SELECTED FCM FINANCIAL DATA AS OF 

October 31, 2016

FROM REPORTS FILED BY 

November 27, 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 10/31/2016 607,535,054 168,505,246 439,029,808 3,138,983,260 2,795,732,499 343,250,761 170,431,126 136,274,925 104,979,362 31,295,563 10,497,936 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 10/31/2016 336,773,849 189,642,090 147,131,759 4,719,066,321 4,459,477,823 259,588,498 120,000,000 385,027,015 327,200,784 57,826,231 20,000,000 11,001,579 771,248 10,230,331 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 10/31/2016 24,165,244 12,994,245 11,170,999 560,494,064 546,563,000 13,931,064 9,000,000 33,712,867 31,904,487 1,808,380 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 10/31/2016 2,577,295 1,500,000 1,077,295 55,990,655 54,152,952 1,837,703 900,000 2,671,087 2,353,300 317,787 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 10/31/2016 17,494,984 1,000,000 16,494,984 2,821,040 2,031,286 789,754 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 10/31/2016 6,591,366,640 1,178,828,357 5,412,538,283 5,623,658,953 5,015,199,176 608,459,777 275,835,955 3,641,476,760 3,269,987,102 371,489,658 164,153,353 5,858,110,161 5,201,055,112 657,055,049 293,339,508 0

7 BGC FINANCIAL LP FCM BD NFA 10/31/2016 41,978,166 3,616,217 38,361,949 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 10/31/2016 1,484,610,832 203,863,091 1,280,747,741 2,765,694,030 2,563,622,481 202,071,549 150,000,000 26,808,048 13,781,565 13,026,483 10,000,000 16,119,525 8,019,166 8,100,359 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 10/31/2016 1,581,662,601 203,607,875 1,378,054,726 1,090,517,810 1,014,810,418 75,707,392 50,000,000 159,164,845 133,725,416 25,439,429 13,372,542 1,013,345,286 766,060,988 247,284,298 76,606,099 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 10/31/2016 8,832,455 1,000,000 7,832,455 18,984,261 17,333,964 1,650,297 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 10/31/2016 213,269,394 11,404,126 201,865,268 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 10/31/2016 36,441,324 8,681,365 27,759,959 194,231,305 128,324,237 65,907,068 13,100,000 2,012,356 487,145 1,525,211 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 10/31/2016 9,637,739,802 1,739,240,569 7,898,499,233 8,200,423,838 7,789,599,955 410,823,883 308,800,000 1,898,322,514 1,720,006,133 178,316,381 150,000,000 14,025,315,840 13,657,188,918 368,126,922 280,275,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 10/31/2016 11,648,158,938 1,321,485,318 10,326,673,620 6,054,267,096 5,658,386,925 395,880,171 282,919,346 3,028,609,421 2,830,969,944 197,639,477 141,548,497 12,280,189,413 11,594,354,408 685,835,005 579,717,720 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 10/31/2016 5,189,457 1,254,215 3,935,242 76,847,121 72,783,462 4,063,659 3,050,000 227,999 15,954 212,045 50,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 10/31/2016 606,273,268 6,773,296 599,499,972 5,478,676 0 5,478,676 1 566,413 0 566,413 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 10/31/2016 12,014,872,773 603,990,453 11,410,882,320 3,362,293,803 3,064,493,491 297,800,312 200,000,000 912,020,130 712,219,880 199,800,250 150,000,000 1,434,023,393 1,131,610,089 302,413,304 250,000,000 0

18 DORMAN TRADING LLC FCM CME 10/31/2016 10,522,959 1,935,636 8,587,323 175,389,457 171,975,571 3,413,886 2,000,000 4,843,964 3,891,345 952,619 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 10/31/2016 125,560,903 60,346,032 65,214,871 1,591,877,399 1,539,061,727 52,815,672 35,000,000 126,165,229 118,830,736 7,334,493 5,000,000 2,603,682 1,473,761 1,129,921 500,000 0

20 E TRADE SECURITIES LLC FCM BD NFA 10/31/2016 998,464,175 159,565,439 838,898,736 66,329,483 49,251,200 17,078,283 10,000,000 1,370,033 260,819 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 10/31/2016 37,611,202 17,746,208 19,864,994 242,748,341 229,478,243 13,270,098 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 10/31/2016 50,901,175 32,332,024 18,569,151 0 0 0 0 0 0 0 0 0 0 0 0 175,572,998

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 10/31/2016 40,774,950 27,207,177 13,567,773 345,142,713 328,580,480 16,562,233 10,000,000 5,382,697 3,749,248 1,633,449 1,000,000 0 0 0 0 127,661,648

24 GH FINANCIALS LLC FCM CME 10/31/2016 21,241,768 7,484,099 13,757,669 125,374,499 114,848,299 10,526,200 6,000,000 3,352,808 2,287,172 1,065,636 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 10/31/2016 17,547,002,051 2,380,065,701 15,166,936,350 21,777,966,191 20,712,123,583 1,065,842,608 875,000,000 10,958,325,539 10,384,721,069 573,604,470 475,000,000 4,364,977,778 3,930,857,105 434,120,673 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 10/31/2016 1,107,825,959 202,502,248 905,323,711 1,365,601,732 1,273,073,644 92,528,088 60,000,000 191,405,594 158,157,210 33,248,384 25,000,000 859,853,813 769,567,904 90,285,909 80,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 10/31/2016 3,229,288,662 288,324,595 2,940,964,067 3,286,529,395 3,045,563,997 240,965,398 155,000,000 480,640,003 360,345,522 120,294,481 80,000,000 0 0 0 0 35,288,042

28 INTL FCSTONE FINANCIAL INC FCM BD CME 10/31/2016 146,318,420 77,618,061 68,700,359 2,148,763,659 2,097,110,660 51,652,999 35,000,000 123,881,167 106,422,838 17,458,329 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 10/31/2016 3,638,990 1,651,894 1,987,096 69,156,752 67,804,309 1,352,443 800,000 580,601 417,124 163,477 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 10/31/2016 1,380,982,789 82,859,375 1,298,123,414 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 10/31/2016 15,886,076,247 2,589,743,590 13,296,332,657 19,704,771,033 18,101,633,936 1,603,137,097 995,589,866 4,388,438,175 3,969,783,673 418,654,502 337,431,612 10,035,599,807 9,192,730,731 842,869,076 574,545,671 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 10/31/2016 258,789,261 142,545,499 116,243,762 2,165,280,941 1,978,078,841 187,202,100 100,000,000 58,123,552 31,808,081 26,315,471 7,000,000 24,125,152 5,563,931 18,561,221 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 10/31/2016 26,788,536 20,629,479 6,159,057 286,393,935 280,394,390 5,999,545 5,200,000 45,580,859 44,280,882 1,299,977 1,000,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 10/31/2016 14,217,867 2,405,381 11,812,486 753,158,741 731,634,591 21,524,150 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 10/31/2016 12,492,357,300 1,619,986,126 10,872,371,174 12,613,498,347 12,333,993,911 279,504,436 200,000,000 3,974,431,685 3,716,293,303 258,138,382 150,000,000 6,540,328,489 5,845,257,584 695,070,905 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 10/31/2016 3,263,646,891 471,969,179 2,791,677,712 1,360,566,273 642,358,225 718,208,048 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 10/31/2016 8,186,703 3,672,434 4,514,269 40,235,264 31,637,485 8,597,779 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 10/31/2016 5,221,918 1,000,000 4,221,918 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 10/31/2016 544,429,760 245,696,731 298,733,029 3,006,480,474 2,806,961,286 199,519,188 125,000,000 943,935,004 843,189,293 100,745,711 70,000,000 38,376,600 7,045,222 31,331,378 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 10/31/2016 9,610,370,878 2,103,951,099 7,506,419,779 14,318,515,485 14,053,831,380 264,684,105 210,000,000 4,330,777,319 4,128,173,460 202,603,859 160,000,000 13,407,505,106 13,182,855,790 224,649,316 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 10/31/2016 302,188,988 1,023,476 301,165,512 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 10/31/2016 19,266,194 3,259,441 16,006,753 69,055,149 57,424,137 11,631,012 3,500,000 0 0 0 0 0 0 0 0 0

43 NEUBERGER BERMAN LLC FCM BD NFA 10/31/2016 28,867,154 1,500,000 27,367,154 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 10/31/2016 2,084,870,298 74,550,370 2,010,319,928 258,991,537 156,915,628 102,075,909 15,000,000 18,019,829 25,782 17,994,047 1,000,000 0 0 0 0 0

45 OANDA CORPORATION FCMRFD NFA 10/31/2016 72,876,806 49,629,423 23,247,383 0 0 0 0 0 0 0 0 0 0 0 0 133,771,911

46 OPTIONSXPRESS INC FCM BD NFA 10/31/2016 272,645,900 7,266,498 265,379,402 127,937,810 87,286,553 40,651,257 13,092,983 3,849,706 885,002 2,964,704 132,750 0 0 0 0 0

47 PHILLIP CAPITAL INC FCM BD CME 10/31/2016 32,318,878 14,853,165 17,465,713 212,147,762 195,099,475 17,048,287 9,754,974 29,711,386 21,676,484 8,034,902 1,083,824 0 0 0 0 0

48 PICTET OVERSEAS INC FCM BD NFA 10/31/2016 16,792,456 1,000,000 15,792,456 0 0 0 0 0 0 0 0 0 0 0 0 0

49 RAND FINANCIAL SERVICES INC FCM CME 10/31/2016 84,242,435 14,840,921 69,401,514 248,846,500 205,758,500 43,088,000 6,172,800 35,818,700 12,902,100 22,916,600 387,100 0 0 0 0 0

50 RBC CAPITAL MARKETS LLC FCM BD CME 10/31/2016 2,030,192,747 232,854,384 1,797,338,363 2,413,014,700 2,153,795,780 259,218,920 160,000,000 177,930,829 134,761,420 43,169,409 20,000,000 933,921,185 707,742,493 226,178,692 80,000,000 0

51 RBS SECURITIES INC FCM BD CBOT 10/31/2016 2,696,185,453 96,241,586 2,599,943,867 2,037,646,338 1,841,560,904 196,085,434 125,000,000 136,784,040 10,048,505 126,735,535 100,000,000 0 0 0 0 0

52 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 10/31/2016 212,857,861 150,528,712 62,329,149 4,267,605,903 4,170,399,209 97,206,694 50,000,000 265,374,520 240,623,979 24,750,541 20,000,000 0 0 0 0 0

53 ROSENTHAL COLLINS GROUP LLC FCM CME 10/31/2016 80,361,128 55,256,735 25,104,393 1,371,985,401 1,346,663,830 25,321,571 18,000,000 31,907,105 19,912,724 11,994,381 8,000,000 0 0 0 0 0

54 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 10/31/2016 147,113,135 12,869,552 134,243,583 534,991,709 529,343,329 5,648,380 4,000,000 0 0 0 0 0 0 0 0 0

55 SCOTIA CAPITAL USA INC FCM BD CME 10/31/2016 653,674,469 44,356,339 609,318,130 1,714,266 665,131 1,049,135 99,770 750,000 0 750,000 1 0 0 0 0 0

56 SG AMERICAS SECURITIES LLC FCM BD CME 10/31/2016 4,013,762,468 1,240,778,466 2,772,984,002 16,188,363,560 15,324,039,751 864,323,809 500,000,000 4,291,020,963 3,769,370,640 521,650,323 255,000,000 510,085,770 294,456,414 215,629,356 75,000,000 0

57 STATE STREET GLOBAL MARKETS LLC FCM BD CME 10/31/2016 545,075,074 1,132,240 543,942,834 0 0 0 0 0 0 0 0 0 0 0 0 0

58 STRAITS FINANCIAL LLC FCM CME 10/31/2016 23,098,361 9,999,224 13,099,137 307,888,440 290,845,247 17,043,193 2,000,000 54,901,564 47,935,349 6,966,215 300,000 0 0 0 0 0

59 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 10/31/2016 117,621,629 21,900,621 95,721,008 258,711,423 213,284,626 45,426,797 25,000,000 0 0 0 0 0 0 0 0 48,012,412

60 TRADESTATION SECURITIES INC FCM BD CME 10/31/2016 73,108,823 3,782,399 69,326,424 528,911,785 516,667,298 12,244,487 9,000,000 30,221,960 28,554,036 1,667,924 800,000 0 0 0 0 0

61 UBS FINANCIAL SERVICES INC FCM BD NFA 10/31/2016 1,216,041,190 116,356,214 1,099,684,976 119,040,848 86,156,082 32,884,766 22,000,000 28,506,934 5,487,788 23,019,146 15,000,000 0 0 0 0 0

62 UBS SECURITIES LLC FCM BD CBOT 10/31/2016 3,986,875,103 1,018,798,237 2,968,076,866 8,972,777,610 8,413,028,797 559,748,813 425,000,000 4,975,262,676 4,537,232,432 438,030,244 300,000,000 1,091,792,579 803,703,713 288,088,866 200,000,000 0

63 UOBBF CLEARING LIMITED FCM CME 10/31/2016 7,537,770 1,000,000 6,537,770 8,488,959 5,987,698 2,501,261 2,000,000 0 0 0 0 0 0 0 0 0

64 WEDBUSH SECURITIES INC FCM BD CBOT 10/31/2016 158,389,472 22,767,864 135,621,608 741,882,570 724,696,830 17,185,740 13,000,000 25,734,745 23,020,190 2,714,555 1,000,000 0 0 0 0 0

65 WELLS FARGO SECURITIES LLC FCM BD CME 10/31/2016 3,246,592,033 912,874,663 2,333,717,370 3,461,312,602 3,106,008,267 355,304,335 275,000,000 465,623,717 245,896,460 219,727,257 30,000,000 8,603,700,203 7,893,739,307 709,960,896 600,000,000 0

66 YORK BUSINESS ASSOCIATES LLC FCM NFA 10/31/2016 5,319,518 1,000,000 4,319,518 42,765,748 37,547,185 5,218,563 2,000,000 2,141,677 1,793,682 347,995 200,000 0 0 0 0 0

Totals 163,492,582,888 153,235,081,684 10,257,501,204 6,420,684,821 46,440,106,827 42,120,369,420 4,319,737,407 2,736,452,617 81,051,479,279 74,994,053,884 6,057,425,395 3,711,293,999 520,307,011
SELECTED FCM FINANCIAL DATA AS OF 

October 31, 2016

FROM REPORTS FILED BY 

November 27, 2016

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ABCDEFGH I JKLMNOPQRSTU

September Web Page Update 68

Additions0

Deletions

2

E TRADE CLEARING LLC

JP MORGAN CLEARING CORP

Name Changes

NONE

October 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.