SELECTED FCM FINANCIAL DATA AS OF 

April 30, 2016

FROM REPORTS FILED BY 

June 3, 2016

1 of 2

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

47

48

49

50

51

52

53

54

55

56

57

58

59

60

61

62

63

64

65

66

67

68

69

70

71

72

73

74

75

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 4/29/2016 527,586,961 159,510,369 368,076,592 2,915,018,618 2,612,651,810 302,366,808 143,524,746 154,767,425 118,046,373 36,721,052 11,804,637 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 4/30/2016 308,059,866 196,593,226 111,466,640 4,620,667,717 4,358,084,278 262,583,439 120,000,000 303,337,865 240,509,569 62,828,296 20,000,000 12,536,315 1,508,370 11,027,945 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 4/30/2016 23,327,735 12,245,300 11,082,435 539,496,906 524,014,507 15,482,399 8,500,000 32,620,721 30,541,483 2,079,238 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 4/30/2016 2,518,141 1,500,000 1,018,141 57,392,900 55,371,234 2,021,666 900,000 2,070,565 1,712,451 358,114 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 4/30/2016 11,742,910 1,000,000 10,742,910 0 0 0 0 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 4/30/2016 6,887,117,399 1,182,618,265 5,704,499,134 6,005,183,552 5,208,666,505 796,517,047 286,476,658 3,131,263,829 2,761,534,866 369,728,963 138,629,050 5,845,738,983 5,149,955,079 695,783,904 290,457,466 0

7 BGC FINANCIAL LP FCM BD NFA 4/30/2016 30,741,529 2,780,047 27,961,482 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 4/30/2016 2,074,635,746 224,035,456 1,850,600,290 2,528,074,706 2,231,140,004 296,934,702 223,114,000 41,566,312 26,614,659 14,951,653 10,000,000 14,170,810 6,073,979 8,096,831 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 4/30/2016 1,875,623,232 245,568,903 1,630,054,329 1,273,913,864 1,044,204,168 229,709,696 208,840,834 106,302,809 83,622,696 22,680,113 8,362,270 1,072,837,690 817,194,930 255,642,760 81,719,493 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 4/30/2016 9,951,503 1,000,000 8,951,503 21,720,133 20,162,341 1,557,792 1,000,000 185 0 185 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 4/30/2016 240,705,136 8,486,126 232,219,010 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 4/30/2016 33,416,273 10,704,796 22,711,477 159,723,754 125,575,198 34,148,556 13,100,000 2,044,301 609,842 1,434,459 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 4/30/2016 7,378,708,335 1,449,570,569 5,929,137,766 8,805,764,451 8,460,173,158 345,591,293 310,800,000 1,284,224,995 1,093,862,461 190,362,534 150,000,000 9,223,050,091 8,992,935,436 230,114,655 209,075,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 4/30/2016 11,058,588,331 1,619,606,019 9,438,982,312 7,094,466,154 6,683,575,722 410,890,432 334,178,786 2,690,263,079 2,477,654,120 212,608,959 123,882,706 11,121,249,997 10,372,686,033 748,563,964 518,634,302 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 4/30/2016 5,183,001 1,140,095 4,042,906 57,493,552 53,316,723 4,176,829 3,050,000 233,891 17,157 216,734 100,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 4/30/2016 571,608,100 6,090,526 565,517,574 5,474,770 0 5,474,770 1 573,566 0 573,566 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 4/30/2016 11,916,514,345 640,170,418 11,276,343,927 3,703,094,175 3,408,751,894 294,342,281 200,000,000 1,015,395,177 823,733,693 191,661,484 150,000,000 1,720,768,015 1,418,045,110 302,722,905 250,000,000 0

18 DORMAN TRADING LLC FCM CME 4/30/2016 9,838,225 1,519,585 8,318,640 164,066,413 159,696,416 4,369,997 2,000,000 4,150,352 3,257,539 892,813 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 4/30/2016 102,051,586 44,998,997 57,052,589 1,256,461,042 1,222,624,978 33,836,064 20,000,000 65,411,581 60,430,375 4,981,206 3,000,000 2,874,795 1,750,650 1,124,145 500,000 0

20 E TRADE CLEARING LLC FCM BD NFA 4/30/2016 850,164,708 143,453,857 706,710,851 62,447,703 46,384,021 16,063,682 10,000,000 1,371,736 262,522 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 4/30/2016 33,052,332 20,023,546 13,028,786 282,739,843 269,666,230 13,073,613 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 4/30/2016 58,264,892 31,858,770 26,406,122 0 0 0 0 0 0 0 0 0 0 0 0 168,524,258

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 4/30/2016 41,778,306 26,956,355 14,821,951 247,534,378 232,882,092 14,652,286 5,000,000 5,905,366 3,668,518 2,236,848 1,000,000 0 0 0 0 126,048,571

24 GH FINANCIALS LLC FCM CME 4/30/2016 15,788,654 7,012,833 8,775,821 130,385,000 117,013,469 13,371,531 4,000,000 2,831,099 1,795,828 1,035,271 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 4/30/2016 16,978,669,484 2,553,867,535 14,424,801,949 22,209,038,771 21,094,015,319 1,115,023,452 875,000,000 11,605,123,470 10,987,414,421 617,709,049 475,000,000 3,800,338,858 3,223,555,242 576,783,616 350,000,000 0

26 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 4/30/2016 1,216,717,855 1,000,000 1,215,717,855 78,461,484 0 78,461,484 40,000,000 24,235,577 0 24,235,577 15,000,000 0 0 0 0 0

27 HSBC SECURITIES USA INC FCM BD CME 4/29/2016 1,133,830,324 211,354,519 922,475,805 1,168,832,902 1,075,956,914 92,875,988 70,000,000 243,302,100 189,321,309 53,980,791 25,000,000 912,001,412 791,214,964 120,786,448 96,000,000 0

28 INTERACTIVE BROKERS LLC FCM BD CME 4/30/2016 2,678,442,161 263,705,454 2,414,736,707 2,864,892,849 2,655,913,061 208,979,788 155,000,000 428,816,849 293,768,607 135,048,242 80,000,000 0 0 0 0 33,507,509

29 INTL FCSTONE FINANCIAL INC FCM BD CME 4/30/2016 133,153,820 72,571,814 60,582,006 1,911,463,788 1,858,661,426 52,802,362 35,000,000 110,592,721 93,573,712 17,019,009 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 4/30/2016 2,132,491 1,000,000 1,132,491 47,123,799 45,731,253 1,392,546 800,000 267,026 106,498 160,528 50,000 0 0 0 0 0

31 ITG DERIVATIVES LLC FCM BD NFA 4/30/2016 1,854,889 1,000,000 854,889 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JEFFERIES LLC FCM BD NFA 4/30/2016 1,290,597,376 86,327,032 1,204,270,344 0 0 0 0 0 0 0 0 0 0 0 0 0

33 JP MORGAN CLEARING CORP FCM BD NFA 4/30/2016 7,034,278,870 1,521,407,366 5,512,871,504 835,037,551 615,675,228 219,362,323 123,135,046 675,668,013 428,230,506 247,437,507 85,646,101 250,000 0 250,000 1 0

34 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 4/30/2016 13,539,160,236 2,542,050,203 10,997,110,033 18,253,856,139 16,600,605,878 1,653,250,261 830,030,294 3,897,727,769 3,548,246,945 349,480,824 248,377,286 9,150,360,221 8,323,670,626 826,689,595 582,656,944 0

35 MACQUARIE FUTURES USA LLC FCM CBOT 4/30/2016 250,403,806 174,676,862 75,726,944 2,351,424,426 2,175,239,553 176,184,873 100,000,000 98,755,542 64,773,604 33,981,938 7,000,000 24,550,181 6,085,463 18,464,718 1,000,000 0

36 MAREX NORTH AMERICA LLC FCM CME 4/30/2016 21,434,968 14,003,515 7,431,453 165,857,818 160,671,613 5,186,205 4,200,000 54,907,484 53,562,622 1,344,862 1,000,000 0 0 0 0 0

37 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 4/30/2016 13,664,518 3,004,676 10,659,842 789,293,508 767,489,225 21,804,283 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 4/30/2016 11,230,954,661 1,518,523,681 9,712,430,980 12,638,664,378 12,337,994,634 300,669,744 200,000,000 3,143,978,143 2,886,241,388 257,736,755 150,000,000 5,688,455,058 5,423,286,685 265,168,373 150,000,000 0

39 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 4/30/2016 2,964,113,416 512,392,496 2,451,720,920 1,665,067,746 961,105,520 703,962,226 300,000,000 0 0 0 0 0 0 0 0 0

40 MID CO COMMODITIES INC FCM NFA 4/30/2016 8,219,669 3,682,613 4,537,056 35,139,652 26,894,106 8,245,546 5,138,000 0 0 0 0 0 0 0 0 0

41 MINT BROKERS FCM BD NFA 4/30/2016 5,363,595 1,000,000 4,363,595 0 0 0 0 0 0 0 0 0 0 0 0 0

42 MITSUBISHI UFJ SECURITIES USA INC FCM BD NFA 4/30/2016 442,304,436 1,498,668 440,805,768 0 0 0 0 0 0 0 0 0 0 0 0 0

43 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 4/30/2016 575,181,123 263,266,797 311,914,326 2,751,163,090 2,548,032,212 203,130,878 125,000,000 815,168,701 713,570,304 101,598,397 70,000,000 43,760,134 11,970,706 31,789,428 15,000,000 0

44 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 4/29/2016 10,906,187,328 1,818,426,660 9,087,760,668 14,090,642,679 13,881,625,272 209,017,407 105,000,000 4,453,665,220 4,245,583,468 208,081,752 105,000,000 11,341,256,088 11,223,999,505 117,256,583 92,000,000 0

45 NANHUA USA LLC FCM CME 4/30/2016 20,179,344 3,471,860 16,707,484 59,234,868 53,592,963 5,641,905 1,548,016 0 0 0 0 0 0 0 0 0

46 NEUBERGER BERMAN LLC FCM BD NFA 4/30/2016 12,937,167 1,500,000 11,437,167 0 0 0 0 0 0 0 0 0 0 0 0 0

47 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 4/30/2016 2,586,445,308 84,725,747 2,501,719,561 287,475,412 186,282,849 101,192,563 15,000,000 18,291,296 239,293 18,052,003 1,000,000 0 0 0 0 0

48 OANDA CORPORATION FCMRFD NFA 4/30/2016 92,749,399 46,673,776 46,075,623 0 0 0 0 0 0 0 0 0 0 0 0 127,263,901

49 OPTIONSXPRESS INC FCM BD NFA 4/30/2016 258,348,148 5,886,284 252,461,864 126,532,655 92,227,206 34,305,449 13,834,081 4,061,088 1,162,474 2,898,614 174,371 0 0 0 0 0

50 PHILLIP CAPITAL INC FCM BD CME 4/30/2016 33,939,904 20,000,000 13,939,904 224,086,099 202,698,831 21,387,268 10,134,942 11,955,130 5,582,782 6,372,348 279,139 0 0 0 0 0

51 PICTET OVERSEAS INC FCM BD NFA 4/30/2016 17,582,607 1,000,000 16,582,607 0 0 0 0 0 0 0 0 0 0 0 0 0

52 RAND FINANCIAL SERVICES INC FCM CME 4/30/2016 83,366,008 15,024,307 68,341,701 251,586,700 206,901,100 44,685,600 6,207,000 35,001,400 12,039,600 22,961,800 361,200 0 0 0 0 0

53 RBC CAPITAL MARKETS LLC FCM BD CME 4/30/2016 1,920,861,192 246,683,397 1,674,177,795 2,935,125,744 2,713,239,972 221,885,772 200,000,000 215,851,508 175,055,252 40,796,256 20,000,000 880,309,506 657,589,621 222,719,885 80,000,000 0

54 RBS SECURITIES INC FCM BD CBOT 4/30/2016 3,593,585,387 81,652,380 3,511,933,007 1,699,726,018 1,510,643,956 189,082,062 125,000,000 167,795,340 41,933,097 125,862,243 100,000,000 0 0 0 0 0

55 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 4/30/2016 209,084,814 138,749,913 70,334,901 3,873,192,819 3,786,172,889 87,019,930 50,000,000 226,904,768 201,555,362 25,349,406 20,000,000 0 0 0 0 0

56 ROSENTHAL COLLINS GROUP LLC FCM CME 4/30/2016 76,882,026 57,300,208 19,581,818 1,416,226,206 1,389,884,843 26,341,363 18,000,000 35,576,111 23,512,101 12,064,010 8,000,000 0 0 0 0 0

57 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 4/30/2016 200,443,006 27,855,675 172,587,331 0 0 0 0 0 0 0 0 0 0 0 0 0

58 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 4/30/2016 132,073,371 14,654,360 117,419,011 481,570,956 476,249,124 5,321,832 4,000,000 0 0 0 0 0 0 0 0 0

59 SCOTIA CAPITAL USA INC FCM BD CME 4/30/2016 489,685,683 38,195,396 451,490,287 0 0 0 0 0 0 0 0 0 0 0 0 0

60 SG AMERICAS SECURITIES LLC FCM BD CME 4/30/2016 3,750,592,794 1,324,876,930 2,425,715,864 16,182,000,458 15,295,706,734 886,293,724 500,000,000 4,292,906,955 3,892,693,140 400,213,815 255,000,000 431,280,581 236,157,876 195,122,705 75,000,000 0

61 STATE STREET GLOBAL MARKETS LLC FCM BD CME 4/30/2016 531,525,075 30,374,477 501,150,598 575,383,788 448,289,970 127,093,818 22,414,498 56,966,922 8,754,222 48,212,700 15,000,000 0 0 0 0 0

62 STRAITS FINANCIAL LLC FCM CME 4/30/2016 24,611,837 10,140,699 14,471,138 249,292,128 232,794,745 16,497,383 2,000,000 38,611,687 32,127,677 6,484,010 300,000 0 0 0 0 0

63 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 4/30/2016 105,697,404 21,394,767 84,302,637 279,274,987 215,186,118 64,088,869 18,000,000 0 0 0 0 0 0 0 0 37,895,336

64 TRADESTATION SECURITIES INC FCM BD CME 4/30/2016 65,307,107 3,635,441 61,671,666 535,783,365 524,878,807 10,904,558 9,000,000 24,331,878 22,779,696 1,552,182 800,000 0 0 0 0 0

65 UBS FINANCIAL SERVICES INC FCM BD NFA 4/29/2016 1,200,745,424 119,607,368 1,081,138,056 174,752,874 120,610,475 54,142,399 22,000,000 29,275,450 6,264,980 23,010,470 15,000,000 0 0 0 0 0

66 UBS SECURITIES LLC FCM BD CBOT 4/30/2016 4,430,462,281 918,432,141 3,512,030,140 8,133,693,790 7,557,565,146 576,128,644 425,000,000 3,738,884,442 3,293,709,809 445,174,633 300,000,000 1,600,012,443 1,309,631,695 290,380,748 200,000,000 0

67 UOBBF CLEARING LIMITED FCM NFA 4/30/2016 7,908,749 1,000,000 6,908,749 0 0 0 0 0 0 0 0 0 0 0 0 0

68 WEDBUSH SECURITIES INC FCM BD CBOT 4/30/2016 149,058,186 30,072,005 118,986,181 868,553,862 847,211,044 21,342,818 13,000,000 31,885,805 27,703,933 4,181,872 1,000,000 0 0 0 0 0

69 WELLS FARGO SECURITIES LLC FCM BD CME 4/30/2016 3,356,503,691 780,523,590 2,575,980,101 3,193,055,257 2,868,527,390 324,527,867 275,000,000 552,407,829 331,109,796 221,298,033 30,000,000 7,122,019,164 6,284,724,995 837,294,169 575,000,000 0

70 YORK BUSINESS ASSOCIATES LLC FCM NFA 4/30/2016 5,241,481 1,000,000 4,241,481 43,379,384 39,189,415 4,189,969 2,000,000 2,081,311 1,732,816 348,495 200,000 0 0 0 0 0

Totals 163,381,977,502 152,407,419,539 10,974,557,963 6,620,926,902 43,881,750,250 39,310,223,566 4,571,526,684 2,657,811,762 70,008,324,260 64,252,036,965 5,756,287,295 3,580,353,207 493,239,575
SELECTED FCM FINANCIAL DATA AS OF 

April 30, 2016

FROM REPORTS FILED BY 

June 3, 2016

2 of 2

76

77

78

79

80

81

82

83

84

85

86

87

88

89

90

91

92

93

94

95

96

97

98

99

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

ABCDEFGH I JKLMNOPQRSTU

March Web Page Update 70

Additions1

APERTURE LLC

Deletions

1

IBFX INC

Name Changes

NONE

April Web Page Update 70

 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.