SELECTED FCM FINANCIAL DATA AS OF 

March 31, 2016

FROM REPORTS FILED BY 

May 2, 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 3/31/2016 639,554,232 155,998,570 483,555,662 2,884,507,476 2,577,369,295 307,138,181 142,021,220 170,398,177 132,811,836 37,586,341 13,281,184 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 3/31/2016 312,586,425 198,741,518 113,844,907 4,658,328,150 4,388,716,778 269,611,372 120,000,000 332,944,496 272,478,177 60,466,319 20,000,000 12,888,715 2,798,845 10,089,870 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 3/31/2016 24,077,246 13,292,954 10,784,292 534,600,214 519,193,102 15,407,112 8,500,000 31,501,983 29,462,985 2,038,998 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 3/31/2016 2,618,378 1,500,000 1,118,378 54,901,370 52,912,093 1,989,277 900,000 2,099,798 1,742,852 356,946 150,000 0 0 0 0 0

5 BARCLAYS CAPITAL INC FCM BD NYME 3/31/2016 7,201,623,387 1,160,183,844 6,041,439,543 5,963,497,596 5,155,790,139 807,707,457 283,568,458 3,175,712,757 2,833,592,087 342,120,670 142,246,323 5,652,811,431 4,987,633,906 665,177,525 281,302,552 0

6 BGC FINANCIAL LP FCM BD NFA 3/31/2016 38,683,785 1,529,964 37,153,821 0 0 0 0 0 0 0 0 0 0 0 0 0

7 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 3/31/2016 2,134,536,140 222,066,419 1,912,469,721 2,691,536,378 2,377,770,690 313,765,688 237,777,069 50,096,996 35,951,156 14,145,840 10,000,000 14,989,990 6,894,582 8,095,408 5,000,000 0

8 BNP PARIBAS SECURITIES CORP FCM BD CBOT 3/31/2016 1,821,699,494 265,546,030 1,556,153,464 1,250,666,356 1,020,079,788 230,586,568 204,015,957 85,095,796 64,718,485 20,377,311 6,471,849 1,073,765,255 798,739,919 275,025,336 79,873,992 0

9 BOCI COMMODITIES & FUTURES USA LLC FCM CME 3/31/2016 10,211,632 2,118,127 8,093,505 36,777,862 35,243,942 1,533,920 1,000,000 184 0 184 1 6 0 6 1 0

10 CANTOR FITZGERALD & CO FCM BD CBOT 3/31/2016 314,994,928 8,846,948 306,147,980 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 3/31/2016 33,243,598 8,430,215 24,813,383 151,011,436 116,853,609 34,157,827 13,100,000 2,170,694 747,135 1,423,559 545,000 503,912 0 503,912 310,000 0

12 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 3/31/2016 7,028,243,658 1,446,228,114 5,582,015,544 8,752,851,652 8,400,465,663 352,385,989 310,100,000 1,191,031,578 956,134,004 234,897,574 150,000,000 8,156,317,024 7,908,468,536 247,848,488 209,175,000 0

13 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 3/31/2016 10,976,211,831 1,694,163,821 9,282,048,010 6,701,394,537 6,293,699,998 407,694,539 314,685,000 2,505,968,692 2,294,298,908 211,669,784 114,714,945 11,705,601,808 10,991,396,861 714,204,947 549,569,843 0

14 CUNNINGHAM COMMODITIES LLC FCM CBOT 3/31/2016 5,150,494 1,089,384 4,061,110 60,864,074 56,793,203 4,070,871 3,050,000 235,565 16,668 218,897 100,000 0 0 0 0 0

15 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 3/31/2016 580,103,955 6,724,756 573,379,199 5,465,891 0 5,465,891 1 563,359 0 563,359 1 0 0 0 0 0

16 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 3/31/2016 11,694,502,382 782,058,031 10,912,444,351 3,652,083,113 3,371,784,464 280,298,649 200,000,000 1,002,876,264 812,803,510 190,072,754 150,000,000 1,634,912,390 1,344,118,437 290,793,953 250,000,000 0

17 DORMAN TRADING LLC FCM CME 3/31/2016 10,001,794 1,798,493 8,203,301 167,337,627 163,702,163 3,635,464 2,000,000 4,259,242 3,261,833 997,409 200,000 0 0 0 0 0

18 E D & F MAN CAPITAL MARKETS INC FCM BD CME 3/31/2016 105,149,959 49,025,368 56,124,591 1,160,719,091 1,127,724,019 32,995,072 20,000,000 56,205,459 51,195,758 5,009,701 3,000,000 2,819,034 1,695,650 1,123,384 500,000 0

19 E TRADE CLEARING LLC FCM BD NFA 3/31/2016 911,346,218 138,551,626 772,794,592 60,389,786 44,479,698 15,910,088 10,000,000 1,371,725 262,511 1,109,214 1,000,000 0 0 0 0 0

20 EFL FUTURES LIMITED FCM CME 3/31/2016 32,690,596 20,530,478 12,160,118 299,283,053 286,242,507 13,040,546 5,000,000 0 0 0 0 0 0 0 0 0

21 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 3/31/2016 56,749,855 31,993,990 24,755,865 0 0 0 0 0 0 0 0 0 0 0 0 168,242,531

22 GAIN CAPITAL GROUP LLC FCMRFD NFA 3/31/2016 43,089,863 27,744,599 15,345,264 247,303,248 232,751,667 14,551,581 5,000,000 6,043,950 3,836,420 2,207,530 1,000,000 0 0 0 0 137,342,681

23 GH FINANCIALS LLC FCM CME 3/31/2016 15,882,020 5,863,962 10,018,058 91,857,596 79,099,877 12,757,719 4,000,000 2,599,544 1,568,238 1,031,306 550,000 0 0 0 0 0

24 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 3/31/2016 16,471,011,638 2,519,678,017 13,951,333,621 22,446,681,367 21,398,436,336 1,048,245,031 875,000,000 12,136,514,835 11,553,556,217 582,958,618 475,000,000 3,895,201,870 3,474,739,915 420,461,955 350,000,000 0

25 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 3/31/2016 2,061,101,186 81,509,655 1,979,591,531 480,695,093 322,318,451 158,376,642 140,000,000 96,338,385 47,137,873 49,200,512 40,000,000 0 0 0 0 0

26 HSBC SECURITIES USA INC FCM BD CME 3/31/2016 1,126,633,527 206,355,036 920,278,491 1,280,482,690 1,189,727,356 90,755,334 70,000,000 247,401,780 168,002,367 79,399,413 25,000,000 954,739,201 819,656,694 135,082,507 115,000,000 0

27 IBFX INC RFED SD NFA 3/31/2016 31,801,322 20,005,816 11,795,506 0 0 0 0 0 0 0 0 0 0 0 0 171,675

28 INTERACTIVE BROKERS LLC FCM BD CME 3/31/2016 2,617,809,930 250,611,198 2,367,198,732 2,764,082,843 2,550,157,180 213,925,663 155,000,000 409,373,062 286,584,693 122,788,369 80,000,000 0 0 0 0 36,429,818

29 INTL FCSTONE FINANCIAL INC FCM BD CME 3/31/2016 126,893,349 64,750,899 62,142,450 1,884,027,991 1,831,238,404 52,789,587 35,000,000 123,555,173 106,899,519 16,655,654 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 3/31/2016 2,167,760 1,000,000 1,167,760 43,843,671 42,508,532 1,335,139 800,000 299,416 99,655 199,761 50,000 0 0 0 0 0

31 ITG DERIVATIVES LLC FCM BD NFA 3/31/2016 1,721,312 1,000,000 721,312 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JEFFERIES LLC FCM BD NFA 3/31/2016 1,195,905,195 77,584,880 1,118,320,315 0 0 0 0 0 0 0 0 0 0 0 0 0

33 JP MORGAN CLEARING CORP FCM BD NFA 3/31/2016 7,226,485,849 1,598,012,705 5,628,473,144 933,944,463 663,794,830 270,149,633 132,758,966 548,323,139 360,714,563 187,608,576 72,142,913 250,000 0 250,000 1 0

34 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 3/31/2016 12,861,229,985 2,598,475,998 10,262,753,987 18,579,498,524 16,590,686,047 1,988,812,477 829,534,302 3,815,160,958 3,451,232,590 363,928,368 241,586,281 8,646,572,743 7,799,785,815 846,786,928 545,985,007 0

35 MACQUARIE FUTURES USA LLC FCM CBOT 3/31/2016 250,525,522 170,547,687 79,977,835 2,335,884,415 2,161,915,997 173,968,418 100,000,000 33,621,758 17,167,532 16,454,226 7,000,000 24,361,186 5,903,297 18,457,889 1,000,000 0

36 MAREX NORTH AMERICA LLC FCM CME 3/31/2016 22,824,005 16,043,985 6,780,020 202,964,291 197,932,810 5,031,481 4,200,000 60,120,628 58,646,176 1,474,452 1,000,000 0 0 0 0 0

37 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 3/31/2016 12,274,718 2,929,603 9,345,115 853,635,555 832,071,358 21,564,197 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 3/31/2016 11,526,650,010 1,597,717,231 9,928,932,779 12,796,398,607 12,507,343,281 289,055,326 200,000,000 3,160,889,419 2,911,745,768 249,143,651 150,000,000 5,452,263,445 4,884,777,137 567,486,308 150,000,000 0

39 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 3/31/2016 3,195,503,511 499,637,425 2,695,866,086 1,578,678,938 862,238,286 716,440,652 300,000,000 0 0 0 0 0 0 0 0 0

40 MID CO COMMODITIES INC FCM NFA 3/31/2016 7,938,272 2,356,897 5,581,375 29,879,789 21,983,788 7,896,001 5,138,000 0 0 0 0 0 0 0 0 0

41 MINT BROKERS FCM BD NFA 3/31/2016 5,371,349 1,000,000 4,371,349 0 0 0 0 0 0 0 0 0 0 0 0 0

42 MITSUBISHI UFJ SECURITIES USA INC FCM BD NFA 3/31/2016 485,780,458 2,363,945 483,416,513 0 0 0 0 0 0 0 0 0 0 0 0 0

43 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 3/31/2016 700,211,883 258,584,941 441,626,942 2,700,764,864 2,497,792,443 202,972,421 125,000,000 860,432,358 761,070,629 99,361,729 70,000,000 31,872,558 7,000,394 24,872,164 15,000,000 0

44 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 3/31/2016 10,410,805,314 1,927,443,280 8,483,362,034 14,044,135,338 13,836,795,139 207,340,199 105,000,000 4,358,639,604 4,148,545,649 210,093,955 105,000,000 10,872,731,476 10,651,535,281 221,196,195 92,000,000 0

45 NANHUA USA LLC FCM CME 3/31/2016 10,728,907 3,092,364 7,636,543 59,423,776 53,826,801 5,596,975 1,000,000 0 0 0 0 0 0 0 0 0

46 NEUBERGER BERMAN LLC FCM BD NFA 3/31/2016 12,392,689 1,500,000 10,892,689 0 0 0 0 0 0 0 0 0 0 0 0 0

47 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 3/31/2016 2,493,152,062 96,384,101 2,396,767,961 291,983,763 191,609,939 100,373,824 15,000,000 17,689,773 225,912 17,463,861 1,000,000 0 0 0 0 0

48 OANDA CORPORATION FCMRFD NFA 3/31/2016 92,218,852 46,364,019 45,854,833 0 0 0 0 0 0 0 0 0 0 0 0 130,363,278

49 OPTIONSXPRESS INC FCM BD NFA 3/31/2016 257,769,207 6,145,943 251,623,264 117,165,636 83,692,970 33,472,666 12,553,945 4,023,315 1,129,506 2,893,809 169,426 0 0 0 0 0

50 PHILLIP CAPITAL INC FCM BD CME 3/31/2016 34,297,855 20,000,000 14,297,855 200,462,338 179,162,938 21,299,400 8,958,147 11,095,336 4,834,941 6,260,395 241,747 0 0 0 0 0

51 PICTET OVERSEAS INC FCM BD NFA 3/31/2016 17,610,646 1,000,000 16,610,646 0 0 0 0 0 0 0 0 0 0 0 0 0

52 RAND FINANCIAL SERVICES INC FCM CME 3/31/2016 82,785,194 15,911,173 66,874,021 275,953,700 232,016,600 43,937,100 6,960,500 36,223,500 13,496,900 22,726,600 404,900 0 0 0 0 0

53 RBC CAPITAL MARKETS LLC FCM BD CME 3/31/2016 1,947,752,988 253,521,629 1,694,231,359 2,643,862,399 2,420,790,517 223,071,882 160,000,000 202,496,195 161,322,256 41,173,939 20,000,000 895,438,664 673,014,516 222,424,148 80,000,000 0

54 RBS SECURITIES INC FCM BD CBOT 3/31/2016 3,619,373,336 90,801,559 3,528,571,777 1,632,994,910 1,443,926,075 189,068,835 125,000,000 166,979,996 41,235,869 125,744,127 100,000,000 0 0 0 0 0

55 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 3/31/2016 203,447,258 133,624,279 69,822,979 3,756,196,298 3,668,760,080 87,436,218 50,000,000 226,402,715 202,009,396 24,393,319 20,000,000 0 0 0 0 0

56 ROSENTHAL COLLINS GROUP LLC FCM CME 3/31/2016 69,352,400 48,081,182 21,271,218 1,323,319,287 1,297,387,604 25,931,683 18,000,000 34,400,982 22,253,722 12,147,260 8,000,000 0 0 0 0 0

57 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 3/31/2016 196,531,650 27,068,645 169,463,005 0 0 0 0 0 0 0 0 0 0 0 0 0

58 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 3/31/2016 124,643,352 13,971,221 110,672,131 479,041,066 473,585,930 5,455,136 4,000,000 0 0 0 0 0 0 0 0 0

59 SCOTIA CAPITAL USA INC FCM BD CME 3/31/2016 586,014,646 40,176,129 545,838,517 0 0 0 0 0 0 0 0 0 0 0 0 0

60 SG AMERICAS SECURITIES LLC FCM BD CME 3/31/2016 4,061,457,978 1,307,950,287 2,753,507,691 15,493,143,832 14,677,158,469 815,985,363 500,000,000 4,221,393,063 3,823,726,848 397,666,215 255,000,000 440,688,846 242,953,439 197,735,407 75,000,000 0

61 STATE STREET GLOBAL MARKETS LLC FCM BD CME 3/31/2016 577,989,665 34,520,213 543,469,452 638,648,043 511,961,039 126,687,004 25,598,052 138,498,350 90,249,925 48,248,425 15,000,000 0 0 0 0 0

62 STRAITS FINANCIAL LLC FCM CME 3/31/2016 24,136,801 9,949,893 14,186,908 240,890,862 223,721,542 17,169,320 2,000,000 41,298,536 34,570,493 6,728,043 300,000 0 0 0 0 0

63 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 3/31/2016 105,500,293 21,408,208 84,092,085 286,375,118 230,635,845 55,739,273 18,000,000 0 0 0 0 0 0 0 0 38,164,158

64 TRADESTATION SECURITIES INC FCM BD CME 3/31/2016 66,809,250 4,368,496 62,440,754 528,940,963 516,640,016 12,300,947 9,000,000 24,018,525 22,506,303 1,512,222 800,000 0 0 0 0 0

65 UBS FINANCIAL SERVICES INC FCM BD NFA 3/31/2016 1,188,087,565 115,804,552 1,072,283,013 185,851,025 110,481,863 75,369,162 22,000,000 27,548,442 5,084,849 22,463,593 15,000,000 0 0 0 0 0

66 UBS SECURITIES LLC FCM BD CBOT 3/31/2016 4,543,108,683 997,448,499 3,545,660,184 9,001,454,946 8,423,159,876 578,295,070 425,000,000 4,329,287,568 3,887,446,529 441,841,039 300,000,000 1,834,913,057 1,544,032,080 290,880,977 200,000,000 0

67 UOBBF CLEARING LIMITED FCM NFA 3/31/2016 7,955,042 1,000,000 6,955,042 0 0 0 0 0 0 0 0 0 0 0 0 0

68 WEDBUSH SECURITIES INC FCM BD CBOT 3/31/2016 146,191,392 20,000,000 126,191,392 967,134,949 942,158,624 24,976,325 13,000,000 29,045,551 25,472,126 3,573,425 1,000,000 0 0 0 0 0

69 WELLS FARGO SECURITIES LLC FCM BD CME 3/31/2016 3,712,659,832 805,472,537 2,907,187,295 3,324,616,204 3,010,258,943 314,357,261 200,000,000 541,743,363 322,177,955 219,565,408 30,000,000 7,087,774,899 6,153,875,434 933,899,465 550,000,000 0

70 YORK BUSINESS ASSOCIATES LLC FCM NFA 3/31/2016 5,301,306 1,000,000 4,301,306 43,739,867 39,337,022 4,402,845 2,000,000 2,251,449 1,745,028 506,421 200,000 0 0 0 0 0

Totals 163,877,143,848 152,537,885,626 11,339,258,222 6,601,219,617 44,528,661,294 40,025,774,352 4,502,886,942 2,656,554,570 68,391,417,510 62,299,020,738 6,092,396,772 3,557,716,396 510,714,141
SELECTED FCM FINANCIAL DATA AS OF 

March 31, 2016

FROM REPORTS FILED BY 

May 2, 2016

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ABCDEFGH I JKLMNOPQRSTU

February Web Page Update 71

Additions0

NONE

Deletions

1

TRADOVATE LLC

Name Changes

NONE

March Web Page Update 70

(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.

(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. 

(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.

•  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: 

 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.