SELECTED FCM FINANCIAL DATA AS OF 

May 31, 2016

FROM REPORTS FILED BY 

June 29, 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 5/31/2016 661,190,013 159,683,071 501,506,942 2,963,035,221 2,542,901,467 420,133,754 141,662,358 189,257,947 156,563,142 32,694,805 15,656,314 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 5/31/2016 310,749,844 202,080,998 108,668,846 4,627,329,984 4,363,782,488 263,547,496 120,000,000 310,590,947 250,150,113 60,440,834 20,000,000 12,206,312 1,582,826 10,623,486 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 5/31/2016 21,390,014 13,838,679 7,551,335 568,418,229 553,611,136 14,807,093 8,500,000 32,807,110 31,042,913 1,764,197 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 5/31/2016 2,398,658 1,500,000 898,658 56,255,599 54,200,716 2,054,883 900,000 1,877,524 1,515,425 362,099 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 5/31/2016 13,486,945 1,000,000 12,486,945 1,067,318 468,670 598,648 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 5/31/2016 7,188,492,012 1,139,728,440 6,048,763,572 6,171,366,024 5,351,562,674 819,803,350 294,335,947 3,108,500,927 2,746,932,850 361,568,077 137,896,029 5,583,026,264 4,917,729,644 665,296,620 277,359,952 0

7 BGC FINANCIAL LP FCM BD NFA 5/31/2016 25,225,954 2,248,484 22,977,470 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 5/31/2016 2,094,535,710 229,437,999 1,865,097,711 2,398,071,182 2,104,823,290 293,247,892 210,482,329 36,623,956 23,190,864 13,433,092 10,000,000 15,788,988 7,691,893 8,097,095 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 5/31/2016 1,919,157,466 232,075,746 1,687,081,720 1,128,648,508 912,199,758 216,448,750 182,439,952 141,904,876 117,239,245 24,665,631 11,723,925 1,044,051,785 788,767,074 255,284,711 78,876,707 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 5/31/2016 9,773,708 1,000,000 8,773,708 19,689,914 18,118,943 1,570,971 1,000,000 185 0 185 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 5/31/2016 257,196,438 11,606,942 245,589,496 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 5/31/2016 34,045,427 12,165,770 21,879,657 184,058,067 148,914,063 35,144,004 13,100,000 2,038,564 604,183 1,434,381 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 5/31/2016 9,098,084,725 1,456,341,392 7,641,743,333 8,483,372,605 8,129,668,414 353,704,191 322,500,000 1,391,002,475 1,031,379,003 359,623,472 150,000,000 9,967,494,859 9,727,225,085 240,269,774 209,075,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 5/31/2016 10,992,620,852 1,619,548,240 9,373,072,612 6,885,737,801 6,459,389,240 426,348,561 322,969,462 2,692,108,719 2,462,001,438 230,107,281 123,100,072 11,399,397,781 10,662,292,732 737,105,049 533,114,637 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 5/31/2016 5,228,991 1,154,801 4,074,190 69,020,022 64,809,155 4,210,867 3,050,000 234,076 17,696 216,380 100,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 5/31/2016 567,180,298 6,185,738 560,994,560 5,468,812 0 5,468,812 1 560,805 0 560,805 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 5/31/2016 12,238,546,925 656,013,025 11,582,533,900 3,789,741,599 3,498,672,456 291,069,143 200,000,000 1,005,744,579 816,053,128 189,691,451 150,000,000 1,678,746,250 1,356,718,654 322,027,596 250,000,000 0

18 DORMAN TRADING LLC FCM CME 5/31/2016 9,639,102 1,978,971 7,660,131 164,798,614 160,891,502 3,907,112 2,000,000 4,676,244 3,993,302 682,942 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 5/31/2016 90,533,244 47,013,149 43,520,095 1,306,928,044 1,270,721,166 36,206,878 20,000,000 69,477,686 64,857,675 4,620,011 3,000,000 2,895,248 1,768,996 1,126,252 500,000 0

20 E TRADE CLEARING LLC FCM BD NFA 5/31/2016 855,340,118 141,791,943 713,548,175 61,181,903 44,951,082 16,230,821 10,000,000 1,371,680 262,466 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 5/31/2016 33,228,603 17,751,147 15,477,456 237,468,949 224,356,538 13,112,411 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 5/31/2016 53,031,677 32,316,861 20,714,816 0 0 0 0 0 0 0 0 0 0 0 0 182,071,774

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 5/31/2016 40,886,203 27,395,839 13,490,364 288,338,572 272,906,564 15,432,008 5,000,000 5,488,448 3,692,025 1,796,423 1,000,000 0 0 0 0 130,536,391

24 GH FINANCIALS LLC FCM CME 5/31/2016 15,799,598 7,354,870 8,444,728 109,605,154 96,471,941 13,133,213 4,000,000 2,994,856 1,956,507 1,038,349 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 5/31/2016 17,166,633,840 2,512,066,124 14,654,567,716 21,693,697,524 20,588,017,536 1,105,679,988 875,000,000 11,253,889,533 10,504,106,654 749,782,879 475,000,000 3,542,238,993 3,122,166,435 420,072,558 350,000,000 0

26 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 5/31/2016 426,182,026 1,000,000 425,182,026 48,000,000 0 48,000,000 40,000,000 20,000,000 0 20,000,000 15,000,000 0 0 0 0 0

27 HSBC SECURITIES USA INC FCM BD CME 5/31/2016 1,101,544,011 192,595,553 908,948,458 1,371,398,340 1,292,160,562 79,237,778 70,000,000 238,741,037 177,055,446 61,685,591 25,000,000 883,104,588 765,682,453 117,422,135 96,000,000 0

28 INTERACTIVE BROKERS LLC FCM BD CME 5/31/2016 3,008,220,916 258,178,726 2,750,042,190 2,925,099,395 2,718,367,150 206,732,245 155,000,000 415,357,690 296,533,343 118,824,347 80,000,000 0 0 0 0 32,470,517

29 INTL FCSTONE FINANCIAL INC FCM BD CME 5/31/2016 127,221,058 75,755,678 51,465,380 1,959,116,721 1,915,220,651 43,896,070 35,000,000 105,048,206 88,760,653 16,287,553 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 5/31/2016 2,166,862 1,004,011 1,162,851 54,331,839 52,909,943 1,421,896 800,000 250,019 122,757 127,262 50,000 0 0 0 0 0

31 ITG DERIVATIVES LLC FCM BD NFA 5/31/2016 2,466,125 1,000,000 1,466,125 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JEFFERIES LLC FCM BD NFA 5/31/2016 1,252,402,717 77,819,836 1,174,582,881 0 0 0 0 0 0 0 0 0 0 0 0 0

33 JP MORGAN CLEARING CORP FCM BD NFA 5/31/2016 7,206,061,574 1,536,176,097 5,669,885,477 876,176,946 701,715,366 174,461,580 140,343,073 615,777,861 426,250,179 189,527,682 85,250,035 250,000 0 250,000 1 0

34 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 5/31/2016 13,153,058,611 2,483,527,550 10,669,531,061 17,672,140,060 16,075,575,630 1,596,564,430 803,778,782 3,752,368,029 3,381,923,054 370,444,975 236,734,614 9,071,651,091 8,261,172,934 810,478,157 578,282,105 0

35 MACQUARIE FUTURES USA LLC FCM CBOT 5/31/2016 250,122,496 168,413,163 81,709,333 2,464,229,817 2,286,028,976 178,200,841 100,000,000 100,480,028 66,506,484 33,973,544 7,000,000 25,384,655 6,906,444 18,478,211 1,000,000 0

36 MAREX NORTH AMERICA LLC FCM CME 5/31/2016 20,474,651 14,699,662 5,774,989 179,981,734 174,749,798 5,231,936 5,200,000 51,529,070 50,187,054 1,342,016 1,000,000 0 0 0 0 0

37 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 5/31/2016 13,786,656 2,533,476 11,253,180 824,455,340 803,209,411 21,245,929 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 5/31/2016 11,023,159,309 1,499,379,404 9,523,779,905 12,569,493,963 12,219,191,824 350,302,139 200,000,000 3,285,042,557 2,990,332,654 294,709,903 150,000,000 5,583,855,804 5,269,975,067 313,880,737 150,000,000 0

39 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 5/31/2016 3,589,943,945 539,759,156 3,050,184,789 1,359,968,589 939,155,936 420,812,653 300,000,000 0 0 0 0 0 0 0 0 0

40 MID CO COMMODITIES INC FCM NFA 5/31/2016 8,274,159 4,245,116 4,029,043 44,341,501 36,356,818 7,984,683 5,138,000 0 0 0 0 0 0 0 0 0

41 MINT BROKERS FCM BD NFA 5/31/2016 5,353,797 1,000,000 4,353,797 0 0 0 0 0 0 0 0 0 0 0 0 0

42 MITSUBISHI UFJ SECURITIES USA INC FCM BD NFA 5/31/2016 418,433,515 1,010,016 417,423,499 0 0 0 0 0 0 0 0 0 0 0 0 0

43 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 5/31/2016 746,074,796 279,574,054 466,500,742 3,065,690,160 2,864,132,122 201,558,038 125,000,000 839,182,700 737,430,841 101,751,859 70,000,000 43,778,402 9,700,776 34,077,626 15,000,000 0

44 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 5/31/2016 10,652,891,960 1,880,565,399 8,772,326,561 14,176,070,301 13,967,341,480 208,728,821 105,000,000 4,406,147,576 4,198,988,033 207,159,543 105,000,000 11,321,308,351 11,190,658,729 130,649,622 92,000,000 0

45 NANHUA USA LLC FCM CME 5/31/2016 20,168,164 3,996,327 16,171,837 69,360,468 63,719,186 5,641,282 1,899,270 0 0 0 0 0 0 0 0 0

46 NEUBERGER BERMAN LLC FCM BD NFA 5/31/2016 15,718,277 1,500,000 14,218,277 0 0 0 0 0 0 0 0 0 0 0 0 0

47 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 5/31/2016 2,535,474,279 76,082,903 2,459,391,376 267,040,976 166,219,197 100,821,779 15,000,000 17,574,706 64,033 17,510,673 1,000,000 0 0 0 0 0

48 OANDA CORPORATION FCMRFD NFA 5/31/2016 89,686,662 46,894,653 42,792,009 0 0 0 0 0 0 0 0 0 0 0 0 129,838,726

49 OPTIONSXPRESS INC FCM BD NFA 5/31/2016 259,427,145 6,693,315 252,733,830 124,364,743 89,294,982 35,069,761 13,394,247 3,993,056 1,085,750 2,907,306 162,862 0 0 0 0 0

50 PHILLIP CAPITAL INC FCM BD CME 5/31/2016 34,162,369 20,000,000 14,162,369 188,505,724 167,810,200 20,695,524 8,390,510 12,943,168 7,619,422 5,323,746 380,971 0 0 0 0 211,418

51 PICTET OVERSEAS INC FCM BD NFA 5/31/2016 17,394,683 1,000,000 16,394,683 0 0 0 0 0 0 0 0 0 0 0 0 0

52 RAND FINANCIAL SERVICES INC FCM CME 5/31/2016 83,512,622 16,145,721 67,366,901 259,898,000 215,513,700 44,384,300 6,465,400 39,786,800 16,818,200 22,968,600 504,500 0 0 0 0 0

53 RBC CAPITAL MARKETS LLC FCM BD CME 5/31/2016 1,896,387,901 242,913,913 1,653,473,988 2,741,595,774 2,515,060,353 226,535,421 200,000,000 173,086,241 132,185,043 40,901,198 20,000,000 900,353,132 677,652,132 222,701,000 80,000,000 0

54 RBS SECURITIES INC FCM BD CBOT 5/31/2016 3,612,085,392 83,160,780 3,528,924,612 1,547,172,294 1,357,285,827 189,886,467 125,000,000 168,797,517 42,765,124 126,032,393 100,000,000 0 0 0 0 0

55 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 5/31/2016 212,454,659 142,401,369 70,053,290 3,894,492,417 3,795,960,891 98,531,526 50,000,000 243,456,957 215,114,339 28,342,618 20,000,000 0 0 0 0 0

56 ROSENTHAL COLLINS GROUP LLC FCM CME 5/31/2016 84,389,581 62,226,085 22,163,496 1,571,384,110 1,545,834,128 25,549,982 18,000,000 34,992,707 22,924,039 12,068,668 8,000,000 0 0 0 0 0

57 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 5/31/2016 201,837,324 28,686,017 173,151,307 0 0 0 0 0 0 0 0 0 0 0 0 0

58 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 5/31/2016 128,504,186 12,956,339 115,547,847 451,776,108 446,486,016 5,290,092 4,000,000 0 0 0 0 0 0 0 0 0

59 SCOTIA CAPITAL USA INC FCM BD CME 5/31/2016 539,606,278 33,792,891 505,813,387 0 0 0 0 0 0 0 0 0 0 0 0 0

60 SG AMERICAS SECURITIES LLC FCM BD CME 5/31/2016 3,748,177,701 1,299,028,456 2,449,149,245 15,488,688,720 14,587,304,568 901,384,152 500,000,000 4,352,132,848 3,959,009,361 393,123,487 255,000,000 461,832,071 269,361,251 192,470,820 75,000,000 0

61 STATE STREET GLOBAL MARKETS LLC FCM BD CME 5/31/2016 539,403,646 27,237,535 512,166,111 476,279,321 348,866,521 127,412,800 17,443,326 57,663,357 9,124,524 48,538,833 15,000,000 0 0 0 0 0

62 STRAITS FINANCIAL LLC FCM CME 5/31/2016 24,574,946 9,704,350 14,870,596 292,500,978 276,593,368 15,907,610 2,000,000 39,038,292 32,174,395 6,863,897 300,000 0 0 0 0 0

63 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 5/31/2016 108,451,256 21,553,827 86,897,429 248,916,373 204,595,034 44,321,339 18,000,000 0 0 0 0 0 0 0 0 41,076,541

64 TRADESTATION SECURITIES INC FCM BD CME 5/31/2016 66,888,440 3,605,267 63,283,173 533,036,022 520,687,410 12,348,612 9,000,000 23,517,382 21,949,953 1,567,429 800,000 0 0 0 0 0

65 UBS FINANCIAL SERVICES INC FCM BD NFA 5/31/2016 1,139,418,975 119,285,171 1,020,133,804 115,686,347 68,012,636 47,673,711 22,000,000 28,168,913 4,834,095 23,334,818 15,000,000 0 0 0 0 0

66 UBS SECURITIES LLC FCM BD CBOT 5/31/2016 4,554,647,939 818,953,981 3,735,693,958 7,531,912,694 6,972,649,884 559,262,810 425,000,000 3,923,348,340 3,375,917,335 547,431,005 300,000,000 877,960,815 586,633,626 291,327,189 200,000,000 0

67 UOBBF CLEARING LIMITED FCM NFA 5/31/2016 7,805,755 1,000,000 6,805,755 0 0 0 0 0 0 0 0 0 0 0 0 0

68 WEDBUSH SECURITIES INC FCM BD CBOT 5/31/2016 150,132,253 46,583,818 103,548,435 1,039,286,041 1,015,501,919 23,784,122 13,000,000 32,897,422 29,147,418 3,750,004 1,000,000 0 0 0 0 0

69 WELLS FARGO SECURITIES LLC FCM BD CME 5/31/2016 3,597,427,479 831,849,148 2,765,578,331 3,374,464,606 3,045,163,483 329,301,123 275,000,000 490,918,610 271,680,376 219,238,234 30,000,000 7,435,851,044 6,653,863,730 781,987,314 575,000,000 0

70 YORK BUSINESS ASSOCIATES LLC FCM NFA 5/31/2016 5,298,505 1,000,000 4,298,505 43,928,415 39,431,705 4,496,710 2,000,000 1,919,965 1,560,286 359,679 200,000 0 0 0 0 0

Totals 161,069,054,403 150,349,545,474 10,719,508,929 6,574,092,657 43,727,730,052 38,773,622,820 4,954,107,232 2,651,704,324 69,851,680,351 64,277,550,481 5,574,129,870 3,574,518,403 516,205,367
SELECTED FCM FINANCIAL DATA AS OF 

May 31, 2016

FROM REPORTS FILED BY 

June 29, 2016

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ABCDEFGH I JKLMNOPQRSTU

April Web Page Update 70

Additions0

NONE

Deletions

0

NONE

Name Changes

NONE

May Web Page Update 70

 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.