Capula Management Ltd Q4 2017 Filing

Filed February 12, 2018

Portfolio Value

$588.6B

Holdings

3

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (3 positions)

#StockSharesValue% PortfolioType
1
XLFSELECT SECTOR SPDR TR
9,308,255$259.8B44.14%Put
2
EEMISHARES TR
5,125,540$241.5B41.03%Put
3
HYGISHARES TR
1,000,000$87.3B14.83%Put