13F-HR LIVE false true false 0001666335 XXXXXXXX 09-30-2022 09-30-2022 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 Y For the quarter ending on September 30, 2022, Rokos Capital Management LLP ("RCM UK") has delegated investment discretion to Rokos Capital Management (US) LP ("RCM US") with respect to certain Section 13(f) securities. Positions over which RCM UK and RCM US shared investment discretion on September 30, 2022, are aggregated under the designation of "shared-other" (OTR) in the Form 14F Information Table, in accordance with the Answer to Question 47 in SEC Division of Investment Management: Frequently Asked Question About Form 13F. RCM US may have shared investment discretion over only a portion of such positions. The designation of RCM UK's investment discretion as "sole" (SOLE) in the Form 13F Information Table applies to a position in a Section 13(f) security over which RCM US had no discretion. Nikolas Holttum 44 20 3906 4796 Nikolas Holttum London X0 11-14-2022 1 75 3355944 false 1 0001827377 Rokos Capital Management (US) LP