0001666335-20-000006.txt : 20200814 0001666335-20-000006.hdr.sgml : 20200814 20200814135303 ACCESSION NUMBER: 0001666335-20-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 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: 201103835 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 06-30-2020 06-30-2020 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 N Sorrall Beadsworth 00442036689000 Sorrall Beadsworth UNITED KINGDOM X0 08-13-2020 0 10 1991760 false INFORMATION TABLE 2 RCM13F.xml ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 680534 3155000 SH Call SOLE 3155000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 491225 2289239 SH SOLE 2289239 0 0 DADA NEXUS LTD ADS 23344D108 11410 516276 SH SOLE 516276 0 0 ISHARES TR JPMORGAN USD EMG 464288281 376814 3450042 SH Put SOLE 3450042 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 52895 903568 SH SOLE 903568 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 168566 2978190 SH SOLE 2978190 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 53101 538000 SH Call SOLE 538000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 53101 538000 SH Put SOLE 538000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 52057 410000 SH Call SOLE 410000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 52057 410000 SH Put SOLE 410000 0 0