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 10/31/2017 603,827,602 150,580,066 453,247,536 2,759,762,852 2,401,951,640 357,811,212 156,047,496 117,312,381 94,459,882 22,852,499 9,445,988 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 10/31/2017 311,058,876 188,214,209 122,844,667 4,445,445,731 4,236,959,075 208,486,656 120,000,000 436,268,783 379,364,002 56,904,781 20,000,000 14,876,068 5,115,892 9,760,176 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 10/31/2017 21,278,162 10,714,212 10,563,950 594,790,065 583,298,461 11,491,604 7,000,000 36,080,764 34,436,478 1,644,286 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 10/31/2017 2,847,754 1,000,000 1,847,754 53,858,682 50,776,927 3,081,755 900,000 2,604,284 2,227,378 376,906 150,000 0 0 0 0 0

5 APEX CLEARING CORPORATION FCM BD NFA 10/31/2017 137,725,227 17,148,644 120,576,583 2,482,237 982,082 1,500,155 500,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 10/31/2017 6,870,017,447 1,102,190,081 5,767,827,366 5,258,951,489 4,610,739,258 648,212,231 277,105,429 3,836,211,568 3,428,330,367 407,881,201 166,616,856 5,900,648,619 5,036,247,922 864,400,697 199,939,042 0

7 BGC FINANCIAL LP FCM BD NFA 10/31/2017 34,391,664 2,370,635 32,021,029 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 10/31/2017 1,390,728,413 171,006,719 1,219,721,694 1,682,208,470 1,494,263,644 187,944,826 150,000,000 54,267,626 44,516,255 9,751,371 7,500,000 18,793,175 9,076,281 9,716,894 7,500,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 10/31/2017 1,514,235,269 229,875,533 1,284,359,736 1,113,648,366 1,010,508,427 103,139,939 82,500,000 133,385,340 104,887,231 28,498,109 22,500,000 978,963,119 821,951,988 157,011,131 120,000,000 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 10/31/2017 7,906,490 1,508,101 6,398,389 33,146,287 27,666,127 5,480,160 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 10/31/2017 198,200,269 12,659,685 185,540,584 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 10/31/2017 291,090,353 1,000,000 290,090,353 108,159,064 62,127,623 46,031,441 9,319,144 2,449,943 946,090 1,503,853 141,913 0 0 0 0 0

13 CHS HEDGING LLC FCM CBOT 10/31/2017 42,152,541 7,822,416 34,330,125 158,531,596 115,327,915 43,203,681 13,600,000 1,553,715 29,976 1,523,739 200,000 503,912 0 503,912 120,000 0

14 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 10/31/2017 10,351,549,670 2,025,326,972 8,326,222,698 7,099,252,215 6,627,307,410 471,944,805 316,400,000 2,201,022,181 1,949,295,590 251,726,591 150,000,000 21,146,918,748 20,642,831,581 504,087,167 399,100,000 0

15 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 10/31/2017 9,688,661,239 1,358,010,568 8,330,650,671 6,165,555,149 5,839,238,507 326,316,642 291,961,925 3,770,241,226 3,567,926,451 202,314,775 178,396,323 11,669,576,692 11,020,407,759 649,168,933 551,020,388 0

16 CUNNINGHAM COMMODITIES LLC FCM CBOT 10/31/2017 5,140,864 1,597,118 3,543,746 86,936,378 83,312,733 3,623,645 3,050,000 902,884 450,697 452,187 100,000 0 0 0 0 0

17 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 10/31/2017 639,823,614 9,614,505 630,209,109 2,164,989 0 2,164,989 1 566,188 0 566,188 1 0 0 0 0 0

18 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 10/31/2017 12,834,566,316 262,511,257 12,572,055,059 2,579,412,685 2,379,502,648 199,910,037 125,000,000 1,081,402,123 932,614,728 148,787,395 75,000,000 0 0 0 0 0

19 DORMAN TRADING LLC FCM CME 10/31/2017 12,788,076 2,451,616 10,336,460 187,872,650 184,010,012 3,862,638 2,000,000 4,480,652 3,732,822 747,830 200,000 0 0 0 0 0

20 E D & F MAN CAPITAL MARKETS INC FCM BD CME 10/31/2017 144,832,739 45,142,076 99,690,663 1,286,231,433 1,203,155,731 83,075,702 35,000,000 60,951,367 52,532,977 8,418,390 5,000,000 3,128,260 1,989,741 1,138,519 500,000 0

21 E*TRADE FUTURES LLC FCM NFA 10/31/2017 17,660,339 4,075,353 13,584,986 77,399,473 65,776,690 11,622,783 5,000,000 0 0 0 0 0 0 0 0 0

22 EFL FUTURES LIMITED FCM CME 10/31/2017 44,250,736 18,867,424 25,383,312 246,872,605 232,198,202 14,674,403 5,000,000 0 0 0 0 0 0 0 0 0

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 10/31/2017 44,067,374 34,476,013 9,591,361 233,244,542 219,831,786 13,412,756 10,000,000 4,950,398 3,449,800 1,500,598 1,000,000 0 0 0 0 263,407,832

24 GH FINANCIALS LLC FCM CME 10/31/2017 21,564,124 5,085,779 16,478,345 95,679,375 82,099,632 13,579,743 4,000,000 3,885,310 2,782,974 1,102,336 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO LLC FCM BD SD CBOT/NFA 10/31/2017 17,327,169,104 2,575,925,117 14,751,243,987 20,687,203,830 19,830,166,277 857,037,553 675,000,000 11,998,763,580 11,417,001,119 581,762,461 475,000,000 5,289,982,155 4,845,569,348 444,412,807 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 10/31/2017 960,459,469 248,294,089 712,165,380 1,553,353,494 1,474,744,943 78,608,551 67,000,000 168,709,032 131,308,932 37,400,100 25,000,000 1,133,683,764 977,751,003 155,932,761 138,000,000 0

27 HUATAI FINANCIAL USA INC FCM NFA 10/31/2017 2,311,481 1,000,000 1,311,481 0 0 0 0 0 0 0 0 0 0 0 0 0

28 INTERACTIVE BROKERS LLC FCM BD CME 10/31/2017 3,931,667,248 425,266,039 3,506,401,209 4,672,504,950 4,460,650,394 211,854,556 155,000,000 561,117,907 437,021,005 124,096,902 80,000,000 0 0 0 0 42,474,547

29 INTL FCSTONE FINANCIAL INC FCM BD CME 10/31/2017 150,024,389 80,514,105 69,510,284 2,225,143,801 2,174,484,941 50,658,860 35,000,000 164,040,257 147,097,794 16,942,463 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 10/31/2017 3,516,729 1,196,282 2,320,447 77,174,190 75,763,871 1,410,319 800,000 442,303 234,816 207,487 50,000 0 0 0 0 0

31 JEFFERIES LLC FCM BD NFA 10/31/2017 1,129,773,242 92,715,257 1,037,057,985 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 10/31/2017 13,490,707,836 2,740,216,959 10,750,490,877 17,107,768,249 15,826,192,058 1,281,576,191 870,440,563 5,577,317,605 5,028,267,970 549,049,635 427,402,777 12,154,249,804 11,210,448,869 943,800,935 700,653,054 0

33 MACQUARIE FUTURES USA LLC FCM CBOT 10/31/2017 278,875,403 140,091,818 138,783,585 1,958,543,095 1,743,552,284 214,990,811 100,000,000 53,337,991 37,615,426 15,722,565 7,000,000 23,607,566 3,271,247 20,336,319 1,000,000 0

34 MAREX NORTH AMERICA LLC FCM CME 10/31/2017 20,770,271 15,550,578 5,219,693 181,852,252 178,194,296 3,657,956 2,800,000 79,630,111 78,631,437 998,674 500,000 0 0 0 0 0

35 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 10/31/2017 14,098,480 2,453,891 11,644,589 760,050,735 738,971,279 21,079,456 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 10/31/2017 13,205,147,415 1,746,820,921 11,458,326,494 13,533,489,730 13,228,756,501 304,733,229 200,000,000 4,555,582,954 4,047,011,965 508,570,989 150,000,000 6,440,637,150 5,971,990,176 468,646,974 150,000,000 0

37 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 10/31/2017 3,257,564,869 573,576,193 2,683,988,676 1,105,499,511 686,930,878 418,568,633 300,000,000 0 0 0 0 0 0 0 0 0

38 MID CO COMMODITIES INC FCM NFA 10/31/2017 8,564,785 2,915,486 5,649,299 36,169,470 26,560,783 9,608,687 5,138,000 0 0 0 0 0 0 0 0 0

39 MINT BROKERS FCM BD NFA 10/31/2017 4,861,903 1,000,000 3,861,903 0 0 0 0 0 0 0 0 0 0 0 0 0

40 MIZUHO SECURITIES USA LLC FCM BD SD CME/NFA 10/31/2017 616,869,101 245,634,272 371,234,829 3,053,453,965 2,851,893,844 201,560,121 125,000,000 814,547,425 689,148,038 125,399,387 70,000,000 33,753,266 3,521,737 30,231,529 15,000,000 0

41 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 10/31/2017 10,946,755,614 2,062,243,940 8,884,511,674 14,509,957,429 14,166,277,188 343,680,241 285,000,000 5,171,151,032 4,979,923,384 191,227,648 140,000,000 13,487,075,243 13,350,026,589 137,048,654 92,000,000 0

42 NANHUA USA LLC FCM CME 10/31/2017 18,314,594 2,315,402 15,999,192 55,586,429 42,919,024 12,667,405 3,500,000 0 0 0 0 0 0 0 0 0

43 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 10/31/2017 1,721,935,829 211,540,767 1,510,395,062 238,650,835 133,959,395 104,691,440 15,000,000 17,535,750 27,037 17,508,713 1,000,000 0 0 0 0 0

44 OANDA CORPORATION FCMRFD NFA 10/31/2017 81,560,273 52,316,277 29,243,996 0 0 0 0 0 0 0 0 0 0 0 0 174,579,099

45 PHILLIP CAPITAL INC FCM BD CME 10/31/2017 36,904,012 13,935,246 22,968,766 252,918,742 238,259,646 14,659,096 7,500,000 12,764,226 9,792,495 2,971,731 2,000,000 0 0 0 0 0

46 PICTET OVERSEAS INC FCM BD NFA 10/31/2017 17,484,257 1,000,000 16,484,257 1,500,000 0 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 10/31/2017 86,426,161 14,311,631 72,114,530 214,521,900 172,624,500 41,897,400 5,178,700 48,340,600 24,420,400 23,920,200 732,600 0 0 0 0 0

48 RBC CAPITAL MARKETS LLC FCM BD CME 10/31/2017 1,913,495,545 228,599,802 1,684,895,743 2,952,660,673 2,664,462,834 288,197,839 200,000,000 334,823,434 291,164,077 43,659,357 20,000,000 486,986,686 226,650,834 260,335,852 40,000,000 0

49 RBS SECURITIES INC FCM BD CBOT 10/31/2017 591,025,816 33,084,192 557,941,624 612,874,786 461,168,004 151,706,782 125,000,000 62,780,867 31,976,578 30,804,289 25,000,000 0 0 0 0 0

50 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 10/31/2017 208,458,600 145,885,068 62,573,532 3,726,864,574 3,634,272,550 92,592,024 50,000,000 260,539,141 236,037,136 24,502,005 20,000,000 0 0 0 0 0

51 ROSENTHAL COLLINS GROUP LLC FCM CME 10/31/2017 69,646,687 44,671,501 24,975,186 1,128,651,284 1,104,518,781 24,132,503 18,000,000 31,008,346 20,299,356 10,708,990 8,000,000 0 0 0 0 0

52 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 10/31/2017 178,084,651 50,000,000 128,084,651 605,621,870 593,927,590 11,694,280 9,000,000 0 0 0 0 0 0 0 0 0

53 SCOTIA CAPITAL USA INC FCM BD CME 10/31/2017 663,042,000 43,797,223 619,244,777 0 0 0 0 0 0 0 0 0 0 0 0 0

54 SG AMERICAS SECURITIES LLC FCM BD CME 10/31/2017 4,493,463,321 1,181,206,338 3,312,256,983 12,986,648,359 12,250,295,633 736,352,726 500,000,000 5,513,064,279 4,933,183,771 579,880,508 255,000,000 654,743,262 438,119,879 216,623,383 75,000,000 0

55 STRAITS FINANCIAL LLC FCM CME 10/31/2017 20,777,316 7,386,766 13,390,550 194,228,286 180,111,840 14,116,446 2,000,000 31,850,087 25,929,460 5,920,627 300,000 0 0 0 0 0

56 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 10/31/2017 78,476,002 22,638,645 55,837,357 314,469,159 249,182,138 65,287,021 25,000,000 0 0 0 0 0 0 0 0 62,772,899

57 TRADESTATION SECURITIES INC FCM BD CME 10/31/2017 85,571,926 4,752,021 80,819,905 574,649,553 562,341,345 12,308,208 9,000,000 24,933,063 22,370,503 2,562,560 800,000 0 0 0 0 0

58 UBS FINANCIAL SERVICES INC FCM BD NFA 10/31/2017 1,347,260,269 128,372,303 1,218,887,966 120,255,709 88,608,859 31,646,850 22,000,000 33,096,209 5,792,876 27,303,333 15,000,000 0 0 0 0 0

59 UBS SECURITIES LLC FCM BD CBOT 10/31/2017 5,655,931,192 741,541,797 4,914,389,395 7,029,532,612 6,529,369,324 500,163,288 425,000,000 3,677,312,946 3,283,210,448 394,102,498 300,000,000 930,994,859 665,437,036 265,557,823 200,000,000 0

60 UOBBF CLEARING LIMITED FCM CME 10/31/2017 26,118,182 3,453,638 22,664,544 84,627,607 60,642,581 23,985,026 2,000,000 0 0 0 0 0 0 0 0 0

61 WEDBUSH SECURITIES INC FCM BD CBOT 10/31/2017 172,048,583 24,991,730 147,056,853 1,453,908,776 1,437,419,817 16,488,959 13,000,000 16,279,846 11,963,180 4,316,666 1,000,000 0 0 0 0 0

62 WELLS FARGO SECURITIES LLC FCM BD CME 10/31/2017 7,761,006,502 791,454,497 6,969,552,005 3,970,785,119 3,665,350,503 305,434,616 225,000,000 389,562,183 336,929,613 52,632,570 25,000,000 7,015,849,746 6,414,131,515 601,718,231 500,000,000 0

63 YORK BUSINESS ASSOCIATES LLC FCM NFA 10/31/2017 5,063,067 1,000,000 4,063,067 45,664,901 41,499,808 4,165,093 2,000,000 1,705,385 1,186,200 519,185 200,000 0 0 0 0 0

Totals 152,303,362,129 143,085,108,239 9,218,253,890 6,117,241,258 51,351,841,159 46,829,528,714 4,522,312,445 2,696,286,459 87,384,972,100 81,644,539,397 5,740,432,703 3,547,832,485 543,234,377

September Web Page Update 64

Additions 0

None

Deletions 1

E TRADE SECURITIES LLC

Name Changes

OPTIONSXPRESS INC to CHARLES SCHWAB FUTURES INC

October Web Page Update 63

(a): FCM: Futures Commission Merchant that is registered with the Commodity Futures Trading Commission.
 RFED: Retail Foreign Exchange Dealer 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.

•  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

(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: 

(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.

•  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.

(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.

(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. 

(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.