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 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