Director

0001172661-22-001493.txt : 20220517 0001172661-22-001493.hdr.sgml : 20220517 20220517064428 ACCESSION NUMBER: 0001172661-22-001493 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220517 DATE AS OF CHANGE: 20220517 EFFECTIVENESS DATE: 20220517 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: 22932188 BUSINESS ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 BUSINESS PHONE: 345-949-8066 MAIL ADDRESS: STREET 1: PO BOX 309 STREET 2: UGLAND HOUSE CITY: GRAND CAYMAN STATE: E9 ZIP: KY1-1104 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001557017 XXXXXXXX 03-31-2022 03-31-2022 false Capula Management Ltd

PO Box 309 Ugland House Grand Cayman E9 KY1-1104

13F HOLDINGS REPORT 028-17203 N Henning Bruder Director 3459498066 /s/ Henning Bruder Potsdam 2M 05-16-2022 2 300 7063911 1 0001633019 028-17204 Capula Investment US LP 2 0001351450 028-17757 Capula Investment Management LLP INFORMATION TABLE 2 infotable.xml 3M CO COM 88579Y101 36431 244700 SH Call DFND 1 244700 0 0 3M CO COM 88579Y101 10422 70000 SH Put DFND 1 70000 0 0 ABBVIE INC COM 00287Y109 8430 52000 SH Call DFND 1 52000 0 0 ABBVIE INC COM 00287Y109 8430 52000 SH Put DFND 1 52000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5396 16000 SH Call DFND 1 16000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 607 1800 SH Put DFND 1 1800 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 2141 4700 SH Call DFND 1 4700 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 2141 4700 SH Put DFND 1 4700 0 0 ADVANCED MICRO DEVICES INC COM 007903107 483 4420 SH DFND 1 4420 0 0 ADVANCED MICRO DEVICES INC COM 007903107 1870 17100 SH Call DFND 1 17100 0 0 ADVANCED MICRO DEVICES INC COM 007903107 1870 17100 SH 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2000 ETF 464287655 33172 161600 SH Call DFND 2 161600 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 65810 320600 SH Put DFND 2 320600 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 82108 400000 SH Put DFND 1 400000 0 0 ISHARES TR U.S. REAL ES ETF 464287739 159 1471 SH DFND 1 1471 0 0 ISHARES TR U.S. REAL ES ETF 464287739 1374 12700 SH Call DFND 1 12700 0 0 ISHARES TR U.S. REAL ES ETF 464287739 2186 20200 SH Put DFND 1 20200 0 0 JOHNSON & JOHNSON COM 478160104 71672 404400 SH Call DFND 1 404400 0 0 JOHNSON & JOHNSON COM 478160104 69864 394200 SH Put DFND 1 394200 0 0 JPMORGAN CHASE & CO COM 46625H100 2713 20047 SH DFND 1 20047 0 0 JPMORGAN CHASE & CO COM 46625H100 15318 113200 SH Call DFND 1 113200 0 0 JPMORGAN CHASE & CO COM 46625H100 15318 113200 SH Put DFND 1 113200 0 0 KINDER MORGAN INC DEL COM 49456B101 277 14625 SH DFND 1 14625 0 0 KINDER MORGAN INC DEL COM 49456B101 3517 186000 SH Call DFND 1 186000 0 0 KINDER MORGAN INC DEL COM 49456B101 3884 205400 SH Put DFND 1 205400 0 0 KRAFT HEINZ CO COM 500754106 232 5884 SH DFND 1 5884 0 0 KRAFT HEINZ CO COM 500754106 4727 120000 SH Put DFND 1 120000 0 0 KRANESHARES TR CSI CHI INTERNET 500767306 7983 280000 SH Call DFND 280000 0 0 LAM RESEARCH CORP COM 512807108 12096 22500 SH Call DFND 1 22500 0 0 LAM RESEARCH CORP COM 512807108 12096 22500 SH Put DFND 1 22500 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 578 29226 SH DFND 1 29226 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 3359 170000 SH Put DFND 1 170000 0 0 LOCKHEED MARTIN CORP COM 539830109 6621 15000 SH Call DFND 1 15000 0 0 LOCKHEED MARTIN CORP COM 539830109 6621 15000 SH Put DFND 1 15000 0 0 LOWES COS INC COM 548661107 7263 35923 SH DFND 1 35923 0 0 LOWES COS INC COM 548661107 15164 75000 SH Call DFND 1 75000 0 0 LOWES COS INC COM 548661107 15164 75000 SH Put DFND 1 75000 0 0 MARSH & MCLENNAN COS INC COM 571748102 21303 125000 SH Call DFND 1 125000 0 0 MARSH & MCLENNAN COS INC COM 571748102 17468 102500 SH Put DFND 1 102500 0 0 MASTERCARD INCORPORATED CL A 57636Q104 357 1000 SH Call DFND 1 1000 0 0 MASTERCARD INCORPORATED CL A 57636Q104 357 1000 SH Put DFND 1 1000 0 0 MCDONALDS CORP COM 580135101 717 2899 SH DFND 1 2899 0 0 MCDONALDS CORP COM 580135101 24753 100100 SH Call DFND 1 100100 0 0 MCDONALDS CORP COM 580135101 40134 162300 SH Put DFND 1 162300 0 0 MERCK & CO INC COM 58933Y105 46358 565000 SH Call DFND 1 565000 0 0 MERCK & CO INC COM 58933Y105 29948 365000 SH Put DFND 1 365000 0 0 META PLATFORMS INC CL A 30303M102 8610 38719 SH DFND 2 38719 0 0 META PLATFORMS INC CL A 30303M102 2868 12900 SH Call DFND 1 12900 0 0 META PLATFORMS INC CL A 30303M102 56101 252300 SH Put DFND 2 252300 0 0 META PLATFORMS INC CL A 30303M102 2957 13300 SH Put DFND 1 13300 0 0 METLIFE INC COM 59156R108 6585 93700 SH Call DFND 1 93700 0 0 METLIFE INC COM 59156R108 7949 113100 SH Put DFND 1 113100 0 0 MGM RESORTS INTERNATIONAL COM 552953101 669 15940 SH DFND 1 15940 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1132 27000 SH Put DFND 1 27000 0 0 MICRON TECHNOLOGY INC COM 595112103 1807 23201 SH DFND 1 23201 0 0 MICRON TECHNOLOGY INC COM 595112103 10126 130000 SH Call DFND 1 130000 0 0 MICRON TECHNOLOGY INC COM 595112103 10982 141000 SH Put DFND 1 141000 0 0 MICROSOFT CORP COM 594918104 10396 33718 SH DFND 2 33718 0 0 MICROSOFT CORP COM 594918104 54725 177500 SH Call DFND 1 177500 0 0 MICROSOFT CORP COM 594918104 106367 345000 SH Put DFND 1 345000 0 0 MICROSOFT CORP COM 594918104 155542 504500 SH Put DFND 2 504500 0 0 NETAPP INC COM 64110D104 4150 50000 SH Call DFND 1 50000 0 0 NETAPP INC COM 64110D104 2075 25000 SH Put DFND 1 25000 0 0 NETFLIX INC COM 64110L106 2397 6398 SH DFND 2 6398 0 0 NETFLIX INC COM 64110L106 2809 7500 SH Call DFND 1 7500 0 0 NETFLIX INC COM 64110L106 22925 61200 SH Put DFND 2 61200 0 0 NETFLIX INC COM 64110L106 2809 7500 SH Put DFND 1 7500 0 0 NEXTERA ENERGY INC COM 65339F101 9504 112200 SH Call DFND 1 112200 0 0 NIKE INC CL B 654106103 4037 30000 SH Call DFND 1 30000 0 0 NIKE INC CL B 654106103 4037 30000 SH Put DFND 1 30000 0 0 NORFOLK SOUTHN CORP COM 655844108 9812 34400 SH Call DFND 1 34400 0 0 NORFOLK SOUTHN CORP COM 655844108 2054 7200 SH Put DFND 1 7200 0 0 NVIDIA CORPORATION COM 67066G104 180 660 SH DFND 1 660 0 0 NVIDIA CORPORATION COM 67066G104 4110 15063 SH DFND 2 15063 0 0 NVIDIA CORPORATION COM 67066G104 2783 10200 SH Call DFND 1 10200 0 0 NVIDIA CORPORATION COM 67066G104 2783 10200 SH Put DFND 1 10200 0 0 NVIDIA CORPORATION COM 67066G104 68488 251000 SH Put DFND 2 251000 0 0 PEPSICO INC COM 713448108 14997 89600 SH Call DFND 1 89600 0 0 PEPSICO INC COM 713448108 12570 75100 SH Put DFND 1 75100 0 0 PFIZER INC COM 717081103 11 220 SH DFND 1 220 0 0 PFIZER INC COM 717081103 5519 106600 SH Call DFND 1 106600 0 0 PFIZER INC COM 717081103 13274 256400 SH Put DFND 1 256400 0 0 PROCTER AND GAMBLE CO COM 742718109 76813 502700 SH Call DFND 1 502700 0 0 PROCTER AND GAMBLE CO COM 742718109 397 2600 SH Put DFND 1 2600 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 9917 100100 SH Call DFND 1 100100 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 9907 100000 SH Put DFND 1 100000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 10476 15000 SH Call DFND 1 15000 0 0 REGENERON PHARMACEUTICALS COM 75886F107 12222 17500 SH Put DFND 1 17500 0 0 ROPER TECHNOLOGIES INC COM 776696106 8395 17800 SH Call DFND 1 17800 0 0 ROPER TECHNOLOGIES INC COM 776696106 4952 10500 SH Put DFND 1 10500 0 0 SALESFORCE COM INC COM 79466L302 21232 100000 SH Call DFND 1 100000 0 0 SALESFORCE COM INC COM 79466L302 53080 250000 SH Put DFND 1 250000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 11466 150000 SH Call DFND 1 150000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 15953 208700 SH Call DFND 2 208700 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 5121 67000 SH Put DFND 2 67000 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 19193 500866 SH DFND 500866 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 17547 457900 SH Call DFND 2 457900 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 7664 200000 SH Call DFND 1 200000 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 9837 256700 SH Put DFND 2 256700 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 31997 835000 SH Put DFND 835000 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 9790 52920 SH DFND 2 52920 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 10305 55700 SH Call DFND 2 55700 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 19462 105200 SH Put DFND 2 105200 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6816 89810 SH DFND 2 89810 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2922 38500 SH Call DFND 2 38500 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6071 80000 SH Call DFND 1 80000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6071 80000 SH Put DFND 1 80000 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 9957 131200 SH Put DFND 2 131200 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 32426 236700 SH Call DFND 2 236700 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 22631 165200 SH Put DFND 2 165200 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3151 30600 SH DFND 2 30600 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 3151 30600 SH Put DFND 2 30600 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 29039 390000 SH Call DFND 1 390000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 17118 229900 SH Call DFND 2 229900 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 16091 216100 SH Put DFND 2 216100 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5377 61000 SH Call DFND 2 61000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 5007 56800 SH Put DFND 2 56800 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 26430 166300 SH Call DFND 2 166300 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7533 47400 SH Put DFND 2 47400 0 0 SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 20428 58900 SH Call DFND 2 58900 0 0 SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 15295 44100 SH Put DFND 2 44100 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 100553 222640 SH DFND 1 222640 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 34 75 SH DFND 2 75 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 64901 143700 SH Call DFND 2 143700 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 45164 100000 SH Call DFND 1 100000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 779079 1725000 SH Put DFND 1 1725000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 76417 169200 SH Put DFND 2 169200 0 0 SPDR SER TR S&P BIOTECH 78464A870 20933 232900 SH Call DFND 2 232900 0 0 SPDR SER TR S&P BIOTECH 78464A870 19001 211400 SH Put DFND 2 211400 0 0 SPDR SER TR S&P HOMEBUILD 78464A888 6320 100000 SH Put DFND 2 100000 0 0 SPDR SER TR S&P METALS MNG 78464A755 344 5610 SH DFND 1 5610 0 0 SPDR SER TR S&P METALS MNG 78464A755 3371 55000 SH Put DFND 1 55000 0 0 SPDR SER TR S&P REGL BKG 78464A698 1522 22090 SH DFND 1 22090 0 0 SPDR SER TR S&P REGL BKG 78464A698 33899 492000 SH Call DFND 2 492000 0 0 SPDR SER TR S&P REGL BKG 78464A698 3101 45000 SH Put DFND 1 45000 0 0 SPDR SER TR S&P REGL BKG 78464A698 4933 71600 SH Put DFND 2 71600 0 0 SPDR SER TR S&P RETAIL ETF 78464A714 903 11950 SH DFND 1 11950 0 0 SPDR SER TR S&P RETAIL ETF 78464A714 3022 40000 SH Put DFND 1 40000 0 0 STRYKER CORPORATION COM 863667101 13368 50000 SH Call DFND 1 50000 0 0 STRYKER CORPORATION COM 863667101 15988 59800 SH Put DFND 1 59800 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 12658 121410 SH DFND 1 121410 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 40609 389500 SH Put DFND 1 389500 0 0 TARGET CORP COM 87612E106 2670 12579 SH DFND 1 12579 0 0 TARGET CORP COM 87612E106 8998 42400 SH Call DFND 1 42400 0 0 TARGET CORP COM 87612E106 13349 62900 SH Put DFND 1 62900 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 43341 504200 SH Call DFND 1 504200 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 7736 90000 SH Put DFND 1 90000 0 0 TESLA INC COM 88160R101 2280 2116 SH DFND 2 2116 0 0 TESLA INC COM 88160R101 830 770 SH DFND 1 770 0 0 TESLA INC COM 88160R101 29957 27800 SH Call DFND 1 27800 0 0 TESLA INC COM 88160R101 29957 27800 SH Put DFND 1 27800 0 0 TESLA INC COM 88160R101 40626 37700 SH Put DFND 2 37700 0 0 TEXAS INSTRS INC COM 882508104 44641 243300 SH Call DFND 1 243300 0 0 TEXAS INSTRS INC COM 882508104 139445 760000 SH Put DFND 1 760000 0 0 TUPPERWARE BRANDS CORP COM 899896104 3404 175000 SH Call DFND 1 175000 0 0 TUPPERWARE BRANDS CORP COM 899896104 3404 175000 SH Put DFND 1 175000 0 0 TWITTER INC COM 90184L102 23214 600000 SH Call DFND 1 600000 0 0 TWITTER INC COM 90184L102 46428 1200000 SH Put DFND 1 1200000 0 0 UNION PAC CORP COM 907818108 58740 215000 SH Call DFND 1 215000 0 0 UNION PAC CORP COM 907818108 53276 195000 SH Put DFND 1 195000 0 0 UNITED AIRLS HLDGS INC COM 910047109 4636 100000 SH Call DFND 1 100000 0 0 UNITED AIRLS HLDGS INC COM 910047109 4636 100000 SH Put DFND 1 100000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 46409 216400 SH Call DFND 1 216400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 32169 150000 SH Put DFND 1 150000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 17084 33500 SH Call DFND 1 33500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 15809 31000 SH Put DFND 1 31000 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 6286 163900 SH Call DFND 2 163900 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 1151 30000 SH Call DFND 30000 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 836 21800 SH Put DFND 2 21800 0 0 VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 50208 186100 SH Call DFND 2 186100 0 0 VANECK ETF TRUST SEMICONDUCTR ETF 92189F676 17159 63600 SH Put DFND 2 63600 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1880 36902 SH DFND 1 36902 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5094 100000 SH Call DFND 1 100000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5094 100000 SH Put DFND 1 100000 0 0 VISA INC COM CL A 92826C839 421 1900 SH Call DFND 1 1900 0 0 VISA INC COM CL A 92826C839 421 1900 SH Put DFND 1 1900 0 0 WALMART INC COM 931142103 94773 636400 SH Call DFND 1 636400 0 0 WALMART INC COM 931142103 28444 191000 SH Put DFND 1 191000 0 0 WELLS FARGO CO NEW COM 949746101 5573 115000 SH Call DFND 1 115000 0 0 WESTERN DIGITAL CORP. COM 958102105 2483 50000 SH Call DFND 1 50000 0 0 WORKDAY INC CL A 98138H101 6244 26077 SH DFND 1 26077 0 0 WORKDAY INC CL A 98138H101 59865 250000 SH Put DFND 1 250000 0 0 YUM BRANDS INC COM 988498101 35559 300000 SH Call DFND 1 300000 0 0