-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, AKUcNOYbAB2G11AHyFyc7XYun/PzuiruHCTyeG96Ur8hfVq83ws6k7Nrm7+a2ZqV MKrZbxxdUg7i1J2JAug+JA== 0001085146-09-000823.txt : 20090209 0001085146-09-000823.hdr.sgml : 20090209 20090209114042 ACCESSION NUMBER: 0001085146-09-000823 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090209 DATE AS OF CHANGE: 20090209 EFFECTIVENESS DATE: 20090209 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Laurion Capital Management LP CENTRAL INDEX KEY: 0001390202 IRS NUMBER: 562504425 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12437 FILM NUMBER: 09579528 BUSINESS ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 BUSINESS PHONE: 212-938-6325 MAIL ADDRESS: STREET 1: 7 TIMES SQUARE, SUITE 2505 CITY: NEW YORK STATE: NY ZIP: 10021 13F-HR 1 laur4q08.txt LAURION CAPITAL MANAGEMENT LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Laurion Capital Management LP Address: 7 Times Square, Suite 2505 New York, NY 10036 13F File Number: 28-12437 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Benjamin A. Smith Title: Partner Phone: 212.938.6300 Signature, Place, and Date of Signing: /s/ Benjamin A. Smith New York, NY February 09, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 95 Form13F Information Table Value Total: $196,476 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 9520 165450 SH SOLE 165450 0 0 3M CO COM 88579Y101 429 197400 SH PUT SOLE 197400 0 0 3M CO COM 88579Y101 4470 200000 SH PUT SOLE 200000 0 0 ABBOTT LABS COM 002824100 380 100000 SH CALL SOLE 0 0 0 ALLEGHANY CORP DEL COM 017175100 468 30000 SH CALL SOLE 0 0 0 ALLEGHANY CORP DEL COM 017175100 245 100000 SH CALL SOLE 0 0 0 ALLEGHANY CORP DEL COM 017175100 4896 20000 SH PUT SOLE 20000 0 0 ALLEGHANY CORP DEL COM 017175100 253 62500 SH PUT SOLE 62500 0 0 ALLEGHANY CORP DEL COM 017175100 1825 100000 SH PUT SOLE 100000 0 0 AMGEN INC COM 031162100 483 200000 SH CALL SOLE 0 0 0 AMGEN INC COM 031162100 1040 18000 SH SOLE 18000 0 0 ANADARKO PETE CORP COM 032511107 1700 44100 SH SOLE 44100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 350 50000 SH PUT SOLE 50000 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 591 20500 SH SOLE 20500 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 677 17200 SH SOLE 17200 0 0 CHEVRON CORP NEW COM 166764100 392 29600 SH PUT SOLE 29600 0 0 CHEVRON CORP NEW COM 166764100 1414 280000 SH CALL SOLE 0 0 0 CHEVRON CORP NEW COM 166764100 678 71700 SH PUT SOLE 71700 0 0 CHEVRON CORP NEW COM 166764100 1454 129200 SH PUT SOLE 129200 0 0 CHEVRON CORP NEW COM 166764100 2959 40000 SH SOLE 40000 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 928 20000 SH SOLE 20000 0 0 CISCO SYS INC COM 17275R102 1332 81700 SH SOLE 81700 0 0 CITIGROUP INC COM 172967101 2013 300000 SH SOLE 300000 0 0 CITIGROUP INC COM 172967101 4695 300000 SH PUT SOLE 300000 0 0 COCA COLA CO COM 191216100 344 26600 SH PUT SOLE 26600 0 0 COLGATE PALMOLIVE CO COM 194162103 2400 150000 SH PUT SOLE 150000 0 0 COLGATE PALMOLIVE CO COM 194162103 4483 65400 SH SOLE 65400 0 0 COLGATE PALMOLIVE CO COM 194162103 593 150000 SH CALL SOLE 0 0 0 CVS CAREMARK CORPORATION COM 126650100 374 27000 SH PUT SOLE 27000 0 0 CVS CAREMARK CORPORATION COM 126650100 352 39500 SH PUT SOLE 39500 0 0 CVS CAREMARK CORPORATION COM 126650100 2270 200000 SH PUT SOLE 200000 0 0 CVS CAREMARK CORPORATION COM 126650100 879 77100 SH PUT SOLE 77100 0 0 CVS CAREMARK CORPORATION COM 126650100 9766 339807 SH SOLE 339807 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 863 76900 SH PUT SOLE 76900 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1352 155000 SH PUT SOLE 155000 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 3775 500000 SH PUT SOLE 500000 0 0 DIRECTV GROUP INC COM 25459L106 8623 376375 SH SOLE 376375 0 0 DISNEY WALT CO COM DISNEY 254687106 227 10000 SH SOLE 10000 0 0 DOMINION RES INC VA NEW COM 25746U109 487 13600 SH SOLE 13600 0 0 EXXON MOBIL CORP COM 30231G102 1177 14750 SH SOLE 14750 0 0 GARMIN LTD ORD G37260109 345 18000 SH SOLE 18000 0 0 GENERAL DYNAMICS CORP COM 369550108 341 51300 SH PUT SOLE 51300 0 0 GENERAL ELECTRIC CO COM 369604103 16492 1018000 SH SOLE 1018000 0 0 GENERAL ELECTRIC CO COM 369604103 251 19800 SH PUT SOLE 19800 0 0 GENERAL ELECTRIC CO COM 369604103 7000 500000 SH PUT SOLE 500000 0 0 GENERAL ELECTRIC CO COM 369604103 6600 400000 SH PUT SOLE 400000 0 0 GENERAL ELECTRIC CO COM 369604103 923 100000 SH PUT SOLE 100000 0 0 GENPACT LIMITED SHS G3922B107 3849 20000 SH PUT SOLE 20000 0 0 GENPACT LIMITED SHS G3922B107 722 20100 SH PUT SOLE 20100 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 674 63300 SH PUT SOLE 63300 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 357 23200 SH CALL SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 548 43400 SH CALL SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 239 25900 SH PUT SOLE 25900 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 2447 29000 SH SOLE 29000 0 0 GOOGLE INC CL A 38259P508 11383 37000 SH SOLE 37000 0 0 HALLIBURTON CO COM 406216101 5312 292200 SH SOLE 292200 0 0 HALLIBURTON CO COM 406216101 1760 100000 SH PUT SOLE 100000 0 0 HALLIBURTON CO COM 406216101 2775 125000 SH PUT SOLE 125000 0 0 HALLIBURTON CO COM 406216101 1683 100000 SH PUT SOLE 100000 0 0 JOHNSON & JOHNSON COM 478160104 379 75000 SH CALL SOLE 0 0 0 LUMBER LIQUIDATORS INC COM 55003Q103 3875 100000 SH PUT SOLE 100000 0 0 MACYS INC COM 55616P104 268 263000 SH PUT SOLE 263000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 457 13500 SH SOLE 13500 0 0 MCDONALDS CORP COM 580135101 294 119800 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 5286 85000 SH SOLE 85000 0 0 NIKE INC CL B 654106103 230 25000 SH PUT SOLE 25000 0 0 NOVELLUS SYS INC COM 670008101 571 46300 SH SOLE 46300 0 0 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 494 6700 SH SOLE 6700 0 0 PAYCHEX INC COM 704326107 307 119400 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 1765 77600 SH SOLE 77600 0 0 PETROQUEST ENERGY INC COM 716748108 408 259100 SH PUT SOLE 259100 0 0 PROCTER & GAMBLE CO COM 742718109 232 82300 SH PUT SOLE 82300 0 0 PROCTER & GAMBLE CO COM 742718109 727 191300 SH CALL SOLE 0 0 0 RAYTHEON CO COM NEW 755111507 280 40000 SH PUT SOLE 40000 0 0 RAYTHEON CO COM NEW 755111507 204 40000 SH CALL SOLE 0 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1860 300000 SH PUT SOLE 300000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3182 66503 SH SOLE 66503 0 0 SYSCO CORP COM 871829107 210 30000 SH PUT SOLE 30000 0 0 SYSCO CORP COM 871829107 688 30000 SH SOLE 30000 0 0 TARGET CORP COM 87612E106 202 164900 SH PUT SOLE 164900 0 0 TARGET CORP COM 87612E106 5166 149600 SH SOLE 149600 0 0 TEXAS INSTRS INC COM 882508104 495 271800 SH CALL SOLE 0 0 0 TEXAS INSTRS INC COM 882508104 240 428200 SH PUT SOLE 428200 0 0 TIME WARNER INC COM 887317105 1634 162400 SH SOLE 162400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 3940 200000 SH PUT SOLE 200000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 13067 236900 SH SOLE 236900 0 0 UNITED STATES STL CORP NEW COM 912909108 486 300000 SH CALL SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 694 250000 SH CALL SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 625 250000 SH PUT SOLE 250000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1025 490400 SH CALL SOLE 0 0 0 WILMINGTON TRUST CORP COM 971807102 829 98100 SH PUT SOLE 98100 0 0 WOORI FIN HLDGS CO LTD ADR 981063100 217 130000 SH CALL SOLE 0 0 0 XL CAP LTD CL A G98255105 261 300000 SH CALL SOLE 0 0 0 XL CAP LTD CL A G98255105 499 150000 SH CALL SOLE 0 0 0 XL CAP LTD CL A G98255105 521 150000 SH PUT SOLE 150000 0 0
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