Capula Management Ltd Q1 2016 Filing

Filed May 11, 2016

Portfolio Value

$11.0T

Holdings

4

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (4 positions)

#StockSharesValue% PortfolioType
1
EWZISHARES
400,000,000$10.5T95.61%Put
2
EEMISHARES TR
10,640,000$364.4B3.31%Call
3
—BARCLAYS BK PLC
4,500,000$79.3B0.72%Call
4
IWFISHARES TR
398,545$39.8B0.36%