Calypso Capital Management, LP Current Holdings: USA Options

Calypso Capital Management, LP current holdings: USA Options

Calypso Capital Management, LP reported $0.03 billion in put and call options, at their filed underlying value (listed in the US), 11 positions, in its Form 13F for the quarter ended 2014-12-31; the largest are SPY, IWM, BGS.

• SPY: Country of operation —; Class TR UNIT · Put; Shares 70,000; Value $14,388,000.
• IWM: Country of operation —; Class RUSSELL 2000 ETF · Put; Shares 50,000; Value $5,981,000.
• BGS: Country of operation United States; Class COM · Call; Shares 100,000; Value $2,990,000.
• ULTRA PETROLEUM CORP: Country of operation —; Class COM · Call; Shares 165,000; Value $2,171,000.