Capital Fund Management S.A. Need help with terms? France Type: Commodity Pool Operator (CPO)Commodity Trading Advisor (CTA) Registrations: NFA ID: 0240154SEC ID: 801-61960 Program Past 12 Months Dec 2019 CAROR WDD AUM Min Inv Visits CFM IS Trends Fund LP Series 1 (USD 10% Volatility) -2.02 10.34 6.28 -16.15 $ 1,801.3M $ 1,000k 6442 Discus Feeder Limited - Class B Shares (USD 1x Leverage) -0.66 10.12 4.84 -27.57 $ 131.8M $ 1,000k 9150 Discus Feeder Limited Class C USD 1.5x -1.05 14.48 7.32 -48.95 $ 55.4M $ 1,000k 6606 Discus Feeder Limited Class D EUR 1x -0.84 7.42 4.64 -27.43 € 13.1M € 1,000k 4068 Discus Feeder Limited Class E EUR 2x -1.22 16.32 7.85 -49.25 € 178k € 1,000k 6710 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. CTA Introduction CFM is a systematic quantitative investment firm founded in 1991, focused on in-depth research, state-of-the-art IT infrastructure, and experienced risk management. CFM invests in applied scientific research and sophisticated information technology systems to extract value across global securities, futures, foreign exchange and options markets. Research in the statistical properties of financial instruments and the development of systematic trading strategies are carried out at CFM by a team of Ph.D.’s, most of them physicists from renowned institutions, and a team of IT and data specialists. This research work, combined with over two decades of market experience and investment in technology infrastructure, allows CFM to create original trading strategies and to adapt these further as markets continuously evolve. CFM's trading strategies can be characterized as systematic, girded by a tested risk control system. CFM manages today a large set of quantitative strategies, trading a priori liquid instruments including futures, equities, bonds, options, and spot and forward FX. CFM manages approximately $9.8 billion in leveraged equity ($8.1 billion in equity) of AuM with 256 employees located in Paris (HQ), London, New York, Sydney and Tokyo as of 30 November 2019. CFM’s group entities are registered with the CFTC, the SEC, the AMF in France, the Japanese FSA, the UK FSA and ASIC in Australia.