0001666335-20-000008.txt : 20201113 0001666335-20-000008.hdr.sgml : 20201113 20201113144503 ACCESSION NUMBER: 0001666335-20-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201113 DATE AS OF CHANGE: 20201113 EFFECTIVENESS DATE: 20201113 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: 201310888 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 09-30-2020 09-30-2020 Rokos Capital Management LLP
23 SAVILE ROW LONDON X0 W1S 2ET
13F HOLDINGS REPORT 028-19229 N
Sorrall Beadsworth Head of Compliance 00442036689000 Sorrall Beadsworth London X0 11-13-2020 0 22 5919486 false
INFORMATION TABLE 2 RCM-13F.xml APPLE INC COM 037833100 401914 3459762 SH Put SOLE 3459762 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 15495 31494 SH SOLE 31494 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 301103 612000 SH Put SOLE 612000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 51995 179052 SH SOLE 179052 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 916182 3155000 SH Call SOLE 3155000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 250072 861157 SH Put SOLE 861157 0 0 DADA NEXUS LTD ADS 23344D108 23617 862568 SH SOLE 862568 0 0 ALPHABET INC CAP STK CL C 02079K107 102221 68966 SH SOLE 68966 0 0 ISHARES TR IBOXX INV CP ETF 464287242 1184172 8800000 SH SOLE 8800000 0 0 NEXTERA ENERGY INC COM 65339F101 7202 26380 SH SOLE 26380 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 19000 2000000 SH SOLE 2000000 0 0 QUALCOMM INC COM 747525103 63487 534001 SH SOLE 534001 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 1788762 6438100 SH Put SOLE 6438100 0 0 SNOWFLAKE INC CL A 833445109 3234 12230 SH SOLE 12230 0 0 TIFFANY & CO NEW COM 886547108 22169 190964 SH SOLE 190964 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 300875 12500000 SH Call SOLE 12500000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 57718 903568 SH SOLE 903568 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 176190 2978190 SH SOLE 2978190 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 56425 538000 SH Call SOLE 538000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 56425 538000 SH Put SOLE 538000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 60614 410000 SH Call SOLE 410000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 60614 410000 SH Put SOLE 410000 0 0