0001666335-19-000006.txt : 20191114 0001666335-19-000006.hdr.sgml : 20191114 20191114062533 ACCESSION NUMBER: 0001666335-19-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191114 DATE AS OF CHANGE: 20191114 EFFECTIVENESS DATE: 20191114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 191216234 BUSINESS ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET BUSINESS PHONE: 02036689000 MAIL ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET 13F-HR 1 primary_doc.xml 13F-HR LIVE false true true 0001666335 XXXXXXXX 09-30-2019 09-30-2019 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 N David Gilbert 00442036689000 David Gilbert London X0 11-14-2019 0 9 167819 false INFORMATION TABLE 2 RokosCapital13F.xml ALLERGAN PLC SHS G0177J108 6750 40000 SH SOLE 40000 0 0 BAIDU INC SPON ADR REP A 056752108 103 1000 SH SOLE 1000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 28400 692339 SH SOLE 692339 0 0 ISHARES INC MSCI MEXICO ETF 464286822 1706 40000 SH SOLE 40000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 2791 20000 SH SOLE 20000 0 0 SPDR GOLD TRUST CALL 78463V907 27910 200000 SH Call SOLE 200000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 3309 62500 SH SOLE 62500 0 0 SELECT SECTOR SPDR TR CALL 81369Y909 48425 538000 SH Call SOLE 538000 0 0 SELECT SECTOR SPDR TR PUT 81369Y959 48425 538000 SH Put SOLE 538000 0 0