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 04/30/2017 583,256,754 166,438,434 416,818,320 3,050,205,833 2,716,824,210 333,381,623 160,118,944 141,973,311 114,543,139 27,430,172 11,454,314 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 04/30/2017 306,061,996 183,208,457 122,853,539 4,723,587,390 4,491,266,238 232,321,152 120,000,000 427,257,532 369,275,554 57,981,978 20,000,000 12,028,386 2,729,991 9,298,395 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 04/30/2017 26,206,304 10,707,346 15,498,958 520,731,774 507,186,172 13,545,602 9,500,000 47,649,656 45,890,408 1,759,248 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 04/28/2017 2,734,578 1,500,000 1,234,578 53,649,325 50,759,536 2,889,789 900,000 1,917,928 1,579,146 338,782 150,000 0 0 0 0 0

5 APERTURE LLC FCM BD NFA 04/30/2017 29,759,526 1,000,000 28,759,526 6,511,521 4,240,203 2,271,318 600,000 0 0 0 0 0 0 0 0 0

6 APEX CLEARING CORPORATION FCM BD NFA 04/28/2017 128,524,689 20,132,684 108,392,005 0 0 0 0 0 0 0 0 0 0 0 0 0

7 BARCLAYS CAPITAL INC FCM BD NYME 04/30/2017 7,258,764,376 1,218,651,846 6,040,112,530 6,114,998,144 5,501,056,098 613,942,046 302,558,085 3,994,198,718 3,558,440,778 435,757,940 178,633,727 5,867,054,487 5,183,479,896 683,574,591 205,784,152 0

8 BGC FINANCIAL LP FCM BD NFA 04/30/2017 38,613,077 2,213,320 36,399,757 0 0 0 0 0 0 0 0 0 0 0 0 0

9 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 04/30/2017 1,498,803,628 181,748,938 1,317,054,690 2,106,098,860 1,917,576,120 188,522,740 150,000,000 34,437,308 23,571,548 10,865,760 7,500,000 21,873,420 12,227,937 9,645,483 7,500,000 0

10 BNP PARIBAS SECURITIES CORP FCM BD CBOT 04/30/2017 1,594,991,243 232,210,808 1,362,780,435 1,238,282,623 1,134,718,683 103,563,940 82,500,000 97,506,299 68,807,153 28,699,146 22,500,000 815,266,386 664,664,148 150,602,238 120,000,000 0

11 BOCI COMMODITIES & FUTURES USA LLC FCM CME 04/30/2017 8,801,953 2,695,112 6,106,841 51,904,006 48,230,838 3,673,168 1,000,000 6 0 6 1 6 0 6 1 0

12 CANTOR FITZGERALD & CO FCM BD CBOT 04/30/2017 240,934,925 10,469,130 230,465,795 4,969,921 0 4,969,921 3,000,000 0 0 0 0 0 0 0 0 0

13 CHS HEDGING LLC FCM CBOT 04/30/2017 38,417,850 7,310,448 31,107,402 171,401,945 113,002,434 58,399,511 13,100,000 1,674,784 146,793 1,527,991 545,000 503,912 0 503,912 310,000 0

14 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 04/30/2017 10,386,715,763 2,041,963,034 8,344,752,729 8,353,536,183 7,912,752,039 440,784,144 311,300,000 2,079,429,352 1,770,866,788 308,562,564 150,000,000 18,112,282,612 17,699,182,260 413,100,352 304,875,000 0

15 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 04/30/2017 8,506,279,222 1,599,834,813 6,906,444,409 7,165,714,500 6,777,549,736 388,164,764 338,877,487 3,260,983,877 3,061,043,294 199,940,583 153,052,165 13,708,993,847 12,653,583,473 1,055,410,374 632,679,174 0

16 CUNNINGHAM COMMODITIES LLC FCM CBOT 04/30/2017 5,180,523 1,182,089 3,998,434 67,134,795 63,252,496 3,882,299 3,050,000 166,297 5,596 160,701 50,000 0 0 0 0 0

17 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 04/30/2017 626,503,774 9,432,646 617,071,128 2,168,354 0 2,168,354 1 554,311 0 554,311 1 0 0 0 0 0

18 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 04/30/2017 12,673,512,325 582,111,371 12,091,400,954 3,389,805,000 3,192,914,557 196,890,443 125,000,000 799,659,073 671,200,100 128,458,973 75,000,000 400,162,853 248,016,492 152,146,361 100,000,000 0

19 DORMAN TRADING LLC FCM CME 04/30/2017 11,397,389 1,948,005 9,449,384 170,833,326 167,045,926 3,787,400 2,000,000 3,856,840 3,065,377 791,463 200,000 0 0 0 0 0

20 E D & F MAN CAPITAL MARKETS INC FCM BD CME 04/30/2017 125,388,223 68,083,716 57,304,507 1,711,661,987 1,646,117,169 65,544,818 35,000,000 47,594,631 39,847,646 7,746,985 5,000,000 2,909,022 1,768,284 1,140,738 500,000 0

21 E TRADE SECURITIES LLC FCM BD NFA 04/30/2017 981,707,500 169,634,087 812,073,413 74,552,955 56,195,191 18,357,764 10,000,000 1,000,000 0 1,000,000 1,000,000 0 0 0 0 0

22 EFL FUTURES LIMITED FCM CME 04/30/2017 40,427,429 18,345,501 22,081,928 235,789,767 222,133,004 13,656,763 5,000,000 0 0 0 0 0 0 0 0 0

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 04/30/2017 44,704,381 33,593,554 11,110,827 216,157,438 204,300,505 11,856,933 10,000,000 4,811,441 2,896,745 1,914,696 1,000,000 0 0 0 0 265,090,368

24 GH FINANCIALS LLC FCM CME 04/30/2017 21,764,542 6,212,364 15,552,178 118,653,371 107,344,181 11,309,190 6,000,000 2,901,937 1,819,679 1,082,258 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO LLC FCM BD SD CBOT/NFA 04/30/2017 17,426,945,040 2,525,145,801 14,901,799,239 24,143,493,519 23,105,098,547 1,038,394,972 875,000,000 12,478,305,858 11,674,464,818 803,841,040 475,000,000 4,612,124,623 4,120,762,022 491,362,601 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 04/30/2017 1,040,260,700 249,840,692 790,420,008 1,374,712,375 1,292,342,545 82,369,830 70,000,000 194,290,949 156,967,217 37,323,732 25,000,000 1,310,332,672 1,188,409,338 121,923,334 100,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 04/28/2017 3,414,107,872 333,364,937 3,080,742,935 3,575,272,208 3,368,238,964 207,033,244 155,000,000 452,993,160 320,810,461 132,182,699 80,000,000 0 0 0 0 32,508,933

28 INTL FCSTONE FINANCIAL INC FCM BD CME 04/30/2017 151,668,440 73,461,102 78,207,338 2,023,553,097 1,972,786,197 50,766,900 35,000,000 136,611,495 120,325,679 16,285,816 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 04/30/2017 3,669,643 1,247,874 2,421,769 73,128,661 71,799,717 1,328,944 800,000 679,072 428,428 250,644 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 04/30/2017 1,466,696,644 82,943,957 1,383,752,687 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 04/30/2017 13,942,190,549 2,910,737,716 11,031,452,833 18,880,993,864 17,347,994,081 1,532,999,783 954,139,675 4,922,911,045 4,450,383,095 472,527,950 378,282,563 11,889,697,513 10,963,208,616 926,488,897 685,200,539 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 04/28/2017 280,728,389 141,233,204 139,495,185 2,001,978,678 1,790,248,420 211,730,258 100,000,000 41,785,245 22,233,284 19,551,961 7,000,000 28,506,234 9,763,218 18,743,016 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 04/30/2017 31,706,275 16,847,186 14,859,089 210,728,549 207,339,147 3,389,402 2,800,000 58,553,647 57,523,839 1,029,808 500,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 04/30/2017 13,224,331 2,227,475 10,996,856 748,833,828 727,178,239 21,655,589 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 04/30/2017 11,718,779,590 1,724,148,836 9,994,630,754 14,469,399,408 14,159,278,931 310,120,477 200,000,000 4,382,206,282 4,130,866,353 251,339,929 150,000,000 5,468,802,311 5,096,013,567 372,788,744 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 04/30/2017 3,353,977,737 572,768,621 2,781,209,116 1,829,833,982 1,206,815,350 623,018,632 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 04/30/2017 8,457,281 2,447,611 6,009,670 33,431,849 24,336,597 9,095,252 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 04/30/2017 5,015,062 1,000,000 4,015,062 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA LLC FCM BD SD CME/NFA 04/30/2017 695,286,950 222,930,346 472,356,604 2,628,892,079 2,426,953,627 201,938,452 125,000,000 704,326,322 578,559,026 125,767,296 70,000,000 39,866,554 9,386,299 30,480,255 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 04/30/2017 10,223,460,748 2,172,173,470 8,051,287,278 15,971,607,443 15,702,097,207 269,510,236 210,000,000 4,792,856,444 4,585,996,028 206,860,416 160,000,000 12,801,293,732 12,683,715,076 117,578,656 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 04/30/2017 373,830,893 1,674,527 372,156,366 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 04/28/2017 18,141,481 3,994,426 14,147,055 91,202,453 79,214,158 11,988,295 3,500,000 0 0 0 0 0 0 0 0 0

43 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 04/30/2017 2,321,814,287 74,260,063 2,247,554,224 297,425,216 194,927,574 102,497,642 15,000,000 17,390,194 39,335 17,350,859 1,000,000 0 0 0 0 0

44 OANDA CORPORATION FCMRFD NFA 04/30/2017 68,835,650 52,417,393 16,418,257 0 0 0 0 0 0 0 0 0 0 0 0 169,812,664

45 OPTIONSXPRESS INC FCM BD NFA 04/30/2017 285,681,726 7,248,945 278,432,781 126,281,636 84,834,010 41,447,626 12,725,102 2,380,040 890,412 1,489,628 133,562 0 0 0 0 0

46 PHILLIP CAPITAL INC FCM BD CME 04/30/2017 30,800,623 13,529,241 17,271,382 193,256,290 179,501,292 13,754,998 8,975,065 43,855,893 37,549,369 6,306,524 1,877,468 0 0 0 0 0

47 PICTET OVERSEAS INC FCM BD NFA 04/30/2017 18,619,954 1,000,000 17,619,954 0 0 0 0 0 0 0 0 0 0 0 0 0

48 RAND FINANCIAL SERVICES INC FCM CME 04/30/2017 84,738,008 16,927,275 67,810,733 222,902,300 180,160,500 42,741,800 5,404,800 52,462,000 28,932,000 23,530,000 868,000 0 0 0 0 0

49 RBC CAPITAL MARKETS LLC FCM BD CME 04/28/2017 2,034,366,274 250,737,872 1,783,628,402 2,702,621,833 2,447,118,109 255,503,724 160,000,000 307,822,709 266,173,507 41,649,202 20,000,000 868,875,211 611,195,285 257,679,926 80,000,000 0

50 RBS SECURITIES INC FCM BD CBOT 04/30/2017 1,002,131,423 54,280,956 947,850,467 945,203,373 745,403,359 199,800,014 125,000,000 141,740,958 15,362,982 126,377,976 100,000,000 0 0 0 0 0

51 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 04/30/2017 204,657,680 150,238,827 54,418,853 3,828,837,000 3,730,880,557 97,956,443 50,000,000 228,307,408 204,893,624 23,413,784 20,000,000 0 0 0 0 0

52 ROSENTHAL COLLINS GROUP LLC FCM CME 04/30/2017 72,762,521 48,997,728 23,764,793 1,178,640,942 1,152,208,522 26,432,420 18,000,000 32,923,515 21,917,140 11,006,375 8,000,000 0 0 0 0 0

53 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 04/30/2017 175,299,325 21,809,520 153,489,805 648,509,160 638,257,260 10,251,900 8,000,000 0 0 0 0 0 0 0 0 0

54 SCOTIA CAPITAL USA INC FCM BD CME 04/30/2017 740,075,896 49,477,839 690,598,057 0 0 0 0 0 0 0 0 0 0 0 0 0

55 SG AMERICAS SECURITIES LLC FCM BD CME 04/30/2017 4,120,054,589 1,242,099,626 2,877,954,963 14,558,255,149 13,543,866,879 1,014,388,270 500,000,000 5,029,713,521 4,295,956,064 733,757,457 255,000,000 571,667,411 326,190,488 245,476,923 75,000,000 0

56 STRAITS FINANCIAL LLC FCM CME 04/30/2017 19,575,657 7,985,492 11,590,165 226,123,525 213,893,722 12,229,803 2,000,000 30,783,881 24,867,023 5,916,858 300,000 0 0 0 0 0

57 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 04/30/2017 69,931,348 22,367,296 47,564,052 319,080,640 255,951,791 63,128,849 25,000,000 0 0 0 0 0 0 0 0 57,345,923

58 TRADESTATION SECURITIES INC FCM BD CME 04/30/2017 74,924,255 3,802,382 71,121,873 547,137,495 534,637,698 12,499,797 9,000,000 25,329,817 23,592,929 1,736,888 800,000 0 0 0 0 0

59 UBS FINANCIAL SERVICES INC FCM BD NFA 04/28/2017 1,264,712,996 121,786,529 1,142,926,467 126,564,517 92,263,561 34,300,956 22,000,000 39,986,828 13,096,870 26,889,958 15,000,000 0 0 0 0 0

60 UBS SECURITIES LLC FCM BD CBOT 04/30/2017 4,690,544,265 894,926,129 3,795,618,136 8,073,947,073 7,572,209,208 501,737,865 425,000,000 4,776,886,285 4,402,444,718 374,441,567 300,000,000 977,366,551 705,294,130 272,072,421 200,000,000 0

61 UOBBF CLEARING LIMITED FCM CME 04/30/2017 25,936,425 4,710,161 21,226,264 96,604,099 73,420,731 23,183,368 2,000,000 0 0 0 0 0 0 0 0 0

62 WEDBUSH SECURITIES INC FCM BD CBOT 04/30/2017 163,300,820 32,539,033 130,761,787 1,516,339,478 1,499,132,135 17,207,343 13,000,000 23,224,225 19,967,318 3,256,907 1,000,000 0 0 0 0 0

63 WELLS FARGO SECURITIES LLC FCM BD CME 04/30/2017 4,396,366,579 865,426,691 3,530,939,888 4,126,595,167 3,773,592,592 353,002,575 225,000,000 364,907,182 273,941,778 90,965,404 20,000,000 7,365,669,320 6,681,612,192 684,057,128 575,000,000 0

64 YORK BUSINESS ASSOCIATES LLC FCM NFA 04/30/2017 4,668,958 1,000,000 3,668,958 42,485,462 38,258,166 4,227,296 2,000,000 2,546,837 2,106,155 440,682 200,000 0 0 0 0 0

Totals 167,382,221,366 157,266,704,729 10,115,516,637 6,371,987,159 50,235,771,974 45,463,289,196 4,772,482,778 2,726,646,801 84,875,277,063 78,861,202,712 6,014,074,351 3,702,848,866 524,757,888

March Web Page Update 64

Additions 0

None

Deletions 0

None

Name Changes

Mizuho Securities USA Inc to Mizuho Securities USA LLC

April Web Page Update 64
(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.

(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.

(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. 

(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.

•  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.

(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 

 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.