SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2016

FROM REPORTS FILED BY 

August 30, 2016

1 of 2

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

47

48

49

50

51

52

53

54

55

56

57

58

59

60

61

62

63

64

65

66

67

68

69

70

71

72

73

74

A B C D E F G H I J K L M N O P Q R S T U

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 7/31/2016 604,200,700 172,868,758 431,331,942 3,093,114,544 2,777,028,249 316,086,295 157,520,592 171,587,654 142,292,468 29,295,186 14,229,247 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 7/31/2016 318,999,702 202,917,941 116,081,761 4,755,002,411 4,488,429,388 266,573,023 120,000,000 375,356,886 315,702,448 59,654,438 20,000,000 11,103,174 1,435,200 9,667,974 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 7/31/2016 23,758,942 13,321,366 10,437,576 583,991,215 567,690,799 16,300,416 9,000,000 35,353,851 33,546,891 1,806,960 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 7/29/2016 2,429,559 1,500,000 929,559 54,164,855 52,496,465 1,668,390 900,000 1,866,632 1,543,523 323,109 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 7/31/2016 11,470,802 1,000,000 10,470,802 2,770,118 1,885,839 884,279 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 7/31/2016 6,444,765,846 1,165,306,520 5,279,459,326 5,585,574,630 4,705,622,016 879,952,614 258,809,211 3,269,785,978 2,908,468,633 361,317,345 146,005,125 5,494,526,989 4,832,077,517 662,449,472 272,529,172 0

7 BGC FINANCIAL LP FCM BD NFA 7/31/2016 40,361,088 1,841,256 38,519,832 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 7/31/2016 2,083,872,669 214,760,623 1,869,112,046 2,480,607,688 2,168,754,433 311,853,255 216,875,443 37,883,700 23,218,907 14,664,793 10,000,000 16,878,660 8,777,121 8,101,539 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 7/31/2016 1,907,561,620 226,795,759 1,680,765,861 1,281,980,791 1,046,233,876 235,746,915 209,246,775 211,997,516 179,587,289 32,410,227 17,958,729 979,758,816 727,841,530 251,917,286 72,784,153 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 7/31/2016 9,427,820 1,429,860 7,997,960 31,692,797 30,110,176 1,582,621 1,000,000 185 0 185 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 7/31/2016 271,783,013 8,436,279 263,346,734 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 7/31/2016 32,085,323 10,782,904 21,302,419 186,717,629 136,945,903 49,771,726 13,100,000 2,058,262 647,573 1,410,689 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 7/31/2016 7,276,833,802 1,643,222,421 5,633,611,381 8,630,557,970 8,279,327,278 351,230,692 322,500,000 1,798,178,045 1,475,209,276 322,968,769 150,000,000 11,519,453,757 11,183,263,907 336,189,850 254,875,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 7/31/2016 11,896,778,663 1,542,256,036 10,354,522,627 6,490,683,514 6,069,999,359 420,684,155 303,499,968 2,741,365,082 2,479,339,352 262,025,730 123,966,968 11,008,538,295 10,193,854,447 814,683,848 509,692,722 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 7/31/2016 5,185,138 1,434,730 3,750,408 77,324,263 73,091,600 4,232,663 3,050,000 229,042 16,686 212,356 100,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 7/31/2016 566,693,679 6,972,208 559,721,471 5,483,555 0 5,483,555 1 575,741 0 575,741 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 7/31/2016 12,853,282,095 687,015,059 12,166,267,036 3,909,283,285 3,617,515,325 291,767,960 200,000,000 1,185,404,430 989,530,296 195,874,134 150,000,000 1,576,015,928 1,236,631,935 339,383,993 250,000,000 0

18 DORMAN TRADING LLC FCM CME 7/31/2016 9,790,895 2,138,295 7,652,600 176,661,331 172,973,434 3,687,897 2,000,000 4,699,527 4,076,288 623,239 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 7/31/2016 121,936,188 74,656,840 47,279,348 1,798,512,065 1,747,650,096 50,861,969 20,000,000 64,148,004 56,969,794 7,178,210 3,000,000 2,472,246 1,344,753 1,127,493 500,000 0

20 E TRADE CLEARING LLC FCM BD NFA 7/31/2016 860,460,747 146,900,097 713,560,650 64,117,818 47,548,303 16,569,515 10,000,000 1,370,038 260,824 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 7/31/2016 32,329,606 20,401,351 11,928,255 299,520,585 286,348,217 13,172,368 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 7/31/2016 52,890,093 32,098,425 20,791,668 0 0 0 0 0 0 0 0 0 0 0 0 173,920,320

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 7/31/2016 39,245,735 27,290,278 11,955,457 517,598,540 501,460,173 16,138,367 5,000,000 5,160,072 3,493,303 1,666,769 1,000,000 0 0 0 0 130,422,644

24 GH FINANCIALS LLC FCM CME 7/31/2016 20,970,646 11,299,144 9,671,502 164,916,923 153,689,121 11,227,802 5,000,000 3,250,295 2,203,262 1,047,033 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 7/31/2016 17,304,817,472 2,677,936,894 14,626,880,578 24,414,991,365 23,326,604,211 1,088,387,154 875,000,000 11,599,276,802 11,004,575,762 594,701,040 475,000,000 3,887,168,682 3,325,384,212 561,784,470 350,000,000 0

26 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 7/31/2016 222,894,513 1,000,000 221,894,513 10,000,000 0 10,000,000 5,000,000 10,000,000 0 10,000,000 5,000,000 0 0 0 0 0

27 HSBC SECURITIES USA INC FCM BD CME 7/31/2016 1,071,316,939 221,780,502 849,536,437 1,211,850,300 1,130,226,451 81,623,849 70,000,000 215,363,619 171,921,000 43,442,619 25,000,000 939,475,092 832,150,896 107,324,196 96,000,000 0

28 INTERACTIVE BROKERS LLC FCM BD CME 7/31/2016 3,055,692,431 271,287,525 2,784,404,906 3,126,806,879 2,910,321,726 216,485,153 155,000,000 474,732,173 358,320,160 116,412,013 80,000,000 0 0 0 0 34,556,079

29 INTL FCSTONE FINANCIAL INC FCM BD CME 7/31/2016 132,245,988 90,882,701 41,363,287 2,109,889,049 2,055,815,431 54,073,618 35,000,000 108,860,855 92,582,126 16,278,729 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 7/31/2016 2,328,009 1,471,547 856,462 62,172,057 60,766,862 1,405,195 800,000 234,722 98,741 135,981 50,000 0 0 0 0 0

31 ITG DERIVATIVES LLC FCM BD NFA 7/31/2016 2,262,663 1,000,000 1,262,663 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JEFFERIES LLC FCM BD NFA 7/31/2016 1,230,184,579 77,515,786 1,152,668,793 0 0 0 0 0 0 0 0 0 0 0 0 0

33 JP MORGAN CLEARING CORP FCM BD NFA 7/31/2016 7,146,709,115 1,596,614,258 5,550,094,857 826,401,001 654,577,986 171,823,015 130,915,597 837,069,774 670,844,996 166,224,778 134,168,999 250,000 0 250,000 1 0

34 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 7/31/2016 14,299,226,095 2,674,828,660 11,624,397,435 20,323,331,516 18,505,527,798 1,817,803,718 925,276,390 4,351,899,026 3,952,231,448 399,667,578 276,656,201 9,967,702,089 9,048,581,461 919,120,628 633,400,702 0

35 MACQUARIE FUTURES USA LLC FCM CBOT 7/31/2016 252,908,631 174,742,871 78,165,760 2,338,053,380 2,157,938,485 180,114,895 100,000,000 47,396,369 13,293,741 34,102,628 7,000,000 27,693,673 9,192,344 18,501,329 1,000,000 0

36 MAREX NORTH AMERICA LLC FCM CME 7/31/2016 22,013,334 16,065,369 5,947,965 208,644,117 202,654,417 5,989,700 5,200,000 54,736,391 53,272,854 1,463,537 1,000,000 0 0 0 0 0

37 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 7/31/2016 13,710,241 2,457,555 11,252,686 808,350,072 786,494,316 21,855,756 18,000,000 2,417,861 0 2,417,861 400,000 0 0 0 0 0

38 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED FCM BD CBOT 7/31/2016 11,617,381,704 1,542,758,209 10,074,623,495 12,635,338,812 12,339,186,786 296,152,026 200,000,000 3,572,357,040 3,345,403,122 226,953,918 150,000,000 5,621,861,096 4,970,770,519 651,090,577 150,000,000 0

39 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 7/31/2016 3,496,913,797 510,571,399 2,986,342,398 1,530,105,469 794,881,177 735,224,292 300,000,000 0 0 0 0 0 0 0 0 0

40 MID CO COMMODITIES INC FCM NFA 7/31/2016 8,433,446 4,726,130 3,707,316 40,006,328 31,578,492 8,427,836 5,138,000 0 0 0 0 0 0 0 0 0

41 MINT BROKERS FCM BD NFA 7/31/2016 5,328,074 1,000,000 4,328,074 0 0 0 0 0 0 0 0 0 0 0 0 0

42 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 7/31/2016 568,665,028 263,544,313 305,120,715 2,666,013,275 2,462,011,753 204,001,522 125,000,000 809,983,375 712,295,503 97,687,872 70,000,000 48,263,992 15,130,698 33,133,294 15,000,000 0

43 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 7/31/2016 10,270,285,071 1,989,357,941 8,280,927,130 15,868,485,114 15,666,707,507 201,777,607 105,000,000 4,189,229,999 3,983,905,863 205,324,136 105,000,000 12,146,040,499 11,847,776,185 298,264,314 92,000,000 0

44 MUFG SECURITIES AMERICAS INC FCM BD NFA 7/31/2016 377,641,564 1,028,193 376,613,371 0 0 0 0 0 0 0 0 0 0 0 0 0

45 NANHUA USA LLC FCM CME 7/31/2016 20,069,495 3,234,058 16,835,437 64,881,639 51,325,727 13,555,912 3,500,000 0 0 0 0 0 0 0 0 0

46 NEUBERGER BERMAN LLC FCM BD NFA 7/31/2016 13,642,030 1,500,000 12,142,030 0 0 0 0 0 0 0 0 0 0 0 0 0

47 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 7/31/2016 2,283,066,991 77,285,016 2,205,781,975 257,748,331 155,671,626 102,076,705 15,000,000 18,426,845 75,625 18,351,220 1,000,000 0 0 0 0 0

48 OANDA CORPORATION FCMRFD NFA 7/31/2016 92,154,657 48,869,342 43,285,315 0 0 0 0 0 0 0 0 0 0 0 0 127,267,004

49 OPTIONSXPRESS INC FCM BD NFA 7/31/2016 267,078,510 6,228,160 260,850,350 128,311,476 90,751,196 37,560,280 13,612,679 4,321,454 1,387,662 2,933,792 208,149 0 0 0 0 0

50 PHILLIP CAPITAL INC FCM BD CME 7/31/2016 32,679,831 16,614,412 16,065,419 254,727,202 233,923,407 20,803,795 11,696,170 27,280,203 21,121,569 6,158,634 1,056,078 0 0 0 0 0

51 PICTET OVERSEAS INC FCM BD NFA 7/31/2016 15,496,436 1,000,000 14,496,436 0 0 0 0 0 0 0 0 0 0 0 0 0

52 RAND FINANCIAL SERVICES INC FCM CME 7/31/2016 84,007,472 18,790,571 65,216,901 282,895,500 239,083,200 43,812,300 7,172,500 36,750,200 13,954,500 22,795,700 418,600 0 0 0 0 0

53 RBC CAPITAL MARKETS LLC FCM BD CME 7/31/2016 2,029,032,206 247,421,253 1,781,610,953 2,702,224,346 2,453,885,997 248,338,349 160,000,000 207,076,703 165,186,280 41,890,423 20,000,000 832,010,840 609,850,392 222,160,448 80,000,000 0

54 RBS SECURITIES INC FCM BD CBOT 7/31/2016 3,542,499,149 92,332,650 3,450,166,499 1,502,212,713 1,310,026,149 192,186,564 125,000,000 168,847,066 42,423,713 126,423,353 100,000,000 0 0 0 0 0

55 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 7/31/2016 214,490,697 160,564,712 53,925,985 4,362,729,110 4,264,465,036 98,264,074 50,000,000 259,145,380 233,724,557 25,420,823 20,000,000 0 0 0 0 0

56 ROSENTHAL COLLINS GROUP LLC FCM CME 7/31/2016 85,177,191 61,679,843 23,497,348 1,484,461,679 1,459,028,563 25,433,116 18,000,000 35,801,603 23,627,707 12,173,896 8,000,000 0 0 0 0 0

57 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 7/31/2016 209,311,748 29,775,673 179,536,075 0 0 0 0 0 0 0 0 0 0 0 0 0

58 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 7/31/2016 127,239,532 11,802,110 115,437,422 549,349,574 544,167,224 5,182,350 4,000,000 0 0 0 0 0 0 0 0 0

59 SCOTIA CAPITAL USA INC FCM BD CME 7/31/2016 642,630,631 38,054,650 604,575,981 1,000,000 0 1,000,000 1 750,000 0 750,000 1 0 0 0 0 0

60 SG AMERICAS SECURITIES LLC FCM BD CME 7/31/2016 3,940,164,745 1,335,950,414 2,604,214,331 16,227,194,384 15,355,778,022 871,416,362 500,000,000 4,472,200,919 3,972,432,911 499,768,008 255,000,000 528,783,589 313,821,368 214,962,221 75,000,000 0

61 STATE STREET GLOBAL MARKETS LLC FCM BD CME 7/31/2016 529,359,313 13,380,705 515,978,608 327,788,492 199,599,235 128,189,257 9,979,962 54,899,408 6,377,630 48,521,778 15,000,000 0 0 0 0 0

62 STRAITS FINANCIAL LLC FCM CME 7/31/2016 24,725,222 10,076,853 14,648,369 287,292,812 270,137,335 17,155,477 2,000,000 40,133,611 33,201,454 6,932,157 300,000 0 0 0 0 0

63 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 7/31/2016 113,415,121 21,717,545 91,697,576 302,357,743 242,634,528 59,723,215 18,000,000 0 0 0 0 0 0 0 0 44,350,905

64 TRADESTATION SECURITIES INC FCM BD CME 7/31/2016 69,821,636 3,947,195 65,874,441 552,605,600 539,984,041 12,621,559 9,000,000 26,016,848 24,383,105 1,633,743 800,000 0 0 0 0 0

65 UBS FINANCIAL SERVICES INC FCM BD NFA 7/29/2016 1,226,290,583 127,318,406 1,098,972,177 99,738,954 64,428,283 35,310,671 22,000,000 29,107,758 4,451,169 24,656,589 15,000,000 0 0 0 0 0

66 UBS SECURITIES LLC FCM BD CBOT 7/31/2016 3,944,110,293 930,868,138 3,013,242,155 8,618,940,592 8,070,909,305 548,031,287 425,000,000 4,304,783,830 3,868,670,180 436,113,650 300,000,000 1,056,842,032 758,324,810 298,517,222 200,000,000 0

67 UOBBF CLEARING LIMITED FCM NFA 7/31/2016 7,729,663 1,000,000 6,729,663 0 0 0 0 0 0 0 0 0 0 0 0 0

68 WEDBUSH SECURITIES INC FCM BD CBOT 7/31/2016 154,038,212 37,166,078 116,872,134 1,084,627,224 1,067,231,547 17,395,677 13,000,000 24,337,318 21,764,295 2,573,023 1,000,000 0 0 0 0 0

69 WELLS FARGO SECURITIES LLC FCM BD CME 7/31/2016 3,507,359,465 937,138,313 2,570,221,152 3,330,468,655 2,814,956,831 515,511,824 275,000,000 489,491,972 269,454,690 220,037,282 30,000,000 8,743,486,778 7,828,786,701 914,700,077 575,000,000 0

70 YORK BUSINESS ASSOCIATES LLC FCM NFA 7/31/2016 5,230,093 1,000,000 4,230,093 43,622,714 38,346,312 5,276,402 2,000,000 2,153,025 1,853,086 299,939 200,000 0 0 0 0 0
SELECTED FCM FINANCIAL DATA AS OF 

July 31, 2016

FROM REPORTS FILED BY 

August 30, 2016

2 of 2

75

76

77

78

79

80

81

82

83

84

85

86

87

88

89

90

91

92

93

94

95

96

97

98

99

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

A B C D E F G H I J K L M N O P Q R S T U

Totals 170,840,863,922 159,476,427,012 11,364,436,910 6,605,093,289 46,385,353,089 41,678,942,262 4,706,410,827 2,744,963,099 74,408,830,145 67,744,995,996 6,663,834,149 3,641,091,751 510,516,952

June Web Page Update 70

Additions 0

NONE

Deletions 0

NONE

Name Changes

NONE

July Web Page Update 70

(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.