-----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, A7IO6G5HZTj4MBXMn0xdKQ4mOt+TsKE0E+f8Rmy1ItGPFrduugdpj6T71hTZXQ5u BweKptIn/xX7pNN02R4CLA== 0001085146-09-003067.txt : 20090731 0001085146-09-003067.hdr.sgml : 20090731 20090730215720 ACCESSION NUMBER: 0001085146-09-003067 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090731 DATE AS OF CHANGE: 20090730 EFFECTIVENESS DATE: 20090731 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: 09975205 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 laur2q09.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, 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 July 30, 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: 325 Form13F Information Table Value Total: $438,031 (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 667 11100 SH SOLE 11100 0 0 3M CO COM 88579Y101 265 203800 SH CALL SOLE 0 0 0 ABBOTT LABS COM 002824100 5538 117738 SH SOLE 117738 0 0 ABBOTT LABS COM 002824100 1086 184000 SH PUT SOLE 184000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 630 49900 SH SOLE 49900 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 205 6400 SH SOLE 6400 0 0 AETNA INC NEW COM 00817Y108 1452 57977 SH SOLE 57977 0 0 AGRIUM INC COM 008916108 483 12100 SH SOLE 12100 0 0 ALCOA INC COM 013817101 306 29600 SH SOLE 29600 0 0 ALTRIA GROUP INC COM 02209S103 182 11118 SH SOLE 11118 0 0 AMAZON COM INC COM 023135106 1129 13500 SH SOLE 13500 0 0 AMAZON COM INC COM 023135106 1669 217600 SH CALL SOLE 0 0 0 AMAZON COM INC COM 023135106 212 40000 SH PUT SOLE 40000 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 492 12700 SH SOLE 12700 0 0 AMERICAN EXPRESS CO COM 025816109 962 41400 SH SOLE 41400 0 0 AMERICAN EXPRESS CO COM 025816109 863 169500 SH CALL SOLE 0 0 0 AMERICAN TOWER CORP CL A 029912201 2016 63949 SH SOLE 63949 0 0 AMERICAN TOWER CORP CL A 029912201 1335 500000 SH CALL SOLE 0 0 0 AMERICAN TOWER CORP CL A 029912201 1136 557700 SH PUT SOLE 557700 0 0 AMERISOURCEBERGEN CORP COM 03073E105 211 11900 SH SOLE 11900 0 0 AMGEN INC COM 031162100 1641 31000 SH SOLE 31000 0 0 ANADARKO PETE CORP COM 032511107 4566 100600 SH SOLE 100600 0 0 ANADARKO PETE CORP COM 032511107 3874 615000 SH CALL SOLE 0 0 0 ANADARKO PETE CORP COM 032511107 2291 640000 SH PUT SOLE 640000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 319 8707 SH SOLE 8707 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 820 100000 SH CALL SOLE 0 0 0 APACHE CORP COM 037411105 455 6300 SH SOLE 6300 0 0 APOLLO GROUP INC CL A 037604105 562 7896 SH SOLE 7896 0 0 APPLE INC COM 037833100 869 6100 SH SOLE 6100 0 0 APPLE INC COM 037833100 2746 85000 SH CALL SOLE 0 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1047 39100 SH SOLE 39100 0 0 AT&T INC COM 00206R102 9242 372070 SH SOLE 372070 0 0 AT&T INC COM 00206R102 911 322300 SH PUT SOLE 322300 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 608 17166 SH SOLE 17166 0 0 AUTOZONE INC COM 053332102 1260 8340 SH SOLE 8340 0 0 AUTOZONE INC COM 053332102 394 22000 SH PUT SOLE 22000 0 0 BALL CORP COM 058498106 455 10084 SH SOLE 10084 0 0 BANK OF AMERICA CORPORATION COM 060505104 272 20600 SH SOLE 20600 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 484 16500 SH SOLE 16500 0 0 BAXTER INTL INC COM 071813109 930 17563 SH SOLE 17563 0 0 BAXTER INTL INC COM 071813109 670 105600 SH PUT SOLE 105600 0 0 BB&T CORP COM 054937107 503 22900 SH SOLE 22900 0 0 BEST BUY INC COM 086516101 465 13885 SH SOLE 13885 0 0 BIOGEN IDEC INC COM 09062X103 1088 24100 SH SOLE 24100 0 0 BJ SVCS CO 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CORP NEW CL B 124857202 125 18000 SH SOLE 18000 0 0 CELGENE CORP COM 151020104 562 11750 SH SOLE 11750 0 0 CELGENE CORP COM 151020104 293 50000 SH CALL SOLE 0 0 0 CEPHALON INC COM 156708109 13736 242469 SH SOLE 242469 0 0 CEPHALON INC COM 156708109 4350 300000 SH PUT SOLE 300000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1011 50998 SH SOLE 50998 0 0 CHESAPEAKE ENERGY CORP COM 165167107 461 150000 SH PUT SOLE 150000 0 0 CHEVRON CORP NEW COM 166764100 22910 345817 SH SOLE 345817 0 0 CHEVRON CORP NEW COM 166764100 1995 415400 SH PUT SOLE 415400 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 759 60000 SH CALL SOLE 0 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 417 5500 SH SOLE 5500 0 0 CHUBB CORP COM 171232101 370 9283 SH SOLE 9283 0 0 CISCO SYS INC COM 17275R102 1087 58300 SH SOLE 58300 0 0 CITIGROUP INC COM 172967101 108 36500 SH SOLE 36500 0 0 CITIGROUP INC COM 172967101 308 125000 SH PUT SOLE 125000 0 0 CME GROUP INC COM 12572Q105 1680 5400 SH SOLE 5400 0 0 CME GROUP INC COM 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ADR 22943F100 222 4800 SH SOLE 4800 0 0 CVS CAREMARK CORPORATION COM 126650100 6897 216417 SH SOLE 216417 0 0 CVS CAREMARK CORPORATION COM 126650100 751 715000 SH CALL SOLE 0 0 0 CVS CAREMARK CORPORATION COM 126650100 1190 680000 SH PUT SOLE 680000 0 0 D R HORTON INC COM 23331A109 548 170000 SH PUT SOLE 170000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 480 82900 SH SOLE 82900 0 0 DEVON ENERGY CORP NEW COM 25179M103 741 13600 SH SOLE 13600 0 0 DIRECTV GROUP INC COM 25459L106 502 20300 SH SOLE 20300 0 0 DISNEY WALT CO COM DISNEY 254687106 2563 500000 SH CALL SOLE 0 0 0 DOW CHEM CO COM 260543103 522 32336 SH SOLE 32336 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 386 18210 SH SOLE 18210 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 538 21000 SH SOLE 21000 0 0 E M C CORP MASS COM 268648102 400 30500 SH SOLE 30500 0 0 EBAY INC COM 278642103 706 41200 SH SOLE 41200 0 0 ECOLAB INC COM 278865100 427 10961 SH SOLE 10961 0 0 ELAN PLC ADR 284131208 201 31500 SH SOLE 31500 0 0 ELECTRONIC ARTS 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PUT SOLE 62500 0 0 SOUTHWEST AIRLS CO COM 844741108 176 26098 SH SOLE 26098 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1131 29100 SH SOLE 29100 0 0 SOUTHWESTERN ENERGY CO COM 845467109 480 50000 SH CALL SOLE 0 0 0 SOUTHWESTERN ENERGY CO COM 845467109 508 80000 SH PUT SOLE 80000 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 9030 2100000 SH CALL SOLE 0 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 94 19600 SH SOLE 19600 0 0 STARBUCKS CORP COM 855244109 707 200000 SH CALL SOLE 0 0 0 STARBUCKS CORP COM 855244109 425 200000 SH PUT SOLE 200000 0 0 STATE STR CORP COM 857477103 2187 46337 SH SOLE 46337 0 0 STATE STR CORP COM 857477103 413 125000 SH PUT SOLE 125000 0 0 STERICYCLE INC COM 858912108 587 11400 SH SOLE 11400 0 0 STRAYER ED INC COM 863236105 218 1000 SH SOLE 1000 0 0 STRYKER CORP COM 863667101 445 11200 SH SOLE 11200 0 0 SUNTRUST BKS INC COM 867914103 303 18405 SH SOLE 18405 0 0 SUPERVALU INC COM 868536103 356 27500 SH SOLE 27500 0 0 SYSCO CORP COM 871829107 409 18200 SH SOLE 18200 0 0 TAIWAN 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911312106 2542 370000 SH PUT SOLE 370000 0 0 UNITED STATES STL CORP NEW COM 912909108 500 14000 SH SOLE 14000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 5996 240020 SH SOLE 240020 0 0 UNITEDHEALTH GROUP INC COM 91324P102 615 500000 SH CALL SOLE 0 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3100 500000 SH PUT SOLE 500000 0 0 VARIAN MED SYS INC COM 92220P105 517 14700 SH SOLE 14700 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 5791 188458 SH SOLE 188458 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 812 98100 SH PUT SOLE 98100 0 0 VIACOM INC NEW CL B 92553P201 588 25900 SH SOLE 25900 0 0 VISA INC COM CL A 92826C839 5280 84808 SH SOLE 84808 0 0 VISA INC COM CL A 92826C839 1500 500000 SH CALL SOLE 0 0 0 VISA INC COM CL A 92826C839 1125 250000 SH PUT SOLE 250000 0 0 VULCAN MATLS CO COM 929160109 466 10819 SH SOLE 10819 0 0 WAL MART STORES INC COM 931142103 8977 185329 SH SOLE 185329 0 0 WAL MART STORES INC COM 931142103 2297 185600 SH PUT SOLE 185600 0 0 WALGREEN CO COM 931422109 1723 58600 SH SOLE 58600 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 456 23300 SH SOLE 23300 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 3100 500000 SH CALL SOLE 0 0 0 WELLPOINT INC COM 94973V107 270 5300 SH SOLE 5300 0 0 WELLS FARGO & CO NEW COM 949746101 689 28392 SH SOLE 28392 0 0 WESTERN UN CO COM 959802109 272 16600 SH SOLE 16600 0 0 XTO ENERGY INC COM 98385X106 2333 61164 SH SOLE 61164 0 0 XTO ENERGY INC COM 98385X106 475 50000 SH PUT SOLE 50000 0 0 YAHOO INC COM 984332106 562 35900 SH SOLE 35900 0 0 ZIMMER HLDGS INC COM 98956P102 486 11402 SH SOLE 11402 0 0
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