Two Roads Shared Trust v. Barclays Capital Inc.

CourtCourt of Appeals for the Seventh Circuit
DecidedJanuary 15, 2026
Docket23-3138
StatusPublished
AuthorLee

This text of Two Roads Shared Trust v. Barclays Capital Inc. (Two Roads Shared Trust v. Barclays Capital Inc.) is published on Counsel Stack Legal Research, covering Court of Appeals for the Seventh Circuit primary law. Counsel Stack provides free access to over 12 million legal documents including statutes, case law, regulations, and constitutions.

Bluebook
Two Roads Shared Trust v. Barclays Capital Inc., (7th Cir. 2026).

Opinion

In the

United States Court of Appeals For the Seventh Circuit ____________________ Nos. 23-3109 & 23-3138 LJM PARTNERS, LTD. and TWO ROADS SHARED TRUST, Plaintiffs-Appellants, v.

BARCLAYS CAPITAL, INCORPORATED, et al., Defendants-Appellees. ____________________

Appeals from the United States District Court for the Northern District of Illinois, Eastern Division. Nos. 1:19-cv-368 & 1:20-cv-831 — Manish S. Shah, Judge. ____________________

ARGUED MAY 23, 2024 — DECIDED JANUARY 15, 2026 ____________________

Before JACKSON-AKIWUMI, LEE, and PRYOR, Circuit Judges. LEE, Circuit Judge. On February 5, 2018, the S&P 500 plunged. As a result, the VIX—a Chicago Board of Exchange (“Cboe”) index that measures the expected volatility of the S&P 500—increased abruptly. LJM Partners, Ltd. and Two Roads Shared Trust (“Plaintiffs”) traded options on the Chi- cago Mercantile Exchange (“CME”). They took positions in certain options assuming a low degree of market volatility. This strategy proved catastrophic when volatility skyrocketed 2 Nos. 23-3109 & 23-3138

on February 5, 2018. As a result, LJM and Two Roads lost enormous amounts of the money they managed on the CME. LJM and Two Roads filed two separate lawsuits in the Northern District of Illinois, each alleging that several “John Doe Defendants” had manipulated the VIX to impact the S&P 500-based derivative markets in violation of the Commodity Exchange Act (“CEA”), 7 U.S.C. §§ 6b, 6c, 9, 13, 25. After en- gaging in several years of litigation to identify the John Doe firms, Plaintiffs eventually amended their complaints to in- clude the names of eight firms (“Defendants”), who they claim manipulated the VIX on February 5, 2018. Defendants moved to dismiss both complaints, and the district court granted their motion. First, the district court de- termined that LJM’s complaint failed to allege an injury in fact to support Article III standing. Second, it held that Two Roads’s claims were barred by the CEA’s two-year statute of limitations and declined to apply equitable tolling to excuse the untimeliness. LJM and Two Roads appealed. We affirm. I A. Plaintiffs’ Trading Strategy LJM was a commodity trading advisor and commodity pool operator that managed approximately fifty accounts. These accounts included those of investors as well as six lim- ited partnership funds for which LJM served as general part- ner. LJM’s affiliate, LJM Funds Management, Ltd., managed a publicly traded mutual fund called the LJM Preservation and Nos. 23-3109 & 23-3138 3

Growth Fund (the “Preservation Fund”). 1 That fund was or- ganized as a series of shares of beneficial interest in Two Roads. The CME is a global futures and options marketplace based in Chicago. The CME lists contracts for various futures, including a standard S&P 500 Future and the E-mini S&P 500 Future (“E-mini”), which is one-fifth the size of the standard version. The CME also offers standard options on these S&P 500 Futures, meaning that—while the underlying instrument is a futures contract—the holder has the right (but not an ob- ligation) to purchase or sell the referenced S&P 500 Future at the strike price (i.e., the price at which the option can be exer- cised) on the designated expiration date. LJM and the Preser- vation Fund traded these options to buy and sell S&P 500 Fu- tures and E-minis on the CME. The VIX is a Cboe-created benchmark volatility index that measures the thirty-day expected volatility in the S&P 500. It is calculated based on the midpoint of bid-ask prices for cer- tain SPX Options. Plaintiffs centered their trading philosophies around the so-called “volatility premiums” baked into options prices. When a purchaser bought an option from LJM or the Preser- vation Fund, it paid the companies a premium to protect itself against volatility in the U.S. equity markets. In exchange for this premium, Plaintiffs took on the risk of significant market

1 Although Two Roads brings this suit, the Preservation Fund is the entity that made the transactions at issue. In the facts that follow, we some- times refer to the trading entities as “Plaintiffs” for ease of reference, even though Two Roads was not itself transacting options. 4 Nos. 23-3109 & 23-3138

moves. Essentially, Plaintiffs bet that high volatility would not materialize, and this is how they made their profits. According to Plaintiffs, this strategy was successful be- cause options buyers typically overestimate the likelihood of high volatility in the market, meaning that implied volatility (the volatility investors predict will occur) generally outpaces actual volatility. As a result, Plaintiffs say, they profited from these premiums because volatility typically does not rise as much as investors fear. B. Events of February 5, 2018 This strategy generally worked well for Plaintiffs until market volatility skyrocketed on February 5, 2018. Around 10:30 a.m. that day, the S&P 500 began to sharply decline. As the S&P 500 declined, the VIX increased—first in an orderly manner and then at an unprecedented rate beginning around 1:20 p.m. By 1:57 p.m., the VIX had risen to 27.97, an increase of 61.6% from where it opened that day. Between February 5 and 6, 2018, the S&P 500 dropped 4.1%. When the market began to decline on February 5, Plaintiffs responded by making adjustment trades to reduce the risk that they would lose money on the options they sold. As the market continued to drop, they entered into more and more adjustment trades, which became increasingly more expen- sive as the VIX continued to climb. By the close of trading on February 5, 2018, LJM had ad- justed approximately 87.9% of its opening short put posi- tions 2 at purportedly inflated prices—more trades than it had

2 A “short put” is simply the sale of an option on a security. Nos. 23-3109 & 23-3138 5

ever made in a single day. LJM lost approximately $334.9 mil- lion on February 5, nearly 65% of its net managed assets. Meanwhile, the Preservation Fund lost $430 million by the close of trading on that day, which amounted to almost 56% of its net managed assets. Plaintiffs’ troubles continued into the next day. As a result of their losses on February 5, Wells Fargo—Plaintiffs’ futures clearing merchant—required them to post millions of dollars in additional assets by the February 6 opening bell. When nei- ther LJM nor the Preservation Fund could meet this demand, Wells Fargo required them to promptly close the positions they held in their Wells Fargo accounts. On February 6, LJM and the Preservation Fund short sold E-minis at very low prices to offset their options positions. All told, on February 5 and 6, LJM lost approximately $446.8 million (or approximately 86.5%) of the total assets it managed. The Preservation Fund lost $610 million (or approx- imately 80%) of its managed assets. C. Plaintiffs’ Market Manipulation Theory Defendants Barclays Capital Inc.; Morgan Stanley & Co. LLC; DRW Securities, LLC; CTC, LLC; Optiver US LLC; Vo- lant Liquidity, LLC; Akuna Securities LLC; and IMC-Chicago, LLC, doing business as IMC Financial Markets, are all Cboe- approved market makers that traded in SPX Options. SPX Op- tions are another type of option, but they are available for trading solely on Cboe. Because SPX Options, options on S&P 500 Futures, and op- tions on E-minis are all priced based on the S&P 500, they are correlated and move in tandem. According to Plaintiffs, each 6 Nos. 23-3109 & 23-3138

of these firms pursued a “long” volatility strategy—that is, they stood to gain when implied volatility was high. LJM and Two Roads do not view their losses on February 5 and 6 as the natural consequence of their investment strat- egy.

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