Capula Tail Risk Master Fund Limited

Capula Tail Risk Master Fund Limited is reported as a hedge fund in Form ADV private-fund disclosures. The adviser is Capula Investment Management Llp, based in London, United Kingdom.

Volatility Over $1B $5M+ minimum

$23.5Bgross assets

$5.0Mminimum

49owners

3(c)(7)exemption

Disclosure fields

Fund facts

SEC private fund ID805-9956713521

Reference ID32149

JurisdictionCayman Islands

Fund of fundsNo

Master fundYes

Feeder fundNo

Non-US ownership22%

Assets valued100%

Annual auditYes

GAAPYes

Source periodMarch 2026

Date submitted03/17/2026

Adviser

Capula Investment Management Llp

TypeExempt reporting adviser

SEC number802-75433

CRD163364

Regulatory AUM$0

Compliance signals

Exempt from registration Sales limitation not marked Prime brokers reported Custodians reported

Service providers

Reported counterparties

General partners

Capula Management Limited

Auditors

ERNST & YOUNG LTD.

Prime brokers

J.P. MORGAN SECURITIES PLCSOCIETE GENERALE INTERNATIONAL LIMITEDJ.P. MORGAN SECURITIES LLCMORGAN STANLEY & CO. INTERNATIONAL PLCBARCLAYS BANK PLCBARCLAYS CAPITAL SECURITES LIMITED

Custodians

J.P. MORGAN SECURITIES PLCTHE BANK OF NEW YORK MELLON, LONDON BRANCHBNP PARIBAS, LONDON BRANCHMERRILL LYNCH INTERNATIONALTHE BANK OF NEW YORK MELLON (INTERNATIONAL) LIMITEDBARCLAYS CAPITAL INC.