Sole      9       59217            0            0
NEWS CORP                      COM  65248E203         4806       313098 SH       Sole      9      313098            0            0
NEWS CORP                      GDR  65248E104           30         2000 SH       Sole      9        2000            0            0
NEWS CORP                      GDR  65248E203          102         6634 SH       Sole      9        6634            0            0
NEWS CORP                      COM  65248E104            7          474 SH       Sole     17         474            0            0
NEWS CORP                      COM  65248E203           15         1000 SH       Sole     20           0         1000            0
NEWS CORP                      COM  65248E104         1317        87513 SH       Sole     51       87513            0            0
NEWS CORP                      COM  65248E104           71         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           11          701 SH       Sole     99         701            0            0
NEWS CORPORATION USD 0.01      COM  65248E203        19013      1238630 SH       Defined  31     1238630            0            0
NEWSTAR FINANCIAL INC USD 0.01 COM  65251F105          107        17958 SH       Defined  31       17958            0            0
NEXCEN BRANDS INC USD 0.01     COM  653351106           99       176012 SH       Defined  31      176012            0            0
NEXEN INC                      COM  65334H102          278         7000 SH       Sole      1        7000            0            0
NEXEN INC                      COM  65334H102         2395        60254 SH       Sole      9       60254            0            0
NEXEN INC                      COM  65334H102          398        10000 SH       Sole     56       10000            0            0
NEXEN INC                      COM  65334H102          227         5706 SH       Defined  60        5706            0            0
NEXEN INC CAD NPV              COM  65334H102        14636       368200 SH       Defined  31      368200            0            0
NEXSTAR BROADCASTING GROUP INC COM  65336K103           28         6792 SH       Defined  31        6792            0            0
NEXTWAVE WIRELESS INC USD 0.00 COM  65337Y102          216        53224 SH       Defined  31       53224            0            0
NGP CAPITAL RESOURCES COMPANY  COM  62912R107         1494        96904 SH       Defined  31       96904            0            0
NICE SYS LTD                   ADR  653656108           11          384 SH       Sole      9         384            0            0
NICOR INC                      COM  654086107          920        21591 SH       Sole      9       21591            0            0
NICOR INC                      COM  654086107            1           24 SH       No disc  61          24            0            0
NIDEC CORP ADR REP 0.25 ORD    COM  654090109          421        25300 SH       Defined  31       25300            0            0
NII HLDGS INC                  COM  62913F201           29          606 SH       Defined   8         606            0            0
NII HLDGS INC                  COM  62913F201           15          306 SH       Sole      9         306            0            0
NIKE INC                       COM  654106103           24          392 SH       Defined   8         392            0            0
NIKE INC                       COM  654106103         1576        26442 SH       Sole      9       26442            0            0
NIKE INC                       COM  654106103           23          393 SH       Sole     20           0          393            0
NIKE INC                       COM  654106103         1761        29536 SH       Sole     51       29536            0            0
NIKE INC                       COM  654106103          226         3795 SH       Sole     57        3795            0            0
NIKE INC                       COM  654106103           10          168 SH       No disc  61         168            0            0
NIKE INC USD NPV               COM  654106103        17687       296700 SH       Defined  31      296700            0            0
NIPPON TELEGR & TELEPH ADR REP COM  654624105         1782        73300 SH       Defined  31       73300            0            0
NISOURCE INC                   COM  65473P105          147         8200 SH       Defined   8        8200            0            0
NISOURCE INC                   COM  65473P105          478        26699 SH       Sole      9       26699            0            0
NISOURCE INC USD 0.01          COM  65473P105        10937       610290 SH       Defined  31      610290            0            0
NISSAN MOTOR CO LTD ADR REP 2  COM  654744408          401        24331 SH       Defined  31       24331            0            0
NISSAN MOTORS                  COM  654744408           11          680 SH       Sole     99         680            0            0
NL INDUSTRIES USD 0.125        COM  629156407            9          900 SH       Defined  31         900            0            0
NMS COMMUNICATIONS CORP        COM  629248105            0          185 SH       No disc  61         185            0            0
NMT MED INC                    COM  629294109           56        12000 SH       Sole     99       12000            0            0
NN INC                         COM  629337106          154        11000 SH       Defined   8       11000            0            0
NN INC USD 0.01                COM  629337106          275        19700 SH       Defined  31       19700            0            0
NOAH EDUCATION HOLDINGS LTD AD COM  65487R303           44         8100 SH       Defined  31        8100            0            0
NOBLE CORPORATION              COM  G65422100          325         5000 SH       Sole      1        5000            0            0
NOBLE CORPORATION              COM  G65422100           20          298 SH       Defined   8         298            0            0
NOBLE CORPORATION              COM  G65422100          850        13085 SH       Sole      9       13085            0            0
NOBLE ENERGY INC               COM  655044105           17          165 SH       Defined   8         165            0            0
NOBLE ENERGY INC               COM  655044105          658         6546 SH       Sole      9        6546            0            0
NOBLE ENERGY INC               COM  655044105          322         3200 SH       Sole     51        3200            0            0
NOBLE ENERGY INC               COM  655044105          493         4898 SH       Sole     56        4898            0            0
NOBLE ENERGY INC               COM  655044105           41          410 SH       Defined  60         410            0            0
NOBLE ENERGY INC               COM  655044105            4           38 SH       No disc  61          38            0            0
NOBLE INTERNATIONAL LD USD 0.0 COM  655053106          132        29526 SH       Defined  31       29526            0            0
NOKIA CORP                     ADR  654902204          576        23502 SH       Sole      9       23502            0            0
NOKIA CORP                     COM  654902204           29         1200 SH       Defined  60        1200            0            0
NOKIA OYJ ADR REP 1 ORD        COM  654902204        92914      3792400 SH       Defined  31     3792400            0            0
NOMURA HOLDINGS INC ADR REP 1  COM  65535H208         3063       207600 SH       Defined  31      207600            0            0
NORDIC AMERICAN TANKER SHIPP   COM  G65773106           63         1628 SH       Sole      9        1628            0            0
NORDIC AMERICAN TANKER SHIPPIN COM  G65773106         3323        85600 SH       Defined  31       85600            0            0
NORDSON CORP                   COM  655663102           95         1300 SH       Sole      9        1300            0            0
NORDSTROM INC                  COM  655664100           12          385 SH       Defined   8         385            0            0
NORDSTROM INC                  COM  655664100         1404        46328 SH       Sole      9       46328            0            0
NORDSTROM INC                  COM  655664100        14647       483400 SH       Sole     51      483400            0            0
NORFOLK SOUTHERN CORP          COM  655844108           24          368 SH       Defined   8         368            0            0
NORFOLK SOUTHERN CORP          COM  655844108           96         1524 SH       Sole      9        1524            0            0
NORFOLK SOUTHERN CORP          COM  655844108          119         1900 SH       Sole     51        1900            0            0
NORFOLK SOUTHERN CORP          COM  655844108          159         2533 SH       Sole     56        2533            0            0
NORTEL NETWORKS CORP NEW       COM  656568508         2318       281904 SH       Sole      9      281904            0            0
NORTEL NETWORKS CORP NEW       OPT  656568508          494        60000 SH  Call Defined   9           0        60000            0
NORTEL NETWORKS CORP NEW       OPT  656568508         7408       901100 SH  Put  Defined   9           0       901100            0
NORTEL NETWORKS CORP NEW       COM  656568508            2          272 SH       Sole     56         272            0            0
NORTEL NETWORKS CORP NEW       COM  656568508           12         1500 SH       Defined  60        1500            0            0
NORTEL NETWORKS CORP NEW       COM  656568508           51         6207 SH       No disc  61        6207            0            0
NORTEL NETWORKS CORP NEW       COM  656568508            1          155 SH       Sole     99         155            0            0
NORTH AMERICAN ENERGY PARTNR N COM  656844107         1230        56700 SH       Defined  31       56700            0            0
NORTH AMERICAN GALVANIZING & C COM  65686Y109           44         4900 SH       Defined  31        4900            0            0
NORTH AMERN PALLADIUM LTD      COM  656912102           13         2400 SH       No disc  61        2400            0            0
NORTH EUROPEAN OIL ROYALTY TRU COM  659310106          120         3100 SH       Defined  31        3100            0            0
NORTHEAST UTILITIES USD 5      COM  664397106         8305       325301 SH       Defined  31      325301            0            0
NORTHEAST UTILS                COM  664397106          128         5017 SH       Sole      9        5017            0            0
NORTHEAST UTILS                COM  664397106            6          236 SH       No disc  10         236            0            0
NORTHERN DYNASTY MINERALS LT   COM  66510M204           70         8767 SH       No disc  61        8767            0            0
NORTHERN OIL & GAS INC NEV     COM  665531109            3          210 SH       No disc  61         210            0            0
NORTHERN TR CORP               COM  665859104           13          187 SH       Defined   8         187            0            0
NORTHERN TR CORP               COM  665859104          707        10311 SH       Sole      9       10311            0            0
NORTHERN TR CORP               COM  665859104           33          475 SH       Sole     20           0          475            0
NORTHERN TR CORP               COM  665859104         1776        25900 SH       Sole     51       25900            0            0
NORTHERN TR CORP               COM  665859104          300         4368 SH       Sole     56        4368            0            0
NORTHERN TR CORP               COM  665859104          230         3350 SH       Defined  60        3350            0            0
NORTHERN TR CORP               COM  665859104          117         1700 SH       No disc  61        1700            0            0
NORTHFIELD BANCORP INC NEW     COM  66611L105            5          400 SH       Defined   8         400            0            0
NORTHFIELD BANCORP INC USD 0.0 COM  66611L105            3          192 SH       Defined  31         192            0            0
NORTHGATE MINERALS CORP        COM  666416102            0          162 SH       No disc  61         162            0            0
NORTHGATE MINERALS CORP        COM  666416102          138        50000 SH       Sole     99       50000            0            0
NORTHROP GRUMMAN CORP          COM  666807102           23          330 SH       Defined   8         330            0            0
NORTHROP GRUMMAN CORP          COM  666807102          655         9798 SH       Sole      9        9798            0            0
NORTHROP GRUMMAN CORP          COM  666807102          662         9898 SH       Sole     51        9898            0            0
NORTHROP GRUMMAN CORP          COM  666807102          338         5046 SH       Sole     56        5046            0            0
NORTHROP GRUMMAN CORP          COM  666807102            1           12 SH       No disc  61          12            0            0
NORTHROP GRUMMAN CORP USD 1    COM  666807102        27667       413545 SH       Defined  31      413545            0            0
NORTHWEST AIRLS CORP           COM  667280408         1005       150900 SH       Sole     59      150900            0            0
NORTHWEST BANCORP INC USD 0.1  COM  667328108            3          100 SH       Defined  31         100            0            0
NORTHWEST PIPE CO              COM  667746101           17          300 SH       Defined   8         300            0            0
NORTHWESTERN CORP              COM  668074305         1274        50100 SH       Sole      9       50100            0            0
NORTHWESTERN CORPORATION USD 0 COM  668074305          607        23854 SH       Defined  31       23854            0            0
NOVA CHEMICALS CORP            COM  66977W109           29         1172 SH       Sole      9        1172            0            0
NOVA CHEMICALS CORP            OPT  66977W109         3958       160400 SH  Put  Defined   9           0       160400            0
NOVA CHEMICALS CORP            COM  66977W109            1           22 SH       No disc  61          22            0            0
NOVAGOLD RES INC               COM  66987E206           24         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          734       194710 SH       Sole      9      194710            0            0
NOVATEL WIRELESS INC           COM  66987M604          236        21200 SH       Sole     51       21200            0            0
NOVELL INC                     COM  670006105          158        26800 SH       Defined   8       26800            0            0
NOVELL INC                     COM  670006105            8         1309 SH       Sole      9        1309            0            0
NOVELL INC                     COM  670006105           21         3433 SH       No disc  61        3433            0            0
NOVELL INC                     COM  670006105            7         1255 SH       Sole     99        1255            0            0
NOVELLUS SYS INC               COM  670008101            7          308 SH       Defined   8         308            0            0
NOVELLUS SYS INC               COM  670008101          398        18800 SH       Sole      9       18800            0            0
NOVELLUS SYS INC               COM  670008101           19          900 SH       No disc  61         900            0            0
NOVO NORDISK A/S ADR REP 1 ORD COM  670100205         7676       116300 SH       Defined  31      116300            0            0
NRG ENERGY INC                 COM  629377508         2063        48100 SH       Sole      1       48100            0            0
NRG ENERGY INC                 COM  629377508          345         8035 SH       Sole      9        8035            0            0
NRG ENERGY INC                 OPT  629377508          597        13900 SH  Call Defined   9           0        13900            0
NRG ENERGY INC                 OPT  629377508        38147       889200 SH  Put  Defined   9           0       889200            0
NRG ENERGY INC USD 0.01        COM  629377508        41056       957000 SH       Defined  31      957000            0            0
NSTAR                          COM  67019E107          680        20100 SH       Sole      9       20100            0            0
NTELOS HOLDINGS CORP USD 0.01  COM  67020Q107          760        29956 SH       Defined  31       29956            0            0
NU SKIN ENTERPRISES INC        COM  67018T105           32         2150 SH       No disc  61        2150            0            0
NU SKIN ENTERPRISES INC USD 0. COM  67018T105         1148        76900 SH       Defined  31       76900            0            0
NUANCE COMMUNICATION INC USD 0 COM  67020Y100         2363       150764 SH       Defined  31      150764            0            0
NUANCE COMMUNICATIONS INC      COM  67020Y100           77         4900 SH       Defined   8        4900            0            0
NUANCE COMMUNICATIONS INC      COM  67020Y100           86         5489 SH       No disc  61        5489            0            0
NUCOR CORP                     COM  670346105          165         2208 SH       Defined   8        2208            0            0
NUCOR CORP                     COM  670346105         2040        27324 SH       Sole      9       27324            0            0
NUCOR CORP                     COM  670346105           37          500 SH       Sole     20           0          500            0
NUCOR CORP                     COM  670346105          284         3800 SH       Sole     51        3800            0            0
NUSTAR GP HOLDINGS LLC         COM  67059L102        43445      2004848 SH       Sole      9     2004848            0            0
NUSTAR GP HOLDINGS LLC         COM  67059L102        17536       793800 SH       Defined  32      793800            0            0
NUTRI SYS INC NEW              COM  67069D108          366        25887 SH       Sole      9       25887            0            0
NUVASIVE INC                   COM  670704105           85         1900 SH       Defined  60        1900            0            0
NUVASIVE INC USD 0.001         COM  670704105         2630        58889 SH       Defined  31       58889            0            0
NUVEEN FLOATING RATE INCOME    UNIT 67072T108         3888       360000 SH       Sole      1      360000            0            0
NUVEEN FLTNG RTE INCM OPP FD   UNIT 6706EN100         1860       175000 SH       Sole      1      175000            0            0
NVE CORP                       COM  629445206           17          550 SH       No disc  61         550            0            0
NVIDIA CORP                    COM  67066G104           45         2386 SH       Defined   8        2386            0            0
NVIDIA CORP                    COM  67066G104         1236        66002 SH       Sole      9       66002            0            0
NVIDIA CORP                    COM  67066G104          154         8200 SH       Sole     51        8200            0            0
NVIDIA CORP                    COM  67066G104          118         6329 SH       Sole     56        6329            0            0
NVIDIA CORP                    COM  67066G104          114         6077 SH       No disc  61        6077            0            0
NVR INC                        COM  62944T105          105          210 SH       Sole     56         210            0            0
NVR INC USD 0.01               COM  62944T105        35256        70500 SH       Defined  31       70500            0            0
NYFIX INC                      COM  670712108          723       183005 SH       No disc  61      183005            0            0
NYMAGIC INC USD 1              COM  629484106          244        12700 SH       Defined  31       12700            0            0
NYMEX HOLDINGS INC             COM  62948N104            8          100 SH       Sole      9         100            0            0
NYMEX HOLDINGS INC             COM  62948N104        10028       118700 SH       Sole     51      118700            0            0
NYMEX HOLDINGS INC             COM  62948N104        11481       135900 SH       Sole     59      135900            0            0
NYMEX HOLDINGS INC             COM  62948N104           16          189 SH       No disc  61         189            0            0
NYSE EURONEXT                  COM  629491101           13          250 SH       Defined   8         250            0            0
NYSE EURONEXT                  COM  629491101         6816       134554 SH       Sole      9      134554            0            0
NYSE EURONEXT                  COM  629491101        11074       218600 SH       Sole     51      218600            0            0
NYSE EURONEXT                  COM  629491101           77         1527 SH       Sole     56        1527            0            0
NYSE EURONEXT                  COM  629491101           30          585 SH       No disc  61         585            0            0
NYSE EURONEXT USD 0.01         COM  629491101         4499        88800 SH       Defined  31       88800            0            0
O CHARLEYS INC                 COM  670823103            3          200 SH       Defined   8         200            0            0
O REILLY AUTOMOTIVE INC        COM  686091109         2074        92818 SH       Sole     59       92818            0            0
O`REILLY AUTOMOTIVE INC USD 0. COM  686091109          122         5456 SH       Defined  31        5456            0            0
O2MICRO INTERNATIONAL LIMITED  COM  67107W100          639        96070 SH       Defined  31       96070            0            0
OAO MECHEL ADR REP 3 ORD       COM  583840103        44547       899200 SH       Defined  31      899200            0            0
OBAGI MEDICAL PRODUCTS INC     COM  67423R108           59         6900 SH       Sole     51        6900            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          208         2311 SH       Defined   8        2311            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105         7637        84990 SH       Sole      9       84990            0            0
OCCIDENTAL PETE CORP DEL       OPT  674599105        23364       260000 SH  Call Defined   9           0       260000            0
OCCIDENTAL PETE CORP DEL       OPT  674599105        20668       230000 SH  Put  Defined   9           0       230000            0
OCCIDENTAL PETE CORP DEL       COM  674599105         2552        28400 SH       Sole     51       28400            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          117         1305 SH       Sole     56        1305            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          824         9170 SH       Defined  60        9170            0            0
OCCIDENTAL PETE CORP DEL       COM  674599105          657         7314 SH       No disc  61        7314            0            0
OCCIDENTAL PETROLEUM USD 0.2   COM  674599105        53667       597220 SH       Defined  31      597220            0            0
OCEAN POWER TECHNOLOGIES INC U COM  674870308          126        14000 SH       Defined  31       14000            0            0
OCEAN PWR TECHNOLOGIES INC     COM  674870308           88         9705 SH       No disc  50        9705            0            0
OCEAN PWR TECHNOLOGIES INC     COM  674870308            1           99 SH       No disc  61          99            0            0
OCEANFIRST FINL CORP           COM  675234108            4          200 SH       Defined   8         200            0            0
OCEANFREIGHT INC USD 0.01      COM  Y64202107          309        13300 SH       Defined  31       13300            0            0
OCH ZIFF CAP MGMT GROUP        COM  67551U105           10          500 SH       No disc  61         500            0            0
OCULUS INNOVATIVE SCIENCES I   COM  67575P108            9         3620 SH       No disc  61        3620            0            0
OCWEN FINL CORP                COM  675746309            6         1210 SH       No disc  61        1210            0            0
ODYSSEY RE HLDGS CORP          COM  67612W108          185         5200 SH       Defined   8        5200            0            0
ODYSSEY RE HOLDINGS USD 0.01   COM  67612W108         4282       120600 SH       Defined  31      120600            0            0
OFFICE DEPOT INC               COM  676220106            3          241 SH       Defined   8         241            0            0
OFFICE DEPOT INC               COM  676220106           15         1343 SH       Sole      9        1343            0            0
OFFICE DEPOT INC               COM  676220106           58         5272 SH       Sole     56        5272            0            0
OFFICE DEPOT INC               COM  676220106           28         2574 SH       No disc  61        2574            0            0
OFFICEMAX INC USD 2.5          COM  67622P101          577        41500 SH       Defined  31       41500            0            0
OGE ENERGY CORP USD 0.01       COM  670837103          303         9555 SH       Defined  31        9555            0            0
OIL STS INTL INC               COM  678026105          153         2400 SH       Defined   8        2400            0            0
OIL STS INTL INC               COM  678026105          387         6100 SH       Sole      9        6100            0            0
OIL SVC HOLDRS TR              UNIT 678002106        31348       141200 SH       Sole      9      141200            0            0
OIL-DRI CORPORATION OF AMERICA COM  677864100          148         8200 SH       Defined  31        8200            0            0
OILSANDS QUEST INC             COM  678046103           62         9500 SH       No disc  61        9500            0            0
OLD DOMINION FREIGHT LINE INC  COM  679580100         3255       108419 SH       Defined  31      108419            0            0
OLD REP INTL CORP              COM  680223104           31         2600 SH       Defined   8        2600            0            0
OLD REP INTL CORP              COM  680223104          173        14624 SH       Sole      9       14624            0            0
OLD SECOND BANCORP INC USD 1   COM  680277100            8          683 SH       Defined  31         683            0            0
OLYMPIC STEEL INC              COM  68162K106          114         1500 SH       Defined   8        1500            0            0
OLYMPIC STEEL INC USD NPV      COM  68162K106         2747        36172 SH       Defined  31       36172            0            0
OM GROUP INC                   COM  670872100          266         8100 SH       Sole     51        8100            0            0
OMEGA HEALTHCARE INVESTORS REI COM  681936100          184        11000 SH       Defined  31       11000            0            0
OMEGA NAVIGATION ENTERPRISES I COM  Y6476R105          980        59307 SH       Defined  31       59307            0            0
OMEGA PROTEIN CORP             COM  68210P107          101         6700 SH       Defined   8        6700            0            0
OMEGA PROTEIN CORP             COM  68210P107          169        11300 SH       Sole     51       11300            0            0
OMEGA PROTEIN CORP USD 0.01    COM  68210P107         1892       126500 SH       Defined  31      126500            0            0
OMNICOM GROUP INC              COM  681919106          147         3259 SH       Defined   8        3259            0            0
OMNICOM GROUP INC              COM  681919106           55         1233 SH       Sole      9        1233            0            0
OMNICOM GROUP INC              COM  681919106          568        12657 SH       No disc  10       12657            0            0
OMNICOM GROUP INC              COM  681919106            7          148 SH       Sole     20           0          148            0
OMNICOM GROUP INC              COM  681919106           29          662 SH       Sole     51         662            0            0
OMNICOM GROUP INC              COM  681919106          339         7550 SH       Defined  60        7550            0            0
OMNICOM GROUP INC              COM  681919106          350         7800 SH       No disc  61        7800            0            0
OMNICOM GROUP INC              COM  681919106          568        12657 SH       Shared/  61       12657            0            0
OMNICOM GROUP INC USD 0.15     COM  681919106        32727       729200 SH       Defined  31      729200            0            0
OMNIVISION TECHNOLOGIES INC    COM  682128103           12         1000 SH       Sole     56        1000            0            0
ON ASSIGNMENT INC              COM  682159108            7          800 SH       Defined   8         800            0            0
ON ASSIGNMENT USD 0.01         COM  682159108           69         8531 SH       Defined  31        8531            0            0
ON SEMICONDUCTOR CORP          COM  682189105          221        24100 SH       Defined   8       24100            0            0
ON SEMICONDUCTOR CORP          COM  682189105           14         1500 SH       Sole     12           0            0         1500
ON SEMICONDUCTOR CORP USD 0.01 COM  682189105         5159       562498 SH       Defined  31      562498            0            0
ONCOTHYREON INC                COM  682324108            0          166 SH       No disc  61         166            0            0
ONE LIBERTY PROPERTIES INC REI COM  682406103          124         7600 SH       Defined  31        7600            0            0
ONEOK INC NEW                  COM  682680103         1898        38877 SH       Sole      9       38877            0            0
ONEOK INC NEW                  COM  682680103           10          200 SH       Sole     56         200            0            0
ONEOK INC NEW                  COM  682680103            6          120 SH       No disc  61         120            0            0
ONEOK INC USD 0.01             COM  682680103        26374       540103 SH       Defined  31      540103            0            0
ONEOK PARTNERS LP              COM  68268N103           17          300 SH       Defined   8         300            0            0
ONLINE RESOURCES CORPORATION U COM  68273G101          122        14601 SH       Defined  31       14601            0            0
ONYX PHARMACEUTICALS INC       OPT  683399109         3026        85000 SH  Call Defined   9           0        85000            0
ONYX PHARMACEUTICALS INC       COM  683399109            4          100 SH       No disc  61         100            0            0
OPEN JT STK CO-VIMPEL COMMUN   ADR  68370R109            1           19 SH       Sole      9          19            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         1064        35840 SH       Sole     51       35840            0            0
OPEN JT STK CO-VIMPEL COMMUN   COM  68370R109           22          750 SH       Sole     99         750            0            0
OPEN TEXT CO USD NPV           COM  683715106         1437        44761 SH       Defined  31       44761            0            0
OPEN TEXT CORP                 COM  683715106          100         3100 SH       Defined  60        3100            0            0
OPENTV CORP NPV                COM  G67543101           18        12990 SH       Defined  31       12990            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
OPNET TECHNOLOGIES INC USD 0.0 COM  683757108            8          800 SH       Defined  31         800            0            0
OPNEXT INC                     COM  68375V105           35         6400 SH       Defined   8        6400            0            0
OPNEXT INC USD 0.01            COM  68375V105          153        28359 SH       Defined  31       28359            0            0
OPPENHEIMER HOLDINGS INC CAD N COM  683797104         1097        38800 SH       Defined  31       38800            0            0
OPTIONSXPRESS HLDGS INC        COM  684010101           27         1200 SH       Defined  60        1200            0            0
OPTIONSXPRESS HOLDINGS INC USD COM  684010101         5849       261810 SH       Defined  31      261810            0            0
ORACLE CORP                    COM  68389X105          293        13950 SH       Defined   8       13950            0            0
ORACLE CORP                    COM  68389X105         2349       111853 SH       Sole      9      111853            0            0
ORACLE CORP                    OPT  68389X105         2625       125000 SH  Call Defined   9           0       125000            0
ORACLE CORP                    OPT  68389X105         4200       200000 SH  Put  Defined   9           0       200000            0
ORACLE CORP                    COM  68389X105         2976       141651 SH       Sole     51      141651            0            0
ORACLE CORP                    COM  68389X105          242        11540 SH       Sole     56       11540            0            0
ORACLE CORP                    COM  68389X105           46         2200 SH       Sole     57        2200            0            0
ORACLE CORP                    COM  68389X105           29         1400 SH       Defined  60        1400            0            0
ORACLE CORP                    COM  68389X105         1099        52361 SH       No disc  61       52361            0            0
ORACLE CORP                    COM  68389X105          437        20800 SH       Sole     99       20800            0            0
ORASURE TECHNOLOGIES INC USD 0 COM  68554V108          424       113216 SH       Defined  31      113216            0            0
ORBITAL SCIENCE CORPORATION US COM  685564106         4793       203400 SH       Defined  31      203400            0            0
ORBITAL SCIENCES CORP          COM  685564106          384        16300 SH       Sole      9       16300            0            0
ORBITAL SCIENCES CORP          COM  685564106           26         1119 SH       No disc  61        1119            0            0
OREZONE RES INC                COM  685921108            0          200 SH       No disc  61         200            0            0
ORION MARINE GROUP INC         COM  68628V308           99         7000 SH       Defined   8        7000            0            0
ORION MARINE GROUP, INC USD 0. COM  68628V308           22         1500 SH       Defined  31        1500            0            0
ORITANI FINL CORP              COM  686323106           61         3800 SH       Defined   8        3800            0            0
ORIX CORP ADR REP 0.5 ORD      COM  686330101          505         7000 SH       Defined  31        7000            0            0
ORMAT TECHNOLOGIES INC         COM  686688102         1797        36548 SH       Sole      9       36548            0            0
ORMAT TECHNOLOGIES INC         COM  686688102           15          300 SH       No disc  61         300            0            0
ORTHOVITA USD 0.01             COM  68750U102           62        29820 SH       Defined  31       29820            0            0
OSCIENT PHARMACEUTICALS CORP   COM  68812R303            6         4258 SH       No disc  61        4258            0            0
OSG AMERICA LP LTD PART USD 0. COM  671028108           39         2800 SH       Defined  31        2800            0            0
OSHKOSH CORP USD 0.01          COM  688239201         6019       290900 SH       Defined  31      290900            0            0
OSI PHARMACEUTICALS INC        BOND 671040103        18045       436703 PRN      Sole      9      436703            0            0
OSI PHARMACEUTICALS INC        COM  671040103            1           21 SH       No disc  61          21            0            0
OTTER TAIL CORP                COM  689648103            2           60 SH       No disc  61          60            0            0
OVERSEAS SHIPHOLDING GROUP I   COM  690368105          366         4600 SH       Sole      9        4600            0            0
OVERSEAS SHIPHOLDING GROUP INC COM  690368105        13034       163900 SH       Defined  31      163900            0            0
OVERSTOCK COM INC DEL          COM  690370101          166         6400 SH       Sole      9        6400            0            0
OWENS & MINOR INC NEW          COM  690732102          211         4600 SH       Defined   8        4600            0            0
OWENS & MINOR INC NEW          COM  690732102          535        11700 SH       Sole      9       11700            0            0
OWENS CORNING INC NPV          COM  690742101        15079       662800 SH       Defined  31      662800            0            0
OWENS CORNING NEW              COM  690742101          155         6800 SH       Defined   8        6800            0            0
OWENS CORNING NEW              COM  690742101          748        32900 SH       Sole      9       32900            0            0
OWENS ILL INC                  COM  690768403         1869        44841 SH       Sole      9       44841            0            0
OWENS ILL INC                  OPT  690768403         2085        50000 SH  Put  Defined   9           0        50000            0
OWENS ILL INC                  COM  690768403           54         1290 SH       Sole     56        1290            0            0
OWENS-ILLINOIS INC USD 0.01    COM  690768403        57991      1391000 SH       Defined  31     1391000            0            0
P.H. GLATFELTER USD 0.01       COM  377316104         2526       186900 SH       Defined  31      186900            0            0
PACCAR INC                     COM  693718108           84         1987 SH       Defined   8        1987            0            0
PACCAR INC                     COM  693718108           62         1493 SH       Sole      9        1493            0            0
PACCAR INC                     COM  693718108         1297        31002 SH       Sole     51       31002            0            0
PACCAR INC                     COM  693718108           62         1477 SH       No disc  61        1477            0            0
PACER INTERNATIONAL INC USD 0. COM  69373H106         1403        65193 SH       Defined  31       65193            0            0
PACIFIC CAP BANCORP NEW        COM  69404P101          201        14561 SH       Sole      9       14561            0            0
PACIFIC ETHANOL INC            COM  69423U107          217       119998 SH       Sole      9      119998            0            0
PACIFIC ETHANOL INC            COM  69423U107            1          711 SH       No disc  61         711            0            0
PACKAGING CORP AMER            COM  695156109          323        15000 SH       Sole      9       15000            0            0
PACKAGING CORPORATION OF AMERI COM  695156109        12935       601345 SH       Defined  31      601345            0            0
PACTIV CORP                    COM  695257105            4          169 SH       Defined   8         169            0            0
PACTIV CORP                    COM  695257105           12          550 SH       Sole      9         550            0            0
PACTIV CORP                    COM  695257105            4          201 SH       No disc  61         201            0            0
PACWEST BANCORP DEL            COM  695263103          212        14278 SH       Sole      9       14278            0            0
PACWEST BANCORP USD NPV        COM  695263103            1            9 SH       Defined  31           9            0            0
PAETEC CORPORATION USD 0.01    COM  695459107          543        85496 SH       Defined  31       85496            0            0
PALL CORP                      COM  696429307            5          106 SH       Defined   8         106            0            0
PALL CORP                      COM  696429307          294         7412 SH       Sole      9        7412            0            0
PALL CORPORATION USD 0.1       COM  696429307        10961       276216 SH       Defined  31      276216            0            0
PALM INC NEW                   COM  696643105            2          326 SH       No disc  61         326            0            0
PALOMAR MED TECHNOLOGIES INC   COM  697529303           11         1114 SH       No disc  61        1114            0            0
PAMPA HOLDING SA ADR REP 20 OR COM  29244A102          500        43800 SH       Defined  31       43800            0            0
PAN AMERICAN SILVER CORP       COM  697900108           15          440 SH       No disc  61         440            0            0
PAN AMERICAN SILVER CORP       COM  697900108            6          175 SH       Sole     99         175            0            0
PAN AMERICAN SILVER CORPORATIO COM  697900108        10564       305482 SH       Defined  31      305482            0            0
PANERA BREAD CO                COM  69840W108           65         1400 SH       Defined   8        1400            0            0
PANERA BREAD COMPANY USD 0.000 COM  69840W108         1430        30906 SH       Defined  31       30906            0            0
PANTRY INC                     COM  698657103         9392       881067 SH       Sole      1      881067            0            0
PAR PHARMACEUTICAL COS INC     COM  69888P106           69         4200 SH       Defined   8        4200            0            0
PAR PHARMACEUTICAL COS INC     COM  69888P106           16         1000 SH       No disc  61        1000            0            0
PAR TECHNOLOGY CORP USD 0.02   COM  698884103           21         2800 SH       Defined  31        2800            0            0
PARAGON SHIPPING INC           COM  69913R309          106         6300 SH       Defined   8        6300            0            0
PARAGON SHIPPING INC USD 0.001 COM  69913R309          977        58153 SH       Defined  31       58153            0            0
PARAMETRIC TECHNOLOGY CORP     COM  699173209           58         3486 SH       No disc  61        3486            0            0
PARAMETRIC TECHNOLOGY CORP USD COM  699173209          309        18518 SH       Defined  31       18518            0            0
PAREXEL INTERNATIONAL CORP USD COM  699462107         1398        53108 SH       Defined  31       53108            0            0
PAREXEL INTL CORP              COM  699462107          219         8300 SH       Defined   8        8300            0            0
PARKER DRILLING CO             COM  701081101         5389       538316 SH       Sole      9      538316            0            0
PARKER DRILLING CO             OPT  701081101         4997       499200 SH  Call Defined   9           0       499200            0
PARKER DRILLING CO             COM  701081101            2          200 SH       No disc  61         200            0            0
PARKER HANNIFIN CORP           COM  701094104           20          274 SH       Defined   8         274            0            0
PARKER HANNIFIN CORP           COM  701094104          727        10191 SH       Sole      9       10191            0            0
PARKER HANNIFIN CORP           COM  701094104          158         2200 SH       Sole     51        2200            0            0
PARKER-HANNIFIN CORP USD 0.5   COM  701094104        30590       428900 SH       Defined  31      428900            0            0
PARK-OHIO HOLDINGS CORPORATION COM  700666100          129         8700 SH       Defined  31        8700            0            0
PARKWAY PPTYS INC              COM  70159Q104          229         6784 SH       Sole      9        6784            0            0
PATNI COMPUTER SYSTEMS LTD ADR COM  703248203          334        33200 SH       Defined  31       33200            0            0
PATRIOT COAL CORP              COM  70336T104          215         1400 SH       Defined   8        1400            0            0
PATRIOT COAL CORP              COM  70336T104         1017         6636 SH       Sole      9        6636            0            0
PATRIOT COAL CORP              COM  70336T104           21          134 SH       No disc  61         134            0            0
PATRIOT COAL CORPORATION USD 0 COM  70336T104         9688        63200 SH       Defined  31       63200            0            0
PATTERSON COMPANIES INC        COM  703395103           20          676 SH       Defined   8         676            0            0
PATTERSON COMPANIES INC        COM  703395103          270         9202 SH       Sole      9        9202            0            0
PATTERSON COMPANIES INC        COM  703395103          579        19700 SH       Sole     51       19700            0            0
PATTERSON COS INC USD 0.01     COM  703395103        15166       515992 SH       Defined  31      515992            0            0
PATTERSON UTI ENERGY INC       COM  703481101          853        23603 SH       Sole      9       23603            0            0
PAYCHEX INC                    COM  704326107          193         6141 SH       Defined   8        6141            0            0
PAYCHEX INC                    COM  704326107           45         1443 SH       Sole      9        1443            0            0
PAYCHEX INC                    COM  704326107           16          522 SH       Sole     56         522            0            0
PAYCHEX INC USD 0.01           COM  704326107        21621       691194 SH       Defined  31      691194            0            0
PC CONNECTION USD 0.01         COM  69318J100          196        21000 SH       Defined  31       21000            0            0
PC-TEL INC USD 0.001           COM  69325Q105          186        19300 SH       Defined  31       19300            0            0
PDL BIOPHARMA INC              COM  69329Y104            0           40 SH       No disc  61          40            0            0
PDL BIOPHARMA INC USD 0.01     COM  69329Y104          382        35938 SH       Defined  31       35938            0            0
PEABODY ENERGY CORP            COM  704549104           24          270 SH       Defined   8         270            0            0
PEABODY ENERGY CORP            COM  704549104         2260        25662 SH       Sole      9       25662            0            0
PEABODY ENERGY CORP            OPT  704549104        14088       160000 SH  Put  Defined   9           0       160000            0
PEABODY ENERGY CORP            COM  704549104          423         4800 SH       Sole     51        4800            0            0
PEABODY ENERGY CORP            COM  704549104          370         4200 SH       Defined  60        4200            0            0
PEABODY ENERGY CORP            COM  704549104          478         5431 SH       No disc  61        5431            0            0
PEARSON PLC ADR REP 1 ORD      COM  705015105           87         7100 SH       Defined  31        7100            0            0
PEERLESS MANUFACTURING COMPANY COM  705514107           24          500 SH       Defined  31         500            0            0
PEETS COFFEE & TEA INC         COM  705560100           24         1200 SH       Defined   8        1200            0            0
PEGASYSTEMS INC                COM  705573103           12          861 SH       No disc  61         861            0            0
PEGASYSTEMS INC USD 0.01       COM  705573103          477        35380 SH       Defined  31       35380            0            0
PENFORD CORP USD 1             COM  707051108          742        49800 SH       Defined  31       49800            0            0
PENGROWTH ENERGY TRUST NPV     COM  706902509        12085       600900 SH       Defined  31      600900            0            0
PENN NATIONAL GAMING INC USD 0 COM  707569109         4043       125750 SH       Defined  31      125750            0            0
PENN NATL GAMING INC           COM  707569109         2894        90000 SH       Sole      1       90000            0            0
PENN NATL GAMING INC           COM  707569109            0           10 SH       Sole      9          10            0            0
PENN VA GP HLDGS L P           COM  70788P105            4          100 SH       Defined   8         100            0            0
PENN VA GP HLDGS L P           COM  70788P105         3458       105523 SH       Sole     51      105523            0            0
PENN VA RESOURCES PARTNERS L   COM  707884102          141         5200 SH       Defined   8        5200            0            0
PENN VIRGINIA CORP USD 0.01    COM  707882106        13199       175000 SH       Defined  31      175000            0            0
PENN WEST ENERGY TR            COM  707885109           12          351 SH       Sole      9         351            0            0
PENN WEST ENERGY TR            COM  707885109           55         1639 SH       No disc  61        1639            0            0
PENN WEST ENERGY TRUST UNIT CA COM  707885109        14176       418885 SH       Defined  31      418885            0            0
PENNANTPARK INVESTMENT CORP US COM  708062104           18         2373 SH       Defined  31        2373            0            0
PENNEY J C INC                 COM  708160106            3           64 SH       Defined   8          64            0            0
PENNEY J C INC                 COM  708160106           35          957 SH       Sole      9         957            0            0
PENNSYLVANIA RL ESTATE INVT    COM  709102107           45         1925 SH       Sole      9        1925            0            0
PENSKE AUTO GROUP INC USD 0.00 COM  70959W103         2547       172788 SH       Defined  31      172788            0            0
PENSKE AUTOMOTIVE GRP INC      COM  70959W103          201        13600 SH       Defined   8       13600            0            0
PENSKE AUTOMOTIVE GRP INC      COM  70959W103           20         1340 SH       Sole     56        1340            0            0
PENTAIR INC                    COM  709631105         1199        34229 SH       Sole      9       34229            0            0
PENWEST PHARMACEUTICALS CO     COM  709754105            1          490 SH       No disc  61         490            0            0
PEOPLE`S UNITED FINANCIAL INC  COM  712704105          308        19705 SH       Defined  31       19705            0            0
PEOPLES UNITED FINANCIAL INC   COM  712704105          168        10800 SH       Sole      9       10800            0            0
PEPCO HOLDINGS INC             COM  713291102          152         5900 SH       Defined   8        5900            0            0
PEPCO HOLDINGS INC             COM  713291102          799        31134 SH       Sole      9       31134            0            0
PEPCO HOLDINGS INC             COM  713291102          103         4000 SH       Sole     59        4000            0            0
PEPCO HOLDINGS INC             COM  713291102           21          800 SH       No disc  61         800            0            0
PEPCO HOLDINGS INC USD 0.01    COM  713291102        16165       630200 SH       Defined  31      630200            0            0
PEPSI BOTTLING GROUP INC       COM  713409100            5          165 SH       Defined   8         165            0            0
PEPSI BOTTLING GROUP INC       COM  713409100           15          539 SH       Sole      9         539            0            0
PEPSI BOTTLING GROUP INC       COM  713409100         1592        57000 SH       Sole     51       57000            0            0
PEPSI BOTTLING GROUP INC       COM  713409100          151         5420 SH       Sole     56        5420            0            0
PEPSI BOTTLING GROUP INC USD 0 COM  713409100        21428       767453 SH       Defined  31      767453            0            0
PEPSIAMERICAS INC              COM  71343P200           59         2972 SH       Sole     56        2972            0            0
PEPSIAMERICAS INC USD 0.01     COM  71343P200          851        42973 SH       Defined  31       42973            0            0
PEPSICO INC                    COM  713448108           92         1446 SH       Defined   8        1446            0            0
PEPSICO INC                    COM  713448108        16702       262653 SH       Sole      9      262653            0            0
PEPSICO INC                    OPT  713448108         6359       100000 SH  Put  Defined   9           0       100000            0
PEPSICO INC                    COM  713448108           11          174 SH       Sole     20           0          174            0
PEPSICO INC                    COM  713448108        23953       376675 SH       Sole     51      376675            0            0
PEPSICO INC                    COM  713448108          655        10308 SH       Sole     56       10308            0            0
PEPSICO INC                    COM  713448108          407         6397 SH       Defined  60        6397            0            0
PEPSICO INC                    COM  713448108          654        10282 SH       No disc  61       10282            0            0
PEPSICO INC                    COM  713448108          235         3685 SH       Sole     99        3685            0            0
PEPSICO INC USD 0.017          COM  713448108         6971       109616 SH       Defined  31      109616            0            0
PERCEPTRON INC USD 0.01        COM  71361F100          182        20800 SH       Defined  31       20800            0            0
PERDIGAO S.A. ADR REP 2 ORD    COM  71361V303          823        15100 SH       Defined  31       15100            0            0
PEREGRINE PHARMACEUTICALS IN   COM  713661106            1         2160 SH       No disc  61        2160            0            0
PERINI CORP                    COM  713839108          344        10411 SH       Sole     51       10411            0            0
PERKINELMER INC                COM  714046109            3           92 SH       Defined   8          92            0            0
PERKINELMER INC                COM  714046109          395        14201 SH       Sole      9       14201            0            0
PERKINELMER INC                COM  714046109          147         5274 SH       Sole     51        5274            0            0
PERKINELMER INC                COM  714046109           16          560 SH       No disc  61         560            0            0
PERMIAN BASIN ROYALTY TRUST RO COM  714236106         8919       337700 SH       Defined  31      337700            0            0
PERMIAN BASIN RTY TR           COM  714236106            3          100 SH       Defined   8         100            0            0
PEROT SYS CORP                 COM  714265105          196        13000 SH       Defined   8       13000            0            0
PEROT SYS CORP                 COM  714265105          228        15200 SH       No disc  61       15200            0            0
PERRIGO CO                     COM  714290103           45         1400 SH       Defined   8        1400            0            0
PERRY ELLIS INTL INC USD 0.01  COM  288853104          232        10905 SH       Defined  31       10905            0            0
PETMED EXPRESS INC USD 0.001   COM  716382106           20         1590 SH       Defined  31        1590            0            0
PETROBRAS ENERGIA PARTCPTNS    COM  71646M102           14         1160 SH       No disc  61        1160            0            0
PETROBRAS ENERGIA PARTICIPACIO COM  71646M102         3179       264900 SH       Defined  31      264900            0            0
PETRO-CANADA CAD NPV           COM  71644E102         8692       155900 SH       Defined  31      155900            0            0
PETRO-CDA                      COM  71644E102         4020        72100 SH       Sole      9       72100            0            0
PETRO-CDA                      COM  71644E102          167         3000 SH       No disc  61        3000            0            0
PETROCHINA CO LTD              ADR  71646E100     13041276    101205000 SH       Sole      9   101205000            0            0
PETROCHINA CO LTD              COM  71646E100          302         2350 SH       Defined  60        2350            0            0
PETROCHINA CO LTD              COM  71646E100           14          110 SH       Sole     99         110            0            0
PETROHAWK ENERGY CORP          COM  716495106          153         3300 SH       Defined   8        3300            0            0
PETROHAWK ENERGY CORP          COM  716495106          139         3000 SH       Defined  60        3000            0            0
PETROLEO BRASILEIRO SA ADR REP COM  71654V101        91063      1571400 SH       Defined  31     1571400            0            0
PETROLEO BRASILEIRO SA PETRO   ADR  71654V408        31272       441508 SH       Sole      9      441508            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V101         1874        32344 SH       Sole     51       32344            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V101          273         4701 SH       Defined  60        4701            0            0
PETROLEO BRASILEIRO SA PETRO   COM  71654V408           45          640 SH       Sole     99         640            0            0
PETROLEUM DEVELOPMENT CORP USD COM  716578109          877        13181 SH       Defined  31       13181            0            0
PETROQUEST ENERGY INC USD 0.00 COM  716748108           91         3348 SH       Defined  31        3348            0            0
PETSMART INC                   COM  716768106           10          474 SH       Defined   8         474            0            0
PETSMART INC                   COM  716768106            6          300 SH       Sole      9         300            0            0
PFIZER INC                     COM  717081103          117         6700 SH       Sole      1        6700            0            0
PFIZER INC                     COM  717081103          116         6602 SH       Defined   8        6602            0            0
PFIZER INC                     COM  717081103        81932      4689865 SH       Sole      9     4689865            0            0
PFIZER INC                     OPT  717081103        41055      2350000 SH  Call Defined   9           0      2350000            0
PFIZER INC                     OPT  717081103        77842      4455700 SH  Put  Defined   9           0      4455700            0
PFIZER INC                     COM  717081103           70         4005 SH       Sole     20           0         4005            0
PFIZER INC                     COM  717081103         3757       215100 SH       Sole     51      215100            0            0
PFIZER INC                     COM  717081103          967        55332 SH       Sole     56       55332            0            0
PFIZER INC                     COM  717081103          243        13883 SH       Sole     57       13883            0            0
PFIZER INC                     COM  717081103          257        14720 SH       Defined  60       14720            0            0
PFIZER INC                     COM  717081103         1658        94908 SH       No disc  61       94908            0            0
PFIZER INC                     COM  717081103          832        47610 SH       Sole     99       47610            0            0
PG & E CORP USD NPV            COM  69331C108        26204       660200 SH       Defined  31      660200            0            0
PG&E CORP                      COM  69331C108           13          325 SH       Defined   8         325            0            0
PG&E CORP                      COM  69331C108         1703        42904 SH       Sole      9       42904            0            0
PG&E CORP                      COM  69331C108          325         8159 SH       Sole     51        8159            0            0
PHARMACEUTIACL PRODUCT DEVELOP COM  717124101         5875       136931 SH       Defined  31      136931            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101          480        11200 SH       Sole      9       11200            0            0
PHARMACEUTICAL PROD DEV INC    COM  717124101           24          564 SH       Sole     99         564            0            0
PHARMACOPEIA INC USD 0.01      COM  7171EP101           73        19000 SH       Defined  31       19000            0            0
PHARMERICA CORP                COM  71714F104          222         9800 SH       Defined   8        9800            0            0
PHARMERICA CORP                COM  71714F104          689        30500 SH       Sole      9       30500            0            0
PHARMERICA CORP USD 0.01       COM  71714F104           71         3100 SH       Defined  31        3100            0            0
PHASE FORWARD INCORPORATED USD COM  71721R406         1136        63179 SH       Defined  31       63179            0            0
PHH CORP USD 0.01              COM  693320202         2811       183100 SH       Defined  31      183100            0            0
PHILADELPHIA CONS HLDG CORP    COM  717528103          414        12200 SH       Sole      9       12200            0            0
PHILADELPHIA CONSOLIDATED HOLD COM  717528103         3794       111665 SH       Defined  31      111665            0            0
PHILIP MORRIS INTL INC         COM  718172109        95298      1929500 SH       Sole      1     1929500            0            0
PHILIP MORRIS INTL INC         COM  718172109          100         2021 SH       Defined   8        2021            0            0
PHILIP MORRIS INTL INC         COM  718172109         8626       174646 SH       Sole      9      174646            0            0
PHILIP MORRIS INTL INC         COM  718172109           48          970 SH       No disc  10         970            0            0
PHILIP MORRIS INTL INC         COM  718172109         1246        25245 SH       Sole     51       25245            0            0
PHILIP MORRIS INTL INC         COM  718172109          932        18860 SH       Sole     56       18860            0            0
PHILIP MORRIS INTL INC         COM  718172109          138         2800 SH       Sole     57        2800            0            0
PHILIP MORRIS INTL INC         COM  718172109          335         6786 SH       No disc  61        6786            0            0
PHILIP MORRIS INTL INC         COM  718172109           48          970 SH       Shared/  61         970            0            0
PHILIP MORRIS INTL INC         COM  718172109          146         2965 SH       Sole     99        2965            0            0
PHILIPPINE LONG DISTANCE TELEP COM  718252604        19039       356400 SH       Defined  31      356400            0            0
PHILLIPS-VAN HEUSEN CORPORATIO COM  718592108         3564        97300 SH       Defined  31       97300            0            0
PHOENIX COMPANIES INC USD 0.01 COM  71902E109          102        13300 SH       Defined  31       13300            0            0
PHOENIX TECHNOLOGY USD 0.001   COM  719153108          773        70267 SH       Defined  31       70267            0            0
PHOTON DYNAMICS INC            COM  719364101           96         6300 SH       Defined   8        6300            0            0
PHOTON DYNAMICS INC            COM  719364101          754        50000 SH       Sole      9       50000            0            0
PHOTRONICS INC USD 0.01        COM  719405102           13         1796 SH       Defined  31        1796            0            0
PICO HLDGS INC                 COM  693366205         1103        25380 SH       Sole      9       25380            0            0
PICO HOLDING INC USD 0.001     COM  693366205         1338        30779 SH       Defined  31       30779            0            0
PIER 1 IMPORTS INC             COM  720279108           22         6300 SH       Defined   8        6300            0            0
PILGRIMS PRIDE CORP            COM  721467108          120         9200 SH       Defined   8        9200            0            0
PINNACLE ENTMT INC             COM  723456109            8          700 SH       Defined   8         700            0            0
PINNACLE WEST CAP CORP         COM  723484101         2269        73751 SH       Sole      9       73751            0            0
PINNACLE WEST CAP CORP         COM  723484101          200         6500 SH       Sole     51        6500            0            0
PIONEER MUN & EQUITY INCOME    COM  723761102        13100      1094400 SH       Defined  32     1094400            0            0
PIONEER NAT RES CO             COM  723787107          133         1700 SH       Sole      9        1700            0            0
PIONEER NAT RES CO             COM  723787107            2           25 SH       Sole     99          25            0            0
PIONEER NATURAL RESOURCE USD 0 COM  723787107        24040       307100 SH       Defined  31      307100            0            0
PIPER JAFFRAY COS              COM  724078100           24          800 SH       Defined   8         800            0            0
PITNEY BOWES INC               COM  724479100           11          319 SH       Defined   8         319            0            0
PITNEY BOWES INC               COM  724479100         1754        51430 SH       Sole      9       51430            0            0
PITNEY BOWES INC               COM  724479100           17          500 SH       No disc  61         500            0            0
PITNEY BOWES INC USD 1         COM  724479100        11973       351099 SH       Defined  31      351099            0            0
PLAINS ALL AMERN PIPELINE L    COM  726503105         1268        28100 SH       Sole      9       28100            0            0
PLAINS EXPL& PRODTN CO         COM  726505100         1058        14500 SH       Sole      9       14500            0            0
PLAINS EXPL& PRODTN CO         COM  726505100            9          118 SH       No disc  61         118            0            0
PLAINS EXPLORATION & PRODUCTIO COM  726505100        26442       362358 SH       Defined  31      362358            0            0
PLANTRONICS INC USD 0.01       COM  727493108          215         9600 SH       Defined  31        9600            0            0
PLATINUM UNDERWRITERS HOLDINGS COM  G7127P100         4667       143100 SH       Defined  31      143100            0            0
PLUG POWER INC                 COM  72919P103            1          300 SH       Defined   8         300            0            0
PLUG POWER INC                 COM  72919P103          382       162391 SH       Sole      9      162391            0            0
PLUG POWER INC                 COM  72919P103            0           35 SH       Sole     99          35            0            0
PLUM CREEK TIMBER CO INC       COM  729251108          884        20700 SH       Sole      1       20700            0            0
PLUM CREEK TIMBER CO INC       COM  729251108           16          357 SH       Defined   8         357            0            0
PLUM CREEK TIMBER CO INC       COM  729251108         2047        47927 SH       Sole      9       47927            0            0
PLUM CREEK TIMBER CO INC       COM  729251108          687        16100 SH       Sole     51       16100            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         2805        65672 SH       Defined  31       65672            0            0
PLX TECHNOLOGY INC             COM  693417107           11         1400 SH       Defined   8        1400            0            0
PLX TECHNOLOGY INC             COM  693417107            7          900 SH       No disc  61         900            0            0
PMA CAP CORP                   COM  693419202            5          500 SH       Defined   8         500            0            0
PMC SIERRA INC USD 0.001       COM  69344F106         8977      1173452 SH       Defined  31     1173452            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
PMI GROUP INC                  COM  69344M101           20        10300 SH       Sole      9       10300            0            0
PNC FINL SVCS GROUP INC        COM  693475105           15          256 SH       Defined   8         256            0            0
PNC FINL SVCS GROUP INC        COM  693475105         2401        42052 SH       Sole      9       42052            0            0
PNC FINL SVCS GROUP INC        COM  693475105          491         8600 SH       Sole     51        8600            0            0
PNC FINL SVCS GROUP INC        COM  693475105           56          977 SH       No disc  61         977            0            0
PNM RES INC                    COM  69349H107          159        13298 SH       Sole      9       13298            0            0
POKERTEK INC                   COM  730864105           55        14826 SH       Defined  60       14826            0            0
POLARIS INDUSTRIES INC USD 0.0 COM  731068102        11642       288300 SH       Defined  31      288300            0            0
POLO RALPH LAUREN CORP         COM  731572103            2           18 SH       Defined   8          18            0            0
POLO RALPH LAUREN CORP         COM  731572103          310         4944 SH       Sole      9        4944            0            0
POLO RALPH LAUREN CORP USD 0.0 COM  731572103        25075       399400 SH       Defined  31      399400            0            0
PONIARD PHARMACEUTICALS INC    COM  732449301            0           40 SH       No disc  61          40            0            0
POOL CORPORATION               COM  73278L105          221        12400 SH       Defined   8       12400            0            0
POOL CORPORATION               COM  73278L105           55         3100 SH       Sole      9        3100            0            0
POPULAR INC                    COM  733174106          137        20747 SH       Sole      9       20747            0            0
POPULAR INC USD 6              COM  733174106           33         4900 SH       Defined  31        4900            0            0
PORTFOLIO RECOVERY ASSOCS IN   COM  73640Q105          169         4500 SH       Defined   8        4500            0            0
PORTLAND GEN ELEC CO           COM  736508847        11589       514600 SH       Sole      1      514600            0            0
PORTLAND GENERAL ELECTRIC CO U COM  736508847         2034        90300 SH       Defined  31       90300            0            0
POSCO                          ADR  693483109          905         6975 SH       Sole      9        6975            0            0
POSCO ADR REP 0.25 ORD         COM  693483109         2739        21100 SH       Defined  31       21100            0            0
POST PPTYS INC                 COM  737464107         1572        52855 SH       Sole      9       52855            0            0
POST PROPERTIES INC REIT USD 0 COM  737464107          384        12900 SH       Defined  31       12900            0            0
POTASH CORP SASK INC           COM  73755L107          594         2600 SH       Sole      1        2600            0            0
POTASH CORP SASK INC           COM  73755L107         1732         7577 SH       Sole      9        7577            0            0
POTASH CORP SASK INC           COM  73755L107          800         3500 SH       Sole     51        3500            0            0
POTASH CORP SASK INC           COM  73755L107          484         2119 SH       No disc  61        2119            0            0
POTASH CORPORATION OF SASKETCH COM  73755L107        11658        51000 SH       Defined  31       51000            0            0
POTLATCH CORPORATION REIT USD  COM  737630103           34          753 SH       Defined  31         753            0            0
POWELL INDS INC                COM  739128106          383         7600 SH       Sole      9        7600            0            0
POWER INTEGRATIONS INC         COM  739276103          222         7000 SH       Defined   8        7000            0            0
POWER INTEGRATIONS INC         COM  739276103          686        21716 SH       Sole      9       21716            0            0
POWER-ONE INC                  COM  739308104          214       112963 SH       Sole      9      112963            0            0
POWER-ONE INC                  COM  739308104           12         6600 SH       Sole     57        6600            0            0
POWER-ONE INC USD 0.001        COM  739308104           63        33153 SH       Defined  31       33153            0            0
POWERSECURE INTERNATIONAL INC  COM  73936N105          169        23170 SH       Defined  31       23170            0            0
POWERSHARES ETF TRUST          UNIT 73935X500          989        50600 SH       Sole      1       50600            0            0
POWERSHARES ETF TRUST          UNIT 73935X500         1075        54981 SH       Sole      9       54981            0            0
POWERSHARES ETF TRUST          UNIT 73935X575          110         5326 SH       Sole      9        5326            0            0
POWERSHARES QQQ TRUST          UNIT 73935A104       101161      2239555 SH       Sole      9     2239555            0            0
POWERWAVE TECHNOLOGIES INC     COM  739363109            1          128 SH       No disc  61         128            0            0
PPG INDS INC                   COM  693506107            5           85 SH       Defined   8          85            0            0
PPG INDS INC                   COM  693506107         1245        21709 SH       Sole      9       21709            0            0
PPG INDS INC                   COM  693506107         1422        24800 SH       Sole     51       24800            0            0
PPG INDS INC                   COM  693506107            3           50 SH       No disc  61          50            0            0
PPG INDUSTRIES INC USD 1.67    COM  693506107        33522       584301 SH       Defined  31      584301            0            0
PPL CORP                       COM  69351T106          165         3147 SH       Defined   8        3147            0            0
PPL CORP                       COM  69351T106         2126        40680 SH       Sole      9       40680            0            0
PPL CORP                       COM  69351T106         4944        94582 SH       Sole     51       94582            0            0
PRAXAIR INC                    COM  74005P104         1385        14700 SH       Sole      1       14700            0            0
PRAXAIR INC                    COM  74005P104           21          216 SH       Defined   8         216            0            0
PRAXAIR INC                    COM  74005P104         3144        33362 SH       Sole      9       33362            0            0
PRAXAIR INC                    COM  74005P104         1743        18500 SH       Sole     51       18500            0            0
PRAXAIR INC                    COM  74005P104           28          300 SH       No disc  61         300            0            0
PRE PAID LEGAL SERVICES USD 0. COM  740065107          212         5200 SH       Defined  31        5200            0            0
PRECISION CASTPARTS CORP       COM  740189105           13          126 SH       Defined   8         126            0            0
PRECISION CASTPARTS CORP       COM  740189105           63          652 SH       Sole      9         652            0            0
PRECISION CASTPARTS CORP       COM  740189105         3477        36077 SH       Sole     51       36077            0            0
PRECISION CASTPARTS CORPORATIO COM  740189105        35049       363691 SH       Defined  31      363691            0            0
PRECISION DRILLING TR          COM  740215108         1468        53900 SH       Sole     59       53900            0            0
PRECISION DRILLING TR          COM  740215108           11          400 SH       No disc  61         400            0            0
PRECISION DRILLING TRUST CAD N COM  740215108         1578        57900 SH       Defined  31       57900            0            0
PREMIERE GLOBAL SVCS INC       COM  740585104            9          590 SH       No disc  61         590            0            0
PRESIDENTIAL LIFE CORP. USD 0. COM  740884101          250        16200 SH       Defined  31       16200            0            0
PRESSTEK INC USD 0.01          COM  741113104           58        11500 SH       Defined  31       11500            0            0
PRESTIGE BRANDS HLDGS INC      COM  74112D101           39         3600 SH       Defined   8        3600            0            0
PRESTIGE BRANDS HOLDINGS INC U COM  74112D101          726        68100 SH       Defined  31       68100            0            0
PRG-SCHULTZ INTL USD 0.01      COM  69357C503          280        29700 SH       Defined  31       29700            0            0
PRICE T ROWE GROUP INC         COM  74144T108           14          235 SH       Defined   8         235            0            0
PRICE T ROWE GROUP INC         COM  74144T108          685        12134 SH       Sole      9       12134            0            0
PRICE T ROWE GROUP INC         COM  74144T108         1085        19200 SH       Sole     51       19200            0            0
PRICE T ROWE GROUP INC         COM  74144T108        17058       302066 SH       No disc  61      302066            0            0
PRICELINE COM INC              COM  741503403           58          500 SH       Sole      9         500            0            0
PRICELINE COM INC              COM  741503403           21          180 SH       Defined  60         180            0            0
PRICELINE.COM INCORPORATED USD COM  741503403         3859        33415 SH       Defined  31       33415            0            0
PRICESMART INCORPORATED USD 0. COM  741511109          265        13365 SH       Defined  31       13365            0            0
PRIDE INTL INC DEL             COM  74153Q102          254         5363 SH       Sole      9        5363            0            0
PRIDE INTL INC DEL             COM  74153Q102           71         1500 SH       No disc  61        1500            0            0
PRINCETON REVIEW INCORPORATED  COM  742352107            5          700 SH       Defined  31         700            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102           11          246 SH       Defined   8         246            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102           70         1659 SH       Sole      9        1659            0            0
PRINCIPAL FINANCIAL GROUP IN   COM  74251V102          705        16800 SH       Sole     51       16800            0            0
PRIVATEBANCORP INC             COM  742962103           61         2000 SH       Defined   8        2000            0            0
PRIVATEBANCORP INC             COM  742962103           61         2000 SH       No disc  61        2000            0            0
PROASSURANCE CORP              COM  74267C106           25          500 SH       Defined   8         500            0            0
PROASSURANCE CORP              COM  74267C106          314         6520 SH       Sole      9        6520            0            0
PROCENTURY CORP                COM  74268T108           32         2000 SH       Defined   8        2000            0            0
PROCENTURY CORP USD NPV        COM  74268T108          132         8303 SH       Defined  31        8303            0            0
PROCTER & GAMBLE CO            COM  742718109          183         3005 SH       Defined   8        3005            0            0
PROCTER & GAMBLE CO            COM  742718109        47232       776714 SH       Sole      9      776714            0            0
PROCTER & GAMBLE CO            OPT  742718109         8818       145000 SH  Put  Defined   9           0       145000            0
PROCTER & GAMBLE CO            COM  742718109          199         3276 SH       Sole     20           0         3276            0
PROCTER & GAMBLE CO            COM  742718109        14768       242856 SH       Sole     51      242856            0            0
PROCTER & GAMBLE CO            COM  742718109         1334        21943 SH       Sole     56       21943            0            0
PROCTER & GAMBLE CO            COM  742718109           73         1200 SH       Sole     57        1200            0            0
PROCTER & GAMBLE CO            COM  742718109         1461        24030 SH       Defined  60       24030            0            0
PROCTER & GAMBLE CO            COM  742718109          927        15240 SH       No disc  61       15240            0            0
PROCTER & GAMBLE CO            COM  742718109          359         5900 SH       Sole     99        5900            0            0
PROCTER & GAMBLE CO USD 1      COM  742718109        88773      1459828 SH       Defined  31     1459828            0            0
PROGRESS ENERGY INC            COM  743263105          143         3412 SH       Defined   8        3412            0            0
PROGRESS ENERGY INC            COM  743263105         2373        56741 SH       Sole      9       56741            0            0
PROGRESS ENERGY INC USD NPV    COM  743263105        14930       356900 SH       Defined  31      356900            0            0
PROGRESS SOFTWARE CORP         COM  743312100           11          400 SH       Defined   8         400            0            0
PROGRESS SOFTWARE CORP         COM  743312100            4          150 SH       No disc  61         150            0            0
PROGRESS SOFTWARE CORP USD 0.0 COM  743312100          289        11270 SH       Defined  31       11270            0            0
PROGRESSIVE CORP OHIO          COM  743315103           18          954 SH       Defined   8         954            0            0
PROGRESSIVE CORP OHIO          COM  743315103          473        25265 SH       Sole      9       25265            0            0
PROGRESSIVE CORP OHIO          COM  743315103          475        25400 SH       Sole     51       25400            0            0
PROLOGIS                       COM  743410102          617        11336 SH       Defined   8       11336            0            0
PROLOGIS                       COM  743410102         2133        39238 SH       Sole      9       39238            0            0
PROLOGIS                       COM  743410102          500         9200 SH       Sole     51        9200            0            0
PROLOGIS                       COM  743410102          174         3205 SH       Sole     56        3205            0            0
PROLOGIS                       COM  743410102           75         1380 SH       No disc  61        1380            0            0
PROS HOLDINGS INC USD 0.001    COM  74346Y103          791        70400 SH       Defined  31       70400            0            0
PROSHARES TR                   UNIT 74347R628        19579       125000 SH       Sole      9      125000            0            0
PROSHARES TR                   COM  74347R693         1419        24535 SH       Sole     17       24535            0            0
PROSHARES TR                   COM  74347R503          144         2100 SH       Sole     57        2100            0            0
PROVIDENCE SERVICE CORPORATION COM  743815102          458        21682 SH       Defined  31       21682            0            0
PROVIDENT BANKSHARES CORP      COM  743859100          119        18700 SH       Sole      9       18700            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 ENERGY TRUST-UTS CAD COM  74386K104         2708       236900 SH       Defined  31      236900            0            0
PROXIM WIRELESS CORP           COM  744285107            1         1800 SH       No disc  61        1800            0            0
PROXYMED INC                   COM  744290305            0          787 SH       No disc  61         787            0            0
PRUDENTIAL FINANCIAL INC USD 0 COM  744320102        24352       407622 SH       Defined  31      407622            0            0
PRUDENTIAL FINL INC            COM  744320102          126         2100 SH       Defined   8        2100            0            0
PRUDENTIAL FINL INC            COM  744320102          438         7335 SH       Sole      9        7335            0            0
PRUDENTIAL FINL INC            COM  744320102          567         9476 SH       Sole     51        9476            0            0
PRUDENTIAL FINL INC            COM  744320102          145         2419 SH       Sole     56        2419            0            0
PRUDENTIAL FINL INC            COM  744320102            8          140 SH       No disc  61         140            0            0
PRUDENTIAL FINL INC            COM  744320102           10          170 SH       Sole     99         170            0            0
PRUDENTIAL PLC ADR REP 2 ORD   COM  74435K204         1369        64500 SH       Defined  31       64500            0            0
PS BUSINESS PKS INC CALIF      COM  69360J107          350         6781 SH       Sole      9        6781            0            0
PUBLIC STORAGE                 COM  74460D109           15          177 SH       Defined   8         177            0            0
PUBLIC STORAGE                 COM  74460D109         1667        20628 SH       Sole      9       20628            0            0
PUBLIC STORAGE                 COM  74460D109          799         9900 SH       Sole     51        9900            0            0
PUBLIC STORAGE REIT USD 0.1    COM  74460D109         9643       119352 SH       Defined  31      119352            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106           23          482 SH       Defined   8         482            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106         3803        82806 SH       Sole      9       82806            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106         2773        60380 SH       Sole     51       60380            0            0
PUBLIC SVC ENTERPRISE GROUP    COM  744573106           70         1520 SH       Sole     56        1520            0            0
PULTE HOMES INC                COM  745867101          120        12500 SH       Sole      1       12500            0            0
PULTE HOMES INC                OPT  745867101            0            0 SH  Put  Defined   1           0            0            0
PULTE HOMES INC                COM  745867101            1           73 SH       Defined   8          73            0            0
PULTE HOMES INC                COM  745867101         3898       404763 SH       Sole      9      404763            0            0
PULTE HOMES INC                COM  745867101          820        85200 SH       Sole     51       85200            0            0
PULTE HOMES INC USD 0.01       COM  745867101         2445       253830 SH       Defined  31      253830            0            0
QAD INC USD 0.001              COM  74727D108          130        19192 SH       Defined  31       19192            0            0
QIMONDA AG                     BOND 746904101          772       324427 PRN      Sole      9      324427            0            0
QIMONDA AG ADR REP 1 ORD       COM  746904101          494       207300 SH       Defined  31      207300            0            0
QLOGIC CORP                    COM  747277101            6          379 SH       Defined   8         379            0            0
QLOGIC CORP                    COM  747277101          211        14455 SH       Sole      9       14455            0            0
QLOGIC CORP                    COM  747277101          207        14200 SH       Sole     51       14200            0            0
QLOGIC CORP                    COM  747277101           68         4675 SH       Sole     56        4675            0            0
QLOGIC CORP                    COM  747277101            7          480 SH       No disc  61         480            0            0
QUAKER CHEM CORP               COM  747316107           45         1700 SH       Sole     51        1700            0            0
QUAKER CHEMICAL CORP USD 1     COM  747316107          843        31600 SH       Defined  31       31600            0            0
QUALCOMM INC                   COM  747525103          389         8752 SH       Defined   8        8752            0            0
QUALCOMM INC                   COM  747525103        12635       284769 SH       Sole      9      284769            0            0
QUALCOMM INC                   OPT  747525103        10427       235000 SH  Call Defined   9           0       235000            0
QUALCOMM INC                   OPT  747525103        12646       285000 SH  Put  Defined   9           0       285000            0
QUALCOMM INC                   COM  747525103           98         2200 SH       Sole     51        2200            0            0
QUALCOMM INC                   COM  747525103          348         7854 SH       Sole     56        7854            0            0
QUALCOMM INC                   COM  747525103          312         7041 SH       Defined  60        7041            0            0
QUALCOMM INC                   COM  747525103           69         1550 SH       No disc  61        1550            0            0
QUALCOMM INC                   COM  747525103           57         1294 SH       Sole     99        1294            0            0
QUANEX BUILDING PRODUCTS COR   COM  747619104          428        28800 SH       Sole      9       28800            0            0
QUANEX BUILDING PRODUCTS CORPO COM  747619104          330        22200 SH       Defined  31       22200            0            0
QUANTA SVCS INC                COM  74762E102          236         7106 SH       Defined  60        7106            0            0
QUANTUM CORPORATION USD 0.01   COM  747906204          626       463700 SH       Defined  31      463700            0            0
QUANTUM FUEL SYS TECH WORLDW   COM  74765E109            1          172 SH       No disc  61         172            0            0
QUANTUM FUEL SYSTEMS TECHNOLOG COM  74765E109          518       168087 SH       Defined  31      168087            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        12525       258400 SH       Defined  31      258400            0            0
QUEST DIAGNOSTICS INC          COM  74834L100           10          202 SH       Defined   8         202            0            0
QUEST DIAGNOSTICS INC          COM  74834L100          410         8458 SH       Sole      9        8458            0            0
QUEST DIAGNOSTICS INC          COM  74834L100         2409        49700 SH       Sole     51       49700            0            0
QUEST ENERGY PARTNERS LP LTD P COM  74836B209           23         1385 SH       Defined  31        1385            0            0
QUEST RESOURCE CORP            COM  748349305          171        15000 SH       No disc  61       15000            0            0
QUEST RESOURCE CORPORATION USD COM  748349305          938        82123 SH       Defined  31       82123            0            0
QUEST SOFTWARE INC             COM  74834T103            3          200 SH       Defined   8         200            0            0
QUESTAR CORP                   COM  748356102          155         2175 SH       Defined   8        2175            0            0
QUESTAR CORP                   COM  748356102         1621        22822 SH       Sole      9       22822            0            0
QUESTAR CORP                   COM  748356102          823        11589 SH       Sole     51       11589            0            0
QUESTCOR PHARMACEUTICALS INC   COM  74835Y101           28         6000 SH       No disc  61        6000            0            0
QUICKSILVER GAS SVCS LP        COM  74839G106            5          200 SH       Defined   8         200            0            0
QUICKSILVER RESOURCES INC      COM  74837R104            4          115 SH       No disc  61         115            0            0
QUIKSILVER INC                 COM  74838C106           55         5500 SH       Defined   8        5500            0            0
QUIKSILVER INC                 COM  74838C106          552        56300 SH       Sole     51       56300            0            0
QWEST COMMUNICATIONS INT USD 0 COM  749121109         5519      1404103 SH       Defined  31     1404103            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109            8         1949 SH       Defined   8        1949            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109          113        28824 SH       Sole      9       28824            0            0
QWEST COMMUNICATIONS INTL IN   COM  749121109            2          600 SH       Sole     99         600            0            0
R H DONNELLEY CORP             COM  74955W307         1050       350000 SH       Sole      9      350000            0            0
RADIAN GROUP INC               COM  750236101           30        20400 SH       Sole      9       20400            0            0
RADIOSHACK CORP                COM  750438103           68         5526 SH       Sole      9        5526            0            0
RADIOSHACK CORP                COM  750438103           66         5357 SH       Sole     56        5357            0            0
RADVISION LTD ILS 0.1          COM  M81869105          255        41724 SH       Defined  31       41724            0            0
RADYNE CORP                    COM  750611402          221        19300 SH       Defined   8       19300            0            0
RADYNE CORP USD 0.001          COM  750611402          583        50942 SH       Defined  31       50942            0            0
RALCORP HLDGS INC NEW          COM  751028101          223         4500 SH       Defined   8        4500            0            0
RALCORP HLDGS INC NEW          COM  751028101          278         5620 SH       Sole      9        5620            0            0
RAM ENERGY RESOURCES INC       COM  75130P109          183        28900 SH       Defined   8       28900            0            0
RAM ENERGY RESOURCES INC USD 0 COM  75130P109         2496       396134 SH       Defined  31      396134            0            0
RAMBUS INC DEL                 COM  750917106           54         2800 SH       Defined   8        2800            0            0
RAMBUS INC DEL                 COM  750917106          324        17000 SH       Sole     56       17000            0            0
RAMBUS INC DEL                 COM  750917106            5          272 SH       No disc  61         272            0            0
RAMCO-GERSHENSHON PROPERTIES T COM  751452202           85         4100 SH       Defined  31        4100            0            0
RAMCO-GERSHENSON PPTYS TR      COM  751452202          167         8107 SH       Sole      9        8107            0            0
RAMTRON INTERNATIONAL CORPORAT COM  751907304           70        16621 SH       Defined  31       16621            0            0
RANDGOLD RES LTD               ADR  752344309           24          525 SH       Sole      9         525            0            0
RANDGOLD RESOURCES LIMITED ADR COM  752344309        13875       300438 SH       Defined  31      300438            0            0
RANGE RES CORP                 COM  75281A109         1639        25000 SH       Sole      1       25000            0            0
RANGE RES CORP                 COM  75281A109           10          140 SH       Defined   8         140            0            0
RANGE RES CORP                 COM  75281A109           52          800 SH       Sole      9         800            0            0
RANGE RES CORP                 COM  75281A109          839        12800 SH       Sole     51       12800            0            0
RANGE RESOURCES CORP USD 0.01  COM  75281A109        11896       181500 SH       Defined  31      181500            0            0
RASER TECHNOLOGIES INC         COM  754055101           28         2900 SH       No disc  61        2900            0            0
RAYONIER INC                   COM  754907103           29          693 SH       No disc  61         693            0            0
RAYONIER INC REIT USD NPV      COM  754907103        20082       472950 SH       Defined  31      472950            0            0
RAYTHEON CO                    COM  755111507          163         2879 SH       Defined   8        2879            0            0
RAYTHEON CO                    COM  755111507          945        16790 SH       Sole      9       16790            0            0
RAYTHEON CO                    COM  755111507         1222        21708 SH       Sole     51       21708            0            0
RAYTHEON CO                    COM  755111507          107         1900 SH       No disc  61        1900            0            0
REALNETWORKS INC               COM  75605L104         1122       170000 SH       Sole      9      170000            0            0
REALTY INCOME CORPORATION REIT COM  756109104         4443       195181 SH       Defined  31      195181            0            0
REAVES UTIL INCOME FD          COM  756158101        11613       523107 SH       Defined  32      523107            0            0
RED HAT INC                    COM  756577102          201         9700 SH       Defined   8        9700            0            0
RED HAT INC                    COM  756577102           17          804 SH       No disc  61         804            0            0
RED LIONS HOTELS CORPORATION U COM  756764106          244        30600 SH       Defined  31       30600            0            0
REDDY ICE HLDGS INC            COM  75734R105          800        58478 SH       Sole      9       58478            0            0
REED ELSEVIER NV ADR REP 2 ORD COM  758204200          460        13700 SH       Defined  31       13700            0            0
REED ELSEVIER PLC ADR REP 4 OR COM  758205207          647        14200 SH       Defined  31       14200            0            0
REGAL BELOIT CORP              COM  758750103          303         7160 SH       Sole      9        7160            0            0
REGAL ENTERTAINMENT GROUP USD  COM  758766109         2120       138700 SH       Defined  31      138700            0            0
REGAL ENTMT GROUP              COM  758766109          112         7300 SH       Defined   8        7300            0            0
REGENCY CENTERS CORPORATION RE COM  758849103         8059       136300 SH       Defined  31      136300            0            0
REGENCY CTRS CORP              COM  758849103         1025        17346 SH       Sole      9       17346            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100            8          666 SH       Defined   8         666            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100          619        56773 SH       Sole      9       56773            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100           95         8800 SH       Sole     51        8800            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100           25         2270 SH       Sole     56        2270            0            0
REGIONS FINANCIAL CORP NEW     COM  7591EP100        39276      3600000 SH       Sole     59     3600000            0            0
REGIONS FINANCIAL CORPORATION  COM  7591EP100         1459       133700 SH       Defined  31      133700            0            0
REHABCARE GROUP INC            COM  759148109          123         7700 SH       Sole     51        7700            0            0
REHABCARE GROUP INC USD 0.01   COM  759148109          281        17500 SH       Defined  31       17500            0            0
REINSURANCE GROUP AMER INC     COM  759351109           44         1000 SH       Defined   8        1000            0            0
REINSURANCE GROUP OF AMERICA U COM  759351109         3147        72300 SH       Defined  31       72300            0            0
RELIANCE STEEL & ALUMINUM CO   COM  759509102          147         1900 SH       Defined   8        1900            0            0
RELIANCE STEEL & ALUMINUM CO   COM  759509102          166         2154 SH       Sole     56        2154            0            0
RELIANT ENERGY INC             COM  75952B105          787        37000 SH       Sole      1       37000            0            0
RELIANT ENERGY INC             COM  75952B105          252        11841 SH       Sole      9       11841            0            0
RELIANT ENERGY INC             OPT  75952B105        25193      1184400 SH  Put  Defined   9           0      1184400            0
RELIANT ENERGY INC             COM  75952B105         9719       456903 SH       Sole     51      456903            0            0
RELIANT RESOURCES INC USD 0.00 COM  75952B105         7219       339360 SH       Defined  31      339360            0            0
RENAISSANCE LEARNING INC USD 0 COM  75968L105          193        17204 SH       Defined  31       17204            0            0
RENAISSANCERE HOLDINGS LIMITED COM  G7496G103         8461       189400 SH       Defined  31      189400            0            0
RENAISSANCERE HOLDINGS LTD     COM  G7496G103          465        10400 SH       Sole      9       10400            0            0
RENT A CTR INC NEW             COM  76009N100          520        25269 SH       Sole      9       25269            0            0
RENT A CTR INC NEW             COM  76009N100          128         6200 SH       Sole     51        6200            0            0
RENT-A-CENTER INC USD 0.01     COM  76009N100         3429       166675 SH       Defined  31      166675            0            0
RENTECH INC                    COM  760112102            2         1000 SH       No disc  61        1000            0            0
REPLIGEN CORP                  COM  759916109           16         3318 SH       Sole     51        3318            0            0
REPROS THERAPEUTICS INC USD 0. COM  76028H100           57         6000 SH       Defined  31        6000            0            0
REPSOL YPF SA ADR REP 1 ORD    COM  76026T205        11071       281900 SH       Defined  31      281900            0            0
REPUBLIC AIRWAYS HOLDINGS INC  COM  760276105          593        68468 SH       Defined  31       68468            0            0
REPUBLIC FIRST BANCORP INC     COM  760416107           36         5000 SH       Sole     57        5000            0            0
REPUBLIC SERVICES INC USD 0.01 COM  760759100        20385       686350 SH       Defined  31      686350            0            0
REPUBLIC SVCS INC              COM  760759100          146         4900 SH       Defined   8        4900            0            0
REPUBLIC SVCS INC              COM  760759100           11          368 SH       Sole      9         368            0            0
REPUBLIC SVCS INC              COM  760759100           69         2307 SH       Sole     56        2307            0            0
RESEARCH IN MOTION LTD         COM  760975102          244         2081 SH       Defined   8        2081            0            0
RESEARCH IN MOTION LTD         COM  760975102         2148        18375 SH       Sole      9       18375            0            0
RESEARCH IN MOTION LTD         COM  760975102          357         3050 SH       Defined  60        3050            0            0
RESEARCH IN MOTION LTD         COM  760975102           49          421 SH       No disc  61         421            0            0
RESEARCH IN MOTION LTD         COM  760975102           46          390 SH       Sole     99         390            0            0
RESEARCH IN MOTION LTD CAD NPV COM  760975102          587         5017 SH       Defined  31        5017            0            0
RESMED INC                     COM  761152107          222         6200 SH       Defined   8        6200            0            0
RESMED INC                     GDR  761152107         1788        50024 SH       Sole      9       50024            0            0
RESMED INC USD 0.004           COM  761152107         5489       153562 SH       Defined  31      153562            0            0
RESOURCE AMERICA INC USD 0.01  COM  761195205          132        14093 SH       Defined  31       14093            0            0
RESOURCE CAPITAL CORPORATION R COM  76120W302          414        57400 SH       Defined  31       57400            0            0
RETAIL VENTURES INC USD NPV    COM  76128Y102          489       106300 SH       Defined  31      106300            0            0
REVLON INC                     COM  761525500            0          250 SH       No disc  61         250            0            0
REX ENERGY CORPORATION USD 0.0 COM  761565100          822        31100 SH       Defined  31       31100            0            0
REX STORES CORP                COM  761624105           80         6916 SH       Sole     51        6916            0            0
REX STORES CORP USD 0.01       COM  761624105          959        83000 SH       Defined  31       83000            0            0
REYNOLDS AMERICAN INC          COM  761713106           11          231 SH       Defined   8         231            0            0
REYNOLDS AMERICAN INC          COM  761713106        23671       507192 SH       Sole      9      507192            0            0
REYNOLDS AMERICAN INC          COM  761713106         8321       178296 SH       Sole     51      178296            0            0
REYNOLDS AMERICAN INC          COM  761713106           70         1500 SH       Sole     59        1500            0            0
REYNOLDS AMERICAN INC          COM  761713106          750        16067 SH       Defined  60       16067            0            0
RF MICRO DEVICES INC. USD NPV  COM  749941100          793       273259 SH       Defined  31      273259            0            0
RIGHTNOW TECHNOLOGIES INC      COM  76657R106           14         1000 SH       No disc  61        1000            0            0
RIO TINTO ADR REP 4 ORD        COM  767204100         1832         3700 SH       Defined  31        3700            0            0
RIO TINTO PLC                  COM  767204100          238          480 SH       Sole     99         480            0            0
RITCHIE BROS AUCTIONEERS       COM  767744105           24          891 SH       No disc  61         891            0            0
RITCHIE BROS AUCTIONEERS INC U COM  767744105         2678        98700 SH       Defined  31       98700            0            0
RITE AID CORP USD 1            COM  767754104         2235      1405300 SH       Defined  31     1405300            0            0
RIVERBED TECHNOLOGY INC        COM  768573107           18         1300 SH       Sole      9        1300            0            0
RIVERBED TECHNOLOGY INC        COM  768573107            1           70 SH       No disc  61          70            0            0
RIVIERA HLDGS CORP             COM  769627100           65         6400 SH       Sole      9        6400            0            0
RMK STRATEGIC INCOME FD INC    COM  74963H102            1          290 SH       No disc  61         290            0            0
RMR REAL ESTATE FD             COM  74963F106          451        44935 SH       Defined  32       44935            0            0
ROBERT HALF INTL INC           COM  770323103            6          224 SH       Defined   8         224            0            0
ROBERT HALF INTL INC           COM  770323103          336        14010 SH       Sole      9       14010            0            0
ROBERT HALF INTL INC           COM  770323103          108         4500 SH       Sole     51        4500            0            0
ROBERT HALF INTL INC           COM  770323103           13          528 SH       Sole     56         528            0            0
ROBERT HALF INTL INC           COM  770323103          120         5000 SH       Defined  60        5000            0            0
ROCKWELL AUTOMATION INC        COM  773903109            7          139 SH       Defined   8         139            0            0
ROCKWELL AUTOMATION INC        COM  773903109          423         9673 SH       Sole      9        9673            0            0
ROCKWELL AUTOMATION INC        COM  773903109          275         6300 SH       Sole     51        6300            0            0
ROCKWELL COLLINS INC           COM  774341101          153         3185 SH       Defined   8        3185            0            0
ROCKWELL COLLINS INC           COM  774341101           28          589 SH       Sole      9         589            0            0
ROCKWELL COLLINS INC USD 0.01  COM  774341101        12077       251800 SH       Defined  31      251800            0            0
ROCKWOOD HLDGS INC             COM  774415103          220         6300 SH       Defined   8        6300            0            0
ROCKWOOD HOLDINGS INC USD 0.01 COM  774415103         3164        90900 SH       Defined  31       90900            0            0
ROFIN-SINAR TECHNOLOGIES INC U COM  775043102         2289        75788 SH       Defined  31       75788            0            0
ROGERS COMMUNICATIONS INC      COM  775109200           35          900 SH       Sole      9         900            0            0
ROGERS COMMUNICATIONS INC      COM  775109200          329         8500 SH       Defined  60        8500            0            0
ROGERS COMMUNICATIONS INC CAD  COM  775109200        12271       317400 SH       Defined  31      317400            0            0
ROHM & HAAS CO                 COM  775371107          153         3287 SH       Defined   8        3287            0            0
ROHM & HAAS CO                 COM  775371107          390         8388 SH       Sole      9        8388            0            0
ROLLINS INC                    COM  775711104          198        13300 SH       Defined   8       13300            0            0
ROLLINS INC USD 1              COM  775711104         1412        95250 SH       Defined  31       95250            0            0
ROMA FINANCIAL CORP            COM  77581P109            3          200 SH       Defined   8         200            0            0
ROMA FINANCIAL CORP USD 0.1    COM  77581P109           75         5664 SH       Defined  31        5664            0            0
ROPER INDS INC NEW             COM  776696106          145         2200 SH       Defined   8        2200            0            0
ROPER INDS INC NEW             COM  776696106           13          200 SH       Sole      9         200            0            0
ROSETTA RESOURCES INC          COM  777779307         5437       190774 SH       Sole      1      190774            0            0
ROSETTA RESOURCES INC USD NPV  COM  777779307          119         4153 SH       Defined  31        4153            0            0
ROSS STORES INC                COM  778296103           40         1100 SH       Defined   8        1100            0            0
ROSS STORES INC                COM  778296103          551        15500 SH       Sole      9       15500            0            0
ROSS STORES INC USD 0.01       COM  778296103         1710        48135 SH       Defined  31       48135            0            0
ROSTELECOM ADR REP 6 ORD       COM  778529107         2633        36300 SH       Defined  31       36300            0            0
ROWAN COS INC                  COM  779382100            1            8 SH       Defined   8           8            0            0
ROWAN COS INC                  COM  779382100          379         8107 SH       Sole      9        8107            0            0
ROWAN COS INC                  COM  779382100           13          286 SH       No disc  61         286            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102         1367        30600 SH       Sole      9       30600            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102          328         7340 SH       No disc  10        7340            0            0
ROYAL BK CDA MONTREAL QUE      COM  780087102         4584       102633 SH       Sole     99      102633            0            0
ROYAL CARIBBEAN CRUISES LIMITE COM  V7780T103         8433       375300 SH       Defined  31      375300            0            0
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103            7          300 SH       Sole      9         300            0            0
ROYAL DUTCH SHELL PLC          COM  780259206           69          850 SH       Sole     99         850            0            0
ROYAL DUTCH SHELL PLC ADR REP  COM  780259107        11325       141364 SH       Defined  31      141364            0            0
ROYAL DUTCH SHELL PLC ADR REP  COM  780259206        10157       124300 SH       Defined  31      124300            0            0
ROYAL GOLD INC                 COM  780287108            8          250 SH       No disc  61         250            0            0
ROYAL GOLD INC USD 0.01        COM  780287108           38         1208 SH       Defined  31        1208            0            0
ROYALE ENERGY INC              COM  78074G200            3          200 SH       No disc  61         200            0            0
RPC INC USD 0.1                COM  749660106           21         1215 SH       Defined  31        1215            0            0
RPM INTERNATIONAL INC USD 0.01 COM  749685103          544        26400 SH       Defined  31       26400            0            0
RPM INTL INC                   COM  749685103          255        12386 SH       Sole      9       12386            0            0
RRSAT GLOBAL COMMUNICATIONS NE COM  M8183P102          263        24400 SH       Defined  31       24400            0            0
RTI BIOLOGICS INC              COM  74975N105           40         4500 SH       Defined   8        4500            0            0
RUBICON TECHNOLOGY INC         COM  78112T107            3          100 SH       Defined   8         100            0            0
RUDOLPH TECHNOLOGIES INC USD 0 COM  781270103          172        22316 SH       Defined  31       22316            0            0
RURAL CELLULAR CORP            COM  781904107          143         3200 SH       Defined   8        3200            0            0
RURAL CELLULAR CORPORATION USD COM  781904107           52         1164 SH       Defined  31        1164            0            0
RYANAIR HLDGS PLC              ADR  783513104          186         6500 SH       Sole      9        6500            0            0
RYDER SYS INC                  COM  783549108            2           18 SH       Defined   8          18            0            0
RYDER SYS INC                  COM  783549108          353         5128 SH       Sole      9        5128            0            0
RYDER SYS INC                  COM  783549108          197         2861 SH       Sole     12           0            0         2861
RYDER SYS INC                  COM  783549108         1447        21009 SH       Sole     17       21009            0            0
RYDER SYS INC                  COM  783549108          210         3044 SH       Sole     20           0         3044            0
RYDER SYS INC                  COM  783549108          476         6900 SH       Sole     51        6900            0            0
RYDER SYS INC                  COM  783549108           36          520 SH       Sole     57         520            0            0
RYDER SYSTEM INC USD 0.5       COM  783549108        31410       456000 SH       Defined  31      456000            0            0
RYLAND GROUP INC               COM  783764103           59         2700 SH       Sole      9        2700            0            0
RYLAND GROUP INC               COM  783764103           12          550 SH       Sole     99         550            0            0
S1 CORP. USD 0.01              COM  78463B101           83        10839 SH       Defined  31       10839            0            0
S1 CORPORATION                 COM  78463B101            6          700 SH       Defined   8         700            0            0
SABINE ROYALTY TRUST ROYALTY T COM  785688102          948        13900 SH       Defined  31       13900            0            0
SADIA S A                      COM  786326108           63         2959 SH       No disc  61        2959            0            0
SADIA S.A. ADR REP 10 ORD      COM  786326108         7497       351300 SH       Defined  31      351300            0            0
SAFECO CORP                    COM  786429100          150         2228 SH       Defined   8        2228            0            0
SAFECO CORP                    COM  786429100         9671       143994 SH       Sole      9      143994            0            0
SAFECO CORP                    COM  786429100          135         2000 SH       Sole     51        2000            0            0
SAFECO CORPORATION USD NPV     COM  786429100        40112       597254 SH       Defined  31      597254            0            0
SAFEGUARD SCIENTIFICS INC USD  COM  786449108           59        46800 SH       Defined  31       46800            0            0
SAFETY INS GROUP INC           COM  78648T100         1244        34899 SH       Sole      9       34899            0            0
SAFEWAY INC                    COM  786514208           12          403 SH       Defined   8         403            0            0
SAFEWAY INC                    COM  786514208          508        17786 SH       Sole      9       17786            0            0
SAFEWAY INC                    COM  786514208           17          600 SH       Sole     20           0          600            0
SAFEWAY INC                    COM  786514208         4406       154316 SH       Sole     51      154316            0            0
SAFEWAY INC                    COM  786514208           37         1300 SH       No disc  61        1300            0            0
SAFEWAY INC USD 0.01           COM  786514208         2727        95500 SH       Defined  31       95500            0            0
SAIA INC USD 0.001             COM  78709Y105          434        39654 SH       Defined  31       39654            0            0
SAIC INC                       COM  78390X101          221        10600 SH       Defined   8       10600            0            0
SAIC INC USD 0.0001            COM  78390X101         3636       174700 SH       Defined  31      174700            0            0
SAKS INC                       COM  79377W108           21         1900 SH       Defined   8        1900            0            0
SAKS INC                       COM  79377W108           11         1000 SH       No disc  61        1000            0            0
SALARY.COM INC USD 0.0001      COM  794006106           52        12800 SH       Defined  31       12800            0            0
SALESFORCE COM INC             COM  79466L302           14          200 SH       Sole      9         200            0            0
SALESFORCE COM INC             COM  79466L302            7          102 SH       No disc  61         102            0            0
SALESFORCE.COM INC USD 0.001   COM  79466L302         1263        18500 SH       Defined  31       18500            0            0
SALIX PHARMACEUTICALS INC      COM  795435106           88        12584 SH       No disc  61       12584            0            0
SAN JUAN BASIN ROYALTY TRUST R COM  798241105         3507        75800 SH       Defined  31       75800            0            0
SANDERS MORRIS HARRIS GRP INC  COM  80000Q104          170        25055 SH       Defined  31       25055            0            0
SANDERSON FARM INC USD 1       COM  800013104         1226        35499 SH       Defined  31       35499            0            0
SANDERSON FARMS INC            COM  800013104           63         1800 SH       Defined   8        1800            0            0
SANDISK CORP                   COM  80004C101           17          889 SH       Defined   8         889            0            0
SANDISK CORP                   COM  80004C101         1520        81304 SH       Sole      9       81304            0            0
SANDISK CORP                   COM  80004C101           47         2527 SH       Sole     51        2527            0            0
SANDISK CORP                   COM  80004C101           12          620 SH       Sole     57         620            0            0
SANDISK CORP                   COM  80004C101           17          922 SH       No disc  61         922            0            0
SANDISK CORPORATION USD 0.001  COM  80004C101        11541       617150 SH       Defined  31      617150            0            0
SANDRIDGE ENERGY INCORPORATED  COM  80007P307        14673       227200 SH       Defined  31      227200            0            0
SANDY SPRING BANCORP INC USD 1 COM  800363103            1           54 SH       Defined  31          54            0            0
SANMINA SCI CORP               COM  800907107          216       168500 SH       Sole      9      168500            0            0
SANMINA SCI CORP               COM  800907107           51        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        18181       547100 SH       Defined  31      547100            0            0
SAPIENT CORP                   COM  803062108           13         2068 SH       No disc  61        2068            0            0
SAPPI LIMITED ADR REP 1 ORD    COM  803069202         1049        88200 SH       Defined  31       88200            0            0
SAPPI LTD                      ADR  803069202         1438       120924 SH       Sole      9      120924            0            0
SARA LEE CORP                  COM  803111103            9          710 SH       Defined   8         710            0            0
SARA LEE CORP                  COM  803111103         2579       210519 SH       Sole      9      210519            0            0
SARA LEE CORP                  COM  803111103          151        12350 SH       Sole     56       12350            0            0
SARA LEE CORP                  COM  803111103          117         9560 SH       No disc  61        9560            0            0
SASOL LIMITED ADR REP 1 ORD    COM  803866300        12343       209400 SH       Defined  31      209400            0            0
SATYAM COMPUTER SERVICES LTD   COM  804098101          825        33665 SH       Sole     17       33665            0            0
SATYAM COMPUTER SERVICES LTD   ADR  804098101         2174        88666 SH       Sole     20           0        88666            0
SAUL CTRS INC                  COM  804395101          209         4449 SH       Sole      9        4449            0            0
SAVIENT PHARMACEUTICALS INC    COM  80517Q100           87         3400 SH       Defined   8        3400            0            0
SAVIENT PHARMACEUTICALS INC US COM  80517Q100         3075       121518 SH       Defined  31      121518            0            0
SBA COMMUNICATIONS CORP        COM  78388J106          217         6000 SH       Defined   8        6000            0            0
SBA COMMUNICATIONS CORP USD 0. COM  78388J106         2184        60630 SH       Defined  31       60630            0            0
SCANA CORP NEW                 COM  80589M102           71         1900 SH       Defined   8        1900            0            0
SCANA CORP NEW                 COM  80589M102          650        17556 SH       Sole      9       17556            0            0
SCANA CORP NEW                 COM  80589M102          100         2700 SH       Sole     59        2700            0            0
SCANSOURCE INC USD NPV         COM  806037107            2           59 SH       Defined  31          59            0            0
SCHAWK INC USD 0.008           COM  806373106          529        44100 SH       Defined  31       44100            0            0
SCHEIN HENRY INC               COM  806407102           17          329 SH       Defined   8         329            0            0
SCHEIN HENRY INC               COM  806407102           10          200 SH       Sole      9         200            0            0
SCHERING PLOUGH CORP           COM  806605101           30         1509 SH       Defined   8        1509            0            0
SCHERING PLOUGH CORP           COM  806605101         9202       467360 SH       Sole      9      467360            0            0
SCHERING PLOUGH CORP           OPT  806605101        11897       604200 SH  Call Defined   9           0       604200            0
SCHERING PLOUGH CORP           OPT  806605101         9141       464200 SH  Put  Defined   9           0       464200            0
SCHERING PLOUGH CORP           COM  806605101         1064        54030 SH       Sole     51       54030            0            0
SCHERING PLOUGH CORP           COM  806605101           86         4376 SH       No disc  61        4376            0            0
SCHERING PLOUGH CORP           COM  806605101           14          717 SH       Sole     99         717            0            0
SCHERING-PLOUGH CORP USD 0.5   COM  806605101        22906      1163293 SH       Defined  31     1163293            0            0
SCHLUMBERGER LIMITED USD 0.01  COM  806857108        30613       284950 SH       Defined  31      284950            0            0
SCHLUMBERGER LTD               COM  806857108          125         1161 SH       Defined   8        1161            0            0
SCHLUMBERGER LTD               COM  806857108        10804       100568 SH       Sole      9      100568            0            0
SCHLUMBERGER LTD               OPT  806857108        14504       135000 SH  Call Defined   9           0       135000            0
SCHLUMBERGER LTD               OPT  806857108        19338       180000 SH  Put  Defined   9           0       180000            0
SCHLUMBERGER LTD               COM  806857108        23272       216624 SH       Sole     51      216624            0            0
SCHLUMBERGER LTD               COM  806857108          355         3307 SH       Defined  60        3307            0            0
SCHLUMBERGER LTD               COM  806857108         1620        15082 SH       No disc  61       15082            0            0
SCHLUMBERGER LTD               COM  806857108          934         8694 SH       Sole     99        8694            0            0
SCHNITZER STEEL USD 1          COM  806882106        18578       162111 SH       Defined  31      162111            0            0
SCHNITZER STL INDS             COM  806882106          218         1900 SH       Defined   8        1900            0            0
SCHOLASTIC CORP USD 0.01       COM  807066105            2           67 SH       Defined  31          67            0            0
SCHOOL SPECIALTY INC           COM  807863105           45         1500 SH       Defined   8        1500            0            0
SCHOOL SPECIALTY INC           COM  807863105          829        27900 SH       Sole      9       27900            0            0
SCHOOL SPECIALTY INC USD 0.001 COM  807863105            3           70 SH       Defined  31          70            0            0
SCHULMAN A INC                 COM  808194104          185         8000 SH       Defined   8        8000            0            0
SCHWAB CHARLES CORP NEW        COM  808513105           19          916 SH       Defined   8         916            0            0
SCHWAB CHARLES CORP NEW        COM  808513105          444        21617 SH       Sole      9       21617            0            0
SCHWAB CHARLES CORP NEW        COM  808513105          554        27000 SH       Sole     51       27000            0            0
SCHWAB CHARLES CORP NEW        COM  808513105          116         5665 SH       Defined  60        5665            0            0
SCHWEITZER-MAUDUIT INTL INC US COM  808541106          145         8600 SH       Defined  31        8600            0            0
SCIELE PHARMA INC              COM  808627103           57         2900 SH       Defined   8        2900            0            0
SCPIE HLDGS INC                COM  78402P104           34         1200 SH       Defined   8        1200            0            0
SCPIE HLDGS USD 0.0001         COM  78402P104          655        23400 SH       Defined  31       23400            0            0
SCRIPPS E W CO OHIO            COM  811054204           87         2072 SH       Defined   8        2072            0            0
SCRIPPS E W CO OHIO            COM  811054204           15          351 SH       Sole      9         351            0            0
SCRIPPS E W CO OHIO            COM  811054204          661        15900 SH       Sole     51       15900            0            0
SCRIPPS E W CO OHIO            COM  811054204           16          386 SH       No disc  61         386            0            0
SEABRIDGE GOLD INC             COM  811916105            6          273 SH       No disc  61         273            0            0
SEABRIGHT INSURANCE HLDGS IN   COM  811656107          118         8100 SH       Defined   8        8100            0            0
SEABRIGHT INSURANCE HOLDINGS U COM  811656107          338        23300 SH       Defined  31       23300            0            0
SEACHANGE INTERNATIONAL INC US COM  811699107          253        35231 SH       Defined  31       35231            0            0
SEACHANGE INTL INC             COM  811699107            3          400 SH       Defined   8         400            0            0
SEACOR HOLDINGS INC            COM  811904101         3160        35300 SH       Defined   8       35300            0            0
SEAGATE TECHNOLOGY             COM  G7945J104          459        23990 SH       Sole      9       23990            0            0
SEALED AIR CORP NEW            COM  81211K100            2           58 SH       Defined   8          58            0            0
SEALED AIR CORP NEW            COM  81211K100          358        18833 SH       Sole      9       18833            0            0
SEALY CORP                     COM  812139301          172        30000 SH       No disc  61       30000            0            0
SEARS HLDGS CORP               COM  812350106           52          705 SH       Defined   8         705            0            0
SEARS HLDGS CORP               COM  812350106         1104        14992 SH       Sole      9       14992            0            0
SEARS HLDGS CORP               COM  812350106         9148       124200 SH       Sole     51      124200            0            0
SEASPAN CORP USD 0.01          COM  Y75638109         4038       168100 SH       Defined  31      168100            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
SEI INVESTMENTS MANAGEMENT  CO COM  784117103          817        34718 SH       Defined  31       34718            0            0
SELECT COMFORT CORP            COM  81616X103            2         1000 SH       Defined  60        1000            0            0
SELECT SECTOR SPDR TR          OPT  81369Y605          102         5000 SH  Call Defined   1           0         5000            0
SELECT SECTOR SPDR TR          COM  81369Y407         1231        43223 SH       Sole      9       43223            0            0
SELECT SECTOR SPDR TR          COM  81369Y605        54180      2674250 SH       Sole      9     2674250            0            0
SELECT SECTOR SPDR TR          OPT  81369Y506        36720       415000 SH  Call Defined   9           0       415000            0
SELECT SECTOR SPDR TR          OPT  81369Y605        10641       525200 SH  Call Defined   9           0       525200            0
SELECT SECTOR SPDR TR          OPT  81369Y605         4559       225000 SH  Put  Defined   9           0       225000            0
SELECT SECTOR SPDR TR          UNIT 81369Y100         2454        58800 SH       Sole      9       58800            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y209          422        13800 SH       Sole      9       13800            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y308          479        17911 SH       Sole      9       17911            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y704          735        21600 SH       Sole      9       21600            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y886         1058        26000 SH       Sole      9       26000            0            0
SELECT SECTOR SPDR TR          COM  81369Y605          366        18063 SH       Sole     12           0            0        18063
SELECT SECTOR SPDR TR          COM  81369Y605         1813        89470 SH       Sole     17       89470            0            0
SELECT SECTOR SPDR TR          UNIT 81369Y605         1473        72717 SH       Sole     20           0        72717            0
SELECT SECTOR SPDR TR          COM  81369Y605        10200       500000 SH       Defined  32      500000            0            0
SELECT SECTOR SPDR TR          FUND 81369Y605           11          519 SH       Sole     99         519            0            0
SEMGROUP ENERGY PARTNERS L P   COM  81662W108         1734        68700 SH       Defined  32       68700            0            0
SEMICONDUCTOR HLDRS TR         COM  816636203          486        16400 SH       Sole      9       16400            0            0
SEMICONDUCTOR MANUFACTURING IN COM  81663N206          477       163800 SH       Defined  31      163800            0            0
SEMITOOL INC USD NPV           COM  816909105          176        23335 SH       Defined  31       23335            0            0
SEMPRA ENERGY                  COM  816851109           13          225 SH       Defined   8         225            0            0
SEMPRA ENERGY                  COM  816851109         3140        55617 SH       Sole      9       55617            0            0
SEMPRA ENERGY                  COM  816851109           92         1618 SH       Sole     51        1618            0            0
SEMPRA ENERGY                  COM  816851109          143         2529 SH       Sole     56        2529            0            0
SEMPRA ENERGY USD NPV          COM  816851109        21355       378299 SH       Defined  31      378299            0            0
SEMTECH CORP                   COM  816850101            7          500 SH       No disc  61         500            0            0
SENIOR HOUSING PROPERTY TRUST  COM  81721M109         8723       446623 SH       Defined  31      446623            0            0
SENIOR HSG PPTYS TR            COM  81721M109          177         9086 SH       Sole      9        9086            0            0
SENSIENT TECHNOLOGIES CORP     COM  81725T100          240         8518 SH       Sole      9        8518            0            0
SEPRACOR INC                   COM  817315104            0           20 SH       No disc  61          20            0            0
SEPRACOR INC USD 0.1           COM  817315104         1212        60813 SH       Defined  31       60813            0            0
SERVICE CORP INTL              COM  817565104          195        19700 SH       Defined   8       19700            0            0
SERVICE CORP INTL              COM  817565104          826        83800 SH       Sole      9       83800            0            0
SERVICE CORP INTL USD 1        COM  817565104         8208       832395 SH       Defined  31      832395            0            0
SHANDA INTERACTIVE ENTERTAINME COM  81941Q203         1006        37032 SH       Defined  31       37032            0            0
SHAW COMMUNICATIONS INC        COM  82028K200          476        23400 SH       Sole      9       23400            0            0
SHENANDOAH TELECOMMUN CO USD N COM  82312B106           44         3338 SH       Defined  31        3338            0            0
SHERWIN WILLIAMS CO            COM  824348106            3           65 SH       Defined   8          65            0            0
SHERWIN WILLIAMS CO            COM  824348106          707        15386 SH       Sole      9       15386            0            0
SHERWIN-WILLIAMS CO USD 1      COM  824348106           10          200 SH       Defined  31         200            0            0
SHIP FINANCE INTERNATIONAL L   COM  G81075106           61         2054 SH       Sole      9        2054            0            0
SHIRE LTD ADR REP 3 ORD        COM  82481R106        13920       283314 SH       Defined  31      283314            0            0
SHOE CARNIVAL INC USD 0.01     COM  824889109          567        48026 SH       Defined  31       48026            0            0
SIEMENS A G                    ADR  826197501         4839        43939 SH       Sole      9       43939            0            0
SIERRA PAC RES NEW             COM  826428104         8435       663603 SH       Sole     51      663603            0            0
SIERRA PACIFIC RESOURCES USD 1 COM  826428104        12595       990950 SH       Defined  31      990950            0            0
SIGMA ALDRICH CORP             COM  826552101           31          574 SH       Defined   8         574            0            0
SIGMA ALDRICH CORP             COM  826552101          983        18242 SH       Sole      9       18242            0            0
SIGMA ALDRICH CORP             COM  826552101         1481        27500 SH       Sole     51       27500            0            0
SIGMA ALDRICH CORP USD 1       COM  826552101        15894       295092 SH       Defined  31      295092            0            0
SIGMA DESIGNS INC              COM  826565103            9          628 SH       No disc  61         628            0            0
SIGNALIFE INC                  COM  82669P104           20        75100 SH       Defined  60       75100            0            0
SIGNATURE BANK USD 0.01        COM  82669G104            3           98 SH       Defined  31          98            0            0
SIGNET GROUP PLC ADR REP 10 OR COM  82668L872          760        76300 SH       Defined  31       76300            0            0
SILGAN HOLDINGS INC USD 0.01   COM  827048109         1066        20999 SH       Defined  31       20999            0            0
SILICON IMAGE INC              COM  82705T102          216        29700 SH       Defined   8       29700            0            0
SILICON IMAGE INC              COM  82705T102           10         1324 SH       No disc  61        1324            0            0
SILICON LABORATORIES INC       COM  826919102          177         4900 SH       Defined   8        4900            0            0
SILICON LABORATORIES USD 0.000 COM  826919102         1524        42212 SH       Defined  31       42212            0            0
SILICON STORAGE TECHNOLOGY I   COM  827057100           40        14100 SH       Defined   8       14100            0            0
SILICONWARE PRECISION INDS L   ADR  827084864         1828       250000 SH       Sole      9      250000            0            0
SILICONWARE PRECISION INDUSTRY COM  827084864         2787       381155 SH       Defined  31      381155            0            0
SILVER STANDARD RESOURCES CAD  COM  82823L106         1602        55902 SH       Defined  31       55902            0            0
SILVER STD RES INC             COM  82823L106          636        22184 SH       Sole     57       22184            0            0
SILVER STD RES INC             COM  82823L106          585        20425 SH       No disc  61       20425            0            0
SILVER WHEATON CORP            COM  828336107          276        18824 SH       No disc  61       18824            0            0
SILVER WHEATON CORPORATION CAD COM  828336107         1542       105200 SH       Defined  31      105200            0            0
SIMCERE PHARMACEUTICAL ADR REP COM  82859P104          386        30600 SH       Defined  31       30600            0            0
SIMMONS FIRST NATIONAL CORPORA COM  828730200            1            3 SH       Defined  31           3            0            0
SIMON PPTY GROUP INC NEW       COM  828806109           13          140 SH       Defined   8         140            0            0
SIMON PPTY GROUP INC NEW       COM  828806802         3697        50000 SH       Defined   8       50000            0            0
SIMON PPTY GROUP INC NEW       COM  828806109         2712        30166 SH       Sole      9       30166            0            0
SIMON PPTY GROUP INC NEW       COM  828806109          432         4800 SH       Sole     51        4800            0            0
SIMON PROPERTY GROUP INC REIT  COM  828806109        54950       611300 SH       Defined  31      611300            0            0
SIMPSON MFG CO INC USD 0.01    COM  829073105         2830       119200 SH       Defined  31      119200            0            0
SIMS GROUP LTD ADR REP 1 ORD   COM  829160100          204         5100 SH       Defined  31        5100            0            0
SIMTEK CORP                    COM  829204304            0          100 SH       No disc  61         100            0            0
SINCLAIR BROADCAST GROUP INC   COM  829226109         1596       210000 SH       Sole      1      210000            0            0
SINCLAIR BROADCAST GROUP INC   COM  829226109            3          300 SH       Defined   8         300            0            0
SINCLAIR BROADCAST GROUP INC U COM  829226109          572        75141 SH       Defined  31       75141            0            0
SINOPEC SHANGHAI PETROCHEMICAL COM  82935M109         1521        44600 SH       Defined  31       44600            0            0
SIRIUS SATELLITE RADIO INC     COM  82966U103            5         2379 SH       Defined   8        2379            0            0
SIRIUS SATELLITE RADIO INC     COM  82966U103            7         3594 SH       Sole      9        3594            0            0
SIRIUS SATELLITE RADIO INC     COM  82966U103         2195      1143118 SH       Sole     59     1143118            0            0
SIRIUS SATELLITE RADIO INC     COM  82966U103           52        27137 SH       No disc  61       27137            0            0
SIRIUS SATELLITE RADIO INC     COM  82966U103            6         3330 SH       Sole     99        3330            0            0
SJW CORP                       COM  784305104          725        27478 SH       Sole      9       27478            0            0
SJW CORP USD 1.042             COM  784305104          980        37100 SH       Defined  31       37100            0            0
SK TELECOM LTD                 ADR  78440P108            0           10 SH       Sole      9          10            0            0
SK TELECOM LTD                 BOND 78440P108          137         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          222        11200 SH       Defined   8       11200            0            0
SKECHERS USA INC USD 0.001     COM  830566105         5227       264500 SH       Defined  31      264500            0            0
SKILLED HEALTHCARE GROUP INC   COM  83066R107           47         3500 SH       Defined   8        3500            0            0
SKILLED HEALTHCARE GROUP USD 0 COM  83066R107          631        47000 SH       Defined  31       47000            0            0
SKILLSOFT PLC- ADR ADR REP 1 O COM  830928107          487        53808 SH       Defined  31       53808            0            0
SKYLINE CORP USD 0.028         COM  830830105          257        10900 SH       Defined  31       10900            0            0
SKYWEST INC                    COM  830879102        10260       811061 SH       Sole      1      811061            0            0
SKYWEST INC USD NPV            COM  830879102            1           74 SH       Defined  31          74            0            0
SKYWORKS SOLUTIONS USD 0.25    COM  83088M102         7324       742013 SH       Defined  31      742013            0            0
SL GREEN REALTY CORP REIT USD  COM  78440X101         4285        51800 SH       Defined  31       51800            0            0
SL GREEN RLTY CORP             COM  78440X101         1106        13362 SH       Defined   8       13362            0            0
SL GREEN RLTY CORP             COM  78440X101          472         5711 SH       Sole      9        5711            0            0
SL GREEN RLTY CORP             COM  78440X101            5           66 SH       Sole     56          66            0            0
SLM CORP                       COM  78442P106           12          579 SH       Defined   8         579            0            0
SLM CORP                       COM  78442P106          330        17058 SH       Sole      9       17058            0            0
SLM CORP                       COM  78442P106          151         7800 SH       Sole     51        7800            0            0
SLM CORP                       COM  78442P106           27         1421 SH       Sole     56        1421            0            0
SMART BALANCE INC              COM  83169Y108           26         3500 SH       Defined   8        3500            0            0
SMITH & NEPHEW PLC ADR REP 5 O COM  83175M205         1271        23200 SH       Defined  31       23200            0            0
SMITH INTL INC                 COM  832110100           26          302 SH       Defined   8         302            0            0
SMITH INTL INC                 COM  832110100          496         5969 SH       Sole      9        5969            0            0
SMITH INTL INC                 COM  832110100         1730        20797 SH       Sole     51       20797            0            0
SMITH INTL INC                 COM  832110100           21          252 SH       Sole     56         252            0            0
SMITH INTL INC USD 1           COM  832110100        19713       237100 SH       Defined  31      237100            0            0
SMITHFIELD FOODS INC           COM  832248108          118         5900 SH       Defined   8        5900            0            0
SMITHFIELD FOODS INC           OPT  832248108        21497      1081300 SH  Put  Defined   9           0      1081300            0
SMUCKER J M CO                 COM  832696405            8          209 SH       Sole     56         209            0            0
SMUCKER J M CO                 COM  832696405            2           54 SH       No disc  61          54            0            0
SMUCKER J M CO                 COM  832696405            0            8 SH       Sole     99           8            0            0
SMUCKER(J.M.)CO USD NPV        COM  832696405         1285        31600 SH       Defined  31       31600            0            0
SMURFIT-STONE CONTAINER CORP   COM  832727101         2849       700000 SH       Sole      1      700000            0            0
SMURFIT-STONE CONTAINER CORP   COM  832727101           41        10000 SH       Sole     57       10000            0            0
SMURFIT-STONE CONTAINER CORP   COM  832727101            1          283 SH       No disc  61         283            0            0
SMURFIT-STONE CONTAINER CORPOR COM  832727101         2397       588786 SH       Defined  31      588786            0            0
SNAP ON INC                    COM  833034101            6          100 SH       Defined   8         100            0            0
SNAP ON INC                    COM  833034101          279         5366 SH       Sole      9        5366            0            0
SNAP ON INC                    COM  833034101          181         3489 SH       Sole     12           0            0         3489
SNAP ON INC                    COM  833034101         1349        25937 SH       Sole     17       25937            0            0
SNAP ON INC                    COM  833034101          239         4598 SH       Sole     20           0         4598            0
SNAP ON INC                    COM  833034101          115         2200 SH       Sole     51        2200            0            0
SNAP ON INC                    COM  833034101           33          630 SH       Sole     57         630            0            0
SNAP-ON INC USD 1              COM  833034101        27093       520900 SH       Defined  31      520900            0            0
SOAPSTONE NETWORKS INC         COM  833570104            0           25 SH       No disc  61          25            0            0
SOAPSTONE NETWORKS INC. USD 0. COM  833570104           20         5053 SH       Defined  31        5053            0            0
SOCIEDAD QUIMICA MINERA DE C   COM  833635105           43          919 SH       No disc  61         919            0            0
SOCKET MOBILE INC              COM  83368E101            8        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           22          300 SH       Defined   8         300            0            0
SOHU COM INC                   COM  83408W103         1212        17200 SH       Sole     51       17200            0            0
SOHU COM INC                   COM  83408W103           97         1384 SH       No disc  61        1384            0            0
SOHU.COM INC. USD 0.001        COM  83408W103        35958       510477 SH       Defined  31      510477            0            0
SOLERA HOLDINGS INC            COM  83421A104          194         7000 SH       Defined   8        7000            0            0
SOLERA HOLDINGS INC USD 0.01   COM  83421A104         1383        50000 SH       Defined  31       50000            0            0
SOMANETICS CORP USD 0.01       COM  834445405          617        29100 SH       Defined  31       29100            0            0
SONIC AUTOMOTIVE INC USD 0.01  COM  83545G102         1090        84490 SH       Defined  31       84490            0            0
SONIC CORP USD 0.01            COM  835451105          160        10759 SH       Defined  31       10759            0            0
SONIC INNOVATIONS USD 0.001    COM  83545M109           17         4896 SH       Defined  31        4896            0            0
SONIC SOLUTIONS                COM  835460106            1          105 SH       No disc  61         105            0            0
SONOCO PRODS CO                COM  835495102          655        21169 SH       Sole      9       21169            0            0
SONOCO PRODS CO                COM  835495102           58         1860 SH       Sole     56        1860            0            0
SONOCO PRODUCTS COMPANY USD NP COM  835495102         3120       100796 SH       Defined  31      100796            0            0
SONUS NETWORKS INC             COM  835916107           44        12800 SH       No disc  61       12800            0            0
SONY CORPORATION ADR REP 1 ORD COM  835699307         9287       212300 SH       Defined  31      212300            0            0
SOTHEBYS                       COM  835898107          551        20885 SH       Sole      9       20885            0            0
SOTHEBYS                       COM  835898107            6          233 SH       No disc  61         233            0            0
SOTHEBYS                       COM  835898107            6          233 SH       Sole     99         233            0            0
SOURCE INTERLINK COS INC       COM  836151209            2          750 SH       No disc  61         750            0            0
SOURCEFIRE INC                 COM  83616T108            6          700 SH       Defined   8         700            0            0
SOUTH JERSEY INDS INC          COM  838518108           68         1800 SH       Defined   8        1800            0            0
SOUTHERN CO                    COM  842587107          144         4099 SH       Defined   8        4099            0            0
SOUTHERN CO                    COM  842587107        17763       508687 SH       Sole      9      508687            0            0
SOUTHERN CO                    OPT  842587107         1195        34200 SH  Call Defined   9           0        34200            0
SOUTHERN CO                    OPT  842587107         5560       159200 SH  Put  Defined   9           0       159200            0
SOUTHERN CO                    COM  842587107          695        19900 SH       Sole     51       19900            0            0
SOUTHERN CO                    COM  842587107           52         1500 SH       Sole     57        1500            0            0
SOUTHERN CO                    COM  842587107           17          477 SH       No disc  61         477            0            0
SOUTHERN COPPER CORP           COM  84265V105        32069       300754 SH       Sole      9      300754            0            0
SOUTHERN COPPER CORP           COM  84265V105          532         4990 SH       Sole     51        4990            0            0
SOUTHERN COPPER CORP           COM  84265V105           48          449 SH       Sole     56         449            0            0
SOUTHERN COPPER CORP           COM  84265V105         1066        10000 SH       Defined  60       10000            0            0
SOUTHERN COPPER CORPORATION US COM  84265V105        89271       837200 SH       Defined  31      837200            0            0
SOUTHERN UNION CO USD 1        COM  844030106        14019       518823 SH       Defined  31      518823            0            0
SOUTHSIDE BANCSHARES INC USD 1 COM  84470P109            4          200 SH       Defined  31         200            0            0
SOUTHWEST AIRLS CO             COM  844741108           13          953 SH       Defined   8         953            0            0
SOUTHWEST AIRLS CO             COM  844741108           19         1484 SH       Sole      9        1484            0            0
SOUTHWEST AIRLS CO             COM  844741108          219        16800 SH       Sole     51       16800            0            0
SOUTHWEST BANCORP INC/OKLA USD COM  844767103            2          100 SH       Defined  31         100            0            0
SOUTHWEST GAS CORP USD 1       COM  844895102           72         2400 SH       Defined  31        2400            0            0
SOUTHWEST WATER CO USD 0.01    COM  845331107          421        41968 SH       Defined  31       41968            0            0
SOUTHWESTERN ENERGY CO         COM  845467109           15          300 SH       Defined   8         300            0            0
SOUTHWESTERN ENERGY CO         COM  845467109          360         7570 SH       Sole      9        7570            0            0
SOUTHWESTERN ENERGY CO         COM  845467109          819        17200 SH       Sole     51       17200            0            0
SOVEREIGN BANCORP INC          COM  845905108           23         3126 SH       Sole      9        3126            0            0
SOVEREIGN BANCORP INC          COM  845905108           46         6276 SH       Sole     56        6276            0            0
SOVEREIGN BANCORP INC          COM  845905108          175        23780 SH       Sole     57       23780            0            0
SOVEREIGN BANCORP INC          COM  845905108            4          500 SH       No disc  61         500            0            0
SOVRAN SELF STORAGE INC        COM  84610H108          394         9474 SH       Sole      9        9474            0            0
SPAIN FD                       UNIT 846330108           37         3700 SH       Sole      9        3700            0            0
SPANSION INC                   COM  84649R101          338       150000 SH       Sole      9      150000            0            0
SPANSION INC                   OPT  84649R101          225       100000 SH  Call Defined   9           0       100000            0
SPANSION INC                   COM  84649R101            0          101 SH       No disc  61         101            0            0
SPANSION INC USD 0.001         COM  84649R101          729       323750 SH       Defined  31      323750            0            0
SPARK NETWORKS INC             COM  84651P100            9         2000 SH       No disc  61        2000            0            0
SPARTAN STORES INC             COM  846822104           95         4100 SH       Defined   8        4100            0            0
SPARTECH CORP USD 0.75         COM  847220209           11         1100 SH       Defined  31        1100            0            0
SPDR SERIES TRUST              UNIT 78464A797         1033        36046 SH       Sole      9       36046            0            0
SPDR SERIES TRUST              COM  78464A656          204         3900 SH       Sole     17        3900            0            0
SPDR TR                        UNIT 78462F103        63990       500000 SH       Sole      9      500000            0            0
SPDR TR                        COM  78462F103          919         7184 SH       Sole     17        7184            0            0
SPDR TR                        UNIT 78462F103         3450        26955 SH       Sole     20           0        26955            0
SPECTRA ENERGY CORP            COM  847560109           19          635 SH       Defined   8         635            0            0
SPECTRA ENERGY CORP            COM  847560109         3945       137278 SH       Sole      9      137278            0            0
SPECTRA ENERGY CORP            COM  847560109            7          232 SH       No disc  61         232            0            0
SPECTRUM BRANDS INC USD 0.01   COM  84762L105          462       180800 SH       Defined  31      180800            0            0
SPECTRUM CONTROL INC USD NPV   COM  847615101           88        10629 SH       Defined  31       10629            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108         1379       992060 SH       Sole      1      992060            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108         1370       992060 SH       Defined  32      992060            0            0
SPECTRUM PHARMACEUTICALS INC   COM  84763A108            0            8 SH       No disc  61           8            0            0
SPECTRUM PHARMACEUTICALS INCOR COM  84763A108           15        10758 SH       Defined  31       10758            0            0
SPEEDWAY MOTORSPORTS INC USD 0 COM  847788106         1238        60700 SH       Defined  31       60700            0            0
SPHERION CORP                  COM  848420105           14         2900 SH       Defined   8        2900            0            0
SPHERION CORPORATION USD 0.01  COM  848420105          634       137100 SH       Defined  31      137100            0            0
SPIRIT AEROSYSTEMS HLDGS INC   COM  848574109         1864        97200 SH       Sole      1       97200            0            0
SPIRIT AEROSYSTEMS HLDGS INC   COM  848574109           95         4936 SH       Defined  60        4936            0            0
SPIRIT AEROSYSTEMS HOLDINGS IN COM  848574109        14033       731600 SH       Defined  31      731600            0            0
SPORT SUPPLY GROUP INC USD 0.0 COM  84916A104           10          900 SH       Defined  31         900            0            0
SPREADTRUM COMMUNICATIONS INC  COM  849415203          298        59583 SH       Defined  31       59583            0            0
SPRINT NEXTEL CORP             OPT  852061100           57         6000 SH  Call Defined   1           0         6000            0
SPRINT NEXTEL CORP             COM  852061100          178        18636 SH       Defined   8       18636            0            0
SPRINT NEXTEL CORP             COM  852061100         1378       145042 SH       Sole      9      145042            0            0
SPRINT NEXTEL CORP             COM  852061100          221        23216 SH       Sole     56       23216            0            0
SPRINT NEXTEL CORP             COM  852061100          130        13661 SH       Defined  60       13661            0            0
SPRINT NEXTEL CORP             COM  852061100           32         3408 SH       No disc  61        3408            0            0
SPRINT NEXTEL CORP             COM  852061100           12         1267 SH       Sole     99        1267            0            0
SPSS INC USD 0.01              COM  78462K102          402        11039 SH       Defined  31       11039            0            0
SPX CORP                       COM  784635104         2034        15441 SH       Sole      9       15441            0            0
SPX CORPORATION USD 10         COM  784635104        20287       154000 SH       Defined  31      154000            0            0
ST JOE CO USD NPV              COM  790148100         3879       113000 SH       Defined  31      113000            0            0
ST JUDE MED INC                COM  790849103           14          336 SH       Defined   8         336            0            0
ST JUDE MED INC                COM  790849103           60         1470 SH       Sole      9        1470            0            0
ST JUDE MED INC                OPT  790849103        10519       257300 SH  Call Defined   9           0       257300            0
ST JUDE MED INC                OPT  790849103         2008        49100 SH  Put  Defined   9           0        49100            0
ST JUDE MED INC                COM  790849103          200         4897 SH       Sole     56        4897            0            0
ST JUDE MEDICAL INC USD 0.1    COM  790849103         6436       157434 SH       Defined  31      157434            0            0
ST MARY LD & EXPL CO           COM  792228108           54          831 SH       Sole      9         831            0            0
ST MICROELECTRONICS NY REG SHR COM  861012102        17797      1722800 SH       Defined  31     1722800            0            0
STANDARD MICROSYSTEMS CORP USD COM  853626109            7          221 SH       Defined  31         221            0            0
STANDARD MOTOR PRODUCTS USD 2  COM  853666105           57         6900 SH       Defined  31        6900            0            0
STANDARD PARKING CORPORATION U COM  853790103          166         9113 SH       Defined  31        9113            0            0
STANLEY INC                    COM  854532108          315         9400 SH       Sole      9        9400            0            0
STANLEY WKS                    COM  854616109          892        19908 SH       Sole      9       19908            0            0
STANLEY WORKS USD 2.5          COM  854616109        16045       357900 SH       Defined  31      357900            0            0
STANTEC INC CAD NPV            COM  85472N109          233         9000 SH       Defined  31        9000            0            0
STAPLES INC                    COM  855030102           57         2394 SH       Defined   8        2394            0            0
STAPLES INC                    COM  855030102           70         2964 SH       Sole      9        2964            0            0
STAPLES INC                    COM  855030102          314        13200 SH       Sole     51       13200            0            0
STAPLES INC                    COM  855030102           35         1473 SH       Sole     56        1473            0            0
STAR BULK CARRIERS CORP NPV    COM  Y8162K105         2481       210398 SH       Defined  31      210398            0            0
STAR GAS PARTNERS L P          COM  85512C105           49        17440 SH       Sole     51       17440            0            0
STARBUCKS CORP                 COM  855244109           77         4863 SH       Defined   8        4863            0            0
STARBUCKS CORP                 COM  855244109         4110       261120 SH       Sole      9      261120            0            0
STARBUCKS CORP                 COM  855244109            2          150 SH       No disc  61         150            0            0
STARBUCKS CORPORATION USD 0.00 COM  855244109        13565       861815 SH       Defined  31      861815            0            0
STARRETT(L.S.)CO USD 1         COM  855668109          154         6500 SH       Defined  31        6500            0            0
STARTEK INC USD 0.01           COM  85569C107           38         4000 SH       Defined  31        4000            0            0
STARWOOD HOTELS & RESORTS WORL COM  85590A401         8804       219700 SH       Defined  31      219700            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401            1            5 SH       Defined   8           5            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401         5644       140855 SH       Sole      9      140855            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401           54         1338 SH       Sole     56        1338            0            0
STARWOOD HOTELS&RESORTS WRLD   COM  85590A401           27          682 SH       No disc  61         682            0            0
STATE BANCORP INC N.Y          COM  855716106            4          300 SH       Defined   8         300            0            0
STATE STR CORP                 COM  857477103           25          379 SH       Defined   8         379            0            0
STATE STR CORP                 COM  857477103         7859       122817 SH       Sole      9      122817            0            0
STATE STR CORP                 COM  857477103          551         8600 SH       Sole     51        8600            0            0
STATE STR CORP                 COM  857477103          106         1660 SH       Sole     56        1660            0            0
STATE STR CORP                 COM  857477103          192         3000 SH       Defined  60        3000            0            0
STATE STR CORP                 COM  857477103            3           53 SH       No disc  61          53            0            0
STATE STR CORP                 COM  857477103          159         2480 SH       Sole     99        2480            0            0
STATE STREET CORPORATION USD 1 COM  857477103         7178       112161 SH       Defined  31      112161            0            0
STEC INC                       COM  784774101          220        21400 SH       Defined   8       21400            0            0
STEEL DYNAMICS INC             COM  858119100           29          723 SH       Defined   8         723            0            0
STEEL DYNAMICS INC             COM  858119100          637        16300 SH       Sole      9       16300            0            0
STEEL DYNAMICS INC USD 0.005   COM  858119100        15958       408423 SH       Defined  31      408423            0            0
STEELCASE INC USD NPV          COM  858155203          758        75500 SH       Defined  31       75500            0            0
STEIN MART INC                 COM  858375108            1          150 SH       No disc  61         150            0            0
STEIN MART USD 0.01            COM  858375108          647       143337 SH       Defined  31      143337            0            0
STEINER LEISURE LTD USD 0.01   COM  P8744Y102          267         9415 SH       Defined  31        9415            0            0
STEINWAY MUSICAL INSTRS INC    COM  858495104            3          100 SH       Defined   8         100            0            0
STELLARONE CORP                COM  85856G100            2          100 SH       Defined   8         100            0            0
STEMCELLS INC                  COM  85857R105           10         8288 SH       No disc  61        8288            0            0
STEMCELLS INC USD 0.01         COM  85857R105           32        25797 SH       Defined  31       25797            0            0
STEPAN CO                      COM  858586100           10          200 SH       Defined   8         200            0            0
STEPAN CO                      COM  858586100          397         8700 SH       Sole      9        8700            0            0
STEPAN CO                      COM  858586100          146         3200 SH       Sole     51        3200            0            0
STEPAN CO                      COM  858586100          301         6600 SH       No disc  61        6600            0            0
STERICYCLE INC                 COM  858912108           18          343 SH       Defined   8         343            0            0
STERICYCLE INC USD 0.01        COM  858912108        12362       239091 SH       Defined  31      239091            0            0
STERIS CORP USD NPV            COM  859152100         1562        54300 SH       Defined  31       54300            0            0
STERLING BANCORP               COM  859158107            1          105 SH       No disc  61         105            0            0
STERLITE INDS INDIA LTD        ADR  859737207         2916       183400 SH       Sole      9      183400            0            0
STERLITE INDUSTRIES (INDIA) LT COM  859737207        15508       975300 SH       Defined  31      975300            0            0
STEWART ENTERPRISES INC USD 1  COM  860370105          746       103605 SH       Defined  31      103605            0            0
STIFEL FINANCIAL CORP USD 0.15 COM  860630102         1098        31900 SH       Defined  31       31900            0            0
STIFEL FINL CORP               COM  860630102          141         4100 SH       Defined   8        4100            0            0
STILLWATER MNG CO              COM  86074Q102           44         3700 SH       Defined  60        3700            0            0
STILLWATER MNG CO              COM  86074Q102            6          500 SH       No disc  61         500            0            0
STILLWATER MNG CO              COM  86074Q102            2          210 SH       Sole     99         210            0            0
STMICROELECTRONICS N V         COM  861012102            7          705 SH       No disc  61         705            0            0
STONE ENERGY CORP              COM  861642106         1010        15320 SH       Sole      9       15320            0            0
STONE ENERGY CORP              COM  861642106           99         1500 SH       Sole     51        1500            0            0
STONE ENERGY CORP              COM  861642106         2704        41023 SH       Sole     59       41023            0            0
STONE ENERGY CORP USD 0.01     COM  861642106        16333       247800 SH       Defined  31      247800            0            0
STONERIDGE INC                 COM  86183P102          223        13100 SH       Sole      9       13100            0            0
STONERIDGE INC                 COM  86183P102           31         1800 SH       Sole     51        1800            0            0
STONERIDGE INC USD NPV         COM  86183P102          898        52600 SH       Defined  31       52600            0            0
STORM CAT ENERGY CORP          COM  862168101           49        42150 SH       Sole     57       42150            0            0
STORM CAT ENERGY CORP          COM  862168101            6         5210 SH       No disc  61        5210            0            0
STRATEGIC HOTELS & RESORTS I   BOND 86272T106         2707       288850 PRN      Sole      9      288850            0            0
STRATEGIC HOTELS & RESORTS I   COM  86272T106           79         8436 SH       Sole      9        8436            0            0
STRATEGIC HOTELS & RESORTS INC COM  86272T106          231        24600 SH       Defined  31       24600            0            0
STRAYER ED INC                 COM  863236105           21          100 SH       Defined   8         100            0            0
STRAYER EDUCATION INC USD 0.01 COM  863236105         4933        23593 SH       Defined  31       23593            0            0
STRYKER CORP                   COM  863667101           24          380 SH       Defined   8         380            0            0
STRYKER CORP                   COM  863667101          737        11720 SH       Sole      9       11720            0            0
STRYKER CORP                   COM  863667101         4248        67555 SH       Sole     51       67555            0            0
STRYKER CORP                   COM  863667101           69         1096 SH       No disc  61        1096            0            0
STRYKER CORP USD 0.1           COM  863667101        13740       218502 SH       Defined  31      218502            0            0
STUDENT LOAN CORPORATION USD 0 COM  863902102          383         3900 SH       Defined  31        3900            0            0
SUCCESSFACTORS INC             COM  864596101           82         7400 SH       Defined   8        7400            0            0
SULPHCO INC                    COM  865378103           15         6663 SH       Defined  60        6663            0            0
SULPHCO INC                    COM  865378103           58        25442 SH       No disc  61       25442            0            0
SUN COMMUNITIES INC            COM  866674104          135         7379 SH       Sole      9        7379            0            0
SUN HEALTHCARE GROUP INC USD 0 COM  866933401          950        70888 SH       Defined  31       70888            0            0
SUN HYDRAULICS CORP USD 0.001  COM  866942105         1274        39453 SH       Defined  31       39453            0            0
SUN LIFE FINANCIAL INC CAD NPV COM  866796105         8981       219300 SH       Defined  31      219300            0            0
SUN LIFE FINL INC              COM  866796105         2818        68816 SH       Sole      9       68816            0            0
SUN LIFE FINL INC              COM  866796105           61         1487 SH       No disc  10        1487            0            0
SUN LIFE FINL INC              COM  866796105          579        14146 SH       No disc  61       14146            0            0
SUN LIFE FINL INC              COM  866796105          177         4327 SH       Sole     99        4327            0            0
SUN MICROSYSTEMS INC           COM  866810203           23         2031 SH       Defined   8        2031            0            0
SUN MICROSYSTEMS INC           COM  866810203         9057       832406 SH       Sole      9      832406            0            0
SUN MICROSYSTEMS INC           COM  866810203            2          200 SH       Sole     20           0          200            0
SUN MICROSYSTEMS INC           COM  866810203          106         9781 SH       Sole     56        9781            0            0
SUN MICROSYSTEMS INC           COM  866810203          138        12650 SH       No disc  61       12650            0            0
SUN MICROSYSTEMS INC           COM  866810203            1          120 SH       Sole     99         120            0            0
SUNCOR ENERGY INC              COM  867229106          145         2500 SH       Sole      1        2500            0            0
SUNCOR ENERGY INC              COM  867229106         1935        33290 SH       Sole      9       33290            0            0
SUNCOR ENERGY INC              COM  867229106        15191       261375 SH       Sole     51      261375            0            0
SUNCOR ENERGY INC              COM  867229106          291         5000 SH       Defined  60        5000            0            0
SUNCOR ENERGY INC              COM  867229106          305         5252 SH       No disc  61        5252            0            0
SUNCOR ENERGY INC              COM  867229106           17          300 SH       Sole     99         300            0            0
SUNCOR ENERGY INC CAD NPV      COM  867229106       105977      1823400 SH       Defined  31     1823400            0            0
SUNOCO INC                     COM  86764P109            7          148 SH       Defined   8         148            0            0
SUNOCO INC                     COM  86764P109         1455        35747 SH       Sole      9       35747            0            0
SUNOCO INC                     COM  86764P109           20          500 SH       Sole     51         500            0            0
SUNOCO INC                     COM  86764P109           26          635 SH       Sole     56         635            0            0
SUNOCO INC                     COM  86764P109            7          170 SH       No disc  61         170            0            0
SUNOCO INC                     COM  86764P109            6          159 SH       Sole     99         159            0            0
SUNOPTA INC                    COM  8676EP108           98        18827 SH       Sole      9       18827            0            0
SUNOPTA INC                    COM  8676EP108           26         5000 SH       No disc  61        5000            0            0
SUNOPTA INC USD NPV            COM  8676EP108         1438       276928 SH       Defined  31      276928            0            0
SUNPOWER CORP                  COM  867652109         8085       112319 SH       Sole      9      112319            0            0
SUNPOWER CORP                  COM  867652109          144         2000 SH       Sole     57        2000            0            0
SUNSTONE HOTEL INVS INC NEW    COM  867892101         2043       123062 SH       Sole      9      123062            0            0
SUNTECH PWR HLDGS CO LTD       COM  86800C104          562        15000 SH       Sole     56       15000            0            0
SUNTECH PWR HLDGS CO LTD       COM  86800C104          262         7000 SH       Sole     57        7000            0            0
SUNTRUST BKS INC               COM  867914103           56         1537 SH       Defined   8        1537            0            0
SUNTRUST BKS INC               COM  867914103         3623       100017 SH       Sole      9      100017            0            0
SUNTRUST BKS INC               OPT  867914103         1605        44300 SH  Put  Defined   9           0        44300            0
SUNTRUST BKS INC               COM  867914103           84         2299 SH       Sole     51        2299            0            0
SUNTRUST BKS INC               COM  867914103            9          250 SH       No disc  61         250            0            0
SUPERGEN INC                   COM  868059106            1          500 SH       No disc  61         500            0            0
SUPERGEN INC USD 0.001         COM  868059106          120        58203 SH       Defined  31       58203            0            0
SUPERIOR BANCORP USD 0.001     COM  86806M205            1           23 SH       Defined  31          23            0            0
SUPERIOR ENERGY SERVICES INC U COM  868157108         7731       140200 SH       Defined  31      140200            0            0
SUPERIOR ENERGY SVCS INC       COM  868157108         5083        92181 SH       Sole      9       92181            0            0
SUPERIOR ENERGY SVCS INC       COM  868157108           62         1123 SH       Sole     56        1123            0            0
SUPERIOR ESSEX COMMUNICATIONS  COM  86815V105         2893        64811 SH       Defined  31       64811            0            0
SUPERIOR ESSEX INC             COM  86815V105          224         5000 SH       Defined   8        5000            0            0
SUPERIOR ESSEX INC             COM  86815V105          518        11600 SH       Sole      9       11600            0            0
SUPERIOR ESSEX INC             COM  86815V105          303         6788 SH       Sole     51        6788            0            0
SUPERIOR INDS INTL INC         COM  868168105          193        11456 SH       Sole      9       11456            0            0
SUPERTEX INC USD NPV           COM  868532102         1149        49190 SH       Defined  31       49190            0            0
SUPERVALU INC                  COM  868536103           46         1468 SH       Defined   8        1468            0            0
SUPERVALU INC                  COM  868536103          372        12041 SH       Sole      9       12041            0            0
SUPERVALU INC                  COM  868536103          272         8819 SH       Sole     51        8819            0            0
SUPERVALU INC                  COM  868536103           75         2421 SH       Sole     56        2421            0            0
SUPERVALU INC                  COM  868536103            6          189 SH       No disc  61         189            0            0
SUPERVALU INC USD 1            COM  868536103         4444       143857 SH       Defined  31      143857            0            0
SUPPORT.COM INC USD 0.0001     COM  868587106          119        36335 SH       Defined  31       36335            0            0
SUPPORTSOFT INC                COM  868587106            1          310 SH       No disc  61         310            0            0
SUSQUEHANNA BANCSHRAES INC USD COM  869099101           72         5245 SH       Defined  31        5245            0            0
SUSSER HOLDINGS CORPORATION US COM  869233106          323        33300 SH       Defined  31       33300            0            0
SWIFT ENERGY CO                COM  870738101            7          100 SH       Defined   8         100            0            0
SWIFT ENERGY CO                COM  870738101           41          623 SH       Sole      9         623            0            0
SWIFT ENERGY CO                COM  870738101           76         1146 SH       Sole     51        1146            0            0
SWITCH & DATA FACILITIES COM   COM  871043105          196        11500 SH       Defined   8       11500            0            0
SWS GROUP INC                  COM  78503N107           44         2600 SH       Defined   8        2600            0            0
SXC HEALTH SOLUTIONS CAD NPV   COM  78505P100           92         6725 SH       Defined  31        6725            0            0
SYBASE INC                     COM  871130100          124         4200 SH       Sole      9        4200            0            0
SYCAMORE NETWORKS INC          COM  871206108            1          180 SH       No disc  61         180            0            0
SYKES ENTERPRISES INC USD 0.01 COM  871237103         1335        70739 SH       Defined  31       70739            0            0
SYMANTEC CORP                  COM  871503108           80         4109 SH       Defined   8        4109            0            0
SYMANTEC CORP                  COM  871503108         1383        71462 SH       Sole      9       71462            0            0
SYMANTEC CORP                  COM  871503108         1362        70400 SH       Sole     51       70400            0            0
SYMANTEC CORP                  COM  871503108           30         1550 SH       Sole     56        1550            0            0
SYMANTEC CORP                  COM  871503108           26         1350 SH       No disc  61        1350            0            0
SYMANTEC CORP. USD 0.01        COM  871503108        30325      1567137 SH       Defined  31     1567137            0            0
SYNAPTICS INC USD 0.001        COM  87157D109         2148        56916 SH       Defined  31       56916            0            0
SYNERON MEDICAL LIMITED USD NP COM  M87245102          317        19254 SH       Defined  31       19254            0            0
SYNIVERSE HOLDINGS INC USD 0.0 COM  87163F106         6717       414600 SH       Defined  31      414600            0            0
SYNNEX CORP                    COM  87162W100          221         8800 SH       Defined   8        8800            0            0
SYNNEX CORPORATION USD 0.001   COM  87162W100          161         6400 SH       Defined  31        6400            0            0
SYNOPSYS INC                   COM  871607107           10          400 SH       Defined   8         400            0            0
SYNOPSYS INC                   COM  871607107            7          300 SH       Sole      9         300            0            0
SYNOVIS LIFE TECHNOLOGIES INC  COM  87162G105          855        45400 SH       Defined  31       45400            0            0
SYNOVUS FINL CORP              COM  87161C105         1170       134029 SH       Sole      9      134029            0            0
SYNTA PHARMACEUTICALS CORP USD COM  87162T206          268        43920 SH       Defined  31       43920            0            0
SYNTAX BRILLIAN CORP           COM  87163L103            0            4 SH       No disc  61           4            0            0
SYNTHESIS ENERGY SYS INC       COM  871628103            6          600 SH       Defined   8         600            0            0
SYNTROLEUM CORP                COM  871630109          617       360725 SH       Sole      9      360725            0            0
SYNTROLEUM CORP                COM  871630109           17        10000 SH       Sole     57       10000            0            0
SYNUTRA INTERNATIONAL, INC. US COM  87164C102           55         1700 SH       Defined  31        1700            0            0
SYNUTRA INTL INC               COM  87164C102            7          200 SH       Defined   8         200            0            0
SYNVISTA THERAPEUTICS INC      COM  87164M100            0          229 SH       No disc  61         229            0            0
SYSCO CORP                     COM  871829107           11          385 SH       Defined   8         385            0            0
SYSCO CORP                     COM  871829107         3188       115896 SH       Sole      9      115896            0            0
SYSCO CORP                     COM  871829107          374        13600 SH       Sole     51       13600            0            0
SYSCO CORPORATION USD 1        COM  871829107        27991      1017461 SH       Defined  31     1017461            0            0
SYSTEMAX INC                   COM  871851101          213        12100 SH       Sole     51       12100            0            0
T-3 ENERGY SERVICES INC USD 0. COM  87306E107         1280        16100 SH       Defined  31       16100            0            0
TAIWAN SEMICONDUCTOR MFG LTD   ADR  874039100          343        31410 SH       Sole      9       31410            0            0
TAIWAN SEMICONDUCTOR MFG LTD   ADR  874039100           20         1809 SH       Sole     20           0         1809            0
TAIWAN SEMICONDUCTOR MFG LTD   COM  874039100         1432       131279 SH       Sole     56      131279            0            0
TAKE-TWO INTERACTIVE SOFTWAR   COM  874054109           57         2200 SH       Defined   8        2200            0            0
TAKE-TWO INTERACTIVE SOFTWAR   COM  874054109         1414        55300 SH       Sole      9       55300            0            0
TAL INTERNATIONAL GROUP INC US COM  874083108          944        41500 SH       Defined  31       41500            0            0
TAL INTL GROUP INC             COM  874083108           16          700 SH       Defined   8         700            0            0
TALISMAN ENERGY INC            COM  87425E103         5698       257452 SH       Sole      9      257452            0            0
TALISMAN ENERGY INC            COM  87425E103          137         6200 SH       Defined  60        6200            0            0
TALISMAN ENERGY INC            COM  87425E103          392        17718 SH       No disc  61       17718            0            0
TALISMAN ENERGY INC            COM  87425E103           11          480 SH       Sole     99         480            0            0
TALISMAN ENERGY INC CAD NPV    COM  87425E103         8391       379150 SH       Defined  31      379150            0            0
TAM SA                         ADR  87484D103         2074       108449 SH       Sole      9      108449            0            0
TANGER FACTORY OUTLET CTRS I   COM  875465106          493        13724 SH       Sole      9       13724            0            0
TANZANIAN ROYALTY EXPL CORP    COM  87600U104           20         4173 SH       No disc  61        4173            0            0
TARGET CORP                    COM  87612E106         5494       118178 SH       Sole      9      118178            0            0
TARGET CORP                    OPT  87612E106          930        20000 SH  Call Defined   9           0        20000            0
TARGET CORP                    OPT  87612E106        28359       610000 SH  Put  Defined   9           0       610000            0
TARGET CORP                    COM  87612E106        11124       239280 SH       Sole     51      239280            0            0
TARGET CORP                    COM  87612E106          279         6000 SH       No disc  61        6000            0            0
TASEKO MINES LTD               COM  876511106          349        68196 SH       Sole     51       68196            0            0
TASEKO MINES LTD               COM  876511106          113        22000 SH       No disc  61       22000            0            0
TASER INTL INC                 COM  87651B104           15         2973 SH       No disc  61        2973            0            0
TATA COMMUNICATIONS LIMITED AD COM  876564105          830        46500 SH       Defined  31       46500            0            0
TATA COMMUNICATIONS LTD        ADR  876564105          196        11000 SH       Sole      9       11000            0            0
TATA MOTORS LTD ADR REP 1 ORD  COM  876568502        11723      1166400 SH       Defined  31     1166400            0            0
TATA MTRS LTD                  ADR  876568502          743        73900 SH       Sole      9       73900            0            0
TAUBMAN CENTRES INC REIT USD 0 COM  876664103         7595       156100 SH       Defined  31      156100            0            0
TAUBMAN CTRS INC               COM  876664103          179         3688 SH       Sole      9        3688            0            0
TCF FINL CORP                  COM  872275102          151        12500 SH       Defined   8       12500            0            0
TCF FINL CORP                  COM  872275102          211        17547 SH       Sole      9       17547            0            0
TD AMERITRADE HLDG CORP        COM  87236Y108            4          200 SH       Sole      9         200            0            0
TDK CORP ADR REP 1 ORD         COM  872351408          162         2700 SH       Defined  31        2700            0            0
TECH DATA CORPORATION USD 0.00 COM  878237106         5097       150391 SH       Defined  31      150391            0            0
TECHNE CORP                    COM  878377100          147         1900 SH       Sole      9        1900            0            0
TECHNE CORP USD 0.01           COM  878377100          256         3307 SH       Defined  31        3307            0            0
TECHNITROL INC USD 0.125       COM  878555101          162         9500 SH       Defined  31        9500            0            0
TECK COMINCO LIMITED CAD NPV   COM  878742204         6996       145900 SH       Defined  31      145900            0            0
TECK COMINCO LTD               COM  878742204          777        16194 SH       Sole      9       16194            0            0
TECK COMINCO LTD               COM  878742204          207         4321 SH       Sole     17        4321            0            0
TECK COMINCO LTD               COM  878742204          182         3800 SH       Sole     20           0         3800            0
TECK COMINCO LTD               COM  878742204         1151        24000 SH       Sole     56       24000            0            0
TECK COMINCO LTD               COM  878742204          308         6430 SH       Defined  60        6430            0            0
TECK COMINCO LTD               COM  878742204          597        12440 SH       No disc  61       12440            0            0
TECK COMINCO LTD               COM  878742204           47          970 SH       Sole     99         970            0            0
TECO ENERGY INC                COM  872375100           11          524 SH       Sole      9         524            0            0
TECO ENERGY INC                COM  872375100            1           50 SH       No disc  61          50            0            0
TECUMSEH PRODS CO              COM  878895200          207         6300 SH       Sole      9        6300            0            0
TECUMSEH PRODS CO              COM  878895101           55         1900 SH       Sole     51        1900            0            0
TECUMSEH PRODS CO              COM  878895200          233         7100 SH       Sole     51        7100            0            0
TECUMSEH PRODUCTS COMPANY USD  COM  878895200          536        16342 SH       Defined  31       16342            0            0
TEEKAY CORPORATION             COM  Y8564W103          102         2262 SH       Sole      9        2262            0            0
TEEKAY OFFSHORE PARTNERS L P   COM  Y8565J101           52         2600 SH       Defined   8        2600            0            0
TEEKAY TANKERS LTD USD 0.01    COM  Y8565N102           47         2000 SH       Defined  31        2000            0            0
TEJON RANCH CO DEL             COM  879080109          141         3900 SH       Defined   8        3900            0            0
TEJON RANCH CO USD 0.5         COM  879080109          293         8100 SH       Defined  31        8100            0            0
TEKELEC                        COM  879101103          221        15000 SH       Defined   8       15000            0            0
TEL OFFSHORE TRUST TRUSTS USD  COM  872382106          345        12900 SH       Defined  31       12900            0            0
TELE NORTE LESTE PART S A      COM  879246106         5331       213995 SH       Sole     51      213995            0            0
TELE NORTE LESTE PART S A      COM  879246106          575        23075 SH       Defined  60       23075            0            0
TELE NORTE LESTE PART S A      COM  879246106           10          420 SH       Sole     99         420            0            0
TELE NORTE LESTE PARTICIPACOES COM  879246106         4213       169100 SH       Defined  31      169100            0            0
TELECOM ARGENT STET FRAN ADR R COM  879273209         3619       253900 SH       Defined  31      253900            0            0
TELECOM ARGENTINA S A          COM  879273209           26         1803 SH       Sole     51        1803            0            0
TELECOM CORP NEW ZEALAND LTD   COM  879278208           77         5688 SH       Defined  60        5688            0            0
TELECOM CORPORATION OF NEW ZEA COM  879278208         4448       329237 SH       Defined  31      329237            0            0
TELECOM ITALIA S.P.A. ADR REP  COM  87927Y102         3605       180600 SH       Defined  31      180600            0            0
TELECOM ITALIA S.P.A. ADR REP  COM  87927Y201          341        21100 SH       Defined  31       21100            0            0
TELECOMMUNICATION SYS INC      COM  87929J103            2          404 SH       No disc  61         404            0            0
TELECOMMUNICATIONS SYSTEMS INC COM  87929J103          132        28448 SH       Defined  31       28448            0            0
TELECOMUNICACOES DE SAO PAULO  COM  87929A102         3283       116700 SH       Defined  31      116700            0            0
TELEDYNE TECHNOLOGIES INC      COM  879360105          332         6800 SH       Sole      9        6800            0            0
TELEDYNE TECHNOLOGIES INC USD  COM  879360105         2645        54200 SH       Defined  31       54200            0            0
TELEFLEX INC USD 1             COM  879369106         9290       167100 SH       Defined  31      167100            0            0
TELEFONICA SA ADR REP 3 ORD    COM  879382208         6057        76100 SH       Defined  31       76100            0            0
TELEKOMUNIKASI INDONESIA PT AD COM  715684106         8189       253900 SH       Defined  31      253900            0            0
TELEPHONE & DATA SYS INC       COM  879433100          337         7130 SH       Sole      9        7130            0            0
TELEPHONE & DATA SYS INC       COM  879433860           17          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                  ADR  879603108         5224        68828 SH       Sole      9       68828            0            0
TELKOM SA LTD ADR REP 4 ORD    COM  879603108          259         3400 SH       Defined  31        3400            0            0
TELKONET INC                   COM  879604106            5         9500 SH       No disc  61        9500            0            0
TELLABS INC                    COM  879664100            4          793 SH       Defined   8         793            0            0
TELLABS INC                    COM  879664100            1          250 SH       Sole      9         250            0            0
TELLABS INC                    COM  879664100            2          350 SH       Defined  60         350            0            0
TELLABS INC                    COM  879664100           56        12000 SH       No disc  61       12000            0            0
TELMEX INTERNACIONAL SAB DE    COM  879690105          532        33046 SH       Sole     51       33046            0            0
TELULAR CORP                   COM  87970T208            2          413 SH       No disc  61         413            0            0
TELUS CORP                     COM  87971M202            4          100 SH       Sole      9         100            0            0
TELUS CORPORATION CAD NPV      COM  87971M202         2344        58100 SH       Defined  31       58100            0            0
TELVENT EUR 3.005              COM  E90215109            5          200 SH       Defined  31         200            0            0
TEMPLE INLAND INC              COM  879868107          441        39100 SH       Sole      1       39100            0            0
TEMPLE INLAND INC              COM  879868107         1125        99800 SH       Sole      9       99800            0            0
TEMPLETON DRAGON FD INC        COM  88018T101           42         1700 SH       Sole      9        1700            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 INTERNATIONAL INC COM  88023U101           59         7500 SH       Defined  31        7500            0            0
TENARIS S A                    COM  88031M109         1293        17358 SH       Sole     51       17358            0            0
TENET HEALTHCARE CORP          COM  88033G100         2089       375670 SH       Sole      9      375670            0            0
TENET HEALTHCARE CORP          OPT  88033G100         3203       576000 SH  Put  Defined   9           0       576000            0
TENET HEALTHCARE CORP          COM  88033G100          204        36800 SH       Sole     51       36800            0            0
TENNECO AUTOMOTIVE INC USD 0.0 COM  880349105         1021        75400 SH       Defined  31       75400            0            0
TENNECO INC                    COM  880349105          107         7900 SH       Sole     51        7900            0            0
TERADATA CORP DEL              COM  88076W103            3          116 SH       Defined   8         116            0            0
TERADATA CORP DEL              COM  88076W103          925        39994 SH       Sole      9       39994            0            0
TERADATA CORP DEL              COM  88076W103           47         2052 SH       Sole     56        2052            0            0
TERADATA CORP DEL              COM  88076W103            2           98 SH       No disc  61          98            0            0
TERADYNE INC                   COM  880770102            4          349 SH       Defined   8         349            0            0
TERADYNE INC                   COM  880770102          156        14130 SH       Sole      9       14130            0            0
TERADYNE INC                   COM  880770102            4          347 SH       No disc  61         347            0            0
TERCICA  INC USD 0.001         COM  88078L105           70         7818 SH       Defined  31        7818            0            0
TERCICA INC                    COM  88078L105         1766       200000 SH       Sole      9      200000            0            0
TERDATA CORPORATION USD 0.01   COM  88076W103         1986        85800 SH       Defined  31       85800            0            0
TEREX CORP NEW                 COM  880779103            1           10 SH       Defined   8          10            0            0
TEREX CORP NEW                 COM  880779103          558        10872 SH       Sole      9       10872            0            0
TEREX CORP NEW                 COM  880779103          943        18346 SH       Sole     51       18346            0            0
TERNIUM SA ADR REP 1 ORD       COM  880890108          567        13500 SH       Defined  31       13500            0            0
TERRA INDUSTRIES USD NPV       COM  880915103         6465       131000 SH       Defined  31      131000            0            0
TERRA NITROGEN CO L P          COM  881005201           29          227 SH       Sole      9         227            0            0
TERRA NITROGEN CO L P          COM  881005201         1489        11472 SH       Sole     51       11472            0            0
TERRESTAR CORP USD 0.01        COM  881451108           49        12140 SH       Defined  31       12140            0            0
TESCO CORP CAD NPV             COM  88157K101          870        27200 SH       Defined  31       27200            0            0
TESORO CORP                    COM  881609101            3          130 SH       Defined   8         130            0            0
TESORO CORP                    COM  881609101        16870       853335 SH       Sole      9      853335            0            0
TESORO CORP                    OPT  881609101        14828       750000 SH  Call Defined   9           0       750000            0
TESORO CORP                    OPT  881609101        14828       750000 SH  Put  Defined   9           0       750000            0
TESORO CORP                    COM  881609101          152         7700 SH       Sole     51        7700            0            0
TETRA TECHNOLOGIES USD 0.01    COM  88162F105          517        21791 SH       Defined  31       21791            0            0
TEVA PHARMACEUTICAL INDS LTD   ADR  881624209           94         2043 SH       Sole      9        2043            0            0
TEVA PHARMACEUTICAL INDS LTD   COM  881624209         2798        61101 SH       Sole     51       61101            0            0
TEVA PHARMACEUTICAL INDS LTD   COM  881624209           27          600 SH       Defined  60         600            0            0
TEVA PHARMACEUTICAL INDS LTD   COM  881624209          252         5496 SH       Sole     99        5496            0            0
TEXAS INDS INC                 COM  882491103           17          300 SH       Defined   8         300            0            0
TEXAS INSTRS INC               COM  882508104          181         6405 SH       Defined   8        6405            0            0
TEXAS INSTRS INC               COM  882508104         4809       170773 SH       Sole      9      170773            0            0
TEXAS INSTRS INC               COM  882508104          952        33800 SH       Sole     51       33800            0            0
TEXAS INSTRS INC               COM  882508104          357        12660 SH       Sole     56       12660            0            0
TEXAS INSTRS INC               COM  882508104           83         2940 SH       No disc  61        2940            0            0
TEXAS INSTRS INC               COM  882508104          174         6180 SH       Sole     99        6180            0            0
TEXAS PACIFIC LAND TRUST ROYAL COM  882610108           80         1500 SH       Defined  31        1500            0            0
TEXAS ROADHOUSE INC USD 0.001  COM  882681109          751        83714 SH       Defined  31       83714            0            0
TEXTAINER GROUP HOLDINGS LTD U COM  G8766E109           63         3200 SH       Defined  31        3200            0            0
TEXTRON INC                    COM  883203101           18          360 SH       Defined   8         360            0            0
TEXTRON INC                    COM  883203101         4888       101987 SH       Sole      9      101987            0            0
TEXTRON INC                    COM  883203101         1653        34500 SH       Sole     51       34500            0            0
TEXTRON INC                    COM  883203101           36          745 SH       No disc  61         745            0            0
TFS FINL CORP                  COM  87240R107            4          300 SH       Defined   8         300            0            0
TFS FINL CORP                  COM  87240R107          707        61000 SH       Sole      9       61000            0            0
THE RYLAND GROUP INC USD 1     COM  783764103        12240       561200 SH       Defined  31      561200            0            0
THE TRAVELLERS COMPANY USD NPV COM  89417E109         1858        42800 SH       Defined  31       42800            0            0
THERAGENICS CORP USD 0.01      COM  883375107           34         9200 SH       Defined  31        9200            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102          168         3012 SH       Defined   8        3012            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102           95         1698 SH       Sole      9        1698            0            0
THERMO FISHER SCIENTIFIC INC   COM  883556102         2732        49021 SH       Sole     51       49021            0            0
THESTREET COM                  COM  88368Q103           23         3500 SH       Defined   8        3500            0            0
THESTREET COM                  COM  88368Q103           18         2801 SH       Sole      9        2801            0            0
THIRD WAVE TECHNOLOGIES INC    COM  88428W108          221        19800 SH       Defined   8       19800            0            0
THIRD WAVE TECHNOLOGIES INC    COM  88428W108         8311       744707 SH       Sole      9      744707            0            0
THIRD WAVE TECHNOLOGIES USD 0. COM  88428W108         1608       144031 SH       Defined  31      144031            0            0
THOMAS & BETTS CORP USD 0.1    COM  884315102         4414       116600 SH       Defined  31      116600            0            0
THOMAS PROPERTIES GROUP USD 0. COM  884453101           36         3559 SH       Defined  31        3559            0            0
THOMAS WEISEL PARTNERS GROUP I COM  884481102          268        48836 SH       Defined  31       48836            0            0
THOMPSON CREEK METALS CO INC   COM  884768102          488        25000 SH       Sole     56       25000            0            0
THOMPSON CREEK METALS CO INC   COM  884768102           12          590 SH       No disc  61         590            0            0
THOMPSON CREEK METALS COMPANY  COM  884768102          428        21900 SH       Defined  31       21900            0            0
THOMSON MULTIMEDIA SA ADR REP  COM  885118109          283        55000 SH       Defined  31       55000            0            0
THOMSON REUTERS CORP           COM  884903105         6691       207873 SH       Sole      9      207873            0            0
THOMSON REUTERS CORP           COM  884903105           41         1288 SH       No disc  10        1288            0            0
THOMSON REUTERS CORP           COM  884903105           27          840 SH       No disc  50         840            0            0
THOMSON REUTERS CORP           COM  884903105           60         1849 SH       No disc  61        1849            0            0
THOMSON REUTERS CORP           COM  884903105           17          514 SH       Shared/  61         514            0            0
THOMSON REUTERS CORP           COM  884903105          391        12155 SH       Sole     99       12155            0            0
THOMSON REUTERS CORPORATION CA COM  884903105          216         6700 SH       Defined  31        6700            0            0
THOMSON REUTERS PLC COMMON STO COM  885141101          293         1800 SH       Defined  31        1800            0            0
THOR INDS INC                  COM  885160101          106         5000 SH       Sole     59        5000            0            0
THORNBURG MTG INC              COM  885218107           14        71509 SH       Sole     51       71509            0            0
THQ INC                        COM  872443403           16          775 SH       No disc  61         775            0            0
TIBCO SOFTWARE INC             COM  88632Q103          135        17609 SH       No disc  61       17609            0            0
TIDEWATER INC                  COM  886423102          118         1811 SH       Sole     56        1811            0            0
TIDEWATER INC USD 0.1          COM  886423102         9339       143600 SH       Defined  31      143600            0            0
TIERONE CORP USD 0.01          COM  88650R108            1          152 SH       Defined  31         152            0            0
TIFFANY & CO NEW               COM  886547108           10          237 SH       Defined   8         237            0            0
TIFFANY & CO NEW               COM  886547108         5373       131841 SH       Sole      9      131841            0            0
TIFFANY & CO NEW               COM  886547108          788        19336 SH       Sole     51       19336            0            0
TIFFANY & CO NEW               COM  886547108            8          200 SH       No disc  61         200            0            0
TIGERLOGIC CORPORATION         COM  8867EQ101            3          600 SH       No disc  61         600            0            0
TIM HORTONS INC                COM  88706M103         1231        42938 SH       Sole      9       42938            0            0
TIM HORTONS INC                COM  88706M103           30         1042 SH       No disc  61        1042            0            0
TIM HORTONS INC USD 0.001      COM  88706M103         6748       235200 SH       Defined  31      235200            0            0
TIM PARTICIPACOES SA ADR REP 1 COM  88706P106         7633       268478 SH       Defined  31      268478            0            0
TIMBERLINE RES CORP            COM  887133106            7         2283 SH       No disc  61        2283            0            0
TIME WARNER CABLE INC          COM  88732J108        12216       461326 SH       Sole      1      461326            0            0
TIME WARNER CABLE INC          COM  88732J108          141         5300 SH       Defined   8        5300            0            0
TIME WARNER CABLE INC          COM  88732J108            6          210 SH       Sole      9         210            0            0
TIME WARNER CABLE INC USD 0.01 COM  88732J108        11472       433200 SH       Defined  31      433200            0            0
TIME WARNER INC                COM  887317105           50         3337 SH       Defined   8        3337            0            0
TIME WARNER INC                COM  887317105         7108       480297 SH       Sole      9      480297            0            0
TIME WARNER INC                OPT  887317105        12432       840000 SH  Call Defined   9           0       840000            0
TIME WARNER INC                OPT  887317105        26552      1794000 SH  Put  Defined   9           0      1794000            0
TIME WARNER INC                COM  887317105          497        33564 SH       Sole     56       33564            0            0
TIME WARNER INC                COM  887317105          291        19644 SH       No disc  61       19644            0            0
TIME WARNER INC                COM  887317105            7          500 SH       Sole     99         500            0            0
TIMKEN CO                      COM  887389104           43         1317 SH       Sole     56        1317            0            0
TIMKEN CO                      COM  887389104            2           47 SH       No disc  61          47            0            0
TIMKEN CO USD NPV              COM  887389104        13041       395900 SH       Defined  31      395900            0            0
TITAN INTERNATIONAL INC USD NP COM  88830M102         1611        45200 SH       Defined  31       45200            0            0
TITAN MACHINERY INC USD 0.0000 COM  88830R101          157         5000 SH       Defined  31        5000            0            0
TITANIUM METALS CORP           COM  888339207            2          100 SH       Defined   8         100            0            0
TITANIUM METALS CORP           COM  888339207          735        52512 SH       Sole      9       52512            0            0
TJX COMPANIES INC USD 1        COM  872540109         5617       178459 SH       Defined  31      178459            0            0
TJX COS INC NEW                COM  872540109           20          617 SH       Defined   8         617            0            0
TJX COS INC NEW                COM  872540109         1914        60824 SH       Sole      9       60824            0            0
TJX COS INC NEW                COM  872540109         1400        44500 SH       Sole     51       44500            0            0
TJX COS INC NEW                COM  872540109          185         5873 SH       Sole     56        5873            0            0
TNS INC                        COM  872960109          110         4600 SH       Sole     51        4600            0            0
TNS INC                        COM  872960109          208         8669 SH       No disc  61        8669            0            0
TNS INC USD 0.001              COM  872960109         1222        51000 SH       Defined  31       51000            0            0
TOLL BROTHERS INC              COM  889478103            6          300 SH       Sole      9         300            0            0
TOLL BROTHERS INC              COM  889478103            4          200 SH       No disc  61         200            0            0
TOLL BROTHERS INC USD 0.01     COM  889478103         5992       319871 SH       Defined  31      319871            0            0
TOMKINS PLC ADR REP 4 ORD      COM  890030208          101         8300 SH       Defined  31        8300            0            0
TONGJITANG CHINESE MEDICINES C COM  89025E103          307        73400 SH       Defined  31       73400            0            0
TOOTSIE ROLL INDUSTRIES INC US COM  890516107           55         2176 SH       Defined  31        2176            0            0
TORCHMARK CORP                 COM  891027104            8          127 SH       Defined   8         127            0            0
TORCHMARK CORP                 COM  891027104           22          371 SH       Sole      9         371            0            0
TORCHMARK CORP                 COM  891027104           13          227 SH       Sole     56         227            0            0
TORCHMARK CORP USD 1           COM  891027104         2552        43496 SH       Defined  31       43496            0            0
TOREADOR RES CORP              COM  891050106           58         6770 SH       No disc  61        6770            0            0
TORONTO DOMINION BK ONT        COM  891160509          377         6054 SH       Sole      9        6054            0            0
TORONTO DOMINION BK ONT        COM  891160509          504         8100 SH       Sole     57        8100            0            0
TORONTO DOMINION BK ONT        COM  891160509          417         6700 SH       Defined  60        6700            0            0
TORONTO DOMINION BK ONT        COM  891160509          768        12336 SH       No disc  61       12336            0            0
TORONTO DOMINION BK ONT        COM  891160509          579         9298 SH       Sole     99        9298            0            0
TORTOISE ENERGY CAPITAL CORPOR COM  89147N304          208        17400 SH       Defined  31       17400            0            0
TOTAL SYS SVCS INC             COM  891906109           12          562 SH       Sole      9         562            0            0
TOTAL SYSTEMS SERVICES INC USD COM  891906109         5579       251038 SH       Defined  31      251038            0            0
TOWN SPORTS INTERNATIONAL USD  COM  89214A102           26         2698 SH       Defined  31        2698            0            0
TOYOTA MOTOR CORP              COM  892331307           28          300 SH       Sole     99         300            0            0
TOYOTA MOTOR CORPORATION ADR R COM  892331307        26537       282300 SH       Defined  31      282300            0            0
TRACTOR SUPPLY CO              COM  892356106           61         2100 SH       Sole      9        2100            0            0
TRACTOR SUPPLY CO USD 0.008    COM  892356106         1062        36567 SH       Defined  31       36567            0            0
TRADESTATION GROUP INC. USD 0. COM  89267P105            1            2 SH       Defined  31           2            0            0
TRANS1 INC                     COM  89385X105            8          500 SH       Defined   8         500            0            0
TRANSALTA CORP                 COM  89346D107         1051        29000 SH       Sole      9       29000            0            0
TRANSALTA CORP                 COM  89346D107            9          252 SH       No disc  61         252            0            0
TRANSALTA CORP CAD NPV         COM  89346D107         1120        30900 SH       Defined  31       30900            0            0
TRANSATLANTIC HLDGS INC        COM  893521104            8          150 SH       Sole     99         150            0            0
TRANSCANADA CORP               COM  89353D107         2466        63594 SH       Sole      9       63594            0            0
TRANSCANADA CORP               COM  89353D107          185         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         3928       101300 SH       Defined  31      101300            0            0
TRANSCEND SERVICES INC         COM  893929208            1           60 SH       No disc  61          60            0            0
TRANSCEND SERVICES INC USD 0.0 COM  893929208          117        13000 SH       Defined  31       13000            0            0
TRANSGLOBE ENERGY CORPORATION  COM  893662106          257        50753 SH       Defined  31       50753            0            0
TRANSMERIDIAN EXPL INC         COM  89376N108            1          879 SH       No disc  61         879            0            0
TRANSMETA CORP DEL             COM  89376R208            3          200 SH       No disc  61         200            0            0
TRANSOCEAN INC NEW             COM  G90073100         2788        18292 SH       Defined   8       18292            0            0
TRANSOCEAN INC NEW             COM  G90073100        20287       133127 SH       Sole      9      133127            0            0
TRANSWITCH CORP                COM  894065101            2         2000 SH       No disc  61        2000            0            0
TRAVELERS COMPANIES INC        COM  89417E109         1770        40777 SH       Sole      9       40777            0            0
TRAVELERS COMPANIES INC        OPT  89417E109          782        18000 SH  Call Defined   9           0        18000            0
TRAVELERS COMPANIES INC        OPT  89417E109         1007        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         2750        63360 SH       Sole     51       63360            0            0
TRAVELERS COMPANIES INC        COM  89417E109          349         8045 SH       Sole     56        8045            0            0
TRAVELERS COMPANIES INC        COM  89417E109            2           37 SH       Sole     57          37            0            0
TRAVELERS COMPANIES INC        COM  89417E109           28          648 SH       No disc  61         648            0            0
TRAVELERS COMPANIES INC        COM  89417E109            5          112 SH       Shared/  61         112            0            0
TRC COS INC USD 0.1            COM  872625108           62        15200 SH       Defined  31       15200            0            0
TREDEGAR CORP USD NPV          COM  894650100         1172        79700 SH       Defined  31       79700            0            0
TREEHOUSE FOODS INC USD 0.01   COM  89469A104          881        36300 SH       Defined  31       36300            0            0
TRI CONTL CORP                 COM  895436103        16670      1000000 SH       Defined  32     1000000            0            0
TRI CONTL CORP                 COM  895436103           37         2214 SH       No disc  61        2214            0            0
TRI CONTL CORP                 COM  895436103           34         2072 SH       Sole     99        2072            0            0
TRI VY CORP                    COM  895735108           38         5125 SH       No disc  61        5125            0            0
TRIARC COMPANIES INC USD 0.1   COM  895927101          546        85300 SH       Defined  31       85300            0            0
TRIARC COMPANIES INC USD 0.1   COM  895927309          925       146000 SH       Defined  31      146000            0            0
TRICO MARINE SERVICES USD 0.01 COM  896106200         1554        42652 SH       Defined  31       42652            0            0
TRIDENT MICROSYSTEMS INC USD 0 COM  895919108           26         7043 SH       Defined  31        7043            0            0
TRIMAS CORP USD 0.01           COM  896215209          189        31500 SH       Defined  31       31500            0            0
TRIMBLE NAVIGATION LTD         COM  896239100           72         2000 SH       Defined   8        2000            0            0
TRINA SOLAR LIMITED            COM  89628E104          184         6000 SH       Sole     57        6000            0            0
TRINITY INDS INC               COM  896522109        17834       514100 SH       Sole      1      514100            0            0
TRINITY INDS INC               COM  896522109         1735        50000 SH       Sole      9       50000            0            0
TRINITY INDUSTRIES INC USD 1   COM  896522109        33119       954693 SH       Defined  31      954693            0            0
TRIPLE-S MGMT CORP             COM  896749108            4          200 SH       Defined   8         200            0            0
TRIQUINT SEMICONDUCTOR INC     COM  89674K103           77        12600 SH       Defined   8       12600            0            0
TRIQUINT SEMICONDUCTOR INC USD COM  89674K103          390        64202 SH       Defined  31       64202            0            0
TRIUMPH GROUP INC USD 0.001    COM  896818101          693        14702 SH       Defined  31       14702            0            0
TRIZETTO GROUP INC             COM  896882107           75         3500 SH       Defined   8        3500            0            0
TRIZETTO GROUP INC             COM  896882107        17211       805017 SH       Sole      9      805017            0            0
TRIZETTO GROUP INC USD 0.001   COM  896882107         2082        97374 SH       Defined  31       97374            0            0
TRONOX INC                     COM  897051207          306       101398 SH       Sole      9      101398            0            0
TRONOX INC                     COM  897051207            0          115 SH       No disc  61         115            0            0
TRONOX INCORPORATED USD 0.01   COM  897051108          652       206300 SH       Defined  31      206300            0            0
TRONOX INCORPORATED USD 0.01   COM  897051207          100        32800 SH       Defined  31       32800            0            0
TRUE RELIGION APPAREL INC      COM  89784N104           11          400 SH       Defined   8         400            0            0
TRUE RELIGION APPAREL INC USD  COM  89784N104          244         9151 SH       Defined  31        9151            0            0
TRUSTMARK CORP                 COM  898402102          217        12319 SH       Sole      9       12319            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106         1847       100000 SH       Sole      1      100000            0            0
TRW AUTOMOTIVE HLDGS CORP      COM  87264S106            4          200 SH       Defined   8         200            0            0
TRW AUTOMOTIVE HLDGS CORP      OPT  87264S106          311        16800 SH  Put  Defined   9           0        16800            0
TRW AUTOMOTIVE HOLDINGS CORPOR COM  87264S106         8587       464900 SH       Defined  31      464900            0            0
TSAKOS ENERGY NAVIGATION LTD U COM  G9108L108         3468        93516 SH       Defined  31       93516            0            0
TTM TECHNOLOGIES  INC          COM  87305R109          110         8300 SH       Defined   8        8300            0            0
TTM TECHNOLOGIES  INC          COM  87305R109          335        25380 SH       Sole      9       25380            0            0
TTM TECHNOLOGIES  INC          COM  87305R109          259        19600 SH       Sole     51       19600            0            0
TTM TECHNOLOGIES INC USD 0.001 COM  87305R109           20         1440 SH       Defined  31        1440            0            0
TUPPERWARE BRANDS CORPORATION  COM  899896104         8511       248700 SH       Defined  31      248700            0            0
TURBOCHEF TECHNOLOGIES INC     COM  900006206           96        20000 SH       No disc  61       20000            0            0
TURKCELL ILETISIM HIZMETLERI A COM  900111204        13723       943100 SH       Defined  31      943100            0            0
TYCO ELECTRONICS LTD           COM  G9144P105           20          556 SH       Defined   8         556            0            0
TYCO ELECTRONICS LTD           COM  G9144P105         1390        38805 SH       Sole      9       38805            0            0
TYCO ELECTRONICS LTD USD 0.2   COM  G9144P105        18090       505000 SH       Defined  31      505000            0            0
TYCO INTL LTD BERMUDA          COM  G9143X208           23          556 SH       Defined   8         556            0            0
TYCO INTL LTD BERMUDA          COM  G9143X208         6710       167583 SH       Sole      9      167583            0            0
TYLER TECHNOLOGIES INC         COM  902252105           26         1900 SH       Defined   8        1900            0            0
TYLER TECHNOLOGIES INC USD 0.0 COM  902252105          769        56600 SH       Defined  31       56600            0            0
TYSON FOODS INC                COM  902494103            1            2 SH       Defined   8           2            0            0
TYSON FOODS INC                COM  902494103         2540       170013 SH       Sole      9      170013            0            0
TYSON FOODS INC                COM  902494103          210        14025 SH       Sole     51       14025            0            0
U S AIRWAYS GROUP INC          COM  90341W108            8         3255 SH       Defined  60        3255            0            0
U S G CORP                     COM  903293405           12          400 SH       No disc  61         400            0            0
U S GEOTHERMAL INC             COM  90338S102            3         1000 SH       No disc  61        1000            0            0
U S GLOBAL INVS INC            COM  902952100           41         2400 SH       Defined   8        2400            0            0
U S GLOBAL INVS INC            COM  902952100         3172       189386 SH       Sole     51      189386            0            0
U S GLOBAL INVS INC            COM  902952100           12          700 SH       No disc  61         700            0            0
U S PHYSICAL THERAPY INC       COM  90337L108          124         7500 SH       Defined   8        7500            0            0
U STORE IT TR                  COM  91274F104          247        20695 SH       Sole      9       20695            0            0
U. S. PHYSICAL THERAPY INC USD COM  90337L108         1141        69500 SH       Defined  31       69500            0            0
UAL CORP                       COM  902549807            3          437 SH       Defined   8         437            0            0
UAL CORP                       COM  902549807            3          490 SH       No disc  61         490            0            0
UDR INC                        COM  902653104          269        12003 SH       Defined   8       12003            0            0
UDR INC                        COM  902653104         2532       113128 SH       Sole      9      113128            0            0
UFP TECHNOLOGIES INC USD 0.01  COM  902673102          643        64235 SH       Defined  31       64235            0            0
UGI CORP NEW                   COM  902681105          222         7700 SH       Defined   8        7700            0            0
UGI CORP NEW                   COM  902681105           48         1661 SH       Sole     56        1661            0            0
UGI CORP USD NPV               COM  902681105        10058       350300 SH       Defined  31      350300            0            0
ULTA SALON COSMETICS & FRAGRAN COM  90384S303           78         6902 SH       Defined  31        6902            0            0
ULTRA PETROLEUM CORP           COM  903914109           20          200 SH       Sole      9         200            0            0
ULTRA PETROLEUM CORPORATION US COM  903914109        15408       156900 SH       Defined  31      156900            0            0
ULTRALIFE CORP                 COM  903899102           61         5720 SH       Sole      9        5720            0            0
ULTRAPAR PARTICIPACOES S A     ADR  90400P101           60         1576 SH       Sole      9        1576            0            0
ULTRAPAR PARTICIPACOES S.A. AD COM  90400P101          925        24300 SH       Defined  31       24300            0            0
ULTRATECH INC                  COM  904034105           25         1600 SH       Defined   8        1600            0            0
UMPQUA HLDGS CORP              COM  904214103          200        16529 SH       Sole      9       16529            0            0
UNDER ARMOUR INC               COM  904311107          344        13401 SH       Sole      9       13401            0            0
UNIBANCO - UNIAO DE BANCOS BRA COM  90458E107        33485       263800 SH       Defined  31      263800            0            0
UNIBANCO-UNIAO DE BANCOS BRA   GDR  90458E107          221         1740 SH       Sole      9        1740            0            0
UNIBANCO-UNIAO DE BANCOS BRA   COM  90458E107           74          584 SH       Sole     51         584            0            0
UNICA CORPORATION USD 0.01     COM  904583101          126        15600 SH       Defined  31       15600            0            0
UNIFI INC USD 0.1              COM  904677101           12         4400 SH       Defined  31        4400            0            0
UNIFIRST CORP MASS             COM  904708104           99         2200 SH       Defined   8        2200            0            0
UNILEVER NV NY REG SHRS REP 1  COM  904784709        47105      1658600 SH       Defined  31     1658600            0            0
UNILEVER PLC ADR REP 4 ORD     COM  904767704        31720      1116494 SH       Defined  31     1116494            0            0
UNION DRILLING INC USD 0.01    COM  90653P105          258        11900 SH       Defined  31       11900            0            0
UNION PAC CORP                 COM  907818108           35          460 SH       Defined   8         460            0            0
UNION PAC CORP                 COM  907818108          639         8462 SH       Sole      9        8462            0            0
UNION PAC CORP                 COM  907818108          559         7396 SH       Sole     51        7396            0            0
UNION PAC CORP                 COM  907818108          211         2796 SH       Sole     56        2796            0            0
UNION PAC CORP                 COM  907818108           48          640 SH       No disc  61         640            0            0
UNION PACIFIC CORPORATION USD  COM  907818108        37932       502400 SH       Defined  31      502400            0            0
UNIONBANCAL CORP               COM  908906100           29          700 SH       Defined   8         700            0            0
UNIONBANCAL CORP               COM  908906100         1209        29913 SH       Sole      9       29913            0            0
UNIONBANCAL CORP               COM  908906100          179         4425 SH       Sole     56        4425            0            0
UNISOURCE ENERGY CORP          COM  909205106          289         9320 SH       Sole      9        9320            0            0
UNISOURCE ENERGY CORPORATION U COM  909205106          595        19168 SH       Defined  31       19168            0            0
UNISYS CORP                    COM  909214108            4         1064 SH       Sole      9        1064            0            0
UNISYS CORP                    COM  909214108            6         1567 SH       No disc  61        1567            0            0
UNISYS CORP USD 0.01           COM  909214108         1538       389200 SH       Defined  31      389200            0            0
UNIT CORP USD 0.2              COM  909218109        14977       180500 SH       Defined  31      180500            0            0
UNITED BANKSHARES INC USD 2.5  COM  909907107            1            3 SH       Defined  31           3            0            0
UNITED BANKSHARES INC WEST V   COM  909907107          300        13079 SH       Sole      9       13079            0            0
UNITED FINANCIAL BANCORP INC   COM  91030T109           30         2600 SH       Defined   8        2600            0            0
UNITED FIRE & CASUALTY COMPANY COM  910331107          431        15975 SH       Defined  31       15975            0            0
UNITED GUARDIAN INC            COM  910571108           23         2000 SH       No disc  61        2000            0            0
UNITED HEALTHCARE CORP USD 0.0 COM  91324P102         7133       271700 SH       Defined  31      271700            0            0
UNITED MICROELECTRONICS CORP   COM  910873405          195        66846 SH       Sole     56       66846            0            0
UNITED MICROELECTRONICS CORP.  COM  910873405         4372      1497100 SH       Defined  31     1497100            0            0
UNITED NATURAL FOODS USD 0.01  COM  911163103          364        18665 SH       Defined  31       18665            0            0
UNITED ONLINE INC              COM  911268100          102        10200 SH       Sole      9       10200            0            0
UNITED ONLINE INC              COM  911268100          133        13250 SH       Sole     51       13250            0            0
UNITED ONLINE INC              COM  911268100          237        23600 SH       Sole     59       23600            0            0
UNITED ONLINE INC USD 0.0001   COM  911268100          920        91700 SH       Defined  31       91700            0            0
UNITED PARCEL SERVICE INC      COM  911312106           59          945 SH       Defined   8         945            0            0
UNITED PARCEL SERVICE INC      COM  911312106         2356        38334 SH       Sole      9       38334            0            0
UNITED PARCEL SERVICE INC      COM  911312106          161         2623 SH       No disc  10        2623            0            0
UNITED PARCEL SERVICE INC      COM  911312106          356         5800 SH       Sole     51        5800            0            0
UNITED PARCEL SERVICE INC      COM  911312106           64         1038 SH       No disc  61        1038            0            0
UNITED PARCEL SERVICE INC      COM  911312106          157         2562 SH       Shared/  61        2562            0            0
UNITED RENTALS INC             COM  911363109         1202        61300 SH       Sole      9       61300            0            0
UNITED RENTALS INC             COM  911363109          908        46300 SH       Sole     51       46300            0            0
UNITED STATES CELLULAR CORP    COM  911684108            7          129 SH       Sole     56         129            0            0
UNITED STATES STL CORP NEW     COM  912909108           18          100 SH       Sole      1         100            0            0
UNITED STATES STL CORP NEW     COM  912909108          152          822 SH       Defined   8         822            0            0
UNITED STATES STL CORP NEW     COM  912909108          115          620 SH       Sole      9         620            0            0
UNITED STATES STL CORP NEW     COM  912909108          265         1435 SH       Sole     12           0            0         1435
UNITED STATES STL CORP NEW     COM  912909108         2069        11196 SH       Sole     17       11196            0            0
UNITED STATES STL CORP NEW     COM  912909108          324         1753 SH       Sole     20           0         1753            0
UNITED STATES STL CORP NEW     COM  912909108          718         3880 SH       Sole     51        3880            0            0
UNITED STATES STL CORP NEW     COM  912909108           52          280 SH       Sole     57         280            0            0
UNITED STATES STL CORP NEW     COM  912909108            3           15 SH       No disc  61          15            0            0
UNITED STATIONERS INC          COM  913004107          477        12900 SH       Sole     51       12900            0            0
UNITED STATIONERS INC USD 0.1  COM  913004107         1442        39000 SH       Defined  31       39000            0            0
UNITED TECH CORP USD 1         COM  913017109        57641       934200 SH       Defined  31      934200            0            0
UNITED TECHNOLOGIES CORP       COM  913017109           64         1032 SH       Defined   8        1032            0            0
UNITED TECHNOLOGIES CORP       COM  913017109        15842       256764 SH       Sole      9      256764            0            0
UNITED TECHNOLOGIES CORP       OPT  913017109         3085        50000 SH  Call Defined   9           0        50000            0
UNITED TECHNOLOGIES CORP       OPT  913017109         3085        50000 SH  Put  Defined   9           0        50000            0
UNITED TECHNOLOGIES CORP       COM  913017109          116         1880 SH       Sole     20           0         1880            0
UNITED TECHNOLOGIES CORP       COM  913017109        17630       285740 SH       Sole     51      285740            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          202         3277 SH       Sole     56        3277            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          339         5500 SH       Sole     57        5500            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          263         4250 SH       Defined  60        4250            0            0
UNITED TECHNOLOGIES CORP       COM  913017109          182         2960 SH       No disc  61        2960            0            0
UNITED TECHNOLOGIES CORP       COM  913017109           12          200 SH       Sole     99         200            0            0
UNITEDHEALTH GROUP INC         COM  91324P102           31         1158 SH       Defined   8        1158            0            0
UNITEDHEALTH GROUP INC         COM  91324P102         2826       107650 SH       Sole      9      107650            0            0
UNITEDHEALTH GROUP INC         OPT  91324P102        44350      1689500 SH  Call Defined   9           0      1689500            0
UNITEDHEALTH GROUP INC         OPT  91324P102         5894       224500 SH  Put  Defined   9           0       224500            0
UNITEDHEALTH GROUP INC         COM  91324P102           86         3277 SH       Sole     56        3277            0            0
UNITEDHEALTH GROUP INC         COM  91324P102            1           28 SH       No disc  61          28            0            0
UNITRIN INC                    COM  913275103          108         3900 SH       Defined   8        3900            0            0
UNITRIN INC                    COM  913275103          366        13286 SH       Sole      9       13286            0            0
UNITRIN INC USD 0.1            COM  913275103          149         5400 SH       Defined  31        5400            0            0
UNIVERSAL CORP (ZW) USD NPV    COM  913456109         2465        54500 SH       Defined  31       54500            0            0
UNIVERSAL CORP VA              COM  913456109         9044       200000 SH       Sole      1      200000            0            0
UNIVERSAL CORP VA              COM  913456109          539        11917 SH       Sole      9       11917            0            0
UNIVERSAL HEALTH RLTY INCM T   COM  91359E105          144         4814 SH       Sole      9        4814            0            0
UNIVERSAL HEALTH SVCS REIT USD COM  91359E105          459        15300 SH       Defined  31       15300            0            0
UNIVERSAL HEALTH SVCS USD 0.01 COM  913903100         5912        93500 SH       Defined  31       93500            0            0
UNIVERSAL HLTH SVCS INC        COM  913903100          215         3400 SH       Defined   8        3400            0            0
UNIVERSAL HLTH SVCS INC        COM  913903100          171         2700 SH       Sole      9        2700            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100           34          900 SH       Defined   8         900            0            0
UNIVERSAL TRUCKLOAD SERVICES I COM  91388P105           34         1500 SH       Defined  31        1500            0            0
UNUM GROUP                     COM  91529Y106            6          288 SH       Defined   8         288            0            0
UNUM GROUP                     COM  91529Y106          423        20663 SH       Sole      9       20663            0            0
UNUM GROUP                     COM  91529Y106          800        39124 SH       Sole     51       39124            0            0
URANIUM RES INC                COM  916901507            7         2000 SH       No disc  61        2000            0            0
URBAN OUTFITTERS INC           COM  917047102           84         2700 SH       Sole      9        2700            0            0
URBAN OUTFITTERS INC USD 0.000 COM  917047102         4850       155479 SH       Defined  31      155479            0            0
URS CORP USD 0.01              COM  903236107         5442       129652 SH       Defined  31      129652            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286205           86         5800 SH       Defined  31        5800            0            0
US BANCORP DEL                 COM  902973304           45         1578 SH       Defined   8        1578            0            0
US BANCORP DEL                 COM  902973304        10233       366901 SH       Sole      9      366901            0            0
US BANCORP DEL                 OPT  902973304         3074       110200 SH  Put  Defined   9           0       110200            0
US BANCORP DEL                 COM  902973304        15470       554640 SH       Sole     51      554640            0            0
US BANCORP DEL                 COM  902973304            7          250 SH       Sole     56         250            0            0
US BANCORP DEL                 COM  902973304            1           33 SH       No disc  61          33            0            0
US BANCORP USD 0.01            COM  902973304          840        30100 SH       Defined  31       30100            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
USEC INC                       COM  90333E108          140        22997 SH       Sole      9       22997            0            0
USEC INC                       COM  90333E108          426        70000 SH       Sole     56       70000            0            0
USEC INC                       COM  90333E108            9         1500 SH       No disc  61        1500            0            0
UST INC                        COM  902911106            9          163 SH       Defined   8         163            0            0
UST INC                        COM  902911106           17          319 SH       Sole      9         319            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         2255       188700 SH       Defined  31      188700            0            0
UTEK CORP                      COM  91759P106            2          185 SH       No disc  50         185            0            0
UTI WORLDWIDE INC              COM  G87210103          778        39000 SH       Sole      9       39000            0            0
UTI WORLDWIDE INC USD NPV      COM  G87210103         1082        54204 SH       Defined  31       54204            0            0
UTSTARCOM INC                  COM  918076100           87        15800 SH       Defined   8       15800            0            0
UTSTARCOM INC. USD 0.00125     COM  918076100          296        54084 SH       Defined  31       54084            0            0
V F CORP                       COM  918204108          129         1800 SH       Defined   8        1800            0            0
V F CORP                       COM  918204108          428         6010 SH       Sole      9        6010            0            0
V F CORP                       COM  918204108         1698        23857 SH       Sole     51       23857            0            0
VAALCO ENERGY INC              COM  91851C201          448        52900 SH       Sole     51       52900            0            0
VALASSIS COMMUNICATIONS INC    COM  918866104           34         2700 SH       Defined   8        2700            0            0
VALENCE TECHNOLOGY INC         COM  918914102           38         8500 SH       No disc  61        8500            0            0
VALENCE TECHNOLOGY INC USD 0.0 COM  918914102           32         7200 SH       Defined  31        7200            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           22          527 SH       Defined   8         527            0            0
VALERO ENERGY CORP NEW         COM  91913Y100        17002       412864 SH       Sole      9      412864            0            0
VALERO ENERGY CORP NEW         OPT  91913Y100        87043      2113700 SH  Call Defined   9           0      2113700            0
VALERO ENERGY CORP NEW         OPT  91913Y100        28761       698400 SH  Put  Defined   9           0       698400            0
VALERO ENERGY CORP NEW         COM  91913Y100           62         1500 SH       Sole     12           0            0         1500
VALERO ENERGY CORP NEW         COM  91913Y100         1268        30800 SH       Sole     51       30800            0            0
VALERO ENERGY CORP NEW         COM  91913Y100          153         3707 SH       Sole     56        3707            0            0
VALERO ENERGY CORP NEW         COM  91913Y100          127         3085 SH       No disc  61        3085            0            0
VALERO ENERGY CORP NEW         COM  91913Y100           21          520 SH       Sole     99         520            0            0
VALHI INC NEW                  COM  918905100           17          600 SH       Defined   8         600            0            0
VALHI INCORPORATED USD 0.01    COM  918905100         1341        49200 SH       Defined  31       49200            0            0
VALIDUS HOLDINGS LIMITED USD 0 COM  G9319H102         3379       159000 SH       Defined  31      159000            0            0
VALIDUS HOLDINGS LTD           COM  G9319H102           25         1179 SH       Sole      9        1179            0            0
VALLEY NATL BANCORP            COM  919794107          244        15488 SH       Sole      9       15488            0            0
VALUECLICK INC                 COM  92046N102           31         2000 SH       Defined   8        2000            0            0
VANCEINFO TECHNOLOGIES INC ADR COM  921564100          643        76300 SH       Defined  31       76300            0            0
VANGUARD INTL EQUITY INDEX F   UNIT 922042858          200         4266 SH       Sole     20           0         4266            0
VARIAN INC USD 0.01            COM  922206107           64         1244 SH       Defined  31        1244            0            0
VARIAN MED SYS INC             COM  92220P105            2           24 SH       Defined   8          24            0            0
VARIAN MED SYS INC             COM  92220P105           27          528 SH       Sole      9         528            0            0
VARIAN MED SYS INC             COM  92220P105          622        12000 SH       Sole     51       12000            0            0
VASCO DATA SEC INTL INC        COM  92230Y104            1           64 SH       No disc  61          64            0            0
VASCO DATA SECURITY INTERNATIO COM  92230Y104            2          174 SH       Defined  31         174            0            0
VCA ANTECH INC USD 0.001       COM  918194101         6637       238878 SH       Defined  31      238878            0            0
VECTOR GROUP LIMITED USD 0.1   COM  92240M108         2466       152845 SH       Defined  31      152845            0            0
VECTREN CORP USD NPV           COM  92240G101           85         2700 SH       Defined  31        2700            0            0
VEECO INSTRS INC DEL           COM  922417100           10          600 SH       No disc  61         600            0            0
VENOCO INC USD 0.01            COM  92275P307         2421       104300 SH       Defined  31      104300            0            0
VENTAS INC                     COM  92276F100          889        20885 SH       Sole      9       20885            0            0
VENTAS REALTY LP/CAP CORP REIT COM  92276F100        20451       480400 SH       Defined  31      480400            0            0
VEOLIA ENVIRONNEMENT SA ADR RE COM  92334N103        15672       280600 SH       Defined  31      280600            0            0
VERASUN ENERGY CORP            COM  92336G106          430       104195 SH       Sole      9      104195            0            0
VERENIUM CORPORATION           COM  92340P100           91        47094 SH       Sole      9       47094            0            0
VERIFONE HLDGS INC             COM  92342Y109           48         4000 SH       Sole      9        4000            0            0
VERIGY LTD USD NPV             COM  Y93691106          157         6897 SH       Defined  31        6897            0            0
VERISIGN INC                   COM  92343E102          500        13235 SH       Sole      9       13235            0            0
VERISIGN INC                   COM  92343E102          802        21190 SH       Sole     51       21190            0            0
VERISIGN INC                   COM  92343E102          492        13017 SH       Defined  60       13017            0            0
VERISIGN INC                   COM  92343E102           14          365 SH       No disc  61         365            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104           95         2666 SH       Defined   8        2666            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104         9927       280437 SH       Sole      9      280437            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          945        26700 SH       Sole     20           0        26700            0
VERIZON COMMUNICATIONS INC     COM  92343V104        23776       671635 SH       Sole     51      671635            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          538        15184 SH       Sole     56       15184            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104           73         2060 SH       Sole     57        2060            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          386        10900 SH       Defined  60       10900            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          216         6095 SH       No disc  61        6095            0            0
VERIZON COMMUNICATIONS INC     COM  92343V104          225         6355 SH       Sole     99        6355            0            0
VERMILLION INC                 COM  92407M206            1          600 SH       No disc  61         600            0            0
VERSANT CORP USD NPV           COM  925284309          220         8400 SH       Defined  31        8400            0            0
VERTEX PHARMACEUTICALS INC     COM  92532F100           19          539 SH       Defined   8         539            0            0
VERTEX PHARMACEUTICALS INC     COM  92532F100           10          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         6627        93100 SH       Defined  31       93100            0            0
VIACOM INC NEW                 COM  92553P201          166         5435 SH       Defined   8        5435            0            0
VIACOM INC NEW                 COM  92553P102          286         9350 SH       Sole      9        9350            0            0
VIACOM INC NEW                 COM  92553P201           94         3092 SH       Sole      9        3092            0            0
VIACOM INC NEW                 OPT  92553P201          529        17300 SH  Call Defined   9           0        17300            0
VIACOM INC NEW                 OPT  92553P201          501        16400 SH  Put  Defined   9           0        16400            0
VIACOM INC NEW                 COM  92553P201          133         4343 SH       Sole     56        4343            0            0
VIACOM INC NEW                 COM  92553P102            1           47 SH       No disc  61          47            0            0
VIACOM INC NEW                 COM  92553P201            3           93 SH       No disc  61          93            0            0
VIACOM INC NEW                 COM  92553P201            8          245 SH       Sole     99         245            0            0
VIACOM INC USD 0.001           COM  92553P102          907        29600 SH       Defined  31       29600            0            0
VIACOM INC USD 0.001           COM  92553P201        34350      1124750 SH       Defined  31     1124750            0            0
VIAD CORP                      COM  92552R406          129         5000 SH       Defined   8        5000            0            0
VIAD CORPORATION USD 1.5       COM  92552R406          828        32100 SH       Defined  31       32100            0            0
VIASAT INC                     COM  92552V100            3          100 SH       Defined   8         100            0            0
VICOR CORP                     COM  925815102           75         7500 SH       Defined   8        7500            0            0
VIEWPOINT FINL GROUP           COM  926727108            8          500 SH       Defined   8         500            0            0
VIGNETTE CORP                  COM  926734401           96         8000 SH       Defined   8        8000            0            0
VIGNETTE CORP                  COM  926734401            0           36 SH       No disc  61          36            0            0
VIGNETTE CORPORATION USD 0.01  COM  926734401           68         5643 SH       Defined  31        5643            0            0
VIRGIN MEDIA INC               COM  92769L101         1787       131300 SH       Sole      1      131300            0            0
VIRGIN MEDIA INC               COM  92769L101           19         1330 SH       Defined   8        1330            0            0
VIRGIN MEDIA INC               COM  92769L101            7          497 SH       Sole      9         497            0            0
VIRGIN MEDIA INC               COM  92769L101           25         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          123         9068 SH       No disc  61        9068            0            0
VIRGIN MEDIA INC               WARR 92769L119            0            6 SH       Sole     99           6            0            0
VIRGIN MEDIA INC USD 0.01      COM  92769L101        12098       888905 SH       Defined  31      888905            0            0
VIRGINIA COMMERCE BANCORP USD  COM  92778Q109            1           54 SH       Defined  31          54            0            0
VIROPHARMA INC                 COM  928241108          446        40319 SH       Sole      9       40319            0            0
VIROPHARMA INC                 COM  928241108            2          200 SH       No disc  61         200            0            0
VIRTUSA CORPORATION USD 0.01   COM  92827P102          344        33900 SH       Defined  31       33900            0            0
VISA INC                       COM  92826C839           56          687 SH       Sole      9         687            0            0
VISA INC                       COM  92826C839           25          305 SH       Sole     56         305            0            0
VISA INC                       COM  92826C839          354         4350 SH       Defined  60        4350            0            0
VISA INC                       COM  92826C839         1155        14201 SH       No disc  61       14201            0            0
VISHAY INTERTECHNOLOGY INC     COM  928298108            6          648 SH       Sole     99         648            0            0
VISHAY INTERTECHNOLOGY INC USD COM  928298108        10563      1190825 SH       Defined  31     1190825            0            0
VISION-SCIENCES INC USD 0.01   COM  927912105          102        27200 SH       Defined  31       27200            0            0
VISTA GOLD CORP                COM  927926303           16         4500 SH       No disc  61        4500            0            0
VISTEON CORP                   COM  92839U107         1841       700000 SH       Sole      9      700000            0            0
VISTEON CORP                   OPT  92839U107         3136      1192100 SH  Put  Defined   9           0      1192100            0
VISTEON CORP                   COM  92839U107            1          294 SH       No disc  61         294            0            0
VISTEON CORP USD 1             COM  92839U107            3          900 SH       Defined  31         900            0            0
VITAL SIGNS INC                COM  928469105           52          900 SH       Defined   8         900            0            0
VITRAN CORPORATION CAD NPV     COM  92850E107           35         2300 SH       Defined  31        2300            0            0
VITRO S.A. DE C.V. ADR REP 3 O COM  928502301           11         2000 SH       Defined  31        2000            0            0
VMWARE INC                     COM  928563402            3           55 SH       Sole     57          55            0            0
VMWARE INC                     COM  928563402          205         3812 SH       No disc  61        3812            0            0
VMWARE INC NPV                 COM  928563402         5677       105400 SH       Defined  31      105400            0            0
VNUS MED TECHNOLOGIES INC      COM  928566108           35         1700 SH       Defined   8        1700            0            0
VNUS MEDICAL TECHNOLOGIES USD  COM  928566108          453        22600 SH       Defined  31       22600            0            0
VODAFONE GROUP PLC NEW         COM  92857W209           39         1312 SH       No disc  10        1312            0            0
VODAFONE GROUP PLC NEW         COM  92857W209        15757       534854 SH       Sole     51      534854            0            0
VODAFONE GROUP PLC NEW         COM  92857W209           16          560 SH       Sole     99         560            0            0
VOLT INFORMATION SCIENCES IN   COM  928703107          241        20200 SH       Sole     51       20200            0            0
VOLT INFORMATION SCIENCES INC  COM  928703107           57         4750 SH       Defined  31        4750            0            0
VOLTERRA SEMICONDUCTOR CORP    COM  928708106          221        12800 SH       Defined   8       12800            0            0
VORNADO RLTY TR                COM  929042109         3261        37054 SH       Defined   8       37054            0            0
VORNADO RLTY TR                COM  929042109         1443        16403 SH       Sole      9       16403            0            0
VORNADO RLTY TR                COM  929042109        17117       194500 SH       Sole     51      194500            0            0
VOTORANTIM CELULOSE E PAPEL SA COM  92906P106         2527        94586 SH       Defined  31       94586            0            0
VOXWARE INC                    COM  92906L501            0           20 SH       No disc  61          20            0            0
VOXWARE INC                    COM  92906L501           26         7292 SH       Sole     99        7292            0            0
VSE CORPORATION USD 0.05       COM  918284100            6          200 SH       Defined  31         200            0            0
VULCAN MATLS CO                COM  929160109            3           47 SH       Defined   8          47            0            0
VULCAN MATLS CO                COM  929160109          363         6068 SH       Sole      9        6068            0            0
W & T OFFSHORE INC             COM  92922P106          147         2500 SH       Defined   8        2500            0            0
W&T OFFSHORE INC USD 0.00001   COM  92922P106        12896       220400 SH       Defined  31      220400            0            0
WABASH NATIONAL CORP USD 0.01  COM  929566107          683        90300 SH       Defined  31       90300            0            0
WABASH NATL CORP               COM  929566107          378        50000 SH       Sole      9       50000            0            0
WABCO HLDGS INC                COM  92927K102          702        15100 SH       Sole      9       15100            0            0
WABCO HOLDINGS INC NPV         COM  92927K102         6816       146700 SH       Defined  31      146700            0            0
WABTEC CORP                    COM  929740108          219         4500 SH       Defined   8        4500            0            0
WABTEC USD 0.01                COM  929740108         3521        72400 SH       Defined  31       72400            0            0
WACHOVIA CORP NEW              COM  929903102          177        11339 SH       Defined   8       11339            0            0
WACHOVIA CORP NEW              COM  929903219           89          100 SH       Defined   8         100            0            0
WACHOVIA CORP NEW              COM  929903102        12927       832421 SH       Sole      9      832421            0            0
WACHOVIA CORP NEW              OPT  929903102         1553       100000 SH  Call Defined   9           0       100000            0
WACHOVIA CORP NEW              OPT  929903102         3106       200000 SH  Put  Defined   9           0       200000            0
WACHOVIA CORP NEW              COM  929903102        13936       897357 SH       Sole     12           0            0       897357
WACHOVIA CORP NEW              COM  929903102          271        17430 SH       Sole     56       17430            0            0
WACHOVIA CORP NEW              COM  929903102           16         1021 SH       No disc  61        1021            0            0
WACHOVIA CORP NEW              COM  929903102            2          150 SH       Sole     99         150            0            0
WACHOVIA CORPORATION USD 3.333 COM  929903102         3766       242471 SH       Defined  31      242471            0            0
WADDELL & REED FINANCIAL INC U COM  930059100         2395        68400 SH       Defined  31       68400            0            0
WADDELL & REED FINL INC        COM  930059100           25          700 SH       Defined   8         700            0            0
WAL MART STORES INC            COM  931142103          127         2247 SH       Defined   8        2247            0            0
WAL MART STORES INC            COM  931142103        82462      1467304 SH       Sole      9     1467304            0            0
WAL MART STORES INC            OPT  931142103        39273       698800 SH  Call Defined   9           0       698800            0
WAL MART STORES INC            OPT  931142103        28662       510000 SH  Put  Defined   9           0       510000            0
WAL MART STORES INC            COM  931142103          641        11400 SH       Sole     51       11400            0            0
WAL MART STORES INC            COM  931142103         1105        19652 SH       Sole     56       19652            0            0
WAL MART STORES INC            COM  931142103           34          600 SH       Defined  60         600            0            0
WAL MART STORES INC            COM  931142103          165         2932 SH       No disc  61        2932            0            0
WAL MART STORES INC            COM  931142103          401         7130 SH       Sole     99        7130            0            0
WALGREEN CO                    COM  931422109          173         5293 SH       Defined   8        5293            0            0
WALGREEN CO                    COM  931422109         6293       193583 SH       Sole      9      193583            0            0
WALGREEN CO                    OPT  931422109          651        20000 SH  Call Defined   9           0        20000            0
WALGREEN CO                    OPT  931422109         3251       100000 SH  Put  Defined   9           0       100000            0
WALGREEN CO                    COM  931422109          195         6000 SH       Sole     57        6000            0            0
WALGREEN CO                    COM  931422109          212         6520 SH       Defined  60        6520            0            0
WALGREEN CO                    COM  931422109           94         2880 SH       No disc  61        2880            0            0
WALGREEN CO                    COM  931422109         1419        43650 SH       Sole     99       43650            0            0
WALGREENS-BERGENFIELD USD 0.07 COM  931422109        10189       313400 SH       Defined  31      313400            0            0
WALTER INDS INC                COM  93317Q105         7516        69102 SH       Sole      9       69102            0            0
WALTER INDS INC                COM  93317Q105            7           64 SH       No disc  61          64            0            0
WALTER INDUSTRIES INC USD 0.01 COM  93317Q105        58671       539400 SH       Defined  31      539400            0            0
WARNER MUSIC GROUP CORP        COM  934550104        16937      2372001 SH       Sole     51     2372001            0            0
WARNER MUSIC GROUP USD 0.001   COM  934550104         2447       342600 SH       Defined  31      342600            0            0
WASHINGTON FED INC             COM  938824109            2          100 SH       Defined   8         100            0            0
WASHINGTON FED INC             COM  938824109          237        13069 SH       Sole      9       13069            0            0
WASHINGTON FEDERAL INC USD 1   COM  938824109          122         6732 SH       Defined  31        6732            0            0
WASHINGTON MUT INC             BOND 939322103         2243       455000 PRN      Sole      1      455000            0            0
WASHINGTON MUT INC             COM  939322103         8628      1750000 SH       Sole      1     1750000            0            0
WASHINGTON MUT INC             OPT  939322103            8         1500 SH  Call Defined   1           0         1500            0
WASHINGTON MUT INC             OPT  939322103            0            0 SH  Put  Defined   1           0            0            0
WASHINGTON MUT INC             COM  939322103            5          951 SH       Defined   8         951            0            0
WASHINGTON MUT INC             COM  939322814        15030        25470 SH       Defined   8       25470            0            0
WASHINGTON MUT INC             COM  939322103          216        43843 SH       Sole      9       43843            0            0
WASHINGTON MUT INC             OPT  939322103         1184       240100 SH  Call Defined   9           0       240100            0
WASHINGTON MUT INC             OPT  939322103          702       142300 SH  Put  Defined   9           0       142300            0
WASHINGTON MUT INC             COM  939322103          466        94600 SH       Sole     51       94600            0            0
WASHINGTON MUT INC             COM  939322103           41         8270 SH       No disc  61        8270            0            0
WASHINGTON POST CO             COM  939640108          177          300 SH       Defined   8         300            0            0
WASHINGTON POST CO             COM  939640108            8           13 SH       Sole      9          13            0            0
WASHINGTON POST CO             COM  939640108          235          400 SH       Sole     51         400            0            0
WASHINGTON POST CO USD 1       COM  939640108         5928        10100 SH       Defined  31       10100            0            0
WASHINGTON REAL ESTATE INVESTM COM  939653101         1344        44700 SH       Defined  31       44700            0            0
WASHINGTON REAL ESTATE INVT    COM  939653101          127         4226 SH       Sole      9        4226            0            0
WASTE CONNECTIONS INC USD 0.01 COM  941053100          802        25100 SH       Defined  31       25100            0            0
WASTE MGMT INC DEL             COM  94106L109           20          507 SH       Defined   8         507            0            0
WASTE MGMT INC DEL             COM  94106L109         1988        52710 SH       Sole      9       52710            0            0
WASTE MGMT INC DEL             COM  94106L109           86         2281 SH       Sole     56        2281            0            0
WASTE MGMT INC DEL             COM  94106L109           75         1986 SH       No disc  61        1986            0            0
WASTE SERVICES INC USD 0.01    COM  941075202          201        28525 SH       Defined  31       28525            0            0
WATERS CORP                    COM  941848103          107         1645 SH       Defined   8        1645            0            0
WATERS CORP                    COM  941848103           27          422 SH       Sole      9         422            0            0
WATERS CORP                    COM  941848103          219         3386 SH       Sole     51        3386            0            0
WATERS CORP                    COM  941848103            2           32 SH       No disc  61          32            0            0
WATSCO INC                     COM  942622200          581        13904 SH       Sole      9       13904            0            0
WATSON PHARMACEUTICALS INC     COM  942683103           13          470 SH       Sole      9         470            0            0
WATSON PHARMACEUTICALS INC     COM  942683103          220         8092 SH       Sole     51        8092            0            0
WATSON WYATT WORLDWIDE INC     COM  942712100           35          663 SH       No disc  61         663            0            0
WATSON WYATT WORLDWIDE INC USD COM  942712100         2407        45500 SH       Defined  31       45500            0            0
WATTS WATER TECHNOLOGIES INC   COM  942749102          325        13058 SH       Sole      9       13058            0            0
WAUSAU-MOSINEE PAPER CORPORATI COM  943315101         1005       130300 SH       Defined  31      130300            0            0
WAUWATOSA HOLDINGS INC USD 0.0 COM  94348P108           14         1300 SH       Defined  31        1300            0            0
WAVE SYSTEMS CORP              COM  943526301           61        61093 SH       No disc  61       61093            0            0
WEATHERFORD INTERNATIONAL LT   COM  G95089101           35          688 SH       Defined   8         688            0            0
WEATHERFORD INTERNATIONAL LT   COM  G95089101          647        13056 SH       Sole      9       13056            0            0
WEBMD HEALTH CORP              COM  94770V102          189         6781 SH       Sole     59        6781            0            0
WEBSENSE INC USD 0.005         COM  947684106           64         3797 SH       Defined  31        3797            0            0
WEBSTER FINL CORP CONN         COM  947890109          257        13828 SH       Sole      9       13828            0            0
WEIGHT WATCHERS INTL INC NEW   COM  948626106          175         4900 SH       Defined   8        4900            0            0
WEIGHT WATCHERS INTL INC USD N COM  948626106         8775       246400 SH       Defined  31      246400            0            0
WEINGARTEN RLTY INVS           COM  948741103         1030        33955 SH       Defined   8       33955            0            0
WEINGARTEN RLTY INVS           COM  948741103          166         5459 SH       Sole      9        5459            0            0
WELLCARE GROUP INC USD 0.01    COM  94946T106         7700       213000 SH       Defined  31      213000            0            0
WELLCARE HEALTH PLANS INC      COM  94946T106          103         2863 SH       Sole      9        2863            0            0
WELLCARE HEALTH PLANS INC      COM  94946T106           33          900 SH       Sole     51         900            0            0
WELLCARE HEALTH PLANS INC      COM  94946T106           29          792 SH       Sole     56         792            0            0
WELLCARE HEALTH PLANS INC      COM  94946T106          242         6700 SH       Defined  60        6700            0            0
WELLPOINT INC                  COM  94973V107           31          648 SH       Defined   8         648            0            0
WELLPOINT INC                  COM  94973V107         1469        30821 SH       Sole      9       30821            0            0
WELLPOINT INC                  OPT  94973V107        24307       510000 SH  Call Defined   9           0       510000            0
WELLPOINT INC                  OPT  94973V107         1907        40000 SH  Put  Defined   9           0        40000            0
WELLPOINT INC                  COM  94973V107          114         2391 SH       Sole     56        2391            0            0
WELLPOINT INC                  COM  94973V107            1           18 SH       No disc  61          18            0            0
WELLPOINT INC USD 0.01         COM  94973V107         4038        84709 SH       Defined  31       84709            0            0
WELLS FARGO & CO NEW           COM  949746101        20112       846800 SH       Sole      1      846800            0            0
WELLS FARGO & CO NEW           COM  949746101           74         3094 SH       Defined   8        3094            0            0
WELLS FARGO & CO NEW           COM  949746101        48554      2044399 SH       Sole      9     2044399            0            0
WELLS FARGO & CO NEW           OPT  949746101         4869       205000 SH  Call Defined   9           0       205000            0
WELLS FARGO & CO NEW           OPT  949746101        42511      1789900 SH  Put  Defined   9           0      1789900            0
WELLS FARGO & CO NEW           COM  949746101           55         2301 SH       Sole     20           0         2301            0
WELLS FARGO & CO NEW           COM  949746101         8939       376404 SH       Sole     51      376404            0            0
WELLS FARGO & CO NEW           COM  949746101          113         4749 SH       Sole     56        4749            0            0
WELLS FARGO & CO NEW           COM  949746101           24         1000 SH       Sole     57        1000            0            0
WELLS FARGO & CO NEW           COM  949746101          216         9100 SH       Defined  60        9100            0            0
WELLS FARGO & CO NEW           COM  949746101          331        13943 SH       No disc  61       13943            0            0
WELLS FARGO & CO NEW           COM  949746101          131         5520 SH       Sole     99        5520            0            0
WELLS FARGO COMPANY USD 1.666  COM  949746101        51569      2171296 SH       Defined  31     2171296            0            0
WENDYS INTL INC                COM  950590109            2           46 SH       Defined   8          46            0            0
WENDYS INTL INC                COM  950590109            5          180 SH       Sole      9         180            0            0
WENDYS INTL INC                COM  950590109           21          770 SH       No disc  61         770            0            0
WERNER ENTERPRISES INC USD 0.0 COM  950755108         3596       193503 SH       Defined  31      193503            0            0
WESCO INTERNATIONAL INC USD 0. COM  95082P105          301         7500 SH       Defined  31        7500            0            0
WEST MARINE INC USD 0.001      COM  954235107           60        14564 SH       Defined  31       14564            0            0
WEST PHARMACEUTICAL SVSC INC   COM  955306105           32          734 SH       No disc  61         734            0            0
WESTAR ENERGY INC              COM  95709T100          295        13700 SH       Sole      9       13700            0            0
WESTAR ENERGY INC USD 5        COM  95709T100         5840       271500 SH       Defined  31      271500            0            0
WESTERN DIGITAL CORP           COM  958102105          421        12192 SH       Sole      9       12192            0            0
WESTERN DIGITAL CORP           COM  958102105           35         1000 SH       Sole     51        1000            0            0
WESTERN DIGITAL CORPORATION US COM  958102105        45200      1309000 SH       Defined  31     1309000            0            0
WESTERN GOLDFIELDS INC CDA     COM  95828P203           19         8190 SH       No disc  61        8190            0            0
WESTERN UN CO                  COM  959802109           80         3205 SH       Defined   8        3205            0            0
WESTERN UN CO                  COM  959802109         1170        47330 SH       Sole      9       47330            0            0
WESTERN UN CO                  COM  959802109           94         3800 SH       Sole     51        3800            0            0
WESTERN UN CO                  COM  959802109           56         2264 SH       Sole     56        2264            0            0
WESTERN UN CO                  COM  959802109           87         3500 SH       Defined  60        3500            0            0
WESTERN UN CO                  COM  959802109           19          780 SH       No disc  61         780            0            0
WESTFIELD FINANCIAL INC NEW    COM  96008P104           54         5900 SH       Defined   8        5900            0            0
WESTWOOD HLDGS GROUP INC       COM  961765104           12          300 SH       Defined   8         300            0            0
WET SEAL INC                   COM  961840105           44         9100 SH       Defined   8        9100            0            0
WET SEAL INC USD 0.1           COM  961840105         1428       299217 SH       Defined  31      299217            0            0
WEYERHAEUSER CO                COM  962166104          680        13300 SH       Sole      1       13300            0            0
WEYERHAEUSER CO                COM  962166104            7          129 SH       Defined   8         129            0            0
WEYERHAEUSER CO                COM  962166104         3052        59673 SH       Sole      9       59673            0            0
WEYERHAEUSER CO                COM  962166104           55         1076 SH       Sole     51        1076            0            0
WGL HLDGS INC                  COM  92924F106          328         9450 SH       Sole      9        9450            0            0
W-H ENERGY SVCS INC            COM  92925E108           48          499 SH       Sole      9         499            0            0
W-H ENERGY SVCS INC            COM  92925E108          182         1900 SH       Sole     59        1900            0            0
W-H ENERGY SVCS INC            COM  92925E108           62          650 SH       No disc  61         650            0            0
WHIRLPOOL CORP                 OPT  963320106           31          500 SH  Call Defined   1           0          500            0
WHIRLPOOL CORP                 OPT  963320106           62         1000 SH  Put  Defined   1           0         1000            0
WHIRLPOOL CORP                 COM  963320106          542         8777 SH       Sole      9        8777            0            0
WHIRLPOOL CORP                 COM  963320106           80         1300 SH       Sole     51        1300            0            0
WHITE MOUNTAINS INSURANCE GROU COM  G9618E107        11112        25900 SH       Defined  31       25900            0            0
WHITING PETE CORP NEW          COM  966387102          149         1400 SH       Defined   8        1400            0            0
WHITING PETROLEUM CORPORATION  COM  966387102        31644       298300 SH       Defined  31      298300            0            0
WHITNEY HLDG CORP              COM  966612103           66         3600 SH       Defined   8        3600            0            0
WHITNEY HLDGS CORP USD NPV     COM  966612103            5          230 SH       Defined  31         230            0            0
WHOLE FOODS MKT INC            COM  966837106          233         9812 SH       Defined   8        9812            0            0
WHOLE FOODS MKT INC            COM  966837106          224         9444 SH       Sole      9        9444            0            0
WHOLE FOODS MKT INC            COM  966837106        13833       583900 SH       Sole     51      583900            0            0
WHOLE FOODS MKT INC            COM  966837106           12          499 SH       No disc  61         499            0            0
WHOLE FOODS MKT INC            COM  966837106            1           60 SH       Sole     99          60            0            0
WILEY (JOHN) & SONS INC USD 1  COM  968223206          338         7500 SH       Defined  31        7500            0            0
WILEY JOHN & SONS INC          COM  968223206           19          400 SH       Defined   8         400            0            0
WILLBROS GROUP INC             COM  969199108          320         7300 SH       Sole      9        7300            0            0
WILLBROS GROUP INC USD 0.05    COM  969199108        14616       333600 SH       Defined  31      333600            0            0
WILLIAMS CLAYTON ENERGY INC    COM  969490101          583         5300 SH       Sole     51        5300            0            0
WILLIAMS COAL SEAM GAS ROYALTY COM  969450105          176        16100 SH       Defined  31       16100            0            0
WILLIAMS COS INC DEL           COM  969457100           14          327 SH       Defined   8         327            0            0
WILLIAMS COS INC DEL           COM  969457100        18992       471151 SH       Sole      9      471151            0            0
WILLIAMS COS INC DEL           COM  969457100          233         5800 SH       Sole     51        5800            0            0
WILLIAMS COS INC DEL           COM  969457100          441        10943 SH       Sole     56       10943            0            0
WILLIAMS COS INC DEL           COM  969457100          239         5938 SH       Defined  60        5938            0            0
WILLIAMS SONOMA INC            COM  969904101            6          300 SH       Sole      9         300            0            0
WILLIAMS-SONOMA INC USD 0.01   COM  969904101           20         1008 SH       Defined  31        1008            0            0
WILLIS GROUP HOLDINGS LIMITED  COM  G96655108        15052       479800 SH       Defined  31      479800            0            0
WILLIS GROUP HOLDINGS LTD      COM  G96655108          477        15200 SH       Sole      9       15200            0            0
WILLIS GROUP HOLDINGS LTD      COM  G96655108          825        26300 SH       Sole     59       26300            0            0
WILMINGTON TRUST CORP          COM  971807102          339        12817 SH       Sole      9       12817            0            0
WILMINGTON TRUST CORP USD 1    COM  971807102          156         5900 SH       Defined  31        5900            0            0
WIND RIVER SYSTEMS INC         COM  973149107            4          400 SH       No disc  61         400            0            0
WINDSTREAM CORP                COM  97381W104            4          302 SH       Defined   8         302            0            0
WINDSTREAM CORP                COM  97381W104         1247       101092 SH       Sole      9      101092            0            0
WINDSTREAM CORP                COM  97381W104          205        16597 SH       Sole     12           0            0        16597
WINDSTREAM CORP                COM  97381W104         1526       123673 SH       Sole     17      123673            0            0
WINDSTREAM CORP                COM  97381W104          269        21810 SH       Sole     20           0        21810            0
WINDSTREAM CORP                COM  97381W104           37         2990 SH       Sole     57        2990            0            0
WINDSTREAM CORP USD 0.0001     COM  97381W104         4469       362100 SH       Defined  31      362100            0            0
WINN DIXIE STORES INC          COM  974280307            2          100 SH       Defined   8         100            0            0
WINNEBAGO INDS INC             COM  974637100           23         2305 SH       Sole      9        2305            0            0
WINNEBAGO INDUSTRIES INC USD 0 COM  974637100          102        10000 SH       Defined  31       10000            0            0
WINTHROP REALTY TRUST INC REIT COM  976391102          376       104430 SH       Defined  31      104430            0            0
WINTHROP RLTY TR               COM  976391102          762       211530 SH       Sole      9      211530            0            0
WINTRUST FINANCIAL CORP        COM  97650W108          153         6400 SH       Defined   8        6400            0            0
WINTRUST FINANCIAL CORP USD NP COM  97650W108            6          231 SH       Defined  31         231            0            0
WISCONSIN ENERGY CORP          COM  976657106          186         4122 SH       Sole      9        4122            0            0
WISCONSIN ENERGY CORP          COM  976657106           54         1200 SH       No disc  61        1200            0            0
WM WRIGLEY JR. COMPANY USD NPV COM  982526105        19469       250300 SH       Defined  31      250300            0            0
WMS INDS INC                   COM  929297109          212         7100 SH       Defined   8        7100            0            0
WMS INDUSTRIES USD 0.5         COM  929297109         6665       223850 SH       Defined  31      223850            0            0
WNS HOLDINGS LIMITED ADR REP 1 COM  92932M101          528        31300 SH       Defined  31       31300            0            0
WOLVERINE WORLD WIDE INC       COM  978097103           81         3000 SH       Defined   8        3000            0            0
WONDER AUTO TECHNOLOGY INC USD COM  978166106           26         3600 SH       Defined  31        3600            0            0
WOODBRIDGE HOLDINGS CORPORATIO COM  978842102           73        62700 SH       Defined  31       62700            0            0
WOODWARD GOVERNOR CO USD 0.002 COM  980745103         4372       122582 SH       Defined  31      122582            0            0
WORLD ACCEPTANCE CORP USD NPV  COM  981419104          244         7221 SH       Defined  31        7221            0            0
WORLD FUEL SVCS CORP           COM  981475106          869        39600 SH       Sole      9       39600            0            0
WORTHINGTON INDS INC           COM  981811102          103         5000 SH       Sole     59        5000            0            0
WPP GROUP PLC ADR REP 5 ORD    COM  929309409         3385        70771 SH       Defined  31       70771            0            0
WRIGLEY WM JR CO               COM  982526105          164         2096 SH       Defined   8        2096            0            0
WRIGLEY WM JR CO               COM  982526105        13737       176612 SH       Sole      9      176612            0            0
WRIGLEY WM JR CO               COM  982526105         1068        13731 SH       Sole     51       13731            0            0
WRIGLEY WM JR CO               COM  982526105           55          711 SH       Sole     56         711            0            0
WRIGLEY WM JR CO               COM  982526105          340         4375 SH       Defined  60        4375            0            0
WRIGLEY WM JR CO               COM  982526105           10          132 SH       No disc  61         132            0            0
WSFS FINANCIAL CORP USD 0.01   COM  929328102            2           24 SH       Defined  31          24            0            0
WSFS FINL CORP                 COM  929328102           18          400 SH       Defined   8         400            0            0
WSI INDUSTRIES INC USD 0.1     COM  92932Q102           31         4400 SH       Defined  31        4400            0            0
WSP HOLDINGS LTD ADR REP 2 ORD COM  92934F104           31         4400 SH       Defined  31        4400            0            0
WUXI PHARMATECH CAYMAN INC     COM  929352102         1228        60500 SH       Sole     51       60500            0            0
WUXI PHARMATECH CAYMAN INC ADR COM  929352102         1367        67300 SH       Defined  31       67300            0            0
WYETH                          COM  983024100           68         1413 SH       Defined   8        1413            0            0
WYETH                          COM  983024100        19038       396966 SH       Sole      9      396966            0            0
WYETH                          OPT  983024100       113666      2370000 SH  Call Defined   9           0      2370000            0
WYETH                          OPT  983024100         9592       200000 SH  Put  Defined   9           0       200000            0
WYETH                          COM  983024100           26          550 SH       Sole     20           0          550            0
WYETH                          COM  983024100          353         7370 SH       Defined  60        7370            0            0
WYETH                          COM  983024100          170         3543 SH       No disc  61        3543            0            0
WYETH                          COM  983024100            5          114 SH       Sole     99         114            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108            9          458 SH       Defined   8         458            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108           16          905 SH       Sole      9         905            0            0
WYNDHAM WORLDWIDE CORP         COM  98310W108           34         1876 SH       Sole     56        1876            0            0
WYNDHAM WORLDWIDE CORPORATION  COM  98310W108        18439      1029500 SH       Defined  31     1029500            0            0
WYNN RESORTS LTD               COM  983134107           38          455 SH       Defined   8         455            0            0
WYNN RESORTS LTD               COM  983134107         7139        87750 SH       Sole     51       87750            0            0
WYNN RESORTS LTD USD 0.01      COM  983134107         1550        19051 SH       Defined  31       19051            0            0
XCEL ENERGY INC                COM  98389B100            9          428 SH       Defined   8         428            0            0
XCEL ENERGY INC                COM  98389B100         1718        85616 SH       Sole      9       85616            0            0
XCEL ENERGY INC                COM  98389B100          110         5500 SH       Sole     51        5500            0            0
XCEL ENERGY INC USD 2.5        COM  98389B100         8234       410248 SH       Defined  31      410248            0            0
XCORPOREAL INC                 COM  98400P104            0            2 SH       No disc  61           2            0            0
XERIUM TECHNOLOGIES INC USD 0. COM  98416J100          332        83674 SH       Defined  31       83674            0            0
XEROX CORP                     COM  984121103           39         2860 SH       Defined   8        2860            0            0
XEROX CORP                     COM  984121103         1992       146899 SH       Sole      9      146899            0            0
XEROX CORP                     OPT  984121103          410        30200 SH  Call Defined   9           0        30200            0
XEROX CORP                     OPT  984121103         2649       195300 SH  Put  Defined   9           0       195300            0
XEROX CORP                     COM  984121103           36         2631 SH       Sole     56        2631            0            0
XEROX CORP                     COM  984121103          114         8437 SH       No disc  61        8437            0            0
XEROX CORP                     COM  984121103            5          400 SH       Sole     99         400            0            0
XILINX INC                     COM  983919101           51         2013 SH       Defined   8        2013            0            0
XILINX INC                     COM  983919101         2152        85220 SH       Sole      9       85220            0            0
XILINX INC                     COM  983919101           61         2420 SH       Sole     56        2420            0            0
XL CAP LTD                     COM  G98255105            2           52 SH       Defined   8          52            0            0
XL CAP LTD                     COM  G98255105          332        16133 SH       Sole      9       16133            0            0
XM SATELLITE RADIO HLDGS INC   COM  983759101          279        35533 SH       Sole      9       35533            0            0
XM SATELLITE RADIO HLDGS INC   WARR 983759101           23         2875 SH       Sole      9        2875            0            0
XM SATELLITE RADIO HLDGS INC   COM  983759101         1677       213910 SH       Sole     59      213910            0            0
XTL BIOPHARMACEUTICALS LTD     COM  98386D109           53        13728 SH       Sole     99       13728            0            0
XTO ENERGY INC                 COM  98385X106           41          592 SH       Defined   8         592            0            0
XTO ENERGY INC                 COM  98385X106          179         2617 SH       Sole      9        2617            0            0
XTO ENERGY INC                 COM  98385X106          433         6321 SH       Sole     51        6321            0            0
XTO ENERGY INC                 COM  98385X106            3           45 SH       No disc  61          45            0            0
XYRATEX LIMITED USD 0.01       COM  G98268108            3          148 SH       Defined  31         148            0            0
YAHOO INC                      COM  984332106           76         3655 SH       Defined   8        3655            0            0
YAHOO INC                      BOND 984332106           37         1775 PRN      Sole      9        1775            0            0
YAHOO INC                      COM  984332106         2930       141832 SH       Sole      9      141832            0            0
YAHOO INC                      OPT  984332106        22749      1101100 SH  Call Defined   9           0      1101100            0
YAHOO INC                      OPT  984332106         1587        76800 SH  Put  Defined   9           0        76800            0
YAHOO INC                      COM  984332106          199         9600 SH       Sole     51        9600            0            0
YAHOO INC                      COM  984332106           26         1260 SH       Defined  60        1260            0            0
YAHOO INC                      COM  984332106          322        15596 SH       No disc  61       15596            0            0
YAMANA GOLD INC                COM  98462Y100           19         1123 SH       Sole      9        1123            0            0
YAMANA GOLD INC                COM  98462Y100          687        41537 SH       No disc  50       41537            0            0
YAMANA GOLD INC                COM  98462Y100         1654       100000 SH       Sole     56      100000            0            0
YAMANA GOLD INC                COM  98462Y100          573        34666 SH       No disc  61       34666            0            0
YAMANA GOLD INC                COM  98462Y100           25         1513 SH       Sole     99        1513            0            0
YANZHOU COAL MINING CO ADR REP COM  984846105        11376       122300 SH       Defined  31      122300            0            0
YINGLI GREEN ENERGY HLDG CO    COM  98584B103          223        14000 SH       Sole     57       14000            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
YOUNG INNOVATIONS INC USD 0.01 COM  987520103           13          600 SH       Defined  31         600            0            0
YPF SOCIEDAD ANONIMA ADR REP 1 COM  984245100          110         2300 SH       Defined  31        2300            0            0
YRC WORLDWIDE INC              BOND 984249102         3718       250000 PRN      Sole      9      250000            0            0
YRC WORLDWIDE INC              COM  984249102           37         2486 SH       Sole     56        2486            0            0
YUM BRANDS INC                 COM  988498101           16          435 SH       Defined   8         435            0            0
YUM BRANDS INC                 COM  988498101          517        14737 SH       Sole      9       14737            0            0
YUM BRANDS INC                 COM  988498101          807        23000 SH       Sole     51       23000            0            0
YUM BRANDS INC                 COM  988498101           98         2800 SH       No disc  61        2800            0            0
YUM! BRANDS INC USD NPV        COM  988498101        17824       507948 SH       Defined  31      507948            0            0
ZAPATA CORP                    COM  989070602            2          320 SH       No disc  61         320            0            0
ZARLINK SEMICONDUCTOR INC      COM  989139100           54        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            7          229 SH       No disc  61         229            0            0
ZEBRA TECHNOLOGIES USD 0.01    COM  989207105          137         4167 SH       Defined  31        4167            0            0
ZENITH NATL INS CORP           COM  989390109          558        15873 SH       Sole      9       15873            0            0
ZEP INC                        COM  98944B108          573        38500 SH       Sole      9       38500            0            0
ZHONE TECHNOLOGIES INC NEW     COM  98950P108            4         4750 SH       No disc  61        4750            0            0
ZHONGPIN INC                   COM  98952K107            3          200 SH       Defined   8         200            0            0
ZIMMER HLDGS INC               COM  98956P102           14          192 SH       Defined   8         192            0            0
ZIMMER HLDGS INC               COM  98956P102          487         7161 SH       Sole      9        7161            0            0
ZIMMER HLDGS INC               COM  98956P102            3           40 SH       Sole     20           0           40            0
ZIMMER HLDGS INC               COM  98956P102          391         5756 SH       Sole     51        5756            0            0
ZIMMER HLDGS INC               COM  98956P102          217         3186 SH       Sole     56        3186            0            0
ZIMMER HLDGS INC               COM  98956P102           84         1230 SH       Defined  60        1230            0            0
ZIMMER HLDGS INC               COM  98956P102           20          302 SH       No disc  61         302            0            0
ZIMMER HOLDINGS INC USD 0.01   COM  98956P102        44172       649100 SH       Defined  31      649100            0            0
ZIONS BANCORP USD NPV          COM  989701107          646        20500 SH       Defined  31       20500            0            0
ZIONS BANCORPORATION           COM  989701107            1            5 SH       Defined   8           5            0            0
ZIONS BANCORPORATION           COM  989701107           26          827 SH       Sole      9         827            0            0
ZIONS BANCORPORATION           COM  989701107           28          888 SH       Sole     56         888            0            0
ZIX CORP                       COM  98974P100           22         7881 SH       No disc  61        7881            0            0
ZOLL MEDICAL  CORP USD 0.01    COM  989922109           56         1648 SH       Defined  31        1648            0            0
ZOLTEK COS INC                 COM  98975W104          652        26906 SH       Sole      9       26906            0            0
ZORAN CORP                     COM  98975F101           44         3700 SH       Defined   8        3700            0            0
ZORAN CORP                     COM  98975F101         1948       166521 SH       Sole      9      166521            0            0
ZORAN CORP                     COM  98975F101            1           69 SH       No disc  61          69            0            0
ZORAN CORPORATION USD 0.001    COM  98975F101          955        81585 SH       Defined  31       81585            0            0
ZYMOGENETICS INC               COM  98985T109           48         5700 SH       Defined   8        5700            0            0