0001348886-11-000011.txt : 20111114 0001348886-11-000011.hdr.sgml : 20111111 20111114124341 ACCESSION NUMBER: 0001348886-11-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Calypso Capital Management, LP CENTRAL INDEX KEY: 0001348886 IRS NUMBER: 352264745 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11557 FILM NUMBER: 111200016 BUSINESS ADDRESS: STREET 1: 135 EAST 57TH STREET STREET 2: 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 212-829-4072 MAIL ADDRESS: STREET 1: 135 EAST 57TH STREET STREET 2: 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 calypsoccm3q2011filinglive.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2011 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Calypso Capital Management, LP Address: 135 East 57 street New York, NY 10022 13 File Number: 028-11557 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form Person Signing this Report on Behalf of Reporting Manager: Name: Deena Novick, Esq. Title: CCO Phone: 212-371-4063 Signature, Place and Date of Signing: Deena Novick, New York, NY, November 15, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 24 Form 13F Information Table Value Total: 182457 FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- -------- D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODCVKY1 3421 217500 SH CALL SOLE 0 0 217500 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODCVKZ8 1425 90600 SH CALL SOLE 0 0 90600 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODKW0L0 1227 78000 SH CALL SOLE 0 0 78000 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODCKW0M8 1273 80900 SH CALL SOLE 0 0 80900 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODNPGR2 2194 139500 SH CALL SOLE 0 0 139500 D CURRENCY SHARES BRITISH POUND E OPTIONS - PUTS 99ODRNCQ9 3868 25000 SH PUT SOLE 0 0 25000 D CURRENCY SHARES BRITISH POUND E OPTIONS - PUTS 99ODNCW6 11605 75000 SH PUT SOLE 0 0 75000 D CURRENCY SHARES BRITISH POUND E OPTIONS - PUTS 99ODRNCX4 7736 50000 SH PUT SOLE 0 0 50000 D DRESSER-RAND GROUP INC COM OPTIONS - CALLS 99ODRF1R6 11251 277600 SH CALL SOLE 0 0 277600 D NEXEN INC COM COMMON STOCK 65334H102 10019 646835 SH SOLE 0 0 646835 D NEXEN INC COM OPTIONS - CALLS 99ODS9N38 1549 100000 SH CALL SOLE 0 0 100000 D NEXEN INC COM OPTIONS - CALLS 99ODS9N46 223 14400 SH CALL SOLE 0 0 14400 D QEP RESOURCES COMMON STOCK 74733V100 10511 388300 SH SOLE 0 0 388300 D SCHLUMBERGER LTD USD .01 COM COMMON STOCK 806857108 5973 100000 SH SOLE 0 0 100000 D SIGNET JEWELERS LTD COM STK COMMON STOCK G81276100 4948 146401 SH SOLE 0 0 146401 D SOUTHWESTERN ENERGY COMPANY (D COMMON STOCK 845467109 4500 135000 SH SOLE 0 0 135000 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99ODSSPH3 833 25000 SH CALL SOLE 0 0 25000 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99ODSSPJ9 1387 41600 SH CALL SOLE 0 0 41600 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99ODSSPK6 1443 43300 SH CALL SOLE 0 0 43300 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99ODJTV27 33945 300000 SH PUT SOLE 0 0 300000 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99ODJTV35 35280 311800 SH PUT SOLE 0 0 311800 D ULTRA PETROLEUM CORP COM COMMON STOCK 903914109 8316 300000 SH SOLE 0 0 300000 D ULTRA PETROLEUM CORP COM OPTIONS - CALLS 99ODSYMK6 416 15000 SH CALL SOLE 0 0 15000 D VIRGIN MEDIA INC COM STK COMMON STOCK 92769L101 19114 784980 SH SOLE 0 0 784980 S REPORT SUMMARY 24 DATA RECORDS 182457 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED