0001172661-17-000537.txt : 20170213 0001172661-17-000537.hdr.sgml : 20170213 20170213153021 ACCESSION NUMBER: 0001172661-17-000537 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170213 DATE AS OF CHANGE: 20170213 EFFECTIVENESS DATE: 20170213 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: 17598692 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 12-31-2016 12-31-2016 false Capula Management Ltd

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

13F HOLDINGS REPORT 028-17203 N Mark Barnett 203-524-1885 /s/ Mark Barnett Greenwich CT 02-13-2017 1 10 184437 1 0001351450 Capula Investment Management LLP INFORMATION TABLE 2 infotable.xml ISHARES TR MSCI EAFE ETF 464287465 32329 560000 SH Put DFND 1 560000 0 0 ISHARES TR MSCI EAFE ETF 464287465 32329 560000 SH Call DFND 1 560000 0 0 ISHARES TR MSCI EAFE ETF 464287465 6062 105000 SH DFND 1 105000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 4136 118128 SH DFND 118128 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 27786 248026 SH DFND 1 248026 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7701 65000 SH Put DFND 1 65000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7701 65000 SH Call DFND 1 65000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 0 1 SH DFND 1 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 52313 2250000 SH Put DFND 1 2250000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 14080 605604 SH DFND 1 605604 0 0