Capula Management Ltd Q2 2017 Filing

Filed August 11, 2017

Portfolio Value

$403.0B

Holdings

3

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (3 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
8,554,667$211.0B52.37%Put
2
EEMISHARES TR
4,593,921$190.1B47.19%Put
3
—BARCLAYS BK PLC
140,000$1.8B0.44%Call