0001172661-16-004285.txt : 20161114 0001172661-16-004285.hdr.sgml : 20161111 20161114120624 ACCESSION NUMBER: 0001172661-16-004285 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Capula Management Ltd CENTRAL INDEX KEY: 0001557017 IRS NUMBER: 000000000 STATE OF INCORPORATION: E9 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17203 FILM NUMBER: 161992548 BUSINESS ADDRESS: STREET 1: UGLAND HOUSE STREET 2: SOUTH CHURCH STREET, GEORGE TOWN CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 345-949-8066 MAIL ADDRESS: STREET 1: UGLAND HOUSE STREET 2: SOUTH CHURCH STREET, GEORGE TOWN CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001557017 XXXXXXXX 09-30-2016 09-30-2016 false Capula Management Ltd

Ugland House South Church Street, George Town Grand Cayman E9 KY1-1104

13F HOLDINGS REPORT 028-17203 N Henning Bruder 345-9498066 /s/ Henning Bruder Potsdam 2M 11-14-2016 1 17 45859854 1 0001633019 028-17204 Capula Investment US LP INFORMATION TABLE 2 infotable.xml BARCLAYS BK PLC IPATH S&P500 VIX 06740Q252 639 18750 SH DFND 1 18750 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 2537 66755 SH DFND 66755 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 3801 100000 SH DFND 1 100000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 1520400 40000000 SH Put DFND 40000000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 27116 724057 SH DFND 724057 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 7607 203128 SH DFND 1 203128 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 8988000 240000000 SH Put DFND 240000000 0 0 ISHARES TR IBOXX INV CP ETF 464287242 2525190 20500000 SH Call DFND 20500000 0 0 ISHARES TR MSCI EAFE ETF 464287465 5321700 90000000 SH Call DFND 90000000 0 0 ISHARES TR MSCI EAFE ETF 464287465 48833 825862 SH DFND 825862 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 13628 129026 SH DFND 129026 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 771680 6500000 SH Call DFND 6500000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 13059200 110000000 SH Call DFND 1 110000000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 771680 6500000 SH Put DFND 6500000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7123200 60000000 SH Put DFND 1 60000000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5648800 80000000 SH Put DFND 80000000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 25843 366000 SH DFND 366000 0 0