0001348886-12-000002.txt : 20120214 0001348886-12-000002.hdr.sgml : 20120214 20120214122531 ACCESSION NUMBER: 0001348886-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12606421 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 calypsoccm4q2011filinglive.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: December 31, 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: 39 Form 13F Information Table Value Total: 182454 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 99ODP0GT1 2417 170000 SH CALL SOLE 0 0 170000 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODP2BR6 1422 100000 SH CALL SOLE 0 0 100000 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODPBTC0 427 30000 SH CALL SOLE 0 0 30000 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODPYS49 175 12300 SH CALL SOLE 0 0 12300 D CABLEVISION SYS CORP COM STK OPTIONS - CALLS 99ODPYS56 375 26400 SH CALL SOLE 0 0 26400 D CAMECO CORP CAD COM COMMON STOCK 13321L108 2776 153784 SH SOLE 0 0 153784 D CHEVRON CORPORATION OPTIONS - PUTS 99AL636Y3 3990 37500 SH PUT SOLE 0 0 37500 D DRESSER-RAND GROUP INC COM COMMON STOCK 261608103 3119 62500 SH SOLE 0 0 62500 D DRESSER-RAND GROUP INC COM OPTIONS - CALLS 99OF4MZK9 2496 50000 SH CALL SOLE 0 0 50000 D ENERGY SELECT SECTOR SPDR OPTIONS - PUTS 99AL024D9 5185 75000 SH PUT SOLE 0 0 75000 D ENERGY SELECT SECTOR SPDR OPTIONS - PUTS 99ODQLD59 4321 62500 SH PUT SOLE 0 0 62500 D ENERGY SELECT SECTOR SPDR OPTIONS - PUTS 99OFB0G53 1728 25000 SH PUT SOLE 0 0 25000 D GANNETT CO INC COM STK OPTIONS - PUTS 99AJT5R66 2674 200000 SH PUT SOLE 0 0 200000 D HARRY WINSTON DIAMOND CORP COMMON STOCK 41587B100 1943 182400 SH SOLE 0 0 182400 D PATTERSON-UTI ENERGY INC OPTIONS - PUTS 99OB3NDG0 4296 215000 SH PUT SOLE 0 0 215000 D QEP RESOURCES OPTIONS - CALLS 99OF5LK91 2930 100000 SH CALL SOLE 0 0 100000 D SCHLUMBERGER LTD USD .01 COM COMMON STOCK 806857108 6134 89800 SH SOLE 0 0 89800 D SOUTHWESTERN ENERGY COMPANY (D COMMON STOCK 845467109 5909 185000 SH SOLE 0 0 185000 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99O9L5FZ0 2555 80000 SH CALL SOLE 0 0 80000 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99ODCYP79 4551 142500 SH CALL SOLE 0 0 142500 D SOUTHWESTERN ENERGY COMPANY (D OPTIONS - CALLS 99odcyp87 9183 287500 SH CALL SOLE 0 0 287500 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99ALF33K6 4706 37500 SH PUT SOLE 0 0 37500 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99AP2H361 12550 100000 SH PUT SOLE 0 0 100000 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99ODCB6W5 12550 100000 SH PUT SOLE 0 0 100000 D SPDR S&P 500 ETF TRUST OPTIONS - PUTS 99ODCB6X3 15688 125000 SH PUT SOLE 0 0 125000 D SPDR S&P RETAIL ETF OPTIONS - PUTS 99OCLJ0D8 3941 75000 SH PUT SOLE 0 0 75000 D SPDR S&P RETAIL ETF OPTIONS - PUTS 99ODCBLH1 1314 25000 SH PUT SOLE 0 0 25000 D SPDR S&P RETAIL ETF OPTIONS - PUTS 99OFB17N2 1314 25000 SH PUT SOLE 0 0 25000 D ULTRA PETROLEUM CORP COM COMMON STOCK 903914109 8296 280000 SH SOLE 0 0 280000 D ULTRA PETROLEUM CORP COM OPTIONS - CALLS 99ALBBQF8 9852 332500 SH CALL SOLE 0 0 332500 D ULTRA PETROLEUM CORP COM OPTIONS - CALLS 99ODKN1X3 2963 100000 SH CALL SOLE 0 0 100000 D VIACOM INC CL B COM STK OPTIONS - CALLS 99ODG9GM7 1703 37500 SH CALL SOLE 0 0 37500 D VIACOM INC CL B COM STK OPTIONS - CALLS 99ODG9GN5 1703 37500 SH CALL SOLE 0 0 37500 D VIACOM INC CL B COM STK OPTIONS - CALLS 99ODG9GP0 3406 75000 SH CALL SOLE 0 0 75000 D VIRGIN MEDIA INC COM STK COMMON STOCK 92769L101 16516 772500 SH SOLE 0 0 772500 D VIRGIN MEDIA INC COM STK OPTIONS - CALLS 99OCN56Y4 1914 89500 SH CALL SOLE 0 0 89500 D VIRGIN MEDIA INC COM STK OPTIONS - CALLS 99OCN56Z1 3207 150000 SH CALL SOLE 0 0 150000 S REPORT SUMMARY 39 DATA RECORDS 182454 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED