-----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, ErIbaPLOnSwl6zWF1Cn0b7Iin86xa8HU7J8bVr/m1meXkhbDaNhgfSHtqs8wwFFb 8VO0q7941akqgXyZuVZ+/A== 0001085146-09-002040.txt : 20090506 0001085146-09-002040.hdr.sgml : 20090506 20090506070907 ACCESSION NUMBER: 0001085146-09-002040 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090506 DATE AS OF CHANGE: 20090506 EFFECTIVENESS DATE: 20090506 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: 09799587 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 laur1q09.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: March 31, 2009 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 May 05, 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: 166 Form13F Information Table Value Total: $605,643 (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 5332 107250 SH SOLE 107250 0 0 3M CO COM 88579Y101 415 197400 SH PUT SOLE 197400 0 0 ABBOTT LABS COM 002824100 11620 243600 SH SOLE 243600 0 0 ABBOTT LABS COM 002824100 1519 227200 SH PUT SOLE 227200 0 0 AETNA INC NEW COM 00817Y108 1684 69200 SH SOLE 69200 0 0 AETNA INC NEW COM 00817Y108 469 80200 SH PUT SOLE 80200 0 0 ALLEGHANY CORP DEL COM 017175100 10032 1600000 SH CALL SOLE 0 0 0 ALLEGHANY CORP DEL COM 017175100 16259 1397500 SH PUT SOLE 1397500 0 0 AMERICAN TOWER CORP CL A 029912201 1943 500000 SH CALL SOLE 0 0 0 AMERICAN TOWER CORP CL A 029912201 2240 500000 SH PUT SOLE 500000 0 0 AMGEN INC COM 031162100 891 18000 SH SOLE 18000 0 0 ANADARKO PETE CORP COM 032511107 764 440000 SH CALL SOLE 0 0 0 ANADARKO PETE CORP COM 032511107 2304 240000 SH PUT SOLE 240000 0 0 APACHE CORP COM 037411105 801 12500 SH SOLE 12500 0 0 APPLE INC COM 037833100 934 45000 SH CALL SOLE 0 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1017 36600 SH SOLE 36600 0 0 AT&T INC COM 00206R102 8298 329300 SH SOLE 329300 0 0 AT&T INC COM 00206R102 2296 755200 SH PUT SOLE 755200 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 230 50000 SH PUT SOLE 50000 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1963 69500 SH SOLE 69500 0 0 BARRICK GOLD CORP COM 067901108 2234 68900 SH SOLE 68900 0 0 BARRICK GOLD CORP COM 067901108 340 100000 SH PUT SOLE 100000 0 0 BAXTER INTL INC COM 071813109 886 17300 SH SOLE 17300 0 0 BAXTER INTL INC COM 071813109 463 68100 SH PUT SOLE 68100 0 0 BEST BUY INC COM 086516101 1716 45200 SH SOLE 45200 0 0 CATERPILLAR INC DEL COM 149123101 755 27000 SH SOLE 27000 0 0 CELGENE CORP COM 151020104 389 8750 SH SOLE 8750 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 414 101600 SH PUT SOLE 101600 0 0 CEPHALON INC COM 156708109 9466 139000 SH SOLE 139000 0 0 CHEVRON CORP NEW COM 166764100 15080 224266 SH SOLE 224266 0 0 CHEVRON CORP NEW COM 166764100 4162 466900 SH PUT SOLE 466900 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 985 20000 SH SOLE 20000 0 0 CISCO SYS INC COM 17275R102 839 50000 SH SOLE 50000 0 0 CME GROUP INC COM 12572Q105 1226 37500 SH CALL SOLE 0 0 0 CME GROUP INC COM 12572Q105 1268 37500 SH PUT SOLE 37500 0 0 COCA COLA CO COM 191216100 405 100000 SH CALL SOLE 0 0 0 COCA COLA CO COM 191216100 343 26600 SH PUT SOLE 26600 0 0 COLGATE PALMOLIVE CO COM 194162103 5957 101000 SH SOLE 101000 0 0 COLGATE PALMOLIVE CO COM 194162103 201 30000 SH CALL SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 3360 150000 SH PUT SOLE 150000 0 0 CONOCOPHILLIPS COM 20825C104 7558 193000 SH SOLE 193000 0 0 CONOCOPHILLIPS COM 20825C104 3011 352800 SH PUT SOLE 352800 0 0 CORNING INC COM 219350105 317 23900 SH SOLE 23900 0 0 COSTCO WHSL CORP NEW COM 22160K105 9660 208550 SH SOLE 208550 0 0 COSTCO WHSL CORP NEW COM 22160K105 2043 322000 SH PUT SOLE 322000 0 0 DEVON ENERGY CORP NEW COM 25179M103 706 15800 SH SOLE 15800 0 0 DISNEY WALT CO COM DISNEY 254687106 1085 450000 SH CALL SOLE 0 0 0 DISNEY WALT CO COM DISNEY 254687106 1113 500000 SH PUT SOLE 500000 0 0 DOMINION RES INC VA NEW COM 25746U109 2076 67000 SH SOLE 67000 0 0 DOMINION RES INC VA NEW COM 25746U109 788 1500000 SH CALL SOLE 0 0 0 DOMINION RES INC VA NEW COM 25746U109 2837 1763900 SH PUT SOLE 1763900 0 0 EBAY INC COM 278642103 1331 106000 SH SOLE 106000 0 0 ELECTRONIC ARTS INC COM 285512109 661 456200 SH CALL SOLE 0 0 0 ELECTRONIC ARTS INC COM 285512109 639 456200 SH PUT SOLE 456200 0 0 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 480 231300 SH PUT SOLE 231300 0 0 EXELON CORP COM 30161N101 6641 146300 SH SOLE 146300 0 0 EXELON CORP COM 30161N101 1155 118500 SH PUT SOLE 118500 0 0 EXXON MOBIL CORP COM 30231G102 10276 150900 SH SOLE 150900 0 0 EXXON MOBIL CORP COM 30231G102 452 200000 SH CALL SOLE 0 0 0 EXXON MOBIL CORP COM 30231G102 2502 649300 SH PUT SOLE 649300 0 0 FEDEX CORP COM 31428X106 1855 41700 SH SOLE 41700 0 0 GENERAL ELECTRIC CO COM 369604103 1757 173800 SH SOLE 173800 0 0 GENERAL ELECTRIC CO COM 369604103 515 100000 SH PUT SOLE 100000 0 0 GENPACT LIMITED SHS G3922B107 2412 270000 SH CALL SOLE 0 0 0 GENPACT LIMITED SHS G3922B107 2497 270000 SH PUT SOLE 270000 0 0 GOLDCORP INC NEW COM 380956409 2384 53500 SH CALL SOLE 0 0 0 GOLDCORP INC NEW COM 380956409 2228 70000 SH PUT SOLE 70000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1618 66600 SH CALL SOLE 0 0 0 GOOGLE INC CL A 38259P508 1674 4809 SH SOLE 4809 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 503 300000 SH CALL SOLE 0 0 0 HALLIBURTON CO COM 406216101 280 18100 SH SOLE 18100 0 0 HALLIBURTON CO COM 406216101 4974 225000 SH PUT SOLE 225000 0 0 HEINZ H J CO COM 423074103 779 23550 SH SOLE 23550 0 0 HEINZ H J CO COM 423074103 720 245000 SH PUT SOLE 245000 0 0 HEWLETT PACKARD CO COM 428236103 1314 41000 SH SOLE 41000 0 0 HOME DEPOT INC COM 437076102 2392 1600000 SH CALL SOLE 0 0 0 HOME DEPOT INC COM 437076102 249 200000 SH PUT SOLE 200000 0 0 INTEL CORP COM 458140100 9389 623850 SH SOLE 623850 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 457 6142 SH SOLE 6142 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 542 281700 SH CALL SOLE 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 240 75000 SH PUT SOLE 75000 0 0 INTUIT COM 461202103 500 18500 SH SOLE 18500 0 0 INTUIT COM 461202103 581 750000 SH CALL SOLE 0 0 0 INTUIT COM 461202103 1219 750000 SH PUT SOLE 750000 0 0 ISHARES INC MSCI BRAZIL 464286400 5870 155825 SH SOLE 155825 0 0 ISHARES INC MSCI BRAZIL 464286400 315 300000 SH CALL SOLE 0 0 0 ISHARES INC MSCI BRAZIL 464286400 1020 300000 SH PUT SOLE 300000 0 0 ISHARES TR FTSE XNHUA IDX 464287184 175786 6163600 SH SOLE 6163600 0 0 JOHNSON & JOHNSON COM 478160104 8997 171040 SH SOLE 171040 0 0 JOHNSON & JOHNSON COM 478160104 865 188200 SH CALL SOLE 0 0 0 JOHNSON & JOHNSON COM 478160104 1443 439800 SH PUT SOLE 439800 0 0 KELLOGG CO COM 487836108 729 335000 SH PUT SOLE 335000 0 0 KOHLS CORP COM 500255104 1584 453000 SH CALL SOLE 0 0 0 KOHLS CORP COM 500255104 385 70000 SH PUT SOLE 70000 0 0 KRAFT FOODS INC CL A 50075N104 539 24200 SH SOLE 24200 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 6177 91100 SH SOLE 91100 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 648 60000 SH CALL SOLE 0 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 402 60000 SH PUT SOLE 60000 0 0 LILLY ELI & CO COM 532457108 4499 134659 SH SOLE 134659 0 0 LOCKHEED MARTIN CORP COM 539830109 509 29500 SH PUT SOLE 29500 0 0 LOEWS CORP COM 540424108 272 55000 SH PUT SOLE 55000 0 0 LUMBER LIQUIDATORS INC COM 55003Q103 248 100000 SH CALL SOLE 0 0 0 LUMBER LIQUIDATORS INC COM 55003Q103 3510 100000 SH PUT SOLE 100000 0 0 MARSH & MCLENNAN COS INC COM 571748102 1742 86000 SH SOLE 86000 0 0 MARSH & MCLENNAN COS INC COM 571748102 575 200000 SH PUT SOLE 200000 0 0 MASTERCARD INC CL A 57636Q104 10015 59800 SH SOLE 59800 0 0 MASTERCARD INC CL A 57636Q104 1663 250000 SH PUT SOLE 250000 0 0 MCDONALDS CORP COM 580135101 1116 190000 SH CALL SOLE 0 0 0 MCDONALDS CORP COM 580135101 1377 260000 SH PUT SOLE 260000 0 0 MCGRAW HILL COS INC COM 580645109 1121 49000 SH SOLE 49000 0 0 MERCK & CO INC COM 589331107 3223 120500 SH SOLE 120500 0 0 MICROSOFT CORP COM 594918104 4976 270900 SH SOLE 270900 0 0 MURPHY OIL CORP COM 626717102 1849 41300 SH SOLE 41300 0 0 MURPHY OIL CORP COM 626717102 740 119400 SH PUT SOLE 119400 0 0 NEWMONT MINING CORP COM 651639106 349 7800 SH SOLE 7800 0 0 NIKE INC CL B 654106103 2026 43200 SH SOLE 43200 0 0 NIKE INC CL B 654106103 499 91500 SH PUT SOLE 91500 0 0 NORTHROP GRUMMAN CORP COM 666807102 873 20000 SH SOLE 20000 0 0 ORACLE CORP COM 68389X105 1513 500000 SH CALL SOLE 0 0 0 PEABODY ENERGY CORP COM 704549104 1152 46000 SH SOLE 46000 0 0 PEPSICO INC COM 713448108 1574 500000 SH CALL SOLE 0 0 0 PEPSICO INC COM 713448108 999 370100 SH PUT SOLE 370100 0 0 PETROQUEST ENERGY INC COM 716748108 482 178700 SH CALL SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 838 304900 SH CALL SOLE 0 0 0 PHILIP MORRIS INTL INC COM 718172109 1350 504000 SH PUT SOLE 504000 0 0 PROCTER & GAMBLE CO COM 742718109 14584 309700 SH SOLE 309700 0 0 PROCTER & GAMBLE CO COM 742718109 307 157500 SH CALL SOLE 0 0 0 PROCTER & GAMBLE CO COM 742718109 4232 610100 SH PUT SOLE 610100 0 0 QUALCOMM INC COM 747525103 315 8100 SH SOLE 8100 0 0 RAYTHEON CO COM NEW 755111507 1832 185400 SH PUT SOLE 185400 0 0 REALTY INCOME CORP COM 756109104 481 370000 SH CALL SOLE 0 0 0 REALTY INCOME CORP COM 756109104 518 370000 SH PUT SOLE 370000 0 0 RYDER SYS INC COM 783549108 338 75000 SH CALL SOLE 0 0 0 RYDER SYS INC COM 783549108 428 75000 SH PUT SOLE 75000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 335 7900 SH SOLE 7900 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 402 300000 SH PUT SOLE 300000 0 0 SOUTHERN CO COM 842587107 3203 104600 SH SOLE 104600 0 0 SOUTHERN CO COM 842587107 378 149800 SH PUT SOLE 149800 0 0 SOUTHWESTERN ENERGY CO COM 845467109 551 200000 SH CALL SOLE 0 0 0 SOUTHWESTERN ENERGY CO COM 845467109 779 244400 SH PUT SOLE 244400 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 74201 821900 SH SOLE 821900 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 4213 1000000 SH CALL SOLE 0 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 975 250000 SH PUT SOLE 250000 0 0 TARGET CORP COM 87612E106 266 133800 SH PUT SOLE 133800 0 0 TEXAS INSTRS INC COM 882508104 502 291800 SH CALL SOLE 0 0 0 TIFFANY & CO NEW COM 886547108 875 40600 SH SOLE 40600 0 0 TRAVELERS COMPANIES INC COM 89417E109 1622 39900 SH SOLE 39900 0 0 TRAVELERS COMPANIES INC COM 89417E109 292 212000 SH PUT SOLE 212000 0 0 UNION PAC CORP COM 907818108 1150 125000 SH CALL SOLE 0 0 0 UNITED PARCEL SERVICE INC CL B 911312106 364 75000 SH CALL SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 3438 162700 SH SOLE 162700 0 0 UNITED STATES STL CORP NEW COM 912909108 1113 250000 SH PUT SOLE 250000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2424 56400 SH SOLE 56400 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 2230 73850 SH SOLE 73850 0 0 WACHOVIA_CORP_NEW COM 929903102 326 75000 SH CALL SOLE 0 0 0 WACHOVIA_CORP_NEW COM 929903102 385 50000 SH PUT SOLE 50000 0 0 WAL MART STORES INC COM 931142103 356 284500 SH CALL SOLE 0 0 0 WASTE MGMT INC DEL COM 94106L109 261 10200 SH SOLE 10200 0 0 WASTE MGMT INC DEL COM 94106L109 878 126300 SH PUT SOLE 126300 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 2843 485600 SH CALL SOLE 0 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 3196 485600 SH PUT SOLE 485600 0 0 WELLPOINT INC COM 94973V107 357 9400 SH SOLE 9400 0 0 WESTAR ENERGY INC COM 95709T100 413 125000 SH PUT SOLE 125000 0 0 WILLBROS GROUP INC DEL COM 969203108 793 100000 SH PUT SOLE 100000 0 0 WILMINGTON TRUST CORP COM 971807102 1209 148100 SH PUT SOLE 148100 0 0 YAHOO INC COM 984332106 518 40400 SH SOLE 40400 0 0
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