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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
1301 CHICAGO BRIDGE & IRON CO N V 242,643 7,704 0.07%
1302 CHEVRON CORPORATION 70,900 8,345 0.07% Call
1303 CHEVRON CORPORATION 163,700 19,267 0.17% Put
1304 CHENIERE ENERGY INC 27,900 1,156 0.01% Put
1305 CHENIERE ENERGY INC 7,800 323 0.00% Call
1306 CHEMTURA CORP 36,967 1,227 0.01%
1307 CHEMOURS CO 603,009 13,320 0.11%
1308 CHEESECAKE FACTORY INC 4,528 271 0.00%
1309 CHECK POINT SOFTWARE TECH LT 6,000 507 0.00% Put
1310 CHATHAM LODGING TR 13,900 286 0.00%
1311 CHARTER COMMUNICATIONS INC-A 2,000 576 0.00% Call
1312 CF INDS HLDGS INC 67,925 2,138 0.02%
1313 CF INDS HLDGS INC 192,500 6,060 0.05% Call
1314 CF INDS HLDGS INC 129,200 4,067 0.04% Put
1315 CENTURYLINK INC 214,400 5,098 0.04% Call
1316 CENTURYLINK INC 134,700 3,203 0.03% Put
1317 CENTURYLINK INC 364,677 8,672 0.07%
1318 CENTRAL PACIFIC FNCL 14,400 452 0.00%
1319 CENTRAL GARDEN & PET CO 19,300 596 0.01%
1320 CENTENE CORP DEL 18,080 1,022 0.01%
1321 CELGENE CORP 235,400 27,248 0.23% Put
1322 CELGENE CORP 126,800 14,677 0.13% Call
1323 CELESTICA INC 19,700 233 0.00%
1324 CDN IMPERIAL BK COMM TORONTO 13,477 1,100 0.01%
1325 CDK GLOBAL INC 13,934 832 0.01%
1326 CBS CORP NEW CL B 84,300 5,363 0.05% Call
1327 CBS CORP NEW CL B 75,200 4,784 0.04% Put
1328 CBOE Holdings Inc 6,700 495 0.00% Put
1329 CBOE Holdings Inc 18,800 1,389 0.01% Call
1330 CBL & ASSOC PPTYS INC 278,944 3,208 0.03%
1331 CATERPILLAR INC DEL 531,200 49,263 0.42% Call
1332 CATERPILLAR INC DEL 1,282,300 118,921 1.02% Put
1333 CASEYS GEN STORES INC 144,083 17,129 0.15%
1334 CARTER INC 53,297 4,604 0.04%
1335 CARRIZO OIL & GAS INC 5,438 203 0.00%
1336 CARNIVAL CORP 4,100 213 0.00% Call
1337 CARNIVAL CORP 206,283 10,739 0.09%
1338 CARMAX INC 20,300 1,307 0.01% Call
1339 CARMAX INC 35,000 2,254 0.02% Put
1340 CARLISLE COS INC 4,483 494 0.00%
1341 CARDIOVASCULAR SYS INC DEL 10,200 247 0.00%
1342 CARDINAL FINANCIAL CORP 40,018 1,312 0.01%
1343 CAPSTEAD MTG CORP 43,900 447 0.00%
1344 CAPITAL ONE FINL CORP 89,600 7,817 0.07% Call
1345 CAPITAL ONE FINL CORP 39,667 3,461 0.03%
1346 CAPITAL ONE FINL CORP 140,200 12,231 0.11% Put
1347 CANTEL MEDICAL CORP 8,000 630 0.01%
1348 CANADIAN PAC RY LTD 50,689 7,237 0.06%
1349 CANADIAN NAT RES LTD 7,300 233 0.00% Put
1350 CAMPBELL SOUP CO 3,800 230 0.00% Put
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