Rokos Capital Management LLP

Q2 2020 13F Holdings Report, Options Holdings

Signature - Title
Richard Nikolas Holttum - Chief Compliance Officer
Location
London, United Kingdom
Options holdings as of
June 30, 2020
Options notional value $
$1.27B
Number of options holdings
6
Date filed
8/14/2020, 01:53 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q1 2020 - May 14, 2020
Next filing
Q3 2020 - Nov 13, 2020
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2020 Q2 compared to 2020 Q1 - Restatement by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Sorrall Beadsworth Head of Compliance United Kingdom, United Kingdom 8/13/2020