0001520770-11-000004.txt : 20110812 0001520770-11-000004.hdr.sgml : 20110812 20110812164908 ACCESSION NUMBER: 0001520770-11-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110812 DATE AS OF CHANGE: 20110812 EFFECTIVENESS DATE: 20110812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Jump Trading, LLC CENTRAL INDEX KEY: 0001520770 IRS NUMBER: 205661196 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14477 FILM NUMBER: 111031970 BUSINESS ADDRESS: STREET 1: 600 W. CHICAGO AVE. SUITE 825 CITY: CHICAGO STATE: IL ZIP: 60654 BUSINESS PHONE: 3122058900 MAIL ADDRESS: STREET 1: 600 W. CHICAGO AVE. SUITE 825 CITY: CHICAGO STATE: IL ZIP: 60654 13F-HR 1 QIIWORKSHEET.txt 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 30th, 2011 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: Jump Trading, LLC Address: 600 W. Chicago Ave, Suite 825 Chicago, IL 60654 Form 13F File Number: 28-14477 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: Carey Harrold Title: Chief Financial Officer Phone: 312 205-8900 Signature, Place, and Date of Signing: Carey Harrold Chicago, IL August 11, 2011 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: _____________________ Form 13F Information Table Entry Total: 19 Form 13F Information Table Value Total: 90,161 (thousands) List of Other Included Managers: NONE Form 13F Information Table SH/ PUT/ INVSTMNTOTHER VOTING AUTHORITY ISSUER TITLE CUSIP Value SHARES AMT CALL DSCRETNMANAGER SOLE SHARED NONE PROSHARES ULTRA SI 74347W841 226 1,369 SH N/A SOLE N/A 1,369 0 0 CBOE HLDG COM 12503M108 929 37,748 SH N/A SOLE N/A 37,748 0 0 SPDR DOW UT SER 1 78467X109 3,343 27,000 SH N/A SOLE N/A 27,000 0 0 ISHARES T MSCI EME 464287234 272 5,715 SH N/A SOLE N/A 5,715 0 0 INTERCONT COM 45865V100 986 7,905 SH N/A SOLE N/A 7,905 0 0 ISHARES T RUSSELL 464287655 1,987 23,999 SH N/A SOLE N/A 23,999 0 0 PROSHARES PSHS UL 74347R206 1,598 28,005 SH N/A SOLE N/A 28,005 0 0 PROSHARES PSHS UL 74347R883 9,927 480,509 SH N/A SOLE N/A 480,509 0 0 ISHARES S ISHARES 46428Q109 10,926 322,767 SH N/A SOLE N/A 322,767 0 0 PROSHARES ULT 74347X856 1,535 98,784 SH N/A SOLE N/A 98,784 0 0 SPDR S&P TR UNIT 78462F103 39,525 299,500 SH N/A SOLE N/A 299,500 0 0 DIREXION DLY SMCA 25459W847 2,923 35,768 SH N/A SOLE N/A 35,768 0 0 PROSHARES PSHS ULS 74348A202 420 10,061 SH N/A SOLE N/A 10,061 0 0 DIREXION DLY SMCA 25459W110 1,384 39,920 SH N/A SOLE N/A 39,920 0 0 PROSHARES ULT DJ U 74347W650 1,328 31,495 SH N/A SOLE N/A 31,495 0 0 UNITED ST UNITS 91232N108 6,254 167,861 SH N/A SOLE N/A 167,861 0 0 PROSHARES SHRT SIL 74347W643 298 15,692 SH N/A SOLE N/A 15,692 0 0 NYSE Euro COM 629491101 293 8,546 SH N/A SOLE N/A 8,546 0 0 CME Group COM 12572Q105 6,007 20,600 SH N/A SOLE N/A 20,600 0 0