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 11/30/2016 589,881,231 165,155,480 424,725,751 2,972,140,850 2,624,695,592 347,445,258 155,021,252 188,914,882 161,135,982 27,778,900 16,113,598 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 11/30/2016 330,793,441 202,673,240 128,120,201 4,852,429,225 4,593,334,460 259,094,765 120,000,000 367,692,892 309,295,788 58,397,104 20,000,000 10,549,559 1,114,642 9,434,917 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 11/30/2016 24,396,520 10,719,207 13,677,313 541,159,901 524,373,267 16,786,634 9,000,000 39,648,821 38,012,665 1,636,156 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 11/30/2016 2,695,276 1,500,000 1,195,276 54,918,141 52,863,988 2,054,153 900,000 2,191,288 1,846,197 345,091 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 11/30/2016 19,692,355 1,000,000 18,692,355 3,844,562 3,041,454 803,108 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 11/30/2016 5,787,243,360 1,240,361,085 4,546,882,275 6,181,970,622 5,587,418,326 594,552,296 307,308,008 3,251,699,671 2,871,511,651 380,188,020 144,149,885 6,710,171,170 5,898,639,702 811,531,468 234,175,996 0

7 BGC FINANCIAL LP FCM BD NFA 11/30/2016 38,746,378 1,000,000 37,746,378 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 11/30/2016 1,516,861,357 225,361,493 1,291,499,864 2,325,679,445 1,904,628,825 421,050,620 150,000,000 27,505,622 13,759,362 13,746,260 10,000,000 16,119,525 8,019,166 8,100,359 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 11/30/2016 1,516,134,213 255,425,663 1,260,708,550 1,209,015,010 1,133,827,367 75,187,643 50,000,000 166,041,185 142,620,153 23,421,032 14,262,015 1,095,286,305 833,482,974 261,803,331 83,348,297 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 11/30/2016 8,592,316 1,000,000 7,592,316 23,161,284 21,540,230 1,621,054 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 11/30/2016 250,895,382 6,063,912 244,831,470 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 11/30/2016 36,364,474 8,861,051 27,503,423 207,624,988 141,168,734 66,456,254 13,100,000 2,011,155 487,042 1,524,113 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 11/30/2016 7,034,924,243 1,886,823,003 5,148,101,240 8,113,702,434 7,693,799,406 419,903,028 318,900,000 1,830,507,758 1,648,244,004 182,263,754 150,000,000 15,535,340,987 15,124,528,881 410,812,106 293,675,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 11/30/2016 11,012,087,660 1,617,108,753 9,394,978,907 6,716,665,887 6,265,692,082 450,973,805 313,284,604 3,078,988,072 2,885,059,274 193,928,798 144,252,964 13,438,292,946 12,741,453,576 696,839,370 637,072,679 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 11/30/2016 5,143,254 1,590,377 3,552,877 76,491,780 72,472,084 4,019,696 3,050,000 227,506 15,264 212,242 50,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 11/30/2016 612,426,221 6,089,180 606,337,041 5,464,296 0 5,464,296 1 544,287 0 544,287 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 11/30/2016 11,222,951,835 573,774,985 10,649,176,850 3,221,451,291 2,931,094,880 290,356,411 200,000,000 745,802,324 557,790,445 188,011,879 150,000,000 1,222,788,209 932,452,266 290,335,943 250,000,000 0

18 DORMAN TRADING LLC FCM CME 11/30/2016 10,987,911 2,308,126 8,679,785 188,415,480 184,268,756 4,146,724 2,000,000 4,250,582 3,419,265 831,317 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 11/30/2016 120,915,105 68,777,673 52,137,432 1,853,751,013 1,803,319,853 50,431,160 35,000,000 99,471,355 92,171,451 7,299,904 5,000,000 2,578,629 1,445,312 1,133,317 500,000 0

20 E TRADE SECURITIES LLC FCM BD NFA 11/30/2016 933,790,724 158,530,254 775,260,470 69,982,725 52,638,953 17,343,772 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 11/30/2016 38,385,647 22,458,717 15,926,930 314,849,933 301,549,314 13,300,619 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 11/30/2016 50,604,403 33,276,791 17,327,612 0 0 0 0 0 0 0 0 0 0 0 0 178,375,472

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 11/30/2016 41,105,713 27,082,688 14,023,025 361,535,642 344,541,653 16,993,989 10,000,000 5,547,059 3,627,938 1,919,121 1,000,000 0 0 0 0 129,889,181

24 GH FINANCIALS LLC FCM CME 11/30/2016 21,492,670 7,314,023 14,178,647 129,323,502 116,909,200 12,414,302 6,000,000 3,443,684 2,377,763 1,065,921 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 11/30/2016 17,012,787,802 2,455,555,211 14,557,232,591 26,356,077,284 25,378,975,256 977,102,028 875,000,000 11,404,660,379 10,801,405,612 603,254,767 475,000,000 4,784,021,643 4,360,807,062 423,214,581 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 11/30/2016 1,053,320,003 220,703,415 832,616,588 1,419,060,302 1,345,284,261 73,776,041 60,000,000 181,082,961 147,460,832 33,622,129 25,000,000 1,042,546,206 947,504,620 95,041,586 80,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 11/30/2016 3,281,148,359 293,579,025 2,987,569,334 3,380,171,296 3,164,036,443 216,134,853 155,000,000 469,352,931 342,667,857 126,685,074 80,000,000 0 0 0 0 30,753,727

28 INTL FCSTONE FINANCIAL INC FCM BD CME 11/30/2016 127,656,871 82,104,585 45,552,286 2,226,209,623 2,175,579,421 50,630,202 35,000,000 131,113,291 115,222,071 15,891,220 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 11/30/2016 3,587,027 1,339,180 2,247,847 65,233,285 63,831,107 1,402,178 800,000 610,125 427,792 182,333 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 11/30/2016 1,467,729,140 68,980,761 1,398,748,379 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 11/30/2016 13,406,849,939 2,789,469,585 10,617,380,354 20,347,489,391 18,653,759,129 1,693,730,262 932,687,956 4,634,482,694 4,151,620,897 482,861,797 290,613,463 11,074,154,868 10,159,724,704 914,430,164 711,180,729 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 11/30/2016 267,321,581 142,532,045 124,789,536 2,016,566,955 1,825,654,880 190,912,075 100,000,000 93,700,629 71,362,243 22,338,386 7,000,000 24,631,191 6,027,182 18,604,009 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 11/30/2016 30,596,229 23,626,632 6,969,597 309,994,172 299,982,736 10,011,436 5,200,000 45,411,528 44,094,765 1,316,763 1,000,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 11/30/2016 14,026,615 2,386,634 11,639,981 768,382,311 747,140,210 21,242,101 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 11/30/2016 11,743,502,813 1,798,249,516 9,945,253,297 14,429,012,277 14,140,345,291 288,666,986 200,000,000 3,833,721,583 3,577,197,628 256,523,955 150,000,000 7,049,757,080 6,594,245,127 455,511,953 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 11/30/2016 3,299,250,268 451,014,294 2,848,235,974 1,801,591,587 1,021,470,882 780,120,705 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 11/30/2016 8,088,372 3,996,279 4,092,093 44,477,483 36,019,092 8,458,391 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 11/30/2016 5,211,762 1,000,000 4,211,762 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 11/30/2016 598,670,823 259,573,653 339,097,170 2,280,940,058 2,029,961,985 250,978,073 125,000,000 1,049,398,200 923,367,706 126,030,494 70,000,000 35,906,258 5,726,479 30,179,779 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 11/30/2016 10,176,616,063 2,342,260,814 7,834,355,249 15,277,804,982 15,014,223,872 263,581,110 210,000,000 4,725,147,806 4,516,273,643 208,874,163 160,000,000 15,867,481,257 15,709,203,308 158,277,949 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 11/30/2016 314,469,353 1,016,186 313,453,167 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 11/30/2016 19,229,040 4,130,363 15,098,677 83,805,631 71,599,117 12,206,514 3,500,000 0 0 0 0 0 0 0 0 0

43 NEUBERGER BERMAN LLC FCM BD NFA 11/30/2016 29,138,519 1,500,000 27,638,519 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 11/30/2016 1,445,264,966 79,542,758 1,365,722,208 281,355,489 180,220,558 101,134,931 15,000,000 17,028,336 70,965 16,957,371 1,000,000 0 0 0 0 0

45 OANDA CORPORATION FCMRFD NFA 11/30/2016 77,932,385 48,636,745 29,295,640 0 0 0 0 0 0 0 0 0 0 0 0 134,087,268

46 OPTIONSXPRESS INC FCM BD NFA 11/30/2016 274,304,459 8,361,572 265,942,887 144,826,197 102,933,492 41,892,705 15,440,024 2,317,839 841,673 1,476,166 126,251 0 0 0 0 0

47 PHILLIP CAPITAL INC FCM BD CME 11/30/2016 31,358,326 16,298,755 15,059,571 279,640,254 263,603,375 16,036,879 13,180,169 39,504,547 30,344,910 9,159,637 1,517,245 0 0 0 0 0

48 PICTET OVERSEAS INC FCM BD NFA 11/30/2016 16,421,905 1,000,000 15,421,905 0 0 0 0 0 0 0 0 0 0 0 0 0

49 RAND FINANCIAL SERVICES INC FCM CME 11/30/2016 83,984,536 16,779,499 67,205,037 249,417,800 207,117,800 42,300,000 6,213,500 44,033,800 20,941,700 23,092,100 628,300 0 0 0 0 0

50 RBC CAPITAL MARKETS LLC FCM BD CME 11/30/2016 1,952,684,998 250,924,346 1,701,760,652 2,936,974,029 2,673,315,129 263,658,900 200,000,000 212,507,789 169,133,518 43,374,271 20,000,000 1,109,985,040 883,702,458 226,282,582 80,000,000 0

51 RBS SECURITIES INC FCM BD CBOT 11/30/2016 2,601,344,326 64,750,438 2,536,593,888 1,282,326,742 1,084,802,694 197,524,048 125,000,000 132,667,975 5,961,375 126,706,600 100,000,000 0 0 0 0 0

52 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 11/30/2016 205,702,116 157,680,535 48,021,581 4,142,413,418 4,059,749,960 82,663,458 50,000,000 257,197,692 234,690,851 22,506,841 20,000,000 0 0 0 0 0

53 ROSENTHAL COLLINS GROUP LLC FCM CME 11/30/2016 82,849,742 56,883,135 25,966,607 1,406,891,591 1,381,845,376 25,046,215 18,000,000 33,777,015 21,812,711 11,964,304 8,000,000 0 0 0 0 0

54 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 11/30/2016 130,134,365 12,880,076 117,254,289 508,252,077 502,857,955 5,394,122 4,000,000 0 0 0 0 0 0 0 0 0

55 SCOTIA CAPITAL USA INC FCM BD CME 11/30/2016 633,084,907 50,364,396 582,720,511 2,279,456 1,205,465 1,073,991 180,820 750,000 0 750,000 1 0 0 0 0 0

56 SG AMERICAS SECURITIES LLC FCM BD CME 11/30/2016 3,799,038,560 1,242,956,584 2,556,081,976 15,141,436,033 13,859,599,422 1,281,836,611 500,000,000 4,878,528,281 4,191,245,818 687,282,463 255,000,000 550,764,286 339,682,600 211,081,686 75,000,000 0

57 STATE STREET GLOBAL MARKETS LLC FCM BD NFA 11/30/2016 475,140,684 1,000,000 474,140,684 0 0 0 0 0 0 0 0 0 0 0 0 0

58 STRAITS FINANCIAL LLC FCM CME 11/30/2016 23,115,810 8,899,518 14,216,292 299,012,027 283,980,513 15,031,514 2,000,000 57,079,709 49,644,034 7,435,675 300,000 0 0 0 0 0

59 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 11/30/2016 120,654,688 22,028,795 98,625,893 298,027,713 228,829,704 69,198,009 25,000,000 0 0 0 0 0 0 0 0 50,575,904

60 TRADESTATION SECURITIES INC FCM BD CME 11/30/2016 73,892,133 3,469,460 70,422,673 525,671,164 515,263,810 10,407,354 9,000,000 33,933,693 32,267,642 1,666,051 800,000 0 0 0 0 0

61 UBS FINANCIAL SERVICES INC FCM BD NFA 11/30/2016 1,317,017,630 121,184,560 1,195,833,070 118,110,493 85,507,432 32,603,061 22,000,000 32,613,701 5,223,063 27,390,638 15,000,000 0 0 0 0 0

62 UBS SECURITIES LLC FCM BD CBOT 11/30/2016 4,172,069,372 1,076,858,824 3,095,210,548 9,957,306,116 9,401,082,070 556,224,046 425,000,000 5,340,621,385 4,902,839,126 437,782,259 300,000,000 1,175,724,307 889,520,306 286,204,001 200,000,000 0

63 UOBBF CLEARING LIMITED FCM CME 11/30/2016 26,009,692 1,000,000 25,009,692 10,335,625 7,820,133 2,515,492 2,000,000 0 0 0 0 0 0 0 0 0

64 WEDBUSH SECURITIES INC FCM BD CBOT 11/30/2016 160,588,755 36,939,079 123,649,676 1,116,812,639 1,099,436,272 17,376,367 13,000,000 23,518,409 20,707,934 2,810,475 1,000,000 0 0 0 0 0

65 WELLS FARGO SECURITIES LLC FCM BD CME 11/30/2016 3,062,189,604 1,087,573,539 1,974,616,065 3,753,381,732 3,390,722,222 362,659,510 275,000,000 414,517,163 247,615,989 166,901,174 30,000,000 10,925,542,498 10,189,978,582 735,563,916 625,000,000 0

66 YORK BUSINESS ASSOCIATES LLC FCM NFA 11/30/2016 5,424,157 1,000,000 4,424,157 40,990,561 35,950,783 5,039,778 2,000,000 2,021,465 1,650,338 371,127 200,000 0 0 0 0 0

Totals 172,730,825,725 161,686,886,271 11,043,939,454 6,460,204,334 47,909,558,565 43,357,709,352 4,551,849,213 2,679,508,724 91,672,145,882 85,627,258,947 6,044,886,935 3,891,262,702 523,681,552
October Web Page Update 66

Additions 0

Deletions 0

Name Changes

NONE

November Web Page Update 66

 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.