Futures Commission Merchant / 

Retail Foreign Exchange Dealer

Registered 

As DSRO As ofDate

Adjusted Net 

Capital

Net Capital 

Requirement

Excess Net 

Capital

Customers' 

Assets in Seg

Customers' Seg 

Required 

4d(a)(2)

Excess/Deficient 

Funds in Seg

Target Residual 

Interest in Seg

Funds in 

Separate Section 

30.7 Accounts

Customer 

Amount Pt. 30 

Required

Excess/Deficient 

Funds in 

Separate Section 

30.7 Accounts

Target Residual 

Interest in 

Section 30.7

Funds in 

Separate Cleared 

Swap 

Segregation

Customer 

Amount Cleared 

Swap Seg 

Required

Excess/Deficient 

Funds in Cleared 

Swap Seg 

Accounts

Target Residual 

Interest in 

Cleared Swap 

Seg

Total Amount of 

Retail Forex 

Obligation

(a) (b) (c) (d) (e) (f) (g) (h) (i) (j) (k) (l) (m) (n) (o) (p) (q)

1 ABN AMRO CLEARING CHICAGO LLC FCM BD CBOT 01/31/2017 653,375,626 174,632,302 478,743,324 3,110,005,587 2,782,140,460 327,865,127 161,729,888 132,493,158 109,525,343 22,967,815 10,952,534 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 01/31/2017 316,189,027 197,654,179 118,534,848 4,820,176,776 4,578,693,734 241,483,042 120,000,000 381,120,653 324,814,091 56,306,562 20,000,000 10,871,289 1,651,342 9,219,947 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 01/31/2017 24,395,807 16,394,958 8,000,849 587,205,703 572,498,393 14,707,310 9,000,000 44,228,175 42,465,965 1,762,210 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 01/31/2017 2,736,257 1,000,000 1,736,257 55,146,932 52,176,032 2,970,900 900,000 1,952,316 1,611,346 340,970 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 01/31/2017 23,404,843 1,000,000 22,404,843 6,894,464 4,935,067 1,959,397 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 01/31/2017 7,023,854,104 1,231,387,921 5,792,466,183 5,847,361,223 5,231,887,818 615,473,405 287,753,830 3,676,301,331 3,247,905,664 428,395,667 163,044,864 6,117,458,537 5,350,287,832 767,170,705 212,406,427 0

7 BGC FINANCIAL LP FCM BD NFA 01/31/2017 41,849,260 3,888,583 37,960,677 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 01/31/2017 1,563,931,357 238,654,720 1,325,276,637 2,816,740,299 2,627,680,003 189,060,296 150,000,000 29,279,653 19,655,120 9,624,533 7,500,000 30,585,230 11,466,589 19,118,641 15,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 01/31/2017 1,577,461,841 241,915,509 1,335,546,332 1,375,481,158 1,272,019,527 103,461,631 82,500,000 121,142,548 92,362,300 28,780,248 22,500,000 706,439,121 583,011,501 123,427,620 97,500,000 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 01/31/2017 8,496,798 1,000,000 7,496,798 22,239,960 20,589,519 1,650,441 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 01/31/2017 188,102,182 7,384,771 180,717,411 4,969,921 0 4,969,921 3,000,000 0 0 0 0 0 0 0 0 0

12 CHS HEDGING LLC FCM CBOT 01/31/2017 37,229,157 10,088,945 27,140,212 193,408,888 134,963,523 58,445,365 13,100,000 2,034,284 510,688 1,523,596 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 01/31/2017 11,064,348,791 1,973,861,211 9,090,487,580 9,118,648,349 8,670,272,758 448,375,591 326,700,000 1,797,093,252 1,515,139,220 281,954,032 150,000,000 16,714,078,058 16,155,758,297 558,319,761 303,175,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 01/31/2017 9,239,250,665 1,558,178,337 7,681,072,328 7,245,024,063 6,846,109,603 398,914,460 342,305,480 3,313,251,119 3,113,499,226 199,751,893 155,674,961 12,758,607,207 12,057,858,757 700,748,450 602,892,938 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 01/31/2017 5,183,137 1,013,583 4,169,554 65,914,280 62,024,705 3,889,575 3,050,000 224,196 15,934 208,262 50,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 01/31/2017 620,375,975 6,775,403 613,600,572 2,166,328 0 2,166,328 1 550,495 0 550,495 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 01/31/2017 12,335,810,867 570,158,907 11,765,651,960 3,140,318,955 2,849,040,396 291,278,559 200,000,000 792,312,253 607,884,214 184,428,039 150,000,000 760,432,659 470,174,085 290,258,574 250,000,000 0

18 DORMAN TRADING LLC FCM CME 01/31/2017 11,053,925 1,901,127 9,152,798 181,187,661 177,716,484 3,471,177 2,000,000 4,328,913 3,694,777 634,136 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 01/31/2017 116,405,999 62,088,689 54,317,310 1,627,965,787 1,566,987,218 60,978,569 35,000,000 99,743,535 92,408,097 7,335,438 5,000,000 2,862,195 1,726,528 1,135,667 500,000 0

20 E TRADE SECURITIES LLC FCM BD NFA 01/31/2017 939,644,537 164,977,618 774,666,919 71,973,280 54,192,436 17,780,844 10,000,000 1,351,629 242,415 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 01/31/2017 31,549,115 19,357,843 12,191,272 265,600,686 252,225,817 13,374,869 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 01/31/2017 47,356,880 33,478,561 13,878,319 0 0 0 0 0 0 0 0 0 0 0 0 183,422,554

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 01/31/2017 44,416,100 26,976,579 17,439,521 363,471,289 346,690,370 16,780,919 10,000,000 5,107,934 3,413,531 1,694,403 1,000,000 0 0 0 0 126,888,959

24 GH FINANCIALS LLC FCM CME 01/31/2017 21,654,190 7,005,134 14,649,056 115,449,473 104,139,096 11,310,377 6,000,000 2,816,336 1,743,358 1,072,978 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 01/31/2017 17,721,504,385 2,543,995,298 15,177,509,087 24,884,351,047 23,708,754,835 1,175,596,212 875,000,000 11,557,058,255 10,960,654,302 596,403,953 475,000,000 4,689,326,281 4,267,507,360 421,818,921 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 01/31/2017 1,059,379,081 236,970,581 822,408,500 1,369,299,870 1,286,055,224 83,244,646 70,000,000 212,946,323 177,298,028 35,648,295 25,000,000 1,262,224,764 1,146,996,730 115,228,034 100,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 01/31/2017 3,289,976,581 285,576,997 3,004,399,584 3,353,049,816 3,122,699,660 230,350,156 155,000,000 481,464,971 361,118,927 120,346,044 80,000,000 0 0 0 0 36,585,526

28 INTL FCSTONE FINANCIAL INC FCM BD CME 01/31/2017 133,221,002 82,224,505 50,996,497 2,142,145,046 2,091,108,188 51,036,858 35,000,000 133,101,259 115,236,778 17,864,481 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 01/31/2017 3,527,996 1,465,447 2,062,549 70,244,416 68,824,873 1,419,543 800,000 706,932 522,234 184,698 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 01/31/2017 1,312,753,831 83,471,920 1,229,281,911 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 01/31/2017 13,408,030,015 2,910,261,798 10,497,768,217 20,512,684,942 18,881,220,963 1,631,463,979 1,038,467,154 4,984,137,070 4,510,148,444 473,988,626 383,362,619 11,010,636,573 10,106,050,659 904,585,914 631,628,166 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 01/31/2017 266,352,975 149,251,992 117,100,983 1,984,307,004 1,781,065,977 203,241,027 100,000,000 39,738,040 20,762,452 18,975,588 7,000,000 27,881,802 9,233,791 18,648,011 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 01/31/2017 33,201,030 19,136,228 14,064,802 242,336,871 236,278,420 6,058,451 5,200,000 52,020,506 50,694,126 1,326,380 1,000,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 01/31/2017 14,027,401 1,393,815 12,633,586 765,221,560 744,062,445 21,159,115 18,000,000 2,417,861 0 2,417,861 1,000,000 0 0 0 0 0

35 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED FCM BD CBOT 01/31/2017 12,413,056,192 1,767,249,458 10,645,806,734 14,476,222,498 14,178,899,082 297,323,416 200,000,000 3,917,389,820 3,651,891,445 265,498,375 150,000,000 5,797,071,101 5,341,072,374 455,998,727 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 01/31/2017 3,586,331,260 530,179,220 3,056,152,040 2,001,396,248 1,081,750,300 919,645,948 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 01/31/2017 8,154,242 3,806,652 4,347,590 40,349,964 31,553,350 8,796,614 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 01/31/2017 5,106,328 1,000,000 4,106,328 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 01/31/2017 586,051,858 275,321,372 310,730,486 2,792,054,148 2,589,702,543 202,351,605 125,000,000 907,302,405 784,463,888 122,838,517 70,000,000 33,170,511 3,128,317 30,042,194 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 01/31/2017 9,797,367,464 2,276,792,320 7,520,575,144 15,881,696,938 15,614,023,285 267,673,653 210,000,000 4,706,424,695 4,496,423,754 210,000,941 160,000,000 14,073,964,960 13,816,835,376 257,129,584 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 01/31/2017 402,575,017 1,006,346 401,568,671 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 01/31/2017 19,110,499 4,600,702 14,509,797 97,784,849 84,618,433 13,166,416 3,500,000 0 0 0 0 0 0 0 0 0

43 NEUBERGER BERMAN LLC FCM BD NFA 01/31/2017 8,260,649 1,500,000 6,760,649 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 01/31/2017 2,261,482,230 74,130,591 2,187,351,639 280,635,249 178,899,580 101,735,669 15,000,000 17,244,363 70,398 17,173,965 1,000,000 0 0 0 0 0

45 OANDA CORPORATION FCMRFD NFA 01/31/2017 72,513,966 51,235,907 21,278,059 0 0 0 0 0 0 0 0 0 0 0 0 134,545,222

46 OPTIONSXPRESS INC FCM BD NFA 01/31/2017 273,595,457 7,632,956 265,962,501 128,518,701 84,609,826 43,908,875 12,691,474 2,923,248 1,441,871 1,481,377 216,281 0 0 0 0 0

47 PHILLIP CAPITAL INC FCM BD CME 01/31/2017 31,494,882 14,186,224 17,308,658 224,249,685 210,958,607 13,291,078 10,547,930 33,100,815 25,499,646 7,601,169 1,274,982 0 0 0 0 0

48 PICTET OVERSEAS INC FCM BD NFA 01/31/2017 17,530,964 1,000,000 16,530,964 0 0 0 0 0 0 0 0 0 0 0 0 0

49 RAND FINANCIAL SERVICES INC FCM CME 01/31/2017 84,483,779 16,385,131 68,098,648 239,351,100 196,855,900 42,495,200 5,905,700 36,586,900 13,265,300 23,321,600 398,000 0 0 0 0 0

50 RBC CAPITAL MARKETS LLC FCM BD CME 01/31/2017 2,203,568,576 252,080,625 1,951,487,951 2,393,909,789 2,156,488,557 237,421,232 160,000,000 253,708,128 212,307,387 41,400,741 20,000,000 1,073,187,803 816,394,276 256,793,527 80,000,000 0

51 RBS SECURITIES INC FCM BD CBOT 01/31/2017 1,035,325,232 63,859,116 971,466,116 1,144,452,624 945,446,276 199,006,348 125,000,000 152,327,196 25,488,097 126,839,099 100,000,000 0 0 0 0 0

52 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 01/31/2017 204,810,070 158,565,581 46,244,489 4,246,938,354 4,150,195,192 96,743,162 50,000,000 236,215,995 210,683,492 25,532,503 20,000,000 0 0 0 0 0

53 ROSENTHAL COLLINS GROUP LLC FCM CME 01/31/2017 80,109,033 56,951,115 23,157,918 1,300,291,525 1,275,000,977 25,290,548 18,000,000 31,807,254 19,774,051 12,033,203 8,000,000 0 0 0 0 0

54 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 01/31/2017 164,524,100 11,929,364 152,594,736 537,188,310 531,333,030 5,855,280 4,000,000 0 0 0 0 0 0 0 0 0

55 SCOTIA CAPITAL USA INC FCM BD CME 01/31/2017 682,177,330 55,559,745 626,617,585 1,438,885 333,180 1,105,705 49,977 750,000 0 750,000 1 0 0 0 0 0

56 SG AMERICAS SECURITIES LLC FCM BD CME 01/31/2017 4,141,465,394 1,265,997,211 2,875,468,183 14,984,748,306 14,112,098,312 872,649,994 500,000,000 4,383,178,733 3,796,913,424 586,265,309 255,000,000 586,335,216 340,532,521 245,802,695 75,000,000 0

57 STRAITS FINANCIAL LLC FCM CME 01/31/2017 23,285,207 8,868,250 14,416,957 290,649,135 276,291,260 14,357,875 2,000,000 49,768,698 41,990,452 7,778,246 300,000 0 0 0 0 0

58 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 01/31/2017 124,432,888 22,048,637 102,384,251 286,825,889 224,228,290 62,597,599 25,000,000 0 0 0 0 0 0 0 0 50,972,744

59 TRADESTATION SECURITIES INC FCM BD CME 01/31/2017 73,913,297 4,097,330 69,815,967 543,839,300 531,788,634 12,050,666 9,000,000 28,289,583 26,590,012 1,699,571 800,000 0 0 0 0 0

60 UBS FINANCIAL SERVICES INC FCM BD NFA 01/31/2017 1,416,507,915 117,077,421 1,299,430,494 117,460,141 86,638,487 30,821,654 22,000,000 33,994,283 7,012,495 26,981,788 15,000,000 0 0 0 0 0

61 UBS SECURITIES LLC FCM BD CBOT 01/31/2017 4,766,194,132 1,035,757,608 3,730,436,524 9,245,782,666 8,744,396,468 501,386,198 425,000,000 4,864,404,207 4,488,178,645 376,225,562 300,000,000 1,042,803,640 780,505,120 262,298,520 200,000,000 0

62 UOBBF CLEARING LIMITED FCM CME 01/31/2017 25,677,320 1,279,840 24,397,480 37,057,199 34,403,864 2,653,335 2,000,000 0 0 0 0 0 0 0 0 0

63 WEDBUSH SECURITIES INC FCM BD CBOT 01/31/2017 163,238,933 40,989,404 122,249,529 1,533,426,178 1,515,969,754 17,456,424 13,000,000 22,836,227 19,921,949 2,914,278 1,000,000 0 0 0 0 0

64 WELLS FARGO SECURITIES LLC FCM BD CME 01/31/2017 4,245,826,429 986,315,986 3,259,510,443 3,720,769,110 3,339,621,411 381,147,699 275,000,000 385,985,289 245,241,232 140,744,057 30,000,000 9,035,148,204 8,284,413,401 750,734,803 625,000,000 0

65 YORK BUSINESS ASSOCIATES LLC FCM NFA 01/31/2017 4,691,177 1,000,000 3,691,177 41,016,181 37,131,443 3,884,738 2,000,000 2,082,753 1,677,321 405,432 200,000 0 0 0 0 0

Totals 172,949,044,606 162,340,289,585 10,608,755,021 6,586,639,434 47,935,243,595 43,442,161,439 4,493,082,156 2,802,769,244 85,733,589,069 79,544,604,856 6,188,984,213 3,809,412,532 532,415,005
December Web Page Update 65

Additions 0

Deletions 0

Name Changes

NONE

January Web Page Update 65

(m): This represents the total amount of money, securities, and property held in cleared swap customer accounts for cleared swap customers in compliance with Section 4d(f) of the Commodity Exchange Act.

(n): This represents the amount of funds an FCM is required to segregate for customers who trade cleared swaps.

(q): This represents the total amount of funds at an FCM, RFED, or FCMRFD that would be obtained by combining all money, securities and property deposited by a retail forex customer into a retail forex account or accounts, adjusted for the realized and unrealized net profit or loss.

(o): Excess/Deficient funds in cleared swap customer accounts is funds in separate cleared swap segregation accounts, less the cleared swap customer segregation requirement.

(p): This represents the targeted excess of proprietary funds deposited into separate cleared swap segregation accounts above the cleared swap customer segregation requirement. This target amount is set by the firm.

(k): Excess/Deficient funds in separate Section 30.7 accounts is funds in separate Section 30.7 accounts, less the customer amount Part 30 requirement.

(l): This represents the targeted excess of proprietary funds deposited into separate Section 30.7 accounts above the customer amount Part 30 requirement. This target amount is set by the firm.

(h): This represents the targeted excess of proprietary funds deposited into customer segregated accounts above the customer segregation requirement. This target amount is set by the firm.

(i): This represents the total amount of money, securities, and property held in secured accounts for futures and options customers who trade on commodity exchanges located outside the United States in compliance with Part 30 of the Commodity Exchange Act.

(j): This represents the amount of funds an FCM is required to set aside for customers who trade on commodity exchanges located outside of the United States. 

(f): 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.

(g): Excess/Deficient funds in segregation is customer assets in segregation, less the customer segregation requirement.

•  minimum dollar amount for FCM’s offering or engaged in retail forex transactions and RFEDs ($20,000,000) plus five percent of the FCM’s or RFED’s total retail forex obligation in excess of $10,000,000.

(d): Excess net capital is adjusted net capital, less the firm's net capital requirement.

(e): This represents the total amount of money, securities, and property held in segregated accounts for futures and options customers in compliance with Section 4d of the Commodity Exchange Act.

•  FCM minimum dollar amount ($1,000,000); or

•  risk based capital requirement, the sum of 8% of total customer risk maintenance margin and 8% of total non-customer risk maintenance margin; or 

•  the amount of capital required by a registered futures association (currently NFA is the only such association); or

•  for securities brokers and dealers, the amount of net capital required by Rule 15c3-1(a) of the Securities and Exchange Commission; or  

•  minimum dollar amount for FCM’s offering or engaged in retail forex transactions and RFEDs ($20,000,000); or

(b): DSRO: Designated Self-Regulatory Organization. FCM/RFED firms that are dually registered as SDs have two DSROs listed if they have a different DSRO for the FCM/RFED and the SD. The DSRO for the FCM/RFED is listed first and the DSRO for the SD is listed second.

(c): A firm's net capital requirement is the greater of: 

 RFED: Retail Foreign Exchange Dealer that is registered with the Commodity Futures Trading Commission.

(a): FCM: Futures Commission Merchant that is registered with the Commodity Futures Trading Commission.

 BD: The FCM is also registered with the Securities and Exchange Commission as a securities broker or dealer.

 FCMRFD: The FCM is also registered with the Commodity Futures Trading Commission as a Retail Foreign Exchange Dealer.

 SD: The FCM or RFED is also registered with the Commodity Futures Trading Commission as a provisionally registered swap dealer.