Overview
Operational and Organizational Information
Rokos Capital Management LLP (“RCM UK” or “we”) is an investment advisory firm specializing in
investment management for private investment funds and commenced operations in October 2015.
The ultimate principal owner of RCM UK is Mr. Christopher Charles Rokos. Mr. Rokos is also the
ultimate owner of Rokos Capital Management (Jersey) LP (“RCM Jersey”) which serves as a manager
to our Clients and Rokos Capital Management (US) LP (“RCM US”) which serves as a sub-advisor to
our clients. RCM Jersey acts as manager of our Clients and has delegated authority to us. In turn, we
have delegated responsibility for certain portfolio management activities to RCM US in relation to pooled
investment vehicles, such as Rokos Global Macro Master Fund LP and its feeder funds (“Clients”)
under a sub-advisory arrangement. RCM US is also registered as an investment adviser with the SEC.
In this document “RCM” means each of RCM UK, RCM Jersey and RCM US together.
Types of Advisory Services Offered
We offer investment advisory services to our Clients. We tailor our investment advisory services to the
investment objectives of each Client.
These objectives are described in the offering documentation for
our private investment fund Clients. We manage the assets of each Client in accordance with the terms
of the documents governing our relationship with the applicable Client. RCM provides investment advice
directly to the Clients and not individually to the Clients’ investors.
Wrap Fee Programs
Our firm does not participate in wrap fee programs.
Regulatory Assets Under Management
As of March 31, 2023, RCM UK manages $172,454,217,111 of regulatory assets under management
for its Clients on a discretionary basis. Regulatory assets under management for the purposes of this
Form ADV are calculated as the aggregate assets of our Clients, without deduction for any assets
managed by RCM US under any sub-advisory arrangements.
While much of this brochure applies to all of our Clients, certain information applies to specific
Clients only. Please closely review the applicable governing documents with respect to, among
other things, the terms, conditions and risks of investing in a particular Client. This brochure
should not be construed as an offer or a solicitation of an offer to purchase an interest in our
Clients.