SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2015

FROM REPORTS FILED BY 

January 28, 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 12/31/2015 649,811,797 159,274,333 490,537,464 3,024,666,455 2,713,972,353 310,694,102 148,299,490 167,664,859 126,041,124 41,623,735 12,604,112 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 12/31/2015 298,266,380 187,385,192 110,881,188 4,652,043,179 4,363,513,491 288,529,688 120,000,000 287,943,812 229,733,095 58,210,717 20,000,000 15,593,565 4,719,869 10,873,696 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 12/31/2015 23,319,496 12,504,194 10,815,302 505,818,783 490,945,907 14,872,876 8,500,000 32,036,421 30,084,899 1,951,522 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 12/31/2015 2,626,576 1,500,000 1,126,576 49,800,059 47,842,779 1,957,280 900,000 1,467,599 1,079,894 387,705 150,000 0 0 0 0 0

5 BARCLAYS CAPITAL INC FCM BD NYME 12/31/2015 7,846,895,136 1,107,160,806 6,739,734,330 5,933,911,937 5,130,350,073 803,561,864 282,169,254 3,196,312,680 2,872,760,552 323,552,128 144,212,580 5,270,508,263 4,608,411,888 662,096,375 259,914,430 0

6 BGC FINANCIAL LP FCM BD NFA 12/31/2015 46,495,782 1,000,000 45,495,782 0 0 0 0 0 0 0 0 0 0 0 0 0

7 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 12/31/2015 3,068,283,718 239,777,164 2,828,506,554 2,724,826,403 2,382,431,436 342,394,967 238,243,144 28,546,623 10,865,094 17,681,529 10,000,000 12,148,720 4,196,179 7,952,541 5,000,000 0

8 BNP PARIBAS SECURITIES CORP FCM BD CBOT 12/31/2015 1,712,111,497 220,786,344 1,491,325,153 1,162,490,445 934,079,716 228,410,729 186,815,943 99,192,561 77,929,233 21,263,328 7,792,923 967,576,415 716,937,185 250,639,230 71,693,719 0

9 BOCI COMMODITIES & FUTURES USA LLC FCM CME 12/31/2015 10,834,287 1,000,000 9,834,287 2,810,969 1,310,463 1,500,506 1,000,000 184 0 184 1 6 0 6 1 0

10 CANTOR FITZGERALD & CO FCM BD CBOT 12/31/2015 341,502,599 6,538,271 334,964,328 4,969,921 0 4,969,921 3,000,000 0 0 0 0 0 0 0 0 0

11 CHS HEDGING LLC FCM CBOT 12/31/2015 32,628,513 9,729,242 22,899,271 151,498,584 120,165,018 31,333,566 13,100,000 2,128,854 670,371 1,458,483 545,000 503,912 0 503,912 310,000 0

12 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 12/31/2015 7,460,871,399 1,339,663,114 6,121,208,285 7,654,661,686 7,307,481,624 347,180,062 310,900,000 1,104,929,767 872,647,253 232,282,514 150,000,000 7,311,909,132 7,060,839,338 251,069,794 212,075,000 0

13 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 12/31/2015 9,112,795,120 1,771,937,022 7,340,858,098 7,178,458,715 6,512,682,981 665,775,734 325,634,149 2,834,663,576 2,478,630,395 356,033,181 123,931,520 10,877,551,198 9,854,793,063 1,022,758,135 492,739,653 0

14 CUNNINGHAM COMMODITIES LLC FCM CBOT 12/31/2015 5,223,330 1,016,875 4,206,455 71,647,181 67,706,004 3,941,177 3,050,000 234,978 18,730 216,248 100,000 0 0 0 0 0

15 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 12/31/2015 592,857,020 12,003,281 580,853,739 5,455,376 0 5,455,376 1 541,814 0 541,814 1 0 0 0 0 0

16 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 12/31/2015 11,110,320,692 598,186,255 10,512,134,437 3,395,955,333 3,115,912,287 280,043,046 200,000,000 905,415,094 712,248,881 193,166,213 150,000,000 1,760,379,212 1,480,821,865 279,557,347 250,000,000 0

17 DORMAN TRADING LLC FCM CME 12/31/2015 9,418,563 1,432,010 7,986,553 170,851,380 167,436,864 3,414,516 2,000,000 3,596,933 2,905,327 691,606 200,000 0 0 0 0 0

18 E D & F MAN CAPITAL MARKETS INC FCM BD CME 12/31/2015 89,415,180 38,282,517 51,132,663 1,066,225,338 1,029,935,007 36,290,331 20,000,000 62,049,543 56,564,283 5,485,260 3,000,000 2,855,809 1,436,887 1,418,922 500,000 0

19 E TRADE CLEARING LLC FCM BD NFA 12/31/2015 1,007,144,474 160,501,952 846,642,522 60,453,272 45,117,403 15,335,869 10,000,000 1,450,519 341,313 1,109,206 1,000,000 0 0 0 0 0

20 EFL FUTURES LIMITED FCM CME 12/31/2015 33,809,137 16,598,568 17,210,569 241,302,886 228,327,924 12,974,962 5,000,000 0 0 0 0 0 0 0 0 0

21 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 12/31/2015 47,244,914 28,282,526 18,962,388 0 0 0 0 0 0 0 0 0 0 0 0 175,650,526

22 GAIN CAPITAL GROUP LLC FCMRFD NFA 12/31/2015 36,345,782 26,137,876 10,207,906 252,953,853 242,110,136 10,843,717 5,000,000 6,416,904 2,912,685 3,504,219 1,000,000 0 0 0 0 132,757,532

23 GH FINANCIALS LLC FCM CME 12/31/2015 15,700,864 5,315,713 10,385,151 90,351,765 78,606,795 11,744,970 4,000,000 2,150,413 1,071,947 1,078,466 75,000 0 0 0 0 0

24 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 12/31/2015 14,752,891,590 2,387,581,201 12,365,310,389 23,256,138,035 22,677,873,800 578,264,235 475,000,000 11,784,604,140 11,213,558,535 571,045,605 475,000,000 3,788,872,865 3,363,837,843 425,035,022 350,000,000 0

25 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 12/31/2015 1,706,421,427 119,634,509 1,586,786,918 1,295,291,602 682,495,876 612,795,726 540,000,000 80,386,427 31,102,940 49,283,487 40,000,000 0 0 0 0 0

26 HSBC SECURITIES USA INC FCM BD CME 12/31/2015 1,090,695,599 223,366,308 867,329,291 1,360,578,905 1,227,516,857 133,062,048 110,000,000 240,493,552 167,547,778 72,945,774 10,000,000 1,114,057,202 930,286,635 183,770,567 90,000,000 0

27 IBFX INC RFED SD NFA 12/31/2015 45,678,880 22,021,222 23,657,658 0 0 0 0 0 0 0 0 0 0 0 0 48,803,105

28 INTERACTIVE BROKERS LLC FCM BD CME 12/31/2015 2,366,981,224 258,845,631 2,108,135,593 2,757,422,730 2,532,500,845 224,921,885 155,000,000 445,871,672 322,538,709 123,332,963 80,000,000 0 0 0 0 44,069,537

29 INTL FCSTONE FINANCIAL INC FCM BD CME 12/31/2015 121,248,427 67,606,189 53,642,238 1,962,177,918 1,913,091,315 49,086,603 35,000,000 107,498,180 88,958,674 18,539,506 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 12/31/2015 2,242,506 1,000,000 1,242,506 40,210,044 38,874,130 1,335,914 800,000 260,388 123,040 137,348 50,000 0 0 0 0 0

31 ITG DERIVATIVES LLC FCM BD NFA 12/31/2015 1,949,626 1,000,000 949,626 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JEFFERIES LLC FCM BD NFA 12/31/2015 1,452,743,437 82,977,742 1,369,765,695 0 0 0 0 0 0 0 0 0 0 0 0 0

33 JP MORGAN CLEARING CORP FCM BD NFA 12/31/2015 7,686,134,892 1,537,045,905 6,149,088,987 817,488,230 559,645,903 257,842,327 111,929,180 599,936,808 430,463,348 169,473,460 86,092,669 250,000 0 250,000 1 0

34 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 12/31/2015 13,733,828,135 2,287,677,273 11,446,150,862 16,976,024,588 15,289,309,122 1,686,715,466 764,465,456 3,312,237,998 2,965,637,687 346,600,311 207,594,638 7,258,373,890 6,565,649,000 692,724,890 459,595,430 0

35 MACQUARIE FUTURES USA LLC FCM CBOT 12/31/2015 251,386,964 168,862,617 82,524,347 2,194,237,204 2,035,645,788 158,591,416 100,000,000 23,856,373 7,617,543 16,238,830 7,000,000 26,192,239 7,783,415 18,408,824 1,000,000 0

36 MAREX NORTH AMERICA LLC FCM CME 12/31/2015 21,556,066 13,144,870 8,411,196 180,949,253 175,747,963 5,201,290 4,200,000 44,177,342 42,735,514 1,441,828 1,000,000 0 0 0 0 0

37 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 12/31/2015 11,340,026 3,367,269 7,972,757 893,244,684 871,007,259 22,237,425 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 12/31/2015 11,412,145,339 1,546,143,666 9,866,001,673 12,447,440,513 12,159,857,448 287,583,065 200,000,000 3,274,714,618 3,068,772,483 205,942,135 150,000,000 4,977,467,678 4,527,959,300 449,508,378 150,000,000 0

39 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 12/31/2015 3,304,300,442 473,204,327 2,831,096,115 1,508,394,192 872,771,851 635,622,341 300,000,000 3,815,396 106,750 3,708,646 1,000,000 0 0 0 0 0

40 MID CO COMMODITIES INC FCM NFA 12/31/2015 7,809,889 2,719,099 5,090,790 30,053,340 21,929,142 8,124,198 5,138,000 0 0 0 0 0 0 0 0 0

41 MINT BROKERS FCM BD NFA 12/31/2015 5,437,121 1,000,000 4,437,121 0 0 0 0 0 0 0 0 0 0 0 0 0

42 MITSUBISHI UFJ SECURITIES USA INC FCM BD NFA 12/31/2015 627,740,746 1,002,319 626,738,427 0 0 0 0 0 0 0 0 0 0 0 0 0

43 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 12/31/2015 674,831,975 233,216,109 441,615,866 2,641,090,679 2,440,528,633 200,562,046 125,000,000 933,893,999 832,489,345 101,404,654 70,000,000 30,313,530 4,267,738 26,045,792 15,000,000 0

44 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 12/31/2015 10,254,002,874 1,795,573,434 8,458,429,440 13,121,360,167 12,912,340,815 209,019,352 105,000,000 3,772,355,050 3,564,693,222 207,661,828 105,000,000 9,055,165,228 8,804,663,268 250,501,960 92,000,000 0

45 NANHUA USA LLC FCM CME 12/31/2015 10,688,743 4,052,476 6,636,267 76,930,289 71,251,385 5,678,904 1,000,000 0 0 0 0 0 0 0 0 0

46 NEUBERGER BERMAN LLC FCM BD NFA 12/31/2015 19,316,068 1,500,000 17,816,068 0 0 0 0 0 0 0 0 0 0 0 0 0

47 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 12/31/2015 2,483,505,443 80,932,897 2,402,572,546 278,220,333 186,164,676 92,055,657 15,000,000 16,900,399 307,624 16,592,775 1,000,000 0 0 0 0 0

48 OANDA CORPORATION FCMRFD NFA 12/31/2015 95,288,968 24,402,334 70,886,634 0 0 0 0 0 0 0 0 0 0 0 0 98,046,686

49 OPTIONSXPRESS INC FCM BD NFA 12/31/2015 244,300,591 6,662,697 237,637,894 96,648,120 67,340,113 29,308,007 10,101,017 3,679,390 800,477 2,878,913 120,071 0 0 0 0 0

50 PHILLIP CAPITAL INC FCM BD CME 12/31/2015 34,165,130 20,000,000 14,165,130 197,201,617 178,800,554 18,401,063 8,940,028 15,072,010 5,527,337 9,544,673 276,367 0 0 0 0 0

51 PICTET OVERSEAS INC FCM BD NFA 12/31/2015 17,693,032 1,000,000 16,693,032 0 0 0 0 0 0 0 0 0 0 0 0 0

52 RAND FINANCIAL SERVICES INC FCM CME 12/31/2015 82,594,950 16,051,340 66,543,610 279,076,600 235,962,700 43,113,900 7,078,900 31,325,600 8,681,800 22,643,800 260,500 0 0 0 0 0

53 RBC CAPITAL MARKETS LLC FCM BD CME 12/31/2015 1,521,593,205 208,962,390 1,312,630,815 2,151,795,148 1,952,805,489 198,989,659 120,000,000 162,635,590 121,803,892 40,831,698 20,000,000 833,961,349 611,958,187 222,003,162 80,000,000 0

54 RBS SECURITIES INC FCM BD CBOT 12/31/2015 3,776,127,514 106,777,382 3,669,350,132 1,712,495,754 1,526,797,727 185,698,027 125,000,000 150,283,908 24,864,746 125,419,162 100,000,000 0 0 0 0 0

55 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 12/31/2015 198,820,189 138,367,176 60,453,013 3,955,763,891 3,854,784,210 100,979,681 50,000,000 239,894,484 216,364,615 23,529,869 20,000,000 0 0 0 0 0

56 ROSENTHAL COLLINS GROUP LLC FCM CME 12/31/2015 75,230,565 50,317,602 24,912,963 1,270,932,359 1,244,751,696 26,180,663 18,000,000 31,780,651 19,777,668 12,002,983 8,000,000 0 0 0 0 0

57 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 12/31/2015 199,554,778 27,804,450 171,750,328 0 0 0 0 0 0 0 0 0 0 0 0 0

58 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 12/31/2015 131,638,883 12,961,846 118,677,037 445,677,127 440,849,740 4,827,387 4,000,000 0 0 0 0 0 0 0 0 0

59 SCOTIA CAPITAL USA INC FCM BD CME 12/31/2015 541,482,878 45,915,997 495,566,881 0 0 0 0 0 0 0 0 0 0 0 0 0

60 SG AMERICAS SECURITIES LLC FCM BD CME 12/31/2015 3,860,177,729 1,195,983,055 2,664,194,674 14,268,387,336 13,519,120,675 749,266,661 500,000,000 3,696,748,424 3,334,004,434 362,743,990 255,000,000 394,200,657 218,993,278 175,207,379 75,000,000 0

61 STATE STREET GLOBAL MARKETS LLC FCM BD CME 12/31/2015 573,374,079 38,527,649 534,846,430 598,527,476 473,907,562 124,619,914 23,695,378 56,194,011 8,093,570 48,100,441 15,000,000 0 0 0 0 0

62 STRAITS FINANCIAL LLC FCM CME 12/31/2015 23,807,993 7,814,726 15,993,267 303,282,771 286,546,166 16,736,605 2,000,000 37,330,837 30,967,195 6,363,642 300,000 0 0 0 0 0

63 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 12/31/2015 96,989,733 11,160,727 85,829,006 256,490,531 194,950,317 61,540,214 18,000,000 0 0 0 0 0 0 0 0 0

64 TRADESTATION SECURITIES INC FCM BD CME 12/31/2015 67,230,717 3,005,805 64,224,912 500,529,852 489,678,839 10,851,013 9,000,000 21,379,228 19,984,329 1,394,899 800,000 0 0 0 0 0

65 TRADOVATE LLC FCM NFA 12/31/2015 1,601,073 1,000,000 601,073 0 0 0 0 0 0 0 0 0 0 0 0 0

66 UBS FINANCIAL SERVICES INC FCM BD NFA 12/31/2015 1,351,449,076 106,885,501 1,244,563,575 139,652,790 103,381,539 36,271,251 22,000,000 27,531,699 4,479,484 23,052,215 15,000,000 0 0 0 0 0

67 UBS SECURITIES LLC FCM BD CBOT 12/31/2015 6,459,809,617 980,873,577 5,478,936,040 9,288,812,494 8,589,235,460 699,577,034 601,246,482 4,441,826,252 3,921,493,326 520,332,926 400,000,000 1,653,943,151 1,370,670,128 283,273,023 200,000,000 0

68 UOBBF CLEARING LIMITED FCM NFA 12/31/2015 7,954,182 1,000,000 6,954,182 0 0 0 0 0 0 0 0 0 0 0 0 0

69 WEDBUSH SECURITIES INC FCM BD CBOT 12/31/2015 143,860,937 21,737,983 122,122,954 634,752,698 605,588,664 29,164,034 17,750,000 23,104,088 19,441,173 3,662,915 1,000,000 0 0 0 0 44,759,668

70 WELLS FARGO SECURITIES LLC FCM BD CME 12/31/2015 3,775,613,126 646,560,055 3,129,053,071 3,313,017,908 2,986,864,876 326,153,032 200,000,000 642,511,091 279,002,421 363,508,670 30,000,000 5,638,049,860 5,023,328,521 614,721,339 450,000,000 0

71 XCHANGE FINANCIAL ACCESS LLC FCM BD NFA 12/31/2015 5,517,442 1,000,000 4,517,442 12,306 0 12,306 5,000 0 0 0 0 0 0 0 0 0

72 YORK BUSINESS ASSOCIATES LLC FCM NFA 12/31/2015 4,828,922 1,000,000 3,828,922 40,184,592 36,012,949 4,171,643 2,000,000 2,146,643 1,639,018 507,625 200,000 0 0 0 0 0
SELECTED FCM FINANCIAL DATA AS OF 

December 31, 2015

FROM REPORTS FILED BY 

January 28, 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

Totals 159,691,647,596 148,435,860,345 11,255,787,251 6,691,961,422 42,963,607,243 38,230,083,753 4,733,523,490 2,733,705,382 60,989,873,881 55,161,553,587 5,828,320,294 3,262,828,234 544,087,054

November Web Page Update 72

Additions 0

NONE

Deletions 0

NONE

Name Changes

NONE

December Web Page Update 72

 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.