0001172661-17-001196.txt : 20170515 0001172661-17-001196.hdr.sgml : 20170515 20170515145049 ACCESSION NUMBER: 0001172661-17-001196 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170515 DATE AS OF CHANGE: 20170515 EFFECTIVENESS DATE: 20170515 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: 17843513 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 03-31-2017 03-31-2017 false Capula Management Ltd

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

13F HOLDINGS REPORT 028-17203 N Henning Bruder 3459498066 /s/ Henning Bruder Potsdam 2M 05-15-2017 1 8 616109 1 0001351450 Capula Investment Management LLP INFORMATION TABLE 2 infotable.xml ISHARES TR MSCI EMG MKT ETF 464287234 55146 1400000 SH Put DFND 1 1400000 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 16367 415500 SH DFND 1 415500 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 320 8128 SH DFND 8128 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 8775 77107 SH DFND 1 77107 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 104850 1500000 SH Put DFND 1 1500000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 52425 750000 SH Call DFND 1 750000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 313426 13208000 SH Put DFND 1 13208000 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 64800 2730737 SH DFND 1 2730737 0 0