Who We Are Rokos Capital Management LLP (“RCM”), is a UK alternative investment fund manager authorised and regulated by the U.K. Financial Conduct Authority. RCM is also registered with the U.S. Commodities Futures Trading Commission and a member of the U.S. National Futures Association. Rokos Capital Management (US) LP, a sub-adviser to RCM, is registered as an investment adviser with the U.S. Securities and Exchange Commission. We have around 250 employees between our London Headquarters, New York, Washington DC and Singapore locations. What We Do RCM is an alternative asset manager that targets consistent long-term returns for our investors within a well-defined risk framework. RCM is predominantly active in global macro strategies and focusses on macro asset classes in developed and emerging markets. The investor base is institutional in nature, and diversified by investor type and by geography. Effective risk management is at the heart of our business. Our CIO, Chris Rokos, heads a small group of experienced Investment Officers with complementary, intersecting skillsets seeking to take controlled risk on an opportunistic basis. Our investment process is supported by economic research and quantitative analysis to capture and organise data, inform and improve decision making, and maximise efficiency of trade expression. We have a preference for derivative products that allow precise expression of views, analytically defined downside, and convex upside. Technology and automation is a focus across the firm. Contact Us London 23 Savile Row London W1S 2ET Tel: +44 20 3668 9000 Washington DC 1717 K St NW Suite 900 Washington, DC 20006 New York NY 600 Lexington Avenue 34th Floor NY, NY 10022 Singapore Suite #40-21, Level 40, Ocean Financial Centre, 10 Collyer Quay, Raffles Place, Singapore, 049315 General Enquiries info@rokoscapital.com Investor Enquiries ir@rokoscapital.com Careers careers@rokoscapital.com Copyright © 2021 Rokos Capital Management LLP. All rights reserved. Pillar 3 Stewardship Code Disclosure Complaints Market Soundings Modern Slavery SRD Disclosure Privacy Notice Tax Strategy UK Stewardship Code Under Rule 2.2.3R of the Financial Conduct Authority's (“FCA”) Conduct of Business Sourcebook, Rokos Capital Management LLP (“Rokos Capital” or “the Firm”), to the extent it is managing investments for a professional client (as defined by the FCA), is required to disclose the nature of its commitment to the UK Financial Reporting Council's Stewardship Code (the "Code") or, where it does not commit to the Code, explain its considered choice based on the Firm’s investment approach. The Code is a voluntary code and sets out a number of principles relating to engagement by investors in UK-listed companies. Rokos Capital pursues a global macro investment strategy and as such invests across a variety of asset classes and markets globally. Exposure to UK listed issuers as part of that strategy is limited and where such exposure is taken it is not typically through investment directly into individual equities. Therefore, whilst Rokos Capital generally supports the objectives that underlie the Code, the nature of its investment strategy is such that its provisions are not materially relevant. The Firm has therefore chosen not to commit to the Code at this time.