-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, B207LubbxbaVVwPIA2fjt5SXE+fgqo2sxOr1ZOUMrCvm8Kj+L0EsqRPuCzpoFm5t TumSxZ74BO9oYMrEl2yOMw== 0001085146-08-001550.txt : 20081112 0001085146-08-001550.hdr.sgml : 20081111 20081112082432 ACCESSION NUMBER: 0001085146-08-001550 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laurion Capital Management LP CENTRAL INDEX KEY: 0001390202 IRS NUMBER: 562504425 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12437 FILM NUMBER: 081178223 BUSINESS ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 13F-HR 1 laur3q08.txt LAURION CAPITAL MANAGEMENT LP 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, 2008 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: Laurion Capital Management LP Address: 7 Times Square, Suite 2505 New York, NY 10036 13F File Number: 28-12437 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 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: Benjamin A. Smith Title: Partner Phone: 212.938.6300 Signature, Place, and Date of Signing: /s/ Benjamin A. Smith New York, NY November 10, 2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 64 Form13F Information Table Value Total: $168,641 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE 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 DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 7384 108100 SH SOLE 108100 0 0 3M CO COM 88579Y101 264 49400 SH CALL SOLE 0 0 0 3M CO COM 88579Y101 2530 200000 SH PUT SOLE 200000 0 0 ABBOTT LABS COM 002824100 880 100000 SH CALL SOLE 0 0 0 ANHEUSER BUSCH COS INC COM 035229103 5532 350000 SH CALL SOLE 0 0 0 ANHEUSER BUSCH COS INC COM 035229103 402 350000 SH PUT SOLE 350000 0 0 CHEVRON CORP NEW COM 166764100 486 5900 SH SOLE 5900 0 0 CHEVRON CORP NEW COM 166764100 1121 246700 SH CALL SOLE 0 0 0 CHEVRON CORP NEW COM 166764100 2103 276300 SH PUT SOLE 276300 0 0 CISCO SYS INC COM 17275R102 3275 145200 SH SOLE 145200 0 0 CISCO SYS INC COM 17275R102 1198 311900 SH PUT SOLE 311900 0 0 CITIGROUP INC COM 172967101 1169 57000 SH SOLE 57000 0 0 CITIGROUP INC COM 172967101 228 300000 SH CALL SOLE 0 0 0 CITIGROUP INC COM 172967101 1207 300000 SH PUT SOLE 300000 0 0 COCA COLA CO COM 191216100 360 116400 SH CALL SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 828 11000 SH SOLE 11000 0 0 COLGATE PALMOLIVE CO COM 194162103 952 150000 SH CALL SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 1567 150000 SH PUT SOLE 150000 0 0 CVS CAREMARK CORPORATION COM 126650100 6456 191807 SH SOLE 191807 0 0 CVS CAREMARK CORPORATION COM 126650100 392 237600 SH CALL SOLE 0 0 0 CVS CAREMARK CORPORATION COM 126650100 2084 304100 SH PUT SOLE 304100 0 0 DIRECTV GROUP INC COM 25459L106 3830 146375 SH SOLE 146375 0 0 DIRECTV GROUP INC COM 25459L106 687 500000 SH CALL SOLE 0 0 0 DIRECTV GROUP INC COM 25459L106 2550 500000 SH PUT SOLE 500000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 4231 105000 SH SOLE 105000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1573 255800 SH PUT SOLE 255800 0 0 GARMIN LTD ORD G37260109 610 18000 SH SOLE 18000 0 0 GARMIN LTD ORD G37260109 482 20100 SH PUT SOLE 20100 0 0 GENERAL ELECTRIC CO COM 369604103 18423 722500 SH SOLE 722500 0 0 GENERAL ELECTRIC CO COM 369604103 5613 1000000 SH PUT SOLE 1000000 0 0 GILEAD SCIENCES INC COM 375558103 1344 29500 SH SOLE 29500 0 0 GILEAD SCIENCES INC COM 375558103 262 175000 SH CALL SOLE 0 0 0 GILEAD SCIENCES INC COM 375558103 1330 226300 SH PUT SOLE 226300 0 0 GOOGLE INC CL A 38259P508 4605 11500 SH SOLE 11500 0 0 GOOGLE INC CL A 38259P508 1081 40000 SH CALL SOLE 0 0 0 GOOGLE INC CL A 38259P508 5122 40000 SH PUT SOLE 40000 0 0 HALLIBURTON CO COM 406216101 599 18500 SH SOLE 18500 0 0 HALLIBURTON CO COM 406216101 545 225000 SH CALL SOLE 0 0 0 HALLIBURTON CO COM 406216101 2645 325000 SH PUT SOLE 325000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 312 100000 SH CALL SOLE 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 437 104100 SH PUT SOLE 104100 0 0 ISHARES TR FTSE XNHUA IDX 464287184 1985 57600 SH SOLE 57600 0 0 MCDONALDS CORP COM 580135101 308 5000 SH SOLE 5000 0 0 MCDONALDS CORP COM 580135101 204 62900 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 211 31400 SH PUT SOLE 31400 0 0 MORGAN STANLEY COM NEW 617446448 908 39500 SH SOLE 39500 0 0 MORGAN STANLEY COM NEW 617446448 1100 50000 SH PUT SOLE 50000 0 0 NIKE INC CL B 654106103 215 25000 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 2205 49000 SH SOLE 49000 0 0 PEABODY ENERGY CORP COM 704549104 2185 100000 SH PUT SOLE 100000 0 0 TARGET CORP COM 87612E106 27860 568000 SH SOLE 568000 0 0 TEXAS INSTRS INC COM 882508104 7256 337500 SH SOLE 337500 0 0 TEXAS INSTRS INC COM 882508104 2557 300000 SH PUT SOLE 300000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 6760 107500 SH SOLE 107500 0 0 UNITED PARCEL SERVICE INC CL B 911312106 752 153700 SH CALL SOLE 0 0 0 UNITED PARCEL SERVICE INC CL B 911312106 3795 300000 SH PUT SOLE 300000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 614 380700 SH CALL SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 853 98100 SH PUT SOLE 98100 0 0 VIACOM INC NEW CL B 92553P201 5591 225100 SH SOLE 225100 0 0 VIACOM INC NEW CL B 92553P201 3346 230000 SH PUT SOLE 230000 0 0 WAL MART STORES INC COM 931142103 1125 100000 SH CALL SOLE 0 0 0 WAL MART STORES INC COM 931142103 582 100000 SH PUT SOLE 100000 0 0 XEROX CORP COM 984121103 935 81100 SH SOLE 81100 0 0 XEROX CORP COM 984121103 595 350000 SH PUT SOLE 350000 0 0
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