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 12/31/2017 633,333,296 144,882,288 488,451,008 2,848,862,351 2,460,078,595 388,783,756 185,722,024 116,243,134 93,181,307 23,061,827 9,318,131 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 12/31/2017 292,451,426 164,119,539 128,331,887 4,430,039,597 4,237,903,399 192,136,198 120,000,000 437,189,328 388,735,104 48,454,224 20,000,000 14,293,932 5,052,694 9,241,238 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 12/31/2017 21,715,299 10,030,585 11,684,714 562,492,384 551,649,165 10,843,219 7,000,000 36,080,268 34,697,459 1,382,809 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 12/31/2017 2,906,480 1,000,000 1,906,480 53,634,396 50,463,706 3,170,690 900,000 2,123,525 1,775,939 347,586 150,000 0 0 0 0 0

5 APEX CLEARING CORPORATION FCM BD NFA 12/31/2017 140,481,605 18,647,360 121,834,245 9,342,418 3,721,859 5,620,559 500,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 12/31/2017 7,318,206,750 1,051,458,206 6,266,748,544 5,294,155,175 4,790,016,692 504,138,483 287,880,003 3,598,271,493 3,347,173,038 251,098,455 162,672,610 5,300,316,706 4,800,128,248 500,188,458 190,565,091 0

7 BGC FINANCIAL LP FCM BD NFA 12/31/2017 32,705,102 1,379,314 31,325,788 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 12/31/2017 1,361,663,064 159,150,295 1,202,512,769 1,920,291,343 1,733,402,344 186,888,999 150,000,000 59,936,132 50,281,632 9,654,500 7,500,000 15,413,025 5,661,215 9,751,810 7,500,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 12/31/2017 1,520,533,003 175,366,310 1,345,166,693 837,097,414 733,922,242 103,175,172 82,500,000 136,406,218 107,910,149 28,496,069 22,500,000 910,815,424 760,786,217 150,029,207 120,000,000 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 12/31/2017 7,906,177 1,101,263 6,804,914 25,851,790 20,568,324 5,283,466 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 12/31/2017 355,072,058 6,191,404 348,880,654 4,969,921 0 4,969,921 3,000,000 0 0 0 0 0 0 0 0 0

12 CHARLES SCHWAB FUTURES, INC. FCM BD NFA 12/31/2017 292,856,753 3,998,953 288,857,800 104,167,324 56,742,654 47,424,670 8,511,398 3,852,484 1,342,489 2,509,995 201,373 0 0 0 0 0

13 CHS HEDGING LLC FCM CBOT 12/31/2017 43,938,219 6,524,114 37,414,105 144,735,969 100,353,958 44,382,011 13,600,000 1,523,848 743 1,523,105 200,000 503,912 0 503,912 120,000 0

14 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 12/31/2017 11,004,510,693 1,988,820,805 9,015,689,888 7,074,023,546 6,668,675,180 405,348,366 313,200,000 2,182,001,397 1,999,703,261 182,298,136 150,000,000 21,046,101,152 20,568,419,160 477,681,992 388,600,000 0

15 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 12/31/2017 8,655,373,022 1,411,007,896 7,244,365,126 5,836,261,608 5,509,381,610 326,879,998 275,469,081 3,801,746,385 3,600,154,899 201,591,486 180,007,745 11,246,272,577 10,641,883,810 604,388,767 532,094,190 0

16 CUNNINGHAM COMMODITIES LLC FCM CBOT 12/31/2017 5,066,738 1,418,968 3,647,770 88,879,120 85,273,875 3,605,245 3,050,000 1,384,297 924,448 459,849 100,000 0 0 0 0 0

17 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 12/31/2017 623,624,968 9,153,317 614,471,651 2,166,543 0 2,166,543 1 575,036 0 575,036 1 0 0 0 0 0

18 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 12/31/2017 12,203,513,453 257,674,541 11,945,838,912 2,430,304,720 2,228,615,469 201,689,251 125,000,000 1,164,792,639 1,031,927,010 132,865,629 75,000,000 0 0 0 0 0

19 DORMAN TRADING LLC FCM CME 12/31/2017 12,864,119 1,122,369 11,741,750 164,980,173 161,061,967 3,918,206 2,000,000 4,189,653 3,591,933 597,720 200,000 0 0 0 0 0

20 E D & F MAN CAPITAL MARKETS INC FCM BD CME 12/31/2017 149,631,065 38,912,711 110,718,354 1,277,508,414 1,184,166,780 93,341,634 35,000,000 50,759,935 41,925,258 8,834,677 5,000,000 2,362,240 1,197,340 1,164,900 500,000 0

21 E*TRADE FUTURES LLC FCM NFA 12/29/2017 18,994,593 3,767,811 15,226,782 109,096,167 94,543,576 14,552,591 5,000,000 0 0 0 0 0 0 0 0 0

22 EFL FUTURES LIMITED FCM CME 12/31/2017 44,720,375 14,912,072 29,808,303 199,564,475 184,540,885 15,023,590 5,000,000 0 0 0 0 0 0 0 0 0

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 12/31/2017 47,206,862 33,932,559 13,274,303 238,661,473 225,698,013 12,963,460 10,000,000 4,838,864 3,455,609 1,383,255 1,000,000 0 0 0 0 249,218,377

24 GH FINANCIALS LLC FCM CME 12/31/2017 21,677,437 4,596,908 17,080,529 99,206,873 84,213,165 14,993,708 4,000,000 4,358,351 3,255,753 1,102,598 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO LLC FCM BD SD CBOT/NFA 12/31/2017 15,574,224,668 2,419,265,728 13,154,958,940 20,178,410,241 19,313,428,432 864,981,809 675,000,000 12,278,981,104 11,693,950,648 585,030,456 475,000,000 5,083,417,252 4,563,513,104 519,904,148 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 12/31/2017 1,030,780,191 254,318,050 776,462,141 1,314,132,436 1,205,106,894 109,025,542 98,000,000 191,396,903 154,421,026 36,975,877 25,000,000 1,181,598,912 1,043,529,014 138,069,898 122,000,000 0

27 HUATAI FINANCIAL USA INC FCM NFA 12/31/2017 2,159,406 1,000,000 1,159,406 0 0 0 0 0 0 0 0 0 0 0 0 0

28 INTERACTIVE BROKERS LLC FCM BD CME 12/31/2017 3,548,164,871 494,926,996 3,053,237,875 4,791,018,020 4,589,490,315 201,527,705 155,000,000 609,285,001 484,468,387 124,816,614 80,000,000 0 0 0 0 46,680,921

29 INTL FCSTONE FINANCIAL INC FCM BD CME 12/31/2017 136,057,095 74,195,817 61,861,278 2,256,938,868 2,204,434,130 52,504,738 35,000,000 164,379,837 147,816,291 16,563,546 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 12/31/2017 3,520,247 1,000,000 2,520,247 85,551,022 84,103,892 1,447,130 800,000 428,559 241,868 186,691 50,000 0 0 0 0 0

31 JEFFERIES LLC FCM BD NFA 12/31/2017 1,386,285,989 86,221,946 1,300,064,043 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 12/31/2017 13,562,379,660 2,787,398,228 10,774,981,432 18,230,049,473 16,784,215,125 1,445,834,348 797,250,218 5,100,798,112 4,628,092,726 472,705,386 393,387,882 12,457,102,470 11,453,271,386 1,003,831,084 601,296,748 0

33 MACQUARIE FUTURES USA LLC FCM CBOT 12/31/2017 275,936,860 134,788,487 141,148,373 1,828,523,880 1,613,573,347 214,950,533 100,000,000 46,897,749 30,977,909 15,919,840 7,000,000 23,334,118 2,932,001 20,402,117 1,000,000 0

34 MAREX NORTH AMERICA LLC FCM CME 12/31/2017 23,325,866 14,089,193 9,236,673 174,131,557 171,422,561 2,708,996 1,820,000 71,543,953 69,790,597 1,753,356 1,100,000 0 0 0 0 0

35 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 12/31/2017 14,478,593 1,275,230 13,203,363 785,425,201 764,576,971 20,848,230 18,000,000 2,567,861 0 2,567,861 1,000,000 0 0 0 0 0

36 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED FCM BD CBOT 12/31/2017 12,399,372,378 1,670,164,881 10,729,207,497 13,663,754,897 13,381,080,301 282,674,596 200,000,000 4,180,582,574 3,922,717,730 257,864,844 150,000,000 6,559,707,322 5,999,028,576 560,678,746 150,000,000 0

37 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 12/31/2017 3,482,779,795 542,950,453 2,939,829,342 1,585,418,379 774,051,895 811,366,484 300,000,000 0 0 0 0 0 0 0 0 0

38 MID CO COMMODITIES INC FCM NFA 12/31/2017 8,901,225 2,472,699 6,428,526 29,956,710 20,718,707 9,238,003 5,138,000 0 0 0 0 0 0 0 0 0

39 MINT BROKERS FCM BD NFA 12/31/2017 4,780,837 1,000,000 3,780,837 0 0 0 0 0 0 0 0 0 0 0 0 0

40 MIZUHO SECURITIES USA LLC FCM BD SD CME/NFA 12/31/2017 781,751,753 254,952,440 526,799,313 2,934,162,639 2,731,591,372 202,571,267 125,000,000 746,375,254 620,696,916 125,678,338 70,000,000 33,417,442 3,368,221 30,049,221 15,000,000 0

41 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 12/31/2017 10,141,874,077 2,124,179,192 8,017,694,885 14,336,590,526 13,992,630,298 343,960,228 285,000,000 5,398,867,788 5,207,530,771 191,337,017 140,000,000 15,233,874,318 15,061,129,696 172,744,622 92,000,000 0

42 NANHUA USA LLC FCM CME 12/31/2017 18,164,526 1,507,378 16,657,148 46,130,289 33,945,533 12,184,756 3,500,000 0 0 0 0 0 0 0 0 0

43 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 12/31/2017 1,824,878,198 235,348,726 1,589,529,472 210,619,450 115,093,003 95,526,447 15,000,000 17,786,544 30,112 17,756,432 1,000,000 0 0 0 0 0

44 OANDA CORPORATION FCMRFD NFA 12/31/2017 76,924,212 50,205,018 26,719,194 0 0 0 0 0 0 0 0 0 0 0 0 172,697,113

45 PHILLIP CAPITAL INC FCM BD CME 12/31/2017 35,891,559 11,416,426 24,475,133 267,878,297 256,019,199 11,859,098 7,500,000 12,166,283 8,236,190 3,930,093 2,000,000 0 0 0 0 0

46 PICTET OVERSEAS INC FCM BD NFA 12/31/2017 16,387,694 1,000,000 15,387,694 1,700,000 200,000 1,500,000 1,500,000 500,000 0 500,000 500,000 0 0 0 0 0

47 RAND FINANCIAL SERVICES INC FCM CME 12/31/2017 87,557,425 17,592,975 69,964,450 186,769,900 146,533,800 40,236,100 4,396,000 49,148,900 25,056,700 24,092,200 751,700 0 0 0 0 0

48 RBC CAPITAL MARKETS LLC FCM BD CME 12/31/2017 1,789,741,805 208,613,630 1,581,128,175 2,713,063,012 2,408,370,793 304,692,219 160,000,000 298,669,839 254,768,764 43,901,075 20,000,000 543,750,572 281,218,406 262,532,166 40,000,000 0

49 RBS SECURITIES INC FCM BD CBOT 12/31/2017 1,961,804,994 31,936,504 1,929,868,490 632,508,062 478,314,490 154,193,572 125,000,000 41,878,648 10,199,373 31,679,275 25,000,000 0 0 0 0 0

50 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 12/31/2017 213,391,171 130,348,478 83,042,693 3,782,508,228 3,689,560,060 92,948,168 50,000,000 258,232,765 232,451,483 25,781,282 20,000,000 0 0 0 0 0

51 ROSENTHAL COLLINS GROUP LLC FCM CME 12/31/2017 65,044,631 40,735,090 24,309,541 1,167,029,948 1,143,426,047 23,603,901 18,000,000 35,055,467 24,352,202 10,703,265 8,000,000 0 0 0 0 0

52 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 12/31/2017 204,159,661 50,000,000 154,159,661 737,154,953 726,744,854 10,410,099 9,000,000 0 0 0 0 0 0 0 0 0

53 SCOTIA CAPITAL USA INC FCM BD CME 12/31/2017 729,523,332 61,362,392 668,160,940 0 0 0 0 0 0 0 0 0 0 0 0 0

54 SG AMERICAS SECURITIES LLC FCM BD CME 12/31/2017 4,189,643,430 1,142,282,795 3,047,360,635 11,963,082,989 11,292,229,305 670,853,684 500,000,000 5,921,756,420 5,399,705,756 522,050,664 255,000,000 619,458,075 395,864,942 223,593,133 75,000,000 0

55 STRAITS FINANCIAL LLC FCM CME 12/31/2017 22,106,778 5,854,534 16,252,244 187,351,598 173,230,751 14,120,847 2,000,000 29,598,949 23,433,307 6,165,642 300,000 0 0 0 0 0

56 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 12/31/2017 83,500,559 22,583,458 60,917,101 295,045,915 203,909,497 91,136,418 25,000,000 0 0 0 0 0 0 0 0 61,669,158

57 TRADESTATION SECURITIES INC FCM BD CME 12/31/2017 87,039,169 5,041,410 81,997,759 593,120,549 579,076,940 14,043,609 9,000,000 26,185,806 23,579,891 2,605,915 800,000 0 0 0 0 0

58 UBS FINANCIAL SERVICES INC FCM BD NFA 12/31/2017 1,305,922,979 127,225,450 1,178,697,529 114,395,306 78,460,099 35,935,207 22,000,000 34,702,396 7,552,616 27,149,780 15,000,000 0 0 0 0 0

59 UBS SECURITIES LLC FCM BD CBOT 12/31/2017 6,028,562,439 679,876,216 5,348,686,223 6,509,105,897 6,009,055,539 500,050,358 425,000,000 3,128,480,534 2,752,023,669 376,456,865 300,000,000 858,501,233 592,046,206 266,455,027 200,000,000 0

60 UOBBF CLEARING LIMITED FCM CME 12/31/2017 25,916,372 3,762,022 22,154,350 85,592,347 66,625,967 18,966,380 2,700,000 0 0 0 0 0 0 0 0 0

61 WEDBUSH SECURITIES INC FCM BD CBOT 12/31/2017 172,059,585 24,767,351 147,292,234 1,409,074,010 1,392,549,716 16,524,294 13,000,000 18,962,873 14,203,788 4,759,085 1,000,000 0 0 0 0 0

62 WELLS FARGO SECURITIES LLC FCM BD CME 12/31/2017 8,228,444,136 809,174,658 7,419,269,478 3,558,928,219 3,338,050,318 220,877,901 50,000,000 358,277,010 319,152,104 39,124,906 25,000,000 7,035,034,431 6,606,301,596 428,732,835 260,000,000 0

63 YORK BUSINESS ASSOCIATES LLC FCM NFA 12/31/2017 4,852,313 1,000,000 3,852,313 44,737,772 40,704,018 4,033,754 2,000,000 1,501,122 1,192,498 308,624 200,000 0 0 0 0 0

Totals 150,456,153,784 140,967,517,627 9,488,636,157 5,878,936,725 50,631,281,244 46,766,679,353 3,864,601,891 2,660,489,443 88,165,275,119 82,785,331,832 5,379,943,287 3,153,676,030 530,265,569

November Web Page Update 63

Additions 0

None

Deletions 0

None

Name Changes

None

December Web Page Update 63
(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.

(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.

(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. 

(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.

•  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.

(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 

 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.