-----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, P8SKLEOTWQ8THkcfkhQWTR5WXn6VtMo6f8HdAXVfFwQ4GVY/wLgbD93AOC6/pFEe mRX5FT2jVbVfw++IsiPdHQ== 0001085146-08-000849.txt : 20080731 0001085146-08-000849.hdr.sgml : 20080731 20080730173743 ACCESSION NUMBER: 0001085146-08-000849 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080731 DATE AS OF CHANGE: 20080730 EFFECTIVENESS DATE: 20080731 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: 08979904 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 laur2q08.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: June 30, 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 July 30, 2008 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: 108 Form13F Information Table Value Total: $123,000 (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$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 6123 88000 SH SOLE 6123 0 0 3M CO COM 88579Y101 335 2000 SH CALL SOLE 335 0 0 3M CO COM 88579Y101 2420 2000 SH PUT SOLE 2420 0 0 ABBOTT LABS COM 002824100 555 1000 SH CALL SOLE 555 0 0 ABBOTT LABS COM 002824100 280 1000 SH PUT SOLE 280 0 0 ADVANCED MICRO DEVICES INC COM 007903107 95 16409 SH SOLE 95 0 0 AETNA INC NEW COM 00817Y108 312 7700 SH SOLE 312 0 0 AGNICO EAGLE MINES LTD COM 008474108 520 7000 SH SOLE 520 0 0 ALCATEL-LUCENT SPONSORED ADR 013904305 114 19003 SH SOLE 114 0 0 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 153 12200 SH SOLE 153 0 0 AMERICAN TOWER CORP CL A 029912201 1998 47300 SH SOLE 1998 0 0 AMERICAN TOWER CORP CL A 029912201 204 1700 SH PUT SOLE 204 0 0 ANADARKO PETE CORP COM 032511107 2069 27659 SH SOLE 2069 0 0 ANHEUSER BUSCH COS INC COM 035229103 4520 3500 SH CALL SOLE 4520 0 0 ANHEUSER BUSCH COS INC COM 035229103 428 3500 SH PUT SOLE 428 0 0 APPLIED MATLS INC COM 038222105 368 19300 SH SOLE 368 0 0 AVERY DENNISON CORP COM 053611109 347 7900 SH SOLE 347 0 0 BAKER HUGHES INC COM 057224107 1441 16500 SH SOLE 1441 0 0 BANK OF AMERICA CORPORATION COM 060505104 2885 120900 SH SOLE 2885 0 0 BARR PHARMACEUTICALS INC COM 068306109 238 5300 SH SOLE 238 0 0 BAXTER INTL INC COM 071813109 613 9600 SH SOLE 613 0 0 BCE INC COM NEW 05534B760 243 7000 SH SOLE 243 0 0 BMC SOFTWARE INC COM 055921100 201 5600 SH SOLE 201 0 0 BOSTON PROPERTIES INC COM 101121101 315 3500 SH SOLE 315 0 0 BOSTON SCIENTIFIC CORP COM 101137107 309 25200 SH SOLE 309 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 453 8200 SH SOLE 453 0 0 CENTERPOINT ENERGY INC COM 15189T107 359 22400 SH SOLE 359 0 0 CISCO SYS INC COM 17275R102 8401 361200 SH SOLE 8401 0 0 CISCO SYS INC COM 17275R102 2207 9119 SH PUT SOLE 2207 0 0 CITIGROUP INC COM 172967101 2966 177000 SH SOLE 2966 0 0 CITIGROUP INC COM 172967101 1965 3000 SH PUT SOLE 1965 0 0 COCA COLA CO COM 191216100 1491 28700 SH SOLE 1491 0 0 COLGATE PALMOLIVE CO COM 194162103 200 2900 SH SOLE 200 0 0 COVANCE INC COM 222816100 404 4700 SH SOLE 404 0 0 CVS CAREMARK CORPORATION COM 126650100 482 12200 SH SOLE 482 0 0 CVS CAREMARK CORPORATION COM 126650100 310 2000 SH CALL SOLE 310 0 0 CVS CAREMARK CORPORATION COM 126650100 710 2000 SH PUT SOLE 710 0 0 DENTSPLY INTL INC NEW COM 249030107 276 7500 SH SOLE 276 0 0 EATON CORP COM 278058102 688 8100 SH SOLE 688 0 0 ELECTRONIC ARTS INC COM 285512109 404 9100 SH SOLE 404 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 227 9400 SH SOLE 227 0 0 EXPRESS SCRIPTS INC COM 302182100 219 3500 SH SOLE 219 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 232 6300 SH SOLE 232 0 0 FORDING CDN COAL TR TR UNIT 345425102 688 7200 SH SOLE 688 0 0 FOUNDRY NETWORKS INC COM 35063R100 131 11100 SH SOLE 131 0 0 GARMIN LTD ORD G37260109 385 9000 SH SOLE 385 0 0 GARMIN LTD ORD G37260109 321 201 SH PUT SOLE 321 0 0 GENENTECH INC COM NEW 368710406 629 8300 SH SOLE 629 0 0 GENERAL ELECTRIC CO COM 369604103 17415 652500 SH SOLE 17415 0 0 GENERAL ELECTRIC CO COM 369604103 337 1700 SH CALL SOLE 337 0 0 GENERAL ELECTRIC CO COM 369604103 4845 9000 SH PUT SOLE 4845 0 0 GILEAD SCIENCES INC COM 375558103 778 1750 SH CALL SOLE 778 0 0 GILEAD SCIENCES INC COM 375558103 701 2263 SH PUT SOLE 701 0 0 GOLDCORP INC NEW COM 380956409 664 14400 SH SOLE 664 0 0 HELMERICH & PAYNE INC COM 423452101 381 5300 SH SOLE 381 0 0 ILLINOIS TOOL WKS INC COM 452308109 270 5700 SH SOLE 270 0 0 ILLUMINA INC COM 452327109 252 2900 SH SOLE 252 0 0 INTEL CORP COM 458140100 210 9800 SH SOLE 210 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 470 1000 SH CALL SOLE 470 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 670 1241 SH PUT SOLE 670 0 0 ISHARES TR FTSE XNHUA IDX 464287184 381 2900 SH SOLE 381 0 0 JEFFERIES GROUP INC NEW COM 472319102 206 12300 SH SOLE 206 0 0 JOY GLOBAL INC COM 481165108 341 4500 SH SOLE 341 0 0 KOHLS CORP COM 500255104 600 15000 SH SOLE 600 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 362 5200 SH SOLE 362 0 0 LSI CORPORATION COM 502161102 217 35500 SH SOLE 217 0 0 MATTEL INC COM 577081102 227 13300 SH SOLE 227 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 287 6100 SH SOLE 287 0 0 MERRILL LYNCH & CO INC COM 590188108 469 14800 SH SOLE 469 0 0 MORGAN STANLEY COM NEW 617446448 991 27500 SH SOLE 991 0 0 MORGAN STANLEY COM NEW 617446448 500 500 SH PUT SOLE 500 0 0 MYLAN INC COM 628530107 225 18700 SH SOLE 225 0 0 NATIONAL OILWELL VARCO INC COM 637071101 277 3128 SH SOLE 277 0 0 PARKER HANNIFIN CORP COM 701094104 249 3500 SH SOLE 249 0 0 PERKINELMER INC COM 714046109 259 9300 SH SOLE 259 0 0 PRECISION CASTPARTS CORP COM 740189105 568 5900 SH SOLE 568 0 0 PROCTER & GAMBLE CO COM 742718109 1197 19700 SH SOLE 1197 0 0 PRUDENTIAL FINL INC COM 744320102 794 13300 SH SOLE 794 0 0 PUBLIC STORAGE COM 74460D109 759 9400 SH SOLE 759 0 0 SEALED AIR CORP NEW COM 81211K100 195 10300 SH SOLE 195 0 0 SEMPRA ENERGY COM 816851109 203 3600 SH SOLE 203 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1042 11600 SH SOLE 1042 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 216 5400 SH SOLE 216 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 320 29500 SH SOLE 320 0 0 SUNCOR ENERGY INC COM 867229106 418 7200 SH SOLE 418 0 0 SYSCO CORP COM 871829107 277 10100 SH SOLE 277 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 289 26500 SH SOLE 289 0 0 TERADATA CORP DEL COM 88076W103 263 11400 SH SOLE 263 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 343 7500 SH SOLE 343 0 0 TEXAS INSTRS INC COM 882508104 2334 82900 SH SOLE 2334 0 0 TEXAS INSTRS INC COM 882508104 363 3000 SH CALL SOLE 363 0 0 TEXAS INSTRS INC COM 882508104 1204 4500 SH PUT SOLE 1204 0 0 UNITED PARCEL SERVICE INC CL B 911312106 8421 137000 SH SOLE 8421 0 0 UNITED PARCEL SERVICE INC CL B 911312106 2900 2000 SH PUT SOLE 2900 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 208 3300 SH SOLE 208 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5805 164000 SH SOLE 5805 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 675 2500 SH PUT SOLE 675 0 0 VIACOM INC NEW CL B 92553P201 5023 164500 SH SOLE 5023 0 0 VIACOM INC NEW CL B 92553P201 1900 2000 SH PUT SOLE 1900 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 100 11300 SH SOLE 100 0 0 WAL MART STORES INC COM 931142103 866 4000 SH CALL SOLE 866 0 0 WELLPOINT INC COM 94973V107 294 6169 SH SOLE 294 0 0 WYNN RESORTS LTD COM 983134107 276 3400 SH SOLE 276 0 0 XCEL ENERGY INC COM 98389B100 214 10700 SH SOLE 214 0 0 XEROX CORP COM 984121103 245 3500 SH CALL SOLE 245 0 0 XEROX CORP COM 984121103 262 3500 SH PUT SOLE 262 0 0 ZIMMER HLDGS INC COM 98956P102 959 14100 SH SOLE 959 0 0 ZIONS BANCORPORATION COM 989701107 249 7924 SH SOLE 249 0 0
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