0001666335-20-000001.txt : 20200213
0001666335-20-000001.hdr.sgml : 20200213
20200213125552
ACCESSION NUMBER: 0001666335-20-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200213
DATE AS OF CHANGE: 20200213
EFFECTIVENESS DATE: 20200213
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: 20608563
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
false
true
0001666335
XXXXXXXX
12-31-2019
12-31-2019
Rokos Capital Management LLP
23 SAVILE ROW
LONDON
X0
W1S 2ET
13F HOLDINGS REPORT
028-19229
N
David Gilbert
General Counsel
00442036689000
David Gilbert
London
X0
02-13-2020
0
9
447763
false
INFORMATION TABLE
2
RCM13F.xml
ISHARES TR
MSCI EMG MKT ETF
464287234
61550
1376339
SH
SOLE
1376339
0
0
ISHARES INC
MSCI BRAZIL ETF
464286400
103637
2196400
SH
SOLE
2196400
0
0
ISHARES TR
CALL
464288903
21233
450000
SH
Call
SOLE
450000
0
0
ISHARES TR
PUT
464288953
47185
1000000
SH
Put
SOLE
1000000
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
2604
41500
SH
SOLE
41500
0
0
SELECT SECTOR SPDR TR
CALL
81369Y909
54548
538000
SH
Call
SOLE
538000
0
0
SELECT SECTOR SPDR TR
PUT
81369Y959
54548
538000
SH
Put
SOLE
538000
0
0
SELECT SECTOR SPDR TR
CALL
81369Y907
51229
410000
SH
Call
SOLE
410000
0
0
SELECT SECTOR SPDR TR
PUT
81369Y957
51229
410000
SH
Put
SOLE
410000
0
0