SELECTED FCM FINANCIAL DATA AS OF 

August 31, 2016

FROM REPORTS FILED BY 

October 2, 2016

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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 8/31/2016 652,520,265 182,945,553 469,574,712 3,303,438,752 2,974,570,387 328,868,365 170,930,012 158,634,650 131,489,701 27,144,949 13,148,970 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 8/31/2016 319,296,343 198,905,395 120,390,948 4,796,492,463 4,536,257,663 260,234,800 120,000,000 383,394,129 324,240,827 59,153,302 20,000,000 11,092,638 1,140,690 9,951,948 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 8/31/2016 24,026,354 13,392,707 10,633,647 550,253,940 534,005,625 16,248,315 9,000,000 33,528,040 31,728,211 1,799,829 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 8/31/2016 2,461,430 1,500,000 961,430 55,381,099 53,655,364 1,725,735 900,000 2,162,971 1,869,978 292,993 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 8/31/2016 12,631,029 1,000,000 11,631,029 2,539,138 1,885,662 653,476 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 8/31/2016 7,164,656,332 1,179,647,927 5,985,008,405 5,453,103,222 4,746,872,946 706,230,276 261,078,012 3,295,940,379 2,927,163,257 368,777,122 146,943,595 5,893,449,078 5,209,682,966 683,766,112 293,826,119 0

7 BGC FINANCIAL LP FCM BD NFA 8/31/2016 34,671,971 1,000,000 33,671,971 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 8/31/2016 1,494,549,920 205,226,773 1,289,323,147 2,712,453,528 2,398,637,667 313,815,861 239,863,767 28,207,126 12,000,987 16,206,139 10,000,000 15,887,440 7,786,297 8,101,143 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 8/31/2016 1,638,462,164 214,257,520 1,424,204,644 1,208,514,461 980,210,550 228,303,911 196,042,110 194,977,841 162,147,139 32,830,702 16,214,714 1,088,462,074 829,763,297 258,698,777 82,976,330 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 8/31/2016 9,183,929 1,000,000 8,183,929 23,463,241 21,868,640 1,594,601 1,000,000 185 0 185 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 8/31/2016 272,233,423 6,176,812 266,056,611 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 8/31/2016 33,938,288 10,501,652 23,436,636 206,527,403 155,171,388 51,356,015 13,100,000 1,973,116 517,849 1,455,267 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 8/31/2016 7,291,491,355 1,690,587,153 5,600,904,202 8,926,145,296 8,584,905,689 341,239,607 307,100,000 1,407,314,816 1,227,510,529 179,804,287 150,000,000 13,084,824,642 12,725,051,071 359,773,571 272,875,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 8/31/2016 12,448,435,518 1,437,757,738 11,010,677,780 6,214,187,457 5,809,346,899 404,840,558 290,467,345 2,758,406,503 2,506,527,311 251,879,192 125,326,366 12,213,030,396 11,539,024,350 674,006,046 576,951,217 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 8/31/2016 5,201,835 1,503,494 3,698,341 74,456,806 70,340,611 4,116,195 3,050,000 228,324 15,927 212,397 100,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 8/31/2016 608,281,511 5,745,982 602,535,529 5,481,143 0 5,481,143 1 572,787 0 572,787 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 8/31/2016 13,083,464,099 654,015,781 12,429,448,318 3,819,594,454 3,528,427,870 291,166,584 200,000,000 957,391,177 767,470,233 189,920,944 150,000,000 1,625,307,497 1,334,440,293 290,867,204 250,000,000 0

18 DORMAN TRADING LLC FCM CME 8/31/2016 9,969,065 2,333,245 7,635,820 177,165,547 173,283,887 3,881,660 2,000,000 4,909,389 4,033,473 875,916 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 8/31/2016 118,714,680 70,319,272 48,395,408 1,837,382,532 1,784,082,585 53,299,947 20,000,000 66,942,652 59,686,710 7,255,942 3,000,000 2,344,495 1,215,733 1,128,762 500,000 0

20 E TRADE CLEARING LLC FCM BD NFA 8/31/2016 874,658,576 149,992,202 724,666,374 64,529,283 47,799,584 16,729,699 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 8/31/2016 32,713,434 20,338,437 12,374,997 274,357,051 261,159,085 13,197,966 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 8/31/2016 50,282,674 32,306,811 17,975,863 0 0 0 0 0 0 0 0 0 0 0 0 176,508,820

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 8/31/2016 39,914,565 27,214,296 12,700,269 529,988,082 513,421,783 16,566,299 10,000,000 5,087,660 3,610,476 1,477,184 1,000,000 0 0 0 0 129,493,930

24 GH FINANCIALS LLC FCM CME 8/31/2016 21,120,002 6,660,029 14,459,973 109,813,191 98,287,938 11,525,253 5,000,000 3,250,049 2,197,518 1,052,531 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 8/31/2016 17,652,135,907 2,579,041,264 15,073,094,643 22,654,801,368 21,576,618,430 1,078,182,938 875,000,000 10,623,412,532 10,017,899,986 605,512,546 475,000,000 4,180,798,999 3,711,224,573 469,574,426 350,000,000 0

26 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 8/31/2016 236,780,494 1,000,000 235,780,494 0 0 0 0 0 0 0 0 0 0 0 0 0

27 HSBC SECURITIES USA INC FCM BD CME 8/31/2016 1,103,853,174 228,929,054 874,924,120 1,413,957,249 1,309,702,588 104,254,661 60,000,000 223,555,434 181,712,883 41,842,551 25,000,000 946,933,880 849,054,111 97,879,769 80,000,000 0

28 INTERACTIVE BROKERS LLC FCM BD CME 8/31/2016 3,116,297,946 269,012,067 2,847,285,879 3,128,932,239 2,881,338,210 247,594,029 155,000,000 492,202,142 368,901,317 123,300,825 80,000,000 0 0 0 0 32,956,929

29 INTL FCSTONE FINANCIAL INC FCM BD CME 8/31/2016 129,883,360 88,735,849 41,147,511 2,187,926,734 2,137,223,483 50,703,251 35,000,000 126,689,219 109,590,940 17,098,279 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 8/31/2016 3,368,579 1,199,778 2,168,801 64,165,507 62,760,590 1,404,917 800,000 233,977 109,947 124,030 50,000 0 0 0 0 0

31 JEFFERIES LLC FCM BD NFA 8/31/2016 1,424,377,796 83,695,954 1,340,681,842 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JP MORGAN CLEARING CORP FCM BD NFA 8/31/2016 7,043,046,586 1,617,746,367 5,425,300,219 791,370,112 614,346,931 177,023,181 122,869,386 712,205,709 564,071,689 148,134,020 112,814,338 250,000 0 250,000 1 0

33 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 8/31/2016 13,105,934,642 2,646,827,579 10,459,107,063 19,887,034,734 18,242,857,919 1,644,176,815 912,142,896 4,284,312,897 3,899,421,164 384,891,733 272,959,481 10,298,445,448 9,436,250,686 862,194,762 660,537,548 0

34 MACQUARIE FUTURES USA LLC FCM CBOT 8/31/2016 252,677,546 171,327,593 81,349,953 2,555,267,360 2,375,040,076 180,227,284 100,000,000 44,999,225 13,875,937 31,123,288 7,000,000 26,916,394 8,388,734 18,527,660 1,000,000 0

35 MAREX NORTH AMERICA LLC FCM CME 8/31/2016 23,540,637 18,362,770 5,177,867 254,214,932 248,372,142 5,842,790 5,200,000 49,055,371 47,826,286 1,229,085 1,000,000 0 0 0 0 0

36 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 8/31/2016 14,061,803 2,348,001 11,713,802 789,150,088 768,314,308 20,835,780 18,000,000 2,417,861 0 2,417,861 400,000 0 0 0 0 0

37 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED FCM BD CBOT 8/31/2016 12,838,199,295 1,599,450,149 11,238,749,146 12,984,646,048 12,707,492,788 277,153,260 200,000,000 3,505,696,193 3,258,124,103 247,572,090 150,000,000 6,359,209,237 5,627,964,918 731,244,319 150,000,000 0

38 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 8/31/2016 3,173,679,557 480,139,273 2,693,540,284 1,736,809,080 1,024,104,625 712,704,455 300,000,000 0 0 0 0 0 0 0 0 0

39 MID CO COMMODITIES INC FCM NFA 8/31/2016 7,906,568 4,543,303 3,363,265 46,174,506 38,420,816 7,753,690 5,138,000 0 0 0 0 0 0 0 0 0

40 MINT BROKERS FCM BD NFA 8/31/2016 5,302,065 1,000,000 4,302,065 0 0 0 0 0 0 0 0 0 0 0 0 0

41 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 8/31/2016 577,277,845 259,390,498 317,887,347 3,187,532,308 2,985,101,825 202,430,483 125,000,000 902,014,080 801,674,688 100,339,392 70,000,000 43,047,457 9,671,532 33,375,925 15,000,000 0

42 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 8/31/2016 10,754,873,609 1,989,068,497 8,765,805,112 15,158,351,984 14,948,125,568 210,226,416 105,000,000 4,064,376,495 3,856,960,803 207,415,692 105,000,000 12,128,690,254 12,011,076,171 117,614,083 92,000,000 0

43 MUFG SECURITIES AMERICAS INC FCM BD NFA 8/31/2016 380,085,408 1,034,830 379,050,578 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NANHUA USA LLC FCM CME 8/31/2016 19,955,545 3,310,277 16,645,268 63,064,086 49,458,379 13,605,707 3,500,000 0 0 0 0 0 0 0 0 0

45 NEUBERGER BERMAN LLC FCM BD NFA 8/31/2016 17,613,203 1,500,000 16,113,203 0 0 0 0 0 0 0 0 0 0 0 0 0

46 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 8/31/2016 2,817,945,477 83,049,066 2,734,896,411 257,664,906 155,658,761 102,006,145 15,000,000 18,278,145 71,683 18,206,462 1,000,000 0 0 0 0 0

47 OANDA CORPORATION FCMRFD NFA 8/31/2016 77,649,778 49,537,999 28,111,779 0 0 0 0 0 0 0 0 0 0 0 0 135,016,717

48 OPTIONSXPRESS INC FCM BD NFA 8/31/2016 269,504,696 6,629,090 262,875,606 129,517,762 91,079,966 38,437,796 13,661,995 4,323,266 1,376,324 2,946,942 206,449 0 0 0 0 0

49 PHILLIP CAPITAL INC FCM BD CME 8/31/2016 33,949,765 10,782,637 23,167,128 177,543,149 156,859,703 20,683,446 7,849,740 23,842,714 17,597,757 6,244,957 879,888 0 0 0 0 0

50 PICTET OVERSEAS INC FCM BD NFA 8/31/2016 16,347,888 1,000,000 15,347,888 0 0 0 0 0 0 0 0 0 0 0 0 0

51 RAND FINANCIAL SERVICES INC FCM CME 8/31/2016 84,307,396 15,362,193 68,945,203 261,527,700 217,764,400 43,763,300 6,532,900 38,780,400 15,980,300 22,800,100 479,400 0 0 0 0 0

52 RBC CAPITAL MARKETS LLC FCM BD CME 8/31/2016 1,909,544,660 236,012,586 1,673,532,074 2,302,211,328 2,058,071,980 244,139,348 160,000,000 183,431,792 133,005,572 50,426,220 20,000,000 1,013,244,755 787,140,581 226,104,174 80,000,000 0

53 RBS SECURITIES INC FCM BD CBOT 8/31/2016 3,570,751,031 99,483,813 3,471,267,218 1,748,751,338 1,555,416,907 193,334,431 125,000,000 173,143,861 46,687,120 126,456,741 100,000,000 0 0 0 0 0

54 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 8/31/2016 213,314,287 155,861,989 57,452,298 4,310,628,239 4,212,970,775 97,657,464 50,000,000 282,534,438 257,862,530 24,671,908 20,000,000 0 0 0 0 0

55 ROSENTHAL COLLINS GROUP LLC FCM CME 8/31/2016 87,264,666 61,021,740 26,242,926 1,525,872,781 1,499,916,746 25,956,035 18,000,000 32,908,556 20,894,489 12,014,067 8,000,000 0 0 0 0 0

56 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 8/31/2016 136,495,980 13,591,593 122,904,387 571,023,660 565,720,129 5,303,531 4,000,000 0 0 0 0 0 0 0 0 0

57 SCOTIA CAPITAL USA INC FCM BD CME 8/31/2016 643,831,855 40,593,725 603,238,130 1,510,520 505,070 1,005,450 75,761 750,000 0 750,000 1 0 0 0 0 0

58 SG AMERICAS SECURITIES LLC FCM BD CME 8/31/2016 4,061,501,104 1,303,486,650 2,758,014,454 16,108,945,860 15,236,056,988 872,888,872 500,000,000 4,458,869,361 3,947,344,241 511,525,120 255,000,000 541,962,615 324,707,548 217,255,067 75,000,000 0

59 STATE STREET GLOBAL MARKETS LLC FCM BD CME 8/31/2016 532,210,412 4,154,079 528,056,333 184,945,188 56,393,170 128,552,018 2,819,659 48,341,914 6,633 48,335,281 15,000,000 0 0 0 0 0

60 STRAITS FINANCIAL LLC FCM CME 8/31/2016 23,821,446 9,408,308 14,413,138 318,145,090 300,261,783 17,883,307 2,000,000 52,321,997 45,267,349 7,054,648 300,000 0 0 0 0 0

61 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 8/31/2016 115,755,758 21,775,699 93,980,059 257,687,640 211,366,959 46,320,681 18,000,000 0 0 0 0 0 0 0 0 45,513,974

62 TRADESTATION SECURITIES INC FCM BD CME 8/31/2016 71,712,810 3,935,142 67,777,668 528,544,469 516,423,598 12,120,871 9,000,000 25,779,013 24,147,556 1,631,457 800,000 0 0 0 0 0

63 UBS FINANCIAL SERVICES INC FCM BD NFA 8/31/2016 1,222,001,315 123,443,028 1,098,558,287 114,950,558 80,512,742 34,437,816 22,000,000 28,041,736 4,419,855 23,621,881 15,000,000 0 0 0 0 0

64 UBS SECURITIES LLC FCM BD CBOT 8/31/2016 4,197,990,396 936,855,357 3,261,135,039 8,385,804,780 7,834,188,664 551,616,116 425,000,000 4,382,172,781 3,945,220,341 436,952,440 300,000,000 1,104,679,251 804,130,247 300,549,004 200,000,000 0

65 UOBBF CLEARING LIMITED FCM NFA 8/31/2016 7,719,981 1,000,000 6,719,981 0 0 0 0 0 0 0 0 0 0 0 0 0

66 WEDBUSH SECURITIES INC FCM BD CBOT 8/31/2016 148,399,428 16,654,130 131,745,298 981,575,457 963,951,626 17,623,831 13,000,000 26,684,640 24,211,339 2,473,301 1,000,000 0 0 0 0 0

67 WELLS FARGO SECURITIES LLC FCM BD CME 8/31/2016 3,532,078,810 909,667,249 2,622,411,561 3,334,853,772 2,987,113,064 347,740,708 275,000,000 465,978,117 245,972,342 220,005,775 30,000,000 8,926,332,911 8,057,789,059 868,543,852 600,000,000 0

68 YORK BUSINESS ASSOCIATES LLC FCM NFA 8/31/2016 5,191,210 1,000,000 4,191,210 43,776,146 38,636,276 5,139,870 2,000,000 2,208,560 1,879,439 329,121 200,000 0 0 0 0 0

Totals 168,799,116,688 157,982,339,808 10,816,776,880 6,559,421,584 44,583,854,258 40,014,585,563 4,569,268,695 2,714,268,204 79,505,413,379 73,275,502,857 6,229,910,522 3,793,976,216 519,490,370
SELECTED FCM FINANCIAL DATA AS OF 

August 31, 2016

FROM REPORTS FILED BY 

October 2, 2016

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ABCDEFGH I JKLMNOPQRSTU

July Web Page Update 70

Additions0

NONE

Deletions

2

ITG DERIVATIVES LLC

SANFORD C BERNSTEIN & CO LLC

Name Changes

NONE

August Web Page Update 68

 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.

(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: 

•  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

•  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.

(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.

(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. 

(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.

(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.