0001085146-13-001871.txt : 20131112
0001085146-13-001871.hdr.sgml : 20131111
20131112060944
ACCESSION NUMBER: 0001085146-13-001871
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130930
FILED AS OF DATE: 20131112
DATE AS OF CHANGE: 20131112
EFFECTIVENESS DATE: 20131112
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Laurion Capital Management LP
CENTRAL INDEX KEY: 0001390202
IRS NUMBER: 562504425
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12437
FILM NUMBER: 131206631
BUSINESS ADDRESS:
STREET 1: 360 MADISON AVENUE
STREET 2: SUITE 1900
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 212-938-6325
MAIL ADDRESS:
STREET 1: 360 MADISON AVENUE
STREET 2: SUITE 1900
CITY: NEW YORK
STATE: NY
ZIP: 10017
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001390202
XXXXXXXX
09-30-2013
09-30-2013
false
Laurion Capital Management LP
360 MADISON AVENUE
SUITE 1900
NEW YORK
NY
10017
13F HOLDINGS REPORT
028-12437
N
Benjamin A. Smith
Partner
212-938-6300
/s/ Benjamin A. Smith
New York
NY
11-07-2013
0
164
1354940
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
3M CO
COM
88579Y101
27285
228500
SH
Put
SOLE
228500
0
0
3M CO
COM
88579Y101
1164
9750
SH
SOLE
9750
0
0
3M CO
COM
88579Y101
7093
59400
SH
Call
SOLE
59400
0
0
ABBOTT LABS
COM
002824100
1729
52100
SH
Put
SOLE
52100
0
0
ABBOTT LABS
COM
002824100
6837
206000
SH
Call
SOLE
206000
0
0
ADOBE SYS INC
COM
00724F101
4602
88600
SH
Call
SOLE
88600
0
0
ADOBE SYS INC
COM
00724F101
3303
63600
SH
Put
SOLE
63600
0
0
AFLAC INC
COM
001055102
11344
183000
SH
Put
SOLE
183000
0
0
AFLAC INC
COM
001055102
5673
91500
SH
Call
SOLE
91500
0
0
AMERICAN EXPRESS CO
COM
025816109
109
1445
SH
SOLE
1445
0
0
AMERICAN EXPRESS CO
COM
025816109
2214
29300
SH
Call
SOLE
29300
0
0
AMERICAN EXPRESS CO
COM
025816109
10256
135800
SH
Put
SOLE
135800
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
2362
48600
SH
Put
SOLE
48600
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
1950
40100
SH
Call
SOLE
40100
0
0
AMPHENOL CORP NEW
CL A
032095101
211
2725
SH
SOLE
2725
0
0
APPLE INC
COM
037833100
14033
29434
SH
SOLE
29434
0
0
ARBOR RLTY TR INC
COM
038923108
509
75000
SH
SOLE
75000
0
0
BANK NEW YORK MELLON CORP
COM
064058100
1386
45900
SH
Put
SOLE
45900
0
0
BANK NEW YORK MELLON CORP
COM
064058100
1181
39100
SH
Call
SOLE
39100
0
0
BANK OF AMERICA CORPORATION
COM
060505104
8280
600000
SH
Put
SOLE
600000
0
0
BANK OF AMERICA CORPORATION
COM
060505104
4559
330335
SH
SOLE
330335
0
0
BB&T CORP
COM
054937107
2072
61400
SH
Call
SOLE
61400
0
0
BB&T CORP
COM
054937107
1087
32200
SH
Put
SOLE
32200
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
654
5760
SH
SOLE
5760
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
3405
30000
SH
Put
SOLE
30000
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
1842
27700
SH
Call
SOLE
27700
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
2727
41000
SH
Put
SOLE
41000
0
0
BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
8050
323400
SH
Call
SOLE
323400
0
0
BLACKSTONE GROUP L P
COM UNIT LTD
09253U108
5626
226000
SH
Put
SOLE
226000
0
0
BOEING CO
COM
097023105
5934
50500
SH
Put
SOLE
50500
0
0
BOEING CO
COM
097023105
5347
45500
SH
Call
SOLE
45500
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
9
200
SH
SOLE
200
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
5326
115100
SH
Call
SOLE
115100
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
11080
239400
SH
Put
SOLE
239400
0
0
CAREFUSION CORP
COM
14170T101
297
8060
SH
SOLE
8060
0
0
CELGENE CORP
COM
151020104
2586
16800
SH
Put
SOLE
16800
0
0
CELGENE CORP
COM
151020104
14423
93700
SH
Call
SOLE
93700
0
0
CITIGROUP INC
COM NEW
172967424
69064
1423700
SH
Put
SOLE
1423700
0
0
CITIGROUP INC
COM NEW
172967424
16734
344953
SH
SOLE
344953
0
0
CITIGROUP INC
COM NEW
172967424
53288
1098500
SH
Call
SOLE
1098500
0
0
CME GROUP INC
COM
12572Q105
2217
30004
SH
SOLE
30004
0
0
COCA COLA ENTERPRISES INC NE
COM
19122T109
414
10293
SH
SOLE
10293
0
0
COVIDIEN PLC
COMMON STOCK
G2554F113
500
8198
SH
SOLE
8198
0
0
CUMMINS INC
COM
231021106
20741
156100
SH
Call
SOLE
156100
0
0
CUMMINS INC
COM
231021106
17566
132200
SH
Put
SOLE
132200
0
0
CVS CAREMARK CORPORATION
COM
126650100
7258
127900
SH
Call
SOLE
127900
0
0
CVS CAREMARK CORPORATION
COM
126650100
5255
92600
SH
Put
SOLE
92600
0
0
DISNEY WALT CO
COM DISNEY
254687106
3727
57800
SH
Call
SOLE
57800
0
0
DISNEY WALT CO
COM DISNEY
254687106
17645
273600
SH
Put
SOLE
273600
0
0
DISNEY WALT CO
COM DISNEY
254687106
39
600
SH
SOLE
600
0
0
DOLLAR TREE INC
COM
256746108
336
5885
SH
SOLE
5885
0
0
DOVER CORP
COM
260003108
341
3800
SH
SOLE
3800
0
0
DTE ENERGY CO
COM
233331107
224
3400
SH
SOLE
3400
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
316
5393
SH
SOLE
5393
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
6278
107200
SH
Call
SOLE
107200
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
8983
153400
SH
Put
SOLE
153400
0
0
EOG RES INC
COM
26875P101
11985
70800
SH
Call
SOLE
70800
0
0
EOG RES INC
COM
26875P101
3047
18000
SH
Put
SOLE
18000
0
0
FEDEX CORP
COM
31428X106
25390
222500
SH
Put
SOLE
222500
0
0
FEDEX CORP
COM
31428X106
587
5148
SH
SOLE
5148
0
0
FEDEX CORP
COM
31428X106
23085
202300
SH
Call
SOLE
202300
0
0
FLOWSERVE CORP
COM
34354P105
324
5196
SH
SOLE
5196
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
29418
1743800
SH
Call
SOLE
1743800
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
32174
1907200
SH
Put
SOLE
1907200
0
0
GENERAL MLS INC
COM
370334104
433
9033
SH
SOLE
9033
0
0
GENERAL MLS INC
COM
370334104
1701
35500
SH
Call
SOLE
35500
0
0
GENERAL MLS INC
COM
370334104
1155
24100
SH
Put
SOLE
24100
0
0
GENERAL MTRS CO
COM
37045V100
8176
227300
SH
Call
SOLE
227300
0
0
GENERAL MTRS CO
COM
37045V100
14673
407900
SH
Put
SOLE
407900
0
0
GILEAD SCIENCES INC
COM
375558103
886
14100
SH
Call
SOLE
14100
0
0
GILEAD SCIENCES INC
COM
375558103
3959
63000
SH
Put
SOLE
63000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
52542
332100
SH
Call
SOLE
332100
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
21470
135700
SH
Put
SOLE
135700
0
0
HALLIBURTON CO
COM
406216101
3713
77100
SH
Put
SOLE
77100
0
0
HALLIBURTON CO
COM
406216101
6732
139800
SH
Call
SOLE
139800
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1892
60800
SH
Call
SOLE
60800
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
3573
114800
SH
Put
SOLE
114800
0
0
HASBRO INC
COM
418056107
201
4268
SH
SOLE
4268
0
0
HESS CORP
COM
42809H107
5483
70900
SH
Call
SOLE
70900
0
0
HESS CORP
COM
42809H107
4780
61800
SH
Put
SOLE
61800
0
0
HONEYWELL INTL INC
COM
438516106
12041
145000
SH
Call
SOLE
145000
0
0
HONEYWELL INTL INC
COM
438516106
16591
199800
SH
Put
SOLE
199800
0
0
INTL PAPER CO
COM
460146103
340
7590
SH
SOLE
7590
0
0
ISHARES
MSCI BRZ CAP ETF
464286400
1849
38588
SH
SOLE
38588
0
0
JOHNSON & JOHNSON
COM
478160104
3629
41861
SH
SOLE
41861
0
0
JOHNSON & JOHNSON
COM
478160104
44584
514300
SH
Call
SOLE
514300
0
0
JOHNSON & JOHNSON
COM
478160104
72031
830900
SH
Put
SOLE
830900
0
0
JPMORGAN CHASE & CO
COM
46625H100
39346
761200
SH
Put
SOLE
761200
0
0
JPMORGAN CHASE & CO
COM
46625H100
31179
603200
SH
Call
SOLE
603200
0
0
KIMBERLY CLARK CORP
COM
494368103
226
2400
SH
SOLE
2400
0
0
KLA-TENCOR CORP
COM
482480100
256
4200
SH
SOLE
4200
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
268
2700
SH
SOLE
2700
0
0
LAS VEGAS SANDS CORP
COM
517834107
369
5555
SH
SOLE
5555
0
0
LAS VEGAS SANDS CORP
COM
517834107
1322
19900
SH
Call
SOLE
19900
0
0
LAS VEGAS SANDS CORP
COM
517834107
4471
67300
SH
Put
SOLE
67300
0
0
LIFE TECHNOLOGIES CORP
COM
53217V109
1412
18869
SH
SOLE
18869
0
0
LINCOLN NATL CORP IND
COM
534187109
1
18
SH
SOLE
18
0
0
LINCOLN NATL CORP IND
COM
534187109
3011
71700
SH
Call
SOLE
71700
0
0
LINCOLN NATL CORP IND
COM
534187109
2884
68700
SH
Put
SOLE
68700
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
310
7823
SH
SOLE
7823
0
0
LOCKHEED MARTIN CORP
COM
539830109
32781
257000
SH
Put
SOLE
257000
0
0
LOCKHEED MARTIN CORP
COM
539830109
3763
29500
SH
SOLE
29500
0
0
LOCKHEED MARTIN CORP
COM
539830109
21747
170500
SH
Call
SOLE
170500
0
0
LOWES COS INC
COM
548661107
36098
758200
SH
Call
SOLE
758200
0
0
LOWES COS INC
COM
548661107
35507
745800
SH
Put
SOLE
745800
0
0
LYONDELLBASELL INDU-CL A
COMMON STOCK
N53745100
220
3000
SH
SOLE
3000
0
0
MARATHON OIL CORP
COM
565849106
5961
170900
SH
Call
SOLE
170900
0
0
MARATHON OIL CORP
COM
565849106
5663
162400
SH
Put
SOLE
162400
0
0
MARRIOTT INTL INC NEW
CL A
571903202
206
4899
SH
SOLE
4899
0
0
MATTEL INC
COM
577081102
212
5060
SH
SOLE
5060
0
0
METLIFE INC
COM
59156R108
286
6084
SH
SOLE
6084
0
0
METLIFE INC
COM
59156R108
4809
102400
SH
Call
SOLE
102400
0
0
METLIFE INC
COM
59156R108
5922
126100
SH
Put
SOLE
126100
0
0
MONSTER BEVERAGE CORP
COM
611740101
340
6500
SH
SOLE
6500
0
0
MOODYS CORP
COM
615369105
278
3946
SH
SOLE
3946
0
0
MORGAN STANLEY
COM NEW
617446448
6816
252900
SH
Call
SOLE
252900
0
0
MORGAN STANLEY
COM NEW
617446448
15910
590300
SH
Put
SOLE
590300
0
0
MORGAN STANLEY
COM NEW
617446448
367
13600
SH
SOLE
13600
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
203
2601
SH
SOLE
2601
0
0
NORTHROP GRUMMAN CORP
COM
666807102
504
5286
SH
SOLE
5286
0
0
POLYCOM INC
COM
73172K104
2193
200830
SH
SOLE
200830
0
0
PPG INDS INC
COM
693506107
6949
41600
SH
Call
SOLE
41600
0
0
PPG INDS INC
COM
693506107
3174
19000
SH
Put
SOLE
19000
0
0
PRUDENTIAL FINL INC
COM
744320102
17412
223300
SH
Call
SOLE
223300
0
0
PRUDENTIAL FINL INC
COM
744320102
12079
154900
SH
Put
SOLE
154900
0
0
RAYTHEON CO
COM NEW
755111507
5449
70700
SH
Put
SOLE
70700
0
0
RAYTHEON CO
COM NEW
755111507
6589
85500
SH
Call
SOLE
85500
0
0
SCHLUMBERGER LTD
COM
806857108
8058
91200
SH
Call
SOLE
91200
0
0
SCHLUMBERGER LTD
COM
806857108
4701
53200
SH
Put
SOLE
53200
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
214
2581
SH
SOLE
2581
0
0
SHFL ENTMT INC
COM
78423R105
276
11989
SH
SOLE
11989
0
0
SIGMA ALDRICH CORP
COM
826552101
222
2600
SH
SOLE
2600
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
7249
48900
SH
Call
SOLE
48900
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
3691
24900
SH
Put
SOLE
24900
0
0
SOUTHERN CO
COM
842587107
202
4900
SH
SOLE
4900
0
0
STARBUCKS CORP
COM
855244109
7027
91300
SH
Call
SOLE
91300
0
0
STARBUCKS CORP
COM
855244109
8036
104400
SH
Put
SOLE
104400
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
6465
97300
SH
Put
SOLE
97300
0
0
STARWOOD HOTELS&RESORTS WRLD
COM
85590A401
5761
86700
SH
Call
SOLE
86700
0
0
STATE STR CORP
COM
857477103
2400
36500
SH
Call
SOLE
36500
0
0
STATE STR CORP
COM
857477103
1315
20000
SH
Put
SOLE
20000
0
0
STRYKER CORP
COM
863667101
250
3700
SH
SOLE
3700
0
0
SUMMIT HOTEL PPTYS
COM
866082100
1379
150000
SH
SOLE
150000
0
0
SUNEDISON INC
COM
86732Y109
1196
150000
SH
SOLE
150000
0
0
TCP CAP CORP
COM
87238Q103
811
50000
SH
SOLE
50000
0
0
TIME WARNER INC
COM NEW
887317303
1586
24100
SH
Put
SOLE
24100
0
0
TIME WARNER INC
COM NEW
887317303
572
8700
SH
Call
SOLE
8700
0
0
TIME WARNER INC
COM NEW
887317303
33
500
SH
SOLE
500
0
0
TRIPADVISOR INC
COM
896945201
220
2900
SH
SOLE
2900
0
0
UNION PAC CORP
COM
907818108
29359
189000
SH
Call
SOLE
189000
0
0
UNION PAC CORP
COM
907818108
19527
125700
SH
Put
SOLE
125700
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
24810
230100
SH
Call
SOLE
230100
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
28239
261900
SH
Put
SOLE
261900
0
0
VIACOM INC NEW
CL B
92553P201
403
4820
SH
SOLE
4820
0
0
WASTE MGMT INC DEL
COM
94106L109
290
7035
SH
SOLE
7035
0
0
WELLPOINT INC
COM
94973V107
295
3534
SH
SOLE
3534
0
0
WELLS FARGO & CO NEW
COM
949746101
8529
206400
SH
Put
SOLE
206400
0
0
WELLS FARGO & CO NEW
COM
949746101
9384
227100
SH
Call
SOLE
227100
0
0
WESTPORT INNOVATIONS INC
COM NEW
960908309
1814
75000
SH
SOLE
75000
0
0
WHIRLPOOL CORP
COM
963320106
7250
49500
SH
Call
SOLE
49500
0
0
WHIRLPOOL CORP
COM
963320106
9988
68200
SH
Put
SOLE
68200
0
0
WYNN RESORTS LTD
COM
983134107
6763
42800
SH
Call
SOLE
42800
0
0
WYNN RESORTS LTD
COM
983134107
3856
24400
SH
Put
SOLE
24400
0
0
ZIMMER HLDGS INC
COM
98956P102
361
4400
SH
SOLE
4400
0
0