-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, F0e+ltmDoxujfpZPmi2piDm5KlvCbR67BxFfMbu/AYTEnrJpK0DInB09tgP7c+9C KWuBCmZiBDFoyuCB9+fXtQ== 0001452861-10-000012.txt : 20100601 0001452861-10-000012.hdr.sgml : 20100531 20100601154626 ACCESSION NUMBER: 0001452861-10-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100601 DATE AS OF CHANGE: 20100601 EFFECTIVENESS DATE: 20100601 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IMC-Chicago, LLC CENTRAL INDEX KEY: 0001452861 IRS NUMBER: 364368063 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13342 FILM NUMBER: 10869514 BUSINESS ADDRESS: STREET 1: 233 SOUTH WACKER STREET 2: SUITE 4610 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-244-3313 MAIL ADDRESS: STREET 1: 233 SOUTH WACKER STREET 2: SUITE 4610 CITY: CHICAGO STATE: IL ZIP: 60606 13F-HR 1 sec13f122009.txt SEC 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Filing Form: 13F-HR Period End Date: March 31, 2010 Name of Filing Firm: IMC-Chicago, LLC DBA IMC Financial Markets Address of Filing Firm: 233 S. Wacker, Suite 4300 Chicago, IL 60606 CIK: 0001452861 CCC: ybxt@ko2 Submission/Contact: Steve Gaston Steve Gaston Chief Compliance Officer (312) 244-3313 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 submission. 13F File#: 28-13342 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F SUMMARY PAGE Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 271 Form 13F Information Table Value Total: 819468 HARTFORD FINANCIAL SERVICES GR 416515104 4585 249 P DELL INC 24702R101 8455 890 P AMERICAN INTL GROUP INC. 026874784 20193 413 C PROSHARES TRUST 74347R628 76294 133 P RYDEX ETF TRUST INVERSE 2X S&P SELE 78355W650 104661 22744 INTL BUSINESS MACHINES CORP 459200101 105824 546 P CBOE MINI S&P 500 OPEN/EURO IN 12502W107 117000 1000 P PROSHARES TRUST 74347R628 122772 1391 C PROSHARES ULTRASHORT S&P500 74347R883 152029 2648 C INTEL CORP 458140100 157597 2442 P INTL BUSINESS MACHINES CORP 459200101 161301 230 C PROSHARES ULTRA REAL ESTATE ETF 74347R677 162238 19931 UNITED STATES NATURAL GAS D L ETF 912318102 165474 23947 DIREXION SHARES ETF TRUST-FINA 25459W490 168915 3491 C DIREXION SHARESS ETF TRUST DEVELOPE 25459W797 168963 12226 PROSHARES TRUST 74347R297 174171 1482 C PROSHARES TRUST 74347R552 177603 2253 C MORGAN STANLEY 617446448 186715 980 C CHESAPEAKE ENERGY CORP 165167107 187114 622 C GENERAL ELECTRIC CO CMN 369604103 187733 10315 MARKET VECTORS TR 57060U100 196793 1741 C ISHARES MSCI EMERGING MKT 464287234 200429 6813 P PROSHARES TR II MUTUAL FUND 74347W866 210481 8155 DIREXION SHARESS ETF TRUST TECHNOLO 25459W201 212817 26973 DEUTSCHE BK AG LONDON BRH MUTUAL FU 25154K874 213574 4651 RYDEX ETF TRUST 2X S&P SELECT SECTO 78355W668 216280 14173 MARKET VECTORS TR 57060U100 223564 1496 P ISHARES RUSSELL 3000 INDEX FUND 464287689 225697 3280 POWERSHARES INDIA ETF 73935L100 229922 10102 PROSHARES ULTRA S&P500 74347R107 248177 2034 P POWERSHARES DB US DOLLAR IDX BEARIS 73936D206 253441 9553 FIRST TRUST ISE-REVERE NATURA GAS I 33734J102 259499 14974 DIREXION SHARES ETF TRUST MUTUAL FU 25459W565 270325 5796 PROSHARES TRUST 74347R297 276641 3113 P ISHARES BARCLAYS 1-3 YEAR TREASURY 464287457 283791 3404 AMAZON COM INC 023135106 284824 845 P POWERSHARES DB OIL FUND ETF 73936B507 285952 10169 NABORS INDUSTRIES LTD. CMN G6359F103 290936 14821 MICROSOFT CORP 594918104 292004 2520 P S&P NORTH AMERICAN TECH- SEMICONDUC 464287523 297212 6014 RYDEX ETF TRUST-RYDEX INVERSE 2X RU 78355W692 297854 9955 ENSCO PLC SPONSORED ADR CMN 29358Q109 301952 6743 WELLS FARGO & CO (NEW) 949746101 305208 1255 P PROSHARES ULTRASHORT MIDCAP400 ETF 74347R859 319559 17626 SPDR S&P HOMEBUILDERS ETF ETF 78464A888 320774 19071 UNITED STATES STEEL CP 912909108 322999 5085 ISHARES MSCI BRAZIL INDEX FD 464286400 325857 4425 PROSHARES ULTRASHORT SMALLCAP600 - 74347R792 336560 15474 INTEL CORP COM 458140100 337092 15123 DENEDREON CORP 24823Q107 339183 238 C TALISMAN ENERGY INC (F) 87425E103 339477 19899 PROSHARES ULTRAPRO SHORT MIDCAP 400 74347X682 341269 6223 DIREXION ETF TRUST ENERGY BULL 3X S 25459W888 343671 8837 WEATHERFORD INTERNATIONAL LTD CMN H27013103 350569 22104 PROSHARES ULTRASHORT RUSSELL 1000 V 74347R453 350661 7829 SPDR S&P RETAIL ETF ETF 78464A714 350926 8497 SCHWAB U.S. LARGE-CAP VALUE F CMN 808524409 354299 13316 DIREXION DAILY LATIN AMERICA BEAR 3 25459W649 357286 9629 MORGAN STANLEY 617446448 368414 942 P RYDEX ETF TRUST-RYDEX INVERSE 2X S& 78355W734 368595 14732 BJ SERVICES CO 055482103 369749 17278 PROSHARES TRUST-PROSHARES ULTRA 7- 74347R180 374418 5326 PROSHARES SHORT SMALLCAP600 ETF 74347R784 375372 10559 ISHARES RUSSELL 1000 GROWTH INDEX F 464287614 375599 7230 DIREXION DAILY 2 YEAR TREASUR BEAR 25459W599 382281 9518 PROSHARES TRUST PROSHARES ULTRASHOR 74347R313 399074 7740 MATERIALS SELECT SECTOR SPDR FUND 81369Y100 405887 11966 DEUTSCHE BK AG LONDON BRH MUTUAL FU 25154K866 420120 30532 AMEX ENERGY SELECT INDEX 'SPDR' 81369Y506 420931 7318 SMITH INTL INC COM 832110100 423918 9900 CAMERON INTERNATIONAL CORP CMN 13342B105 424185 9897 GOOGLE INC. CMN CLASS A 38259P508 427608 754 DIREXION SHARES ETF TRUST MID CAP B 25459W730 434592 3741 LAS VEGAS SANDS CORP 517834107 435881 2241 P UNITED STATES NATURAL GAS D LP 912318102 446043 20495 C NATIONAL-OILWELL VARCO INC 637071101 454902 11210 ISHARES TRUST-ISHARES S&P SMALLCAP 464287804 456873 7685 SPDR@ KBW BANK ETF MUTUAL FUND 78464A797 475782 18434 MICROSOFT CORP COM 594918104 492147 16804 PROSHARES TRUST PROSHARES ULTRASHOR 74347R586 533794 43575 CURRENCYSHARES BRITISH POUND TRUST 23129S106 540177 3570 S&P OIL & GAS EXPLRTN & PR ET MUTUA 78464A730 544825 12932 EXXON MOBIL CORP. 30231G102 553598 156 P CHESAPEAKE ENERGY CORP 165167107 553718 597 P FORD MOTOR COMPANY 345370860 554200 3774 P PROSHARES TR-ULTRASHORT MSCI MEXIC 74347X872 556314 25996 NOBLE CORPORATION CMN H5833N103 566243 13540 DIREXION DAILY REAL ESTATE BEAR 3X 25459W748 597790 67092 DIAMOND OFFSHORE DRILLING, IN 25271C102 601599 6774 BAKER HUGHES INC. 057224107 608264 12986 PROSHARES TR-ULTRASHORT MSCI PACIFI 74347X609 608865 36070 MICROSOFT CORP 594918104 625970 3112 C S&P NORTH AMERICAN TECH- SEMICONDUC 74347R552 637209 5832 P DIREXION ETF TRUST SMALL CAP BULL 3 25459W847 640169 11729 CURRENCYSHARES EURO TRUST ETF 23130C108 651285 4834 DEUTSCHE BK AG LDN BRH MUTUAL FUND 25154H749 653191 24103 ISHARES MSCI EMERGING MKT 464287234 672727 5182 C RYDEX ETF TRUST RYDEX 2X S&P SELECT 78355W643 675051 12350 HARTFORD FINANCIAL SERVICES GR 416515104 677998 393 C ISHARE DOW JONES U S FINANCIA SECTO 464287788 685855 12022 MANULIFE FINANCIAL CORP 56501R106 693088 35200 APPLE INC 037833100 735193 3963 P HEALTH CARE SELECT SECTOR APDR FUND 81369Y209 756308 23539 INTEL CORP 458140100 786404 3193 C WELLS FARGO CO (NEW) 949746101 798135 25647 RYDEX ETF TRUST-RYDEX 2X RUSSELL 20 78355W726 799790 20408 PROSHARES ULTRASHORT S&P500 74347R883 800008 2341 P TELECOM HOLDING TRUST 87927P200 814464 33600 HALLIBURTON CO HOLDING COMPANY 406216101 822097 27285 EXXON MOBIL CORP. 30231G102 827270 12351 PROSHARES ULTRA TECHNOLOGY ETF 74347R693 833687 15359 PROSHARES TR II MUTUAL FUND 74347W809 846250 68969 FORD MOTOR COMPANY 345370860 861516 5822 C PROSHARES TRUST PROSHARES SHORT FIN 74347R230 869767 21914 PROSHARES TRUST-ULTRA MSCI JAPAN PR 74347X708 870541 12155 SCHLUMBERGER LTD CMN 806857108 879936 13866 POWERSHARES QQQ TRUST 73935A104 890607 11281 P PROSHARES TRUST-PROSHARES ULTRA RUS 74347R487 915481 25810 CHESAPEAKE ENERGY CORP COM 165167107 942314 39861 CURRENCYSHARES MEXICAN PESO T MUTUA 23130H107 943993 11637 PROSHARES TR ULTRASHORT RUSSELL 300 74347X203 947690 43472 UNITED STATES GASOLINE FD, LP EXCHA 91201T102 949742 25079 WELLS FARGO & CO (NEW) 949746101 951767 1180 C PROSHARES TRUST-PROSHARES ULTRA RUS 74347R479 959938 36320 INDUSTRIAL SECTOR SPDR 81369Y704 969283 31027 PROSHARES TRUST-PROSHARES 74347R743 976735 6508 P PROSHARES TRUST MUTUAL FUND SERIES 74347X880 1025203 14673 PROSHARES TRUST PROSHARES ULTRASHOR 74347R651 1026621 145208 ISHARE RUSSELL 2000 GROWTH INDEX 464287648 1028436 14042 LAS VEGAS SANDS CORP 517834107 1059768 2474 C RUSSELL 2000 INDEX 124835109 1060528 2611 P DOW JONES US HEALTHCARE SECTO INDEX 464287762 1078827 16267 ISHARES S&P LATIN AMERICA 40 INDEX 464287390 1081151 22398 DOW JONES US CONSUMER CYCLICA SECTO 464287580 1090261 17879 ISHARES RUSSELL 1000 VALUE INDEX FU 464287598 1104878 18092 UTILITIES SECTOR SPDR 81369Y886 1116847 37655 ISHARES MEXICO (FREE) INDEX FD 464286822 1119916 20984 ISHARES DOW JONES U.S. TELECOMMUNIC 464287713 1134654 56676 PROSHARES ULTRA S&P500 74347R107 1136056 2839 C PROSHARES SHORT MIDCAP400 ETF 74347R800 1139120 28259 ENCANA CORP 292505104 1160522 37400 TRANSOCEAN LTD. CMN H8817H100 1171658 13564 PROSHARES SHORT DOW30 MUTUAL FUND 74347R701 1195693 24097 ISHARES MSCI PACIFIC EX JAPAN INDEX 464286665 1217916 28350 UNITED STATES HEATING OIL FUN EXCHA 91204P107 1235742 44660 J.P. MORGAN CHASE & CO 46625H100 1250422 4030 P PROSHARES SHORT MSCI EAFE ETF 74347R370 1277209 22494 CURRENCYSHARES AUSTRALIAN DLR MUTUA 23129U101 1305956 14189 PROSHARES ULTRASHORT MSCI EAF ETF 74347R339 1329208 36861 DIREXION SHARES ETF TRUST-FINA 25459W490 1342456 1687 P DELL INC 24702R101 1354939 90209 PROSHARES ULTRASHORT RUSSELL 2000 G 74347R420 1375112 82888 PROSHARES TRUST-SHORT LEHMAN MUTUA 74347X849 1382008 27690 PROSHARES TR II MUTUAL FUND 74347W502 1388030 106281 PROSHARES ULTRASHORT QQQ ETF 74347R875 1404838 83921 J.P. MORGAN CHASE & CO 46625H100 1415275 2072 C MORGAN STANLEY 617446448 1418544 48431 DIREXION DAILY SEMICONDUCTORS BEAR 25459W458 1420914 33449 PROSHARES SHORT MSCI EMERGING MARKE 74347R396 1528190 40730 RYDEX ETF TRUST - RYDEX 2X S& 500 E 78355W767 1528969 30494 PROSHARES TRUST-PROSHARES 74347R743 1553751 7161 C ISHARE RUSSELL 2000 INDEX 464287655 1600781 9748 P GOLDMAN SACHS GROUP INC 38141G104 1621805 370 C SPDR S&P 500 ETF TRUST SPDR 78462F103 1644201 14053 ISHARE RUSSELL 2000 INDEX 464287655 1660286 5144 C DIREXION SHARES ETF TRUST-FINA 25459W516 1741874 4301 P PROSHARES ULTRASHORT DOW30 ETF 74347R867 1763546 66801 MARKET VECTORS TR GOLD MINERS INDEX 57060U100 1778665 40051 AMAZON COM INC 023135106 1795341 1291 C SCHWAB STRATEGIC TRUST US LARGE-CAP 808524201 1806202 65286 PROSHARES TR ULTA RUSSELL 300 ETF 74347X104 1848692 28002 DIREXION SHARESS ETF TRUST DEVELOPE 25459W789 1864387 25506 PROSHARES TRUST-PROSHARES ULTRA BAS 74347R776 1884783 52677 RETAIL HOLDERS TRUST 76127U101 1888836 18800 DIREXION DAILY CHINA BULL 3X ETF 25459W771 1947956 50076 DIREXION DAILY REAL ESTATE BULL 3X 25459W755 1964678 10907 PROSHARES ULTRASHORT MSCI JAPAN ETF 74347R347 2001307 47773 SPDR S&P METALS & MINING ETF ETF 78464A755 2020050 35558 MARKET VECTORS ETF TRUST MUTUAL FUN 57060U308 2062325 30173 DIREXION DAILY LATIN AMERICA BULL 3 25459W698 2120334 60271 SPDR S&P OIL & GAS EQPT & SVCS ETF 78464A748 2199047 74042 IPATH S&P 500 VIX SHORT-TERM FUTURE 06740C527 2212458 105305 MERRILL LYNCH HLDR SOFTWARE 12/40 83404B103 2217978 52200 REGIONAL BK HOLDRS TR 75902E100 2223345 25500 ISHARES MSCI JAPAN INDEX FUND ETF 464286848 2275669 217976 PROSHARES ULTRASHORT RUSSELL2000 - 74347R834 2289173 111071 POWERSHARES QQQ TRUST 73935A104 2329145 7297 C PROSHARES ULTRA DOW30 ETF 74347R305 2427913 50857 DIREXION SHARES ETF TRUST SMALL CAP 25459W839 2455061 342766 THE FINANCIAL SELECT SECTOR S MARKE 81369Y605 2547008 159687 RYDEX ETF TRUST-RYDEX INVERSE 2X S& 78355W783 2585848 71909 PROSHARES ULTRAPRO SHORT QQQ 74347X666 2621331 46527 PROSHARES TRUST PROSHARES ULTRASHOR 74347R552 2635518 436344 DIREXION DAILY 2 YEAR TREASUR BULL 25459W615 2649308 66750 THE FINANCIAL SELECT SECTOR SP 81369Y605 2688701 13992 P CITIGROUP INC. CMN 172967101 2697191 665973 CRRNCYSHARES SWEDISH KRONA TR MUTUA 23129R108 2743854 19883 DOW JONES US BASIC MATERIALS SECTOR 464287838 2844567 44747 SPDR S&P BIOTECH ETF ETF 78464A870 2861234 47727 UNITED STATES SHORT OIL FD, L ETF 912613205 2897433 69300 DOW JONES US BROKER-DEALERS INDEX F 464288794 2926782 103493 PROSHARES TR PROSHARES ULTRA OIL & 74347R719 2933649 85604 DIREXION ETF TRUST LARGE CAP BULL 3 25459W862 3020640 50750 DIREXION SHARESS ETF TRUST EMERGING 25459W300 3020963 22848 PROSHARES TRUST PROSHARES ULTRASHOR 74347R628 3157951 164220 PROSHARES TRUST-PROSHARES ULTRA FIN 74347R743 3258861 479950 ISHARES DOW JONES TRANSPORTATION AV 464287192 3302798 41760 BARCLAYS BK PLC IPATH INDEX LKD SEC 06738C786 3386993 127044 PROSHARES TRUST II-ULTRA SILV MUTUA 74347W841 3390117 58683 BRIL 25459W367 3397357 84701 UNITED STATES OIL FUND LP 91232N108 3423154 15035 P J.P. MORGAN CHASE & CO 46625H100 3441051 76895 INDL 25459W383 3601751 84568 PROSHARES TRUST PROSHARES ULTRAPRO 74347X856 3646297 121341 PROSHARES ULTRAPRO SHORT RUSSELL 20 74347X690 3680408 70210 INDZ 25459W375 3708593 98975 PROSHARES TRUST PROSHARES SHORT OIL 74347R222 3728439 73670 PROSHARES ULTRA SMALLCAP600 ETF 74347R818 3745349 103377 DOW JONES US REAL ESTATE INDE FUND 464287739 3775763 75849 PETROLEO BRASILEIRO S.A. - PET 71654V408 3781810 5319 C BRIS 25459W359 3843450 97500 PROSHARES TRUST ULTRA MSCI EMERGING 74347X302 3856349 43359 DIREXION SHARES ETF TRUST-FINA 25459W516 3932135 3583 C RYDEX ETF TRUST-RYDEX 2X S&P MIDCAP 78355W759 4013322 90187 PROSHARES ULTRAPRO RUSSELL 2000 74347X799 4039065 34157 PROSHARES ULTRAPRO DOW 30 74347X823 4100726 40509 PROSHARES ULTRA QQQ ETF 74347R206 4257526 65060 GENERAL ELECTRIC CO 369604103 4453348 19621 P PROSHARES ULTRA MIDCAP400 ETF 74347R404 4917382 99643 AMEX CONSUMER STAPLES SELECT FUND 81369Y308 5072842 181627 PROSHARES TRUST ULTRA MSCI EAFE 74347X500 5107840 64000 MERRILL LYNCH UTIL HOLDRS 918019100 5385672 57100 BARCLAYS BANK PLC IPATH DOW JONES-U 06739H214 5388738 113185 BANK OF AMERICA CORP CMN 060505104 5405016 302802 THE FINANCIAL SELECT SECTOR SP 81369Y605 5423325 32156 C MERRILL LYNCH SEMI HLDRS 816636203 5462520 196000 UNITED STATES NATURAL GAS D LP 912318102 5608959 20240 P S&P SEMICONDUCTOR ETF SPDR SERIES T 78464A862 5634004 117424 GENERAL ELECTRIC CO 369604103 5797037 17610 C PETROLEO BRASILEIRO S.A. - PET 71654V408 6027132 8455 P ISHARES MSCI EAFE INDEX FUND ETF 464287465 6147108 109809 DEUTSCHE BK AG LONDON BRH MUTUAL FU 25154K809 6385340 106600 UNITED STATES OIL FUND LP 91232N108 6719171 15230 C SPDR S&P 500 ETF TRUST 78462F103 6772923 13970 C SPDR S&P 500 ETF TRUST 78462F103 7253084 40049 P PETROLEO BRASILEIRO S.A. - PE SPONS 71654V408 7292794 163883 CITIGROUP INC. 172967101 7564044 74185 C CITIGROUP INC. 172967101 7992597 68996 P PROSHARES ULTRASHORT S&P500 ETF 74347R883 9097207 293553 UNITED STATES OIL FUND LP 91232N108 9205862 228490 APPLE INC 037833100 9395306 3266 C PROSHARES TRUST PROSHARES ULTRASHOR 74347R297 9711318 199452 PROSHARES ULTRA S&P500 ETF 74347R107 9712040 231184 PROSHARES ULTRAPRO QQQ 74347X831 9882339 88838 PDR GOLD TRUST 78463V107 10182170 23810 P BIOTECH HOLDERS TRUST 09067D201 12044607 116700 PHARMACEUTICAL HOLDING TRUST RECEIP 71712A206 12140220 183000 PRO SHARES ULTRA PRO SHORT MI CAP 4 74347X815 13054147 114671 BERKSHIRE HATHAWAY INC. CL-A HOLDIN 084670108 13276200 109 RUSSELL 2000 INDEX 124835109 13292428 3535 C BANK OF AMERICA CORP 060505104 13774593 46376 P SPDR GOLD TRUST 78463V107 14792401 36085 C ISHARES RUSSELL 1000 INDEX FUND 464287622 18386587 284534 BANK OF AMERICA CORP 060505104 20289760 39705 C CBOE S&P 500 OPEN/EURO INDEX 648815108 21457703 22229 P DIREXION SHARES ETF TRUST-FIN MUTUA 25459W490 23288105 1728566 PROSHARES TRUST PROSHARES ULTRAPRO 74347X864 23883371 137847 ISHARES TRUST-ISHARES S&P 500 INDEX 464287200 25891540 220654 DIREXION SHARES ETF TRUST-FIN MUTUA 25459W516 26988158 279757 CBOE S&P 500 OPEN/EURO INDEX 648815108 44164340 12968 C POWERSHARES QQQ TRUST MUTUAL FUND 73935A104 47007724 976074 -----END PRIVACY-ENHANCED MESSAGE-----