0001666335-20-000003.txt : 20200514 0001666335-20-000003.hdr.sgml : 20200514 20200514083341 ACCESSION NUMBER: 0001666335-20-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200514 DATE AS OF CHANGE: 20200514 EFFECTIVENESS DATE: 20200514 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: 20875412 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 03-31-2020 03-31-2020 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 N Sorrall Beadsworth 00442037640638 Sorrall Beadsworth London X0 05-13-2020 0 7 1219818 false INFORMATION TABLE 2 RCMMay2020.xml ISHARES TR CALL 464287902 980706 7940300 SH Call SOLE 7940300 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2295 41500 SH SOLE 41500 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 59641 1060670 SH SOLE 1060670 0 0 SELECT SECTOR SPDR TR CALL 81369Y909 47645 538000 SH Call SOLE 538000 0 0 SELECT SECTOR SPDR TR PUT 81369Y959 47645 538000 SH Put SOLE 538000 0 0 SELECT SECTOR SPDR TR CALL 81369Y907 40943 410000 SH Call SOLE 410000 0 0 SELECT SECTOR SPDR TR PUT 81369Y957 40943 410000 SH Put SOLE 410000 0 0