Capula Management Ltd Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$620.7B

Holdings

3

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (3 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
10,581,976$281.4B45.33%Put
2
XLESELECT SECTOR SPDR TR
3,302,013$250.8B40.40%Put
3
FXIISHARES TR
2,061,508$88.6B14.27%Put