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Institutional Investment Manager
CAPITAL FUND MANAGEMENT S.A.
CAPITAL FUND MANAGEMENT S.A. (CIK: 0001323645), located at 23 Rue DE L'Universite, Paris, I0. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q4)
Original 13F HR (0001323645-17-000002) filed in 2017.02.08
#
Name
Shares
Value ($)
%
Options
Notes
751 ISHARES 16,589 336 0.00%
752 ISHARES 312,391 6,085 0.05%
753 ISHARES 965,800 32,200 0.28% Call
754 ISHARES 1,398,100 46,613 0.40% Put
755 ISHARES INC 116,626 3,425 0.03%
756 ISHARES INC 43,194 2,110 0.02%
757 ISHARES TR 437,828 16,292 0.14%
758 ISHARES TR 65,100 7,743 0.07%
759 ISHARES TR 43,982 6,771 0.06%
760 ISHARES TR 17,800 4,724 0.04% Call
761 ISHARES TR 299,500 40,388 0.35% Put
762 ISHARES TR 2,200 393 0.00%
763 ISHARES TR 30,974 2,576 0.02%
764 ISHARES TR 10,200 1,035 0.01%
765 ISHARES TR 474,500 36,508 0.31% Call
766 ISHARES TR 257,000 34,656 0.30% Call
767 ISHARES TR 214,400 16,496 0.14% Put
768 ISHARES TR 51,969 3,998 0.03%
769 ISHARES TR 188,461 5,179 0.04%
770 ISHARES TR 18,700 4,963 0.04% Put
771 ISHARES TR 16,602 4,406 0.04%
772 ITAU UNIBANCO HLDG SA 2,973,475 30,567 0.26%
773 ITT INC COM 45,700 1,763 0.02%
774 JABIL INC 54,398 1,288 0.01%
775 JACK IN THE BOX INC 10,500 1,172 0.01% Call
776 JACK IN THE BOX INC 7,900 882 0.01% Put
777 JACOBS ENGR GROUP INC 98,998 5,643 0.05%
778 JETBLUE AIRWAYS CORP 9,800 220 0.00% Put
779 JETBLUE AIRWAYS CORP 57,578 1,291 0.01%
780 JOHNSON & JOHNSON 291,300 33,561 0.29% Put
781 JOHNSON & JOHNSON 466,100 53,699 0.46% Call
782 JOHNSON & JOHNSON 17,017 1,961 0.02%
783 JOHNSON CTLS INTL PLC 13,900 573 0.00% Put
784 JOHNSON CTLS INTL PLC 81,749 3,367 0.03%
785 JOY GLOBAL INC 30,900 865 0.01% Call
786 JOY GLOBAL INC 7,947 223 0.00%
787 JOY GLOBAL INC 14,300 400 0.00% Put
788 JPMORGAN CHASE & CO 233,300 20,131 0.17% Put
789 JPMORGAN CHASE & CO 222,200 19,174 0.17% Call
790 JUNIPER NETWORKS INC 42,869 1,211 0.01%
791 KANSAS CITY SOUTHERN 88,397 7,500 0.06%
792 KAPSTONE PAPER & PACKAGING C 344,375 7,593 0.07%
793 KAR AUCTION SVCS INC 41,800 1,782 0.02%
794 KATE SPADE & CO 375,358 7,008 0.06%
795 KB Financial Group Inc 13,700 483 0.00%
796 KB HOME 257,219 4,067 0.04%
797 KBR INC 350,835 5,855 0.05%
798 KELLOGG CO 13,600 1,002 0.01% Call
799 KELLOGG CO 3,900 287 0.00%
800 KENNAMETAL INC 332,470 10,393 0.09%
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