SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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 07/31/2006 1,640,853 1,000,000 640,852 ABBEY NATIONAL SECURITIES INC Y NFA 07/31/2006 121,691,433 23,533,020 98,158,413 ABN AMRO INCORPORATED Y CBOT 07/31/2006 1,073,195,518 378,085,088 695,110,434 ABN AMRO SAGE CORPORATION Y NFA 07/31/2006 99,014,282 500,000 98,514,285 ADM INVESTOR SERVICES INC N CBOT 07/31/2006 113,206,988 50,818,831 62,388,156 ADVANCED MARKETS INC N NFA 07/31/2006 1,038,373 1,000,000 38,377 ADVANTAGE FUTURES LLC N CME 07/31/2006 11,227,495 3,501,266 7,726,228 AG EDWARDS & SONS INC Y CBOT 07/31/2006 859,383,102 38,920,621 820,462,489 AIG CLEARING CORPORATION N NYME 07/31/2006 278,398,987 47,339,295 231,059,692 

10 ALARON TRADING CORPORATION N CME 07/31/2006 6,155,793 4,041,939 2,113,8511 ALLIANZ GLOBAL INVESTORS DISTRIBUTORS LLC Y NFA 06/30/2006 21,232,360 5,875,851 15,356,5012 ALPHA FOREIGN EXCHANGE GROUP LLC N NFA 07/31/2006 378,250 1,000,000 -621,7513 AMERICAN NATIONAL TRADING CORP N NFA 07/31/2006 2,869,398 1,084,301 1,785,0914 BACERA CORPORATION N NFA 07/31/2006 1,217,438 1,000,000 217,4315 BANC OF AMERICA SECURITIES LLC Y CME 07/31/2006 1,765,345,257 283,113,456 1,482,231,8016 BARCLAYS CAPITAL INC Y NYME 07/31/2006 765,312,847 268,765,815 496,547,032 17 BATTERY ASSET MANAGEMENT LLC N NFA 07/31/2006 926,910 500,000 426,9118 BEAR STEARNS & CO INC Y NFA 07/31/2006 (g) 548,030,152 (g) 19 BEAR STEARNS SECURITIES CORP Y CME 07/31/2006 3,756,592,928 1,080,444,428 2,676,148,500 20 BGC FINANCIAL INC Y NFA 07/31/2006 19,990,813 500,000 19,490,8121 BNP PARIBAS COMMODITY FUTURES INC N NYME 07/31/2006 121,973,985 83,095,032 38,878,9522 BNP PARIBAS SECURITIES CORP Y CBOT 07/31/2006 355,253,216 18,522,141 336,731,0723 BROOKSTREET SECURITIES CORPORATION Y NFA 07/31/2006 1,540,098 567,635 972,4624 C CZARNIKOW SUGAR FUTURES INC N NFA 07/31/2006 1,669,374 500,000 1,169,3725 CADENT FINANCIAL SERVICES LLC N CME 07/31/2006 5,881,281 2,694,104 3,187,1726 CAL FINANCIAL CORPORATION N NFA 07/31/2006 1,149,562 1,000,000 149,5627 CALYON FINANCIAL INC Y CME 07/31/2006 533,227,101 408,453,651 124,773,4528 CANTOR FITZGERALD & CO Y CBOT 07/31/2006 129,409,922 4,417,834 124,992,0829 CAPITAL MARKET SERVICES LLC N NFA 07/31/2006 8,541,255 3,959,223 4,582,0330 CIBC WORLD MARKETS CORP Y CME 07/31/2006 1,004,284,343 18,247,496 986,036,8431 CITIGROUP GLOBAL MARKETS INC Y CBOT 07/31/2006 4,028,735,008 678,683,916 3,350,051,092 32 CLIFF LARSON COMPANY THE N NFA 07/31/2006 712,927 500,000 212,9233 CMC MARKETS (US) LLC N NFA 07/31/2006 4,925,075 5,000,000 -74,9234 COMTRUST INC N NFA 07/31/2006 1,167,145 593,839 573,3035 COUNTRY HEDGING INC N NFA 07/31/2006 15,030,888 5,044,989 9,985,8936 CREDIT SUISSE SECURITIES (USA) LLC Y CBOT 07/31/2006 5,194,428,390 162,082,761 5,032,345,6237 CROSSLAND LLC N CBOT 07/31/2006 3,658,125 500,000 3,158,1238 CUNNINGHAM COMMODITIES LLC N CBOT 07/31/2006 1,866,198 500,000 1,366,1939 DAIWA SECURITIES AMERICA INC Y CME 07/31/2006 207,091,455 1,594,273 205,497,182 40 DEUTSCHE BANK SECURITIES INC Y CBOT 07/31/2006 2,022,512,122 228,378,270 1,794,133,852 41 DIRECT FOREX LLC N NFA 07/31/2006 1,793,313 1,000,000 793,3142 DORMAN TRADING LLC N CME 07/31/2006 8,738,184 883,183 7,855,0043 DUNAVANT COMMODITY CORP N NYBT 07/31/2006 23,109,987 581,292 22,528,6944 E FX OPTIONS LLC N NFA 07/31/2006 1,052,161 1,000,000 52,1645 EAGLE MARKET MAKERS INC N CBOT 07/31/2006 2,306,993 500,000 1,806,9946 ED &F MAN COMMODITY ADVISORS INC N NFA 07/31/2006 820,018 500,000 320,01
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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

Futures Commission Merchant Date Net Capital Requirement Net Capital 

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

47 ELECTRONIC BROKERAGE SYSTEMS LLC Y NFA 07/31/2006 7,208,335 500,000 6,708,3348 ENSKILDA FUTURES LIMITED N CME 07/31/2006 14,383,389 10,398,321 3,985,0649 FARR FINANCIAL INC N NFA 07/31/2006 2,434,337 1,000,000 1,434,3350 FC STONE LLC N CME 07/31/2006 31,437,776 21,567,791 9,869,9851 FCT GROUP LLC N CME 07/31/2006 6,457,975 608,616 5,849,3552 FIMAT PREFERRED LLC Y NFA 07/31/2006 27,802,935 1,947,010 25,855,9253 FIMAT USA LLC Y NYME 07/31/2006 226,523,104 361,881,133 -135,358,0254 FIRST CAPITOL GROUP LLC N NFA 07/31/2006 4,931,761 1,682,318 3,249,4455 FOREFRONT INVESTMENTS CORPORATION N NFA 07/31/2006 1,002,392 1,000,000 2,3956 FOREX CAPITAL MARKETS LLC N NFA 07/31/2006 20,224,347 15,000,000 5,224,3457 FOREX CLUB FINANCIAL COMPANY INC N NFA 07/31/2006 1,207,116 1,000,000 207,1158 FOREX INTERNATIONAL INVESTMENTS INC N NFA 07/31/2006 1,484,983 1,000,000 484,9859 FOREX LIQUIDITY LLC N NFA 07/31/2006 2,297,291 1,000,000 1,297,2960 FORTIS CLEARING CHICAGO LLC N CBOT 07/31/2006 36,398,339 8,347,269 28,051,0761 FORWARD FOREX INC N NFA 07/31/2006 1,243,331 1,000,000 243,3362 FRIEDBERG MERCANTILE GROUP INC N NFA 07/31/2006 5,527,787 5,000,000 527,7863 FRONTIER FUTURES INC N NFA 07/31/2006 2,424,013 1,527,151 896,8664 FUTURES TECH LLC N NFA 07/31/2006 672,908 500,000 172,9065 FX OPTION 1 INC N NFA 07/31/2006 502,477 500,000 2,4766 FX SOLUTIONS LLC N NFA 07/31/2006 6,156,536 2,681,586 3,474,9567 FXCM LLC N NFA 07/31/2006 605,007 500,000 105,0068 GAIN CAPITAL GROUP INC N NFA 07/31/2006 11,876,069 3,841,606 8,034,4669 GELBER GROUP LLC N CBOT 07/31/2006 39,102,815 757,597 38,345,2170 GFS FOREX & FUTURES INC N NFA 07/31/2006 1,896,231 1,000,000 896,2371 GILDER GAGNON HOWE AND CO LLC Y NFA 07/31/2006 37,120,729 500,000 36,620,7272 GLOBAL FUTURES & FOREX LIMITED Y CFTC 07/31/2006 37,122,971 500,000 36,622,9773 GLOBAL FUTURES LLC N NFA 07/31/2006 8,007,342 500,000 7,507,3474 GOLDENBERG HEHMEYER & CO Y CBOT 07/31/2006 9,321,837 2,800,757 6,521,0875 GOLDMAN SACHS & CO Y CBOT 07/28/2006 (g) 1,150,141,345 (g) 76 GOLDMAN SACHS EXECUTION & CLEARING LP Y CME 07/29/2006 1,159,459,320 54,304,672 1,105,154,648 77 GREENWICH CAPITAL MARKETS INC Y CBOT 07/31/2006 1,435,656,000 57,438,000 1,378,218,000 78 H & R BLOCK FINANCIAL ADVISORS INC Y NFA 07/31/2006 124,186,033 9,400,249 114,785,784 79 HAGERTY GRAIN CO INC N CBOT 07/31/2006 1,666,729 500,000 1,166,7280 HAMILTON WILLIAMS LLC N NFA 07/31/2006 39,573 1,000,000 -960,4281 HOTSPOT FXR LLC N NFA 07/31/2006 2,133,480 1,000,000 1,133,4882 HSBC SECURITIES USA INC Y CME 07/31/2006 1,011,371,462 85,684,702 925,686,7683 ICAP FUTURES LLC N CME 07/31/2006 16,877,779 1,452,021 15,425,7584 IFSCL USA INC N NFA 07/31/2006 5,169,624 5,000,000 169,6285 IFX MARKETS INC N NFA 07/31/2006 3,173,765 1,644,846 1,528,9186 IG FINANCIAL MARKETS INC. N NFA 07/31/2006 982,032 500,000 482,0387 INTEGRATED BROKERAGE SERVICES LLC N NFA 07/31/2006 1,126,681 1,000,000 126,6888 INTERACTIVE BROKERS LLC Y EUXUS 07/31/2006 227,444,324 21,436,601 206,007,7289 INTERBANK FX LLC N NFA 07/31/2006 4,646,778 1,000,000 3,646,7790 IOWA GRAIN CO N CBOT 07/31/2006 9,083,360 6,001,690 3,081,6791 ITAU SECURITIES INC Y NFA 07/31/2006 15,931,363 500,000 15,431,3692 IXIS SECURITIES NORTH AMERICA INC Y NFA 07/31/2006 160,042,723 500,000 159,542,7293 JP MORGAN FUTURES INC N NYME 07/31/2006 1,052,045,584 653,309,094 398,736,49
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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

Futures Commission Merchant Date Net Capital Requirement Net Capital 

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

94 KOTTKE ASSOCIATES LLC N CBOT 07/31/2006 10,076,782 500,000 9,576,7895 LADENBURG THALMANN & CO INC Y NFA 07/31/2006 17,686,082 500,000 17,186,0896 LBS LIMITED PARTNERSHIP N CBOT 07/31/2006 671,750 500,000 171,7597 LEADER INVESTMENTS INC Y NFA 07/31/2006 378,243 500,000 -121,7598 LEHMAN BROTHERS INC Y CBOT 07/31/2006 (g) 537,986,000 (g) 99 LINN GROUP ( THE ) N NFA 07/31/2006 676,744 500,000 176,74

100 LINSCO/PRIVATE LEDGER CORP Y NFA 07/31/2006 80,556,929 6,314,966 74,241,96101 LOEB PARTNERS CORPORATION Y NFA 07/31/2006 24,957,798 500,000 24,457,79102 MACQUARIE FUTURES USA INC N NFA 07/31/2006 1,009,493 500,000 509,49103 MAN FINANCIAL INC N CME 07/31/2006 585,197,497 348,453,882 236,743,61104 MANCHESTER FINANCIAL GROUP INC N NFA 07/31/2006 512,855 500,000 12,85105 MARQUETTE ELECTRONIC BROKERAGE LLC N NFA 07/31/2006 1,314,503 500,000 814,50106 MB TRADING FUTURES INC. N NFA 07/31/2006 606,878 1,000,000 -393,12107 MBF CLEARING CORP N NYME 07/31/2006 24,130,787 3,563,451 20,567,33108 MCVEAN TRADING AND INVESTMENTS LLC N NFA 07/31/2006 5,722,843 2,364,435 3,358,40109 MERRILL LYNCH PIERCE FENNER & SMITH Y CBOT 07/31/2006 (g) 507,552,451 (g) 110 MERRILL LYNCH PROFESSIONAL CLEARING CORP Y NFA 07/31/2006 952,155,186 36,375,558 915,779,62111 MID-CO COMMODITIES INC N NFA 07/31/2006 4,800,882 1,380,646 3,420,23112 MITSUI BUSSAN COMMODITIES USA INC N NYME 07/31/2006 6,065,786 1,075,924 4,989,86113 MIZUHO SECURITIES USA INC Y CME 07/31/2006 170,403,073 24,941,602 145,461,47114 MONEY GARDEN CORP N NFA 07/31/2006 3,645,547 1,000,000 2,645,54115 MORGAN KEEGAN & COMPANY INC Y NFA 07/31/2006 384,354,691 12,088,390 372,266,30116 MORGAN STANLEY & CO INCORPORATED Y CME 07/31/2006 (g) 1,035,569,058 (g) 117 MORGAN STANLEY DW INC Y CBOT 07/31/2006 1,265,916,522 71,999,988 1,193,916,534 118 NATIONS INVESTMENTS LLC N NFA 07/31/2006 1,509,422 1,000,000 509,42119 NEUBERGER BERMAN LLC Y NFA 07/31/2006 308,401,961 16,410,643 291,991,31120 NOMURA SECURITIES INTERNATIONAL INC Y CBOT 07/31/2006 814,395,220 7,848,793 806,546,42121 OANDA CORPORATION N NFA 07/31/2006 38,473,911 1,000,000 37,473,91122 OCONNOR & COMPANY LLC Y CBOT 07/31/2006 67,967,011 6,036,398 61,930,61123 ODL SECURITIES INC N NFA 07/31/2006 1,129,083 1,000,000 129,08124 ONE WORLD CAPITAL GROUP LLC N NFA 07/31/2006 1,067,960 1,000,000 67,96125 OPEN E CRY LLC N NFA 07/31/2006 1,251,764 1,000,000 251,76126 OPPENHEIMER & CO INC Y NFA 07/31/2006 183,738,443 25,742,947 157,995,49127 OPTIONSXPRESS INC Y NFA 07/31/2006 15,072,483 723,223 14,349,26128 PENSON FINANCIAL FUTURES INC N NFA 07/31/2006 1,279,430 500,000 779,43129 PEREGRINE FINANCIAL GROUP INC N NFA 07/31/2006 14,969,908 7,414,850 7,555,05130 PIONEER FUTURES INC N NYME 07/31/2006 1,037,331 500,000 537,33131 PIPER JAFFRAY & CO Y NFA 07/31/2006 359,020,674 11,635,454 347,385,22132 PRUDENTIAL FINANCIAL DERIVATIVES LLC N CBOT 07/31/2006 127,480,000 107,158,320 20,321,68133 RAND FINANCIAL SERVICES INC N CME 07/31/2006 26,307,779 9,269,872 17,037,90134 RAYMOND JAMES & ASSOCIATES INC Y NFA 07/28/2006 330,651,383 27,333,041 303,318,342 135 RBC CAPITAL MARKETS CORPORATION Y CME 07/31/2006 269,364,541 55,566,570 213,797,97136 RBC DAIN RAUSCHER INC Y NFA 07/31/2006 426,326,610 35,576,361 390,750,24137 REDSKY FINANCIAL LLC Y NFA 07/31/2006 656,963 500,000 156,96138 RJ OBRIEN ASSOCIATES INC N CME 07/31/2006 96,329,597 78,071,364 18,258,23139 ROBBINS FUTURES INC N NFA 07/31/2006 572,982 500,000 72,98140 ROSENTHAL COLLINS GROUP LLC N CME 07/31/2006 39,193,920 20,716,708 18,477,21
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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

Futures Commission Merchant Date Net Capital Requirement Net Capital 

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

141 ROSENTHAL GLOBAL SECURITIES LLC Y CBOT 07/31/2006 9,771,355 500,000 9,271,35142 SANFORD C BERNSTEIN & CO LLC Y NFA 07/31/2006 138,235,684 27,342,524 110,893,16143 SENTINEL MANAGEMENT GROUP INC N NFA 07/31/2006 2,435,145 500,000 1,935,14144 SHATKIN ARBOR INC N CBOT 07/31/2006 5,764,005 500,000 5,264,00145 SHAY GRAIN CLEARING COMPANY N KCBT 07/31/2006 1,007,218 723,745 283,47146 SMW TRADING COMPANY INC N CME 07/31/2006 31,374,010 500,000 30,874,01147 SNC INVESTMENTS INC N NFA 07/31/2006 1,125,105 1,000,000 125,10148 SOLID GOLD FINANCIAL SERVICES INC N NFA 07/31/2006 1,014,061 1,000,000 14,06149 SPOT FX CLEARING CORP N NFA 07/31/2006 1,053,524 1,000,000 53,52150 STEPHENS INC Y NFA 07/28/2006 66,582,504 10,422,151 56,160,35151 STERLING COMMODITIES CORP N NYME 07/31/2006 7,007,600 1,096,504 5,911,09152 TCA FUTURES LLC N NFA 07/31/2006 634,634 500,000 134,63153 TENCO INC N CBOT 07/31/2006 31,406,312 3,910,242 27,496,07154 TERRA NOVA TRADING LLC Y NFA 07/31/2006 8,218,451 1,500,000 6,718,45155 TIMBER HILL LLC Y CME 07/31/2006 989,974,721 11,231,620 978,743,10156 TOWER RESEARCH CAPITAL EUROPE LLC N NFA 07/31/2006 1,230,707 500,000 730,70157 TRADECO CLEARING GROUP, LLC N NFA 07/31/2006 979,908 1,000,000 -20,09158 TRADELINK LLC Y CBOT 07/31/2006 28,338,129 500,000 27,838,12159 TRADESTATION SECURITIES INC Y NFA 07/31/2006 44,463,613 2,082,999 42,380,61160 TRADITION SECURITIES AND FUTURES INC N NFA 07/31/2006 635,161 500,000 135,16161 TRANSMARKET GROUP LLC Y CBOT 07/31/2006 8,803,024 500,000 8,303,02162 TREND COMMODITIES LIMITED PARTNERSHIP N NFA 07/31/2006 774,787 500,000 274,78163 TRILAND USA INC N NYME 07/31/2006 29,638,923 6,525,903 23,113,02164 UBS FINANCIAL SERVICES INC Y CBOT 07/31/2006 1,290,504,753 162,885,046 1,127,619,707 165 UBS SECURITIES LLC Y CBOT 07/31/2006 6,387,506,178 472,799,615 5,914,706,563 166 UNITED CLEARING LLC N NFA 07/31/2006 1,003,485 1,000,000 3,48167 UNITED GLOBAL MARKETS LLC N NFA 07/31/2006 1,359,234 1,000,000 359,23168 VELOCITY FUTURES LP N NFA 07/31/2006 1,770,603 500,000 1,270,60169 VISION LIMITED PARTNERSHIP N NFA 07/31/2006 27,674,215 13,651,800 14,022,41170 WACHOVIA CAPITAL MARKETS LLC Y CME 07/31/2006 1,668,189,981 7,072,168 1,661,117,813 171 WACHOVIA SECURITIES FINANCIAL NETWORK, LLC Y NFA 07/31/2006 20,143,850 1,947,450 18,196,40172 WACHOVIA SECURITIES LLC Y NFA 07/31/2006 280,512,122 8,130,000 272,382,122 173 WALL STREET DERIVATIVES INC N NFA 07/31/2006 810,033 500,000 310,03174 WHITE COMMERCIAL CORPORATION N NFA 07/31/2006 2,373,540 500,000 1,873,54175 WORLDWIDE CLEARING N NFA 07/31/2006 3,084 5,000,000 -4,996,91176 XPRESSTRADE LLC N NFA 07/31/2006 8,331,905 1,746,631 6,585,27177 YORK BUSINESS ASSOCIATES LLC N NFA 07/31/2006 995,128 500,000 495,12

Total 

June Web Page Update 181Additions 1Macquarie Futures USA Inc 
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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

Futures Commission Merchant Date Net Capital Requirement Net Capital 

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

Deletions 5Advest IncCoes Fx Clearing IncSpencer Financial LLCSwiss American Securities IncGoldmany Finance IncName ChangeJuly Web Page Update 177(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 asidefor customers who trade on commodity exchanges located outside of vthe United States. 
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2006

FROM REPORTS FILED BY 

August 31, 2006

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

Futures Commission Merchant Date Net Capital Requirement Net Capital 

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

(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 to SEC Rule 15c3-1. As of July 31, 2006, the firm had net capital in excess of its minimum capital requirements. In addition to the 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 is required to notify the Commission and SEC in the event its tentative net capital is less than $5 billion. As of July 31, 2006, the firm had tentative net capital and net capital in excess of both the minimum and notification requirements. 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.