SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

1 3D FOREX, LLC N NFA 12/31/2006 1,855,859 500,000 1,355,859 2 ABBEY NATIONAL SECURITIES INC Y NFA 12/31/2006 138,409,088 20,918,240 117,490,848 3 ABN AMRO INCORPORATED Y CME 12/31/2006 855,068,699 1,500,000 853,568,699 4 ADM INVESTOR SERVICES INC N CBOT 12/31/2006 137,026,772 47,608,025 89,418,747 5 ADVANCED MARKETS INC N NFA 12/31/2006 1,014,242 1,000,000 14,242 6 ADVANTAGE FUTURES LLC N CME 12/31/2006 16,912,341 2,666,035 14,246,306 7 AG EDWARDS & SONS INC Y CBOT 12/31/2006 788,178,842 38,191,889 749,986,953 8 AIG CLEARING CORPORATION N NYME 12/31/2006 271,990,839 45,321,846 226,668,993 9 ALARON TRADING CORPORATION N CME 12/31/2006 6,073,997 3,044,619 3,029,378 

10 ALLIANZ GLOBAL INVESTORS DISTRIBUTORS LLC Y NFA 12/31/2006 38,201,548 5,596,834 32,604,714 11 ALPHA FOREIGN EXCHANGE GROUP N NFA 12/31/2006 511,146 500,000 11,146 12 AMERICAN NATIONAL TRADING CORP N NFA 12/31/2006 2,738,958 1,000,000 1,738,958 13 BACERA CORPORATION N NFA 12/31/2006 1,693,212 1,000,000 693,212 14 BANC OF AMERICA SECURITIES LLC Y CME 12/31/2006 1,531,072,350 351,150,957 1,179,921,393 15 BARCLAYS CAPITAL INC Y NYME 12/31/2006 878,545,374 279,423,479 599,121,895 16 BATTERY ASSET MANAGEMENT LLC N NFA 12/31/2006 613,088 500,000 113,088 17 BEAR STEARNS & CO INC Y NFA 12/31/2006 (g) 541,761,372 (g) 18 BEAR STEARNS SECURITIES CORP Y CME 12/31/2006 3,964,480,331 1,209,661,946 2,754,818,385 19 BNP PARIBAS COMMODITY FUTURES INC N NYME 12/31/2006 103,428,761 78,795,884 24,632,877 20 BNP PARIBAS SECURITIES CORP Y CBOT 12/31/2006 794,972,735 28,836,658 766,136,077 21 BROOKSTREET SECURITIES CORPORATION Y NFA 12/31/2006 6,568,551 500,000 6,068,551 22 C CZARNIKOW SUGAR FUTURES INC N NFA 12/31/2006 2,684,148 500,000 2,184,148 23 CADENT FINANCIAL SERVICES LLC N CME 12/31/2006 10,902,420 5,170,122 5,732,298 24 CAL FINANCIAL CORPORATION N NFA 12/31/2006 987,592 500,000 487,592 25 CALYON FINANCIAL INC Y CME 12/31/2006 666,517,854 500,852,964 165,664,890 26 CANTOR FITZGERALD & CO Y CBOT 12/29/2006 172,549,893 20,137,260 152,412,633 27 CAPITAL MARKET SERVICES LLC N NFA 12/31/2006 12,000,909 1,340,371 10,660,538 28 CIBC WORLD MARKETS CORP Y CME 12/31/2006 1,001,634,627 25,115,490 976,519,137 29 CITIGROUP GLOBAL MARKETS INC Y CBOT 12/31/2006 (g) 702,279,903 (g) 30 CLIFF LARSON COMPANY THE N NFA 12/31/2006 684,356 500,000 184,356 31 CMC MARKETS (US) LLC N NFA 12/31/2006 7,709,072 5,000,000 2,709,072 32 COMTRUST INC N NFA 12/29/2006 961,775 500,000 461,775 33 COUNTRY HEDGING INC N NFA 12/31/2006 16,353,719 6,629,141 9,724,578 34 CREDIT SUISSE SECURITIES (USA) LLC Y CBOT 12/31/2006 4,111,615,227 171,466,082 3,940,149,145 35 CROSSLAND LLC N CBOT 12/31/2006 3,801,676 500,000 3,301,676 36 CUNNINGHAM COMMODITIES LLC N CBOT 12/31/2006 1,724,270 500,000 1,224,270 37 DAIWA SECURITIES AMERICA INC Y CME 12/31/2006 182,523,507 881,549 181,641,958 38 DEUTSCHE BANK SECURITIES INC Y CBOT 12/29/2006 2,789,961,304 229,030,663 2,560,930,641 39 DIRECT FOREX LLC N NFA 12/31/2006 -963,761 1,000,000 -1,963,761 40 DORMAN TRADING LLC N CME 12/31/2006 9,270,569 519,376 8,751,193 41 DUNAVANT COMMODITY CORP N NFA 12/31/2006 23,514,158 567,392 22,946,766 42 E FX OPTIONS LLC N NFA 12/31/2006 3,863,290 1,000,000 2,863,290 43 EAGLE MARKET MAKERS INC N CBOT 12/30/2006 3,257,086 500,000 2,757,086 44 ED &F MAN COMMODITY ADVISORS INC N NFA 12/31/2006 1,098,211 500,000 598,211 45 ELECTRONIC BROKERAGE SYSTEMS LLC Y NFA 12/31/2006 8,167,886 500,000 7,667,886 46 ENSKILDA FUTURES LTD N CME 12/31/2006 16,926,720 11,066,633 5,860,087 
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

47 FARR FINANCIAL INC N NFA 12/31/2006 2,973,005 1,000,000 1,973,005 48 FC STONE LLC N CME 12/31/2006 43,843,103 31,019,404 12,823,699 49 FCT GROUP LLC N CME 12/31/2006 4,730,933 630,482 4,100,451 50 FIMAT PREFERRED LLC Y NFA 12/31/2006 33,904,992 1,705,609 32,199,383 51 FIMAT USA LLC Y NYME 12/31/2006 599,251,086 405,288,065 193,963,021 52 FIRST CAPITOL GROUP LLC N NFA 12/31/2006 5,223,244 1,358,583 3,864,661 53 FOREFRONT INVESTMENTS CORPORATION N NFA 12/31/2006 1,286,586 1,000,000 286,586 54 FOREX CAPITAL MARKETS LLC N NFA 12/31/2006 27,398,735 7,996,230 19,402,505 55 FOREX CLUB FINANCIAL COMPANY INC N NFA 12/31/2006 3,073,178 1,000,000 2,073,178 56 FOREX INTERNATIONAL INVESTMENTS INC N NFA 12/31/2006 1,320,897 1,000,000 320,897 57 FOREX LIQUIDITY LLC N NFA 12/31/2006 4,455,079 1,000,000 3,455,079 58 FORTIS CLEARING AMERICAS LLC Y CBOT 12/31/2006 124,792,497 10,455,887 114,336,610 59 FORWARD FOREX INC N NFA 12/31/2006 1,390,332 1,000,000 390,332 60 FRIEDBERG MERCANTILE GROUP INC N NFA 12/31/2006 5,387,372 5,000,000 387,372 61 FRONTIER FUTURES INC N NFA 12/31/2006 2,994,166 1,419,921 1,574,245 62 FUTURES TECH LLC N NFA 12/31/2006 870,139 500,000 370,139 63 FX OPTION1 INC N NFA 12/31/2006 502,891 500,000 2,891 64 FX SOLUTIONS LLC N NFA 12/31/2006 12,605,276 2,219,070 10,386,206 65 FXCM LLC N NFA 12/31/2006 761,616 500,000 261,616 66 GAIN CAPITAL GROUP LLC N NFA 12/31/2006 20,365,399 2,790,439 17,574,960 67 GELBER GROUP LLC N CBOT 12/29/2006 41,826,306 500,000 41,326,306 68 GFS FOREX & FUTURES INC N NFA 12/31/2006 2,109,297 1,000,000 1,109,297 69 GILDER GAGNON HOWE AND CO LLC Y NFA 12/31/2006 32,872,974 500,000 32,372,974 70 GLOBAL FUTURES & FOREX LIMITED Y CFTC 12/31/2006 41,926,086 250,000 41,676,086 71 GLOBAL FUTURES LLC N NFA 12/31/2006 8,104,809 500,000 7,604,809 72 GOLDENBERG HEHMEYER & CO Y CBOT 12/31/2006 10,410,186 3,144,556 7,265,630 73 GOLDMAN SACHS & CO Y CBOT 12/29/2006 (g) 1,168,255,955 (g) 74 GOLDMAN SACHS EXECUTION & CLEARING LP Y CME 12/29/2006 758,962,020 38,680,806 720,281,214 75 H & R BLOCK FINANCIAL ADVISORS INC Y NFA 12/31/2006 124,816,526 9,370,185 115,446,341 76 HAGERTY GRAIN CO INC N CBOT 12/31/2006 1,675,964 500,000 1,175,964 77 HAMILTON WILLIAMS LLC N NFA 12/31/2006 1,404,508 1,000,000 404,508 78 HOTSPOT FXR LLC N NFA 12/31/2006 5,985,893 1,000,000 4,985,893 79 HSBC SECURITIES USA INC Y CME 12/31/2006 533,816,901 50,996,836 482,820,065 80 I TRADE FX LLC N NFA 12/31/2006 2,690,758 1,000,000 1,690,758 81 ICAP FUTURES LLC N CBOT 12/31/2006 11,353,624 500,000 10,853,624 82 IFSCL USA INC N NFA 12/31/2006 6,912,266 5,000,000 1,912,266 83 IFX MARKETS INC N NFA 12/31/2006 12,748,692 1,581,364 11,167,328 84 IG FINANCIAL MARKETS INC N NFA 12/31/2006 996,177 500,000 496,177 85 INSTINET LLC Y NFA 12/31/2006 76,040,929 965,632 75,075,297 86 INTEGRATED BROKERAGE SERVICES LLC N NFA 12/31/2006 1,689,770 1,000,000 689,770 87 INTERACTIVE BROKERS LLC Y EUXUS 12/31/2006 268,897,423 23,335,364 245,562,059 88 INTERBANK FX LLC N NFA 12/31/2006 5,422,014 1,000,000 4,422,014 89 IOWA GRAIN CO N CBOT 12/31/2006 11,804,870 6,645,206 5,159,664 90 ITAU SECURITIES INC Y NFA 12/31/2006 25,012,993 500,000 24,512,993 91 IXIS SECURITIES NORTH AMERICA INC Y NFA 12/31/2006 166,386,844 500,000 165,886,844 92 JP MORGAN FUTURES INC N NYME 12/31/2006 1,115,783,368 587,787,704 527,995,664 93 KOTTKE ASSOCIATES LLC N CBOT 12/31/2006 10,029,062 500,000 9,529,062 
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

94 LADENBURG THALMANN & CO INC Y NFA 12/31/2006 16,600,320 500,000 16,100,320 95 LBS LIMITED PARTNERSHIP N CBOT 12/31/2006 809,265 500,000 309,265 96 LEHMAN BROTHERS INC Y CBOT 12/31/2006 (g) 542,386,000 (g) 97 LINN GROUP ( THE ) N NFA 12/31/2006 804,996 500,000 304,996 98 LINSCO/PRIVATE LEDGER CORP Y NFA 12/31/2006 39,187,397 7,068,286 32,119,111 99 LOEB PARTNERS CORPORATION Y NFA 12/31/2006 26,289,011 500,000 25,789,011 

100 MACQUARIE FUTURES USA INC N NFA 12/31/2006 10,012,124 500,000 9,512,124 101 MAN FINANCIAL INC N CME 12/31/2006 521,055,401 374,807,209 146,248,192 102 MB TRADING FUTURES INC N NFA 12/31/2006 2,257,141 1,000,000 1,257,141 103 MBF CLEARING CORP N NYME 12/31/2006 22,590,417 3,897,809 18,692,608 104 MCVEAN TRADING AND INVESTMENTS LLC N NFA 12/31/2006 6,894,505 2,671,955 4,222,550 105 MERRILL LYNCH PIERCE FENNER & SMITH Y CBOT 12/29/2006 (g) 505,526,116 (g) 106 MERRILL LYNCH PROFESSIONAL CLEARING CORP Y NFA 12/29/2006 755,767,052 70,531,224 685,235,828 107 MID-CO COMMODITIES INC N NFA 12/31/2006 4,418,023 2,650,292 1,767,731 108 MITSUI BUSSAN COMMODITIES USA INC N NYME 12/31/2006 6,168,112 827,064 5,341,048 109 MIZUHO SECURITIES USA INC Y CME 12/31/2006 167,883,589 19,144,318 148,739,271 110 MONEY GARDEN CORP N NFA 12/31/2006 3,809,680 1,000,000 2,809,680 111 MORGAN KEEGAN & COMPANY INC Y NFA 12/31/2006 390,933,348 12,249,839 378,683,509 112 MORGAN STANLEY & CO INCORPORATED Y CME 12/31/2006 (g) 1,355,747,133 (g) 113 MORGAN STANLEY DW INC Y CBOT 12/31/2006 1,300,272,105 72,562,795 1,227,709,310 114 NATIONS INVESTMENTS LLC N NFA 12/31/2006 1,504,373 1,000,000 504,373 115 NEUBERGER BERMAN LLC Y NFA 12/31/2006 213,729,061 12,708,270 201,020,791 116 NOMURA SECURITIES INTERNATIONAL INC Y CBOT 12/31/2006 943,915,211 9,810,728 934,104,483 117 OANDA CORPORATION N NFA 12/31/2006 11,680,636 3,248,460 8,432,176 118 ODL SECURITIES INC N NFA 12/31/2006 1,371,227 1,000,000 371,227 119 ONE WORLD CAPITAL GROUP LLC N NFA 12/31/2006 1,458,347 1,000,000 458,347 120 OPEN E CRY LLC N NFA 12/31/2006 1,258,610 699,582 559,028 121 OPPENHEIMER & CO INC Y NFA 12/31/2006 160,411,699 24,050,704 136,360,995 122 OPTIONSXPRESS INC Y NFA 12/31/2006 97,937,837 3,978,748 93,959,089 123 PENSON FINANCIAL FUTURES INC N NFA 12/31/2006 1,638,883 500,000 1,138,883 124 PEREGRINE FINANCIAL GROUP INC N NFA 12/31/2006 14,880,603 5,530,785 9,349,818 125 PIONEER FUTURES INC N NYME 12/31/2006 2,001,818 500,000 1,501,818 126 PRUDENTIAL BACHE COMMODITIES LLC N CBOT 12/31/2006 124,026,000 102,103,440 21,922,560 127 RAND FINANCIAL SERVICES INC N CME 12/31/2006 26,078,546 13,470,160 12,608,386 128 RAYMOND JAMES & ASSOCIATES INC Y NFA 12/31/2006 330,411,834 27,973,654 302,438,180 129 RBC CAPITAL MARKETS CORPORATION Y CME 12/31/2006 280,739,806 63,502,138 217,237,668 130 RBC DAIN RAUSCHER INC Y NFA 12/31/2006 323,038,858 33,657,204 289,381,654 131 RBS GREENWICH CAPITAL INC Y CBOT 12/31/2006 1,358,318,000 69,044,000 1,289,274,000 132 REDSKY FINANCIAL LLC Y NFA 12/31/2006 643,179 500,000 143,179 133 RJ OBRIEN ASSOCIATES INC N CME 12/29/2006 100,571,158 72,864,518 27,706,640 134 ROBBINS FUTURES INC N NFA 12/31/2006 534,466 500,000 34,466 135 ROSENTHAL COLLINS GROUP LLC N CME 12/31/2006 41,512,993 22,370,720 19,142,273 136 ROSENTHAL GLOBAL SECURITIES LLC Y CBOT 12/31/2006 8,825,891 500,000 8,325,891 137 ROYAL FOREX TRADING LLC N NFA 12/31/2006 1,008,301 1,000,000 8,301 138 SANFORD C BERNSTEIN & CO LLC Y NFA 12/31/2006 154,052,093 41,466,618 112,585,475 139 SENTINEL MANAGEMENT GROUP INC N NFA 12/31/2006 2,453,494 500,000 1,953,494 140 SHATKIN ARBOR INC N CBOT 12/31/2006 5,432,677 500,000 4,932,677 
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

141 SHAY GRAIN CLEARING COMPANY N KCBT 12/31/2006 1,063,924 890,360 173,564 142 SMW TRADING COMPANY INC N CME 12/31/2006 25,383,308 1,160,862 24,222,446 143 SNC INVESTMENTS INC N NFA 12/31/2006 1,507,315 1,000,000 507,315 144 SOLID GOLD FINANCIAL SERVICES INC N NFA 12/31/2006 2,079,989 1,000,000 1,079,989 145 STEPHENS INC Y NFA 12/31/2006 78,059,973 11,146,475 66,913,498 146 STERLING COMMODITIES CORP N NYME 12/31/2006 6,436,196 673,331 5,762,865 147 TCA FUTURES LLC N NFA 12/31/2006 804,861 500,000 304,861 148 TENCO INC N CBOT 12/31/2006 32,537,030 6,992,919 25,544,111 149 TERRA NOVA TRADING LLC Y NFA 12/31/2006 12,323,690 2,163,897 10,159,793 150 TIMBER HILL LLC Y CME 12/31/2006 996,200,814 13,521,364 982,679,450 151 TOWER RESEARCH CAPITAL EUROPE LLC N NFA 12/31/2006 2,550,286 500,000 2,050,286 152 TRADELINK LLC Y CBOT 12/31/2006 12,617,281 500,000 12,117,281 153 TRADEMAVEN CLEARING LLC N NFA 12/31/2006 814,072 500,000 314,072 154 TRADESTATION SECURITIES INC Y NFA 12/31/2006 56,128,126 2,366,856 53,761,270 155 TRADITION SECURITIES AND FUTURES INC N NFA 12/31/2006 786,084 500,000 286,084 156 TRANSMARKET GROUP LLC Y CBOT 12/31/2006 10,874,821 500,000 10,374,821 157 TREND COMMODITIES LIMITED PARTNERSHIP N NFA 12/31/2006 711,702 500,000 211,702 158 TRILAND USA INC N NYME 12/31/2006 28,992,308 8,686,955 20,305,353 159 UBS CLEARING SERVICES CORPORATION Y NFA 12/31/2006 98,017,202 703,081 97,314,121 160 UBS FINANCIAL SERVICES INC Y CBOT 12/31/2006 1,405,076,149 141,513,556 1,263,562,593 161 UBS SECURITIES LLC Y CBOT 12/31/2006 3,755,848,608 904,603,081 2,851,245,527 162 UNITED GLOBAL MARKETS LLC N NFA 12/31/2006 1,242,555 1,000,000 242,555 163 VELOCITY FUTURES LP N NFA 12/31/2006 1,686,470 500,000 1,186,470 164 VISION LIMITED PARTNERSHIP N NFA 12/31/2006 25,766,087 11,850,344 13,915,743 165 WACHOVIA CAPITAL MARKETS LLC Y CME 12/31/2006 1,492,426,901 1,000,000 1,491,426,901 166 WACHOVIA SECURITIES FINANCIAL NETWORK, LLC Y NFA 12/31/2006 22,876,936 1,387,997 21,488,939 167 WACHOVIA SECURITIES LLC Y NFA 12/31/2006 272,962,122 1,501,544 271,460,578 168 WALL STREET DERIVATIVES INC N NFA 12/31/2006 800,910 500,000 300,910 169 WHITE COMMERCIAL CORPORATION N NFA 12/31/2006 2,704,412 500,000 2,204,412 170 XPRESSTRADE LLC N NFA 12/31/2006 8,882,240 1,596,957 7,285,283 171 YORK BUSINESS ASSOCIATES LLC N NFA 12/31/2006 871,379 500,000 371,379 

Total 

November Web Page Update 172Additions 0Deletions 1Piper Jaffray & CoName ChangeFrom Freedom FX LLC to Royal Forex Trading LLCFrom Prudential Financial Derivatives LLC to Prudential Bache Commodities LLCFrom Vision Limited Partnership to Vision Financial Markets LLCDecember Web Page Update 171
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

(a): B/D? : A 'Y' means the FCM is also registered with the Securities and Exchange Commission as a securities broker or dealer. (b): DSRO: Designated Self-Regulatory Organization. (c): A firm's net capital requirement is the greater of (1) $250,000; or(2) risk based capital requirement, the sum of 8% of total customer risk maintenance margin and 4% of total noncustomer risk maintenance margin; or(3) The amount of capital required by a registered futures association (currently NFA is the only such association);(4) for securities brokers and dealers, the amount of net capital required by Rule 15c3-1(a) of the Securities and Exchange Commission.(d): Excess net capital is adjusted net capital, less the firm's net capital requirement.(e): This represents the total amount of funds that an FCM is required to segregate on behalf of customers who are trading on a designated contract market or derivatives transaction execution facility. This is the sum of all accounts that contain a net liquidating equity.(f): This represents the amount of funds an FCM is required to set aside for customers who trade on commodity exchanges located outside of vthe United States. (g): This FCM/BD’s ultimate parent company is regulated by the SEC as a consolidated supervised entity. The firm has elected to compute its minimum capital requirement in accordance with the “Alternative Net Capital Requirement” as permitted by Appendix E toSEC Rule 15c3-1. As of December 31, 2006, the firm had net capital in excess of its minimum capital requirements. In addition tothe alternative minimum net capital requirements, the firm is required to hold tentative net capital in excess of $1 billion and net capital in excess of $500 million in accordance with the market and credit risk standards of Appendix E of Rule 15c3-1. The firm also isrequired to notify the Commission and SEC in the event its tentativenet capital is less than $5 billion. As of December 31, 2006, the firm had tentative net capital and net capital in excess of both the minimum and notification requirements. 
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2006

FROM REPORTS FILED BY 

January 31, 2007

B/D? DSRO A/O Adjusted Net Capital Excess 

Futures Commission Merchant Date Net Capital Requirement Net Capital 

(a) (b) (c) (d) 

Note: Any comments regarding information contained in this table may be brought to the attention of the CFTC's Division of Clearing and Intermediary Oversight via e-mail: fzimmerle@cftc.gov; s_williams@cftc.gov or sgreska@cftc.gov.