SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2011

FROM REPORTS FILED BY 

October 31, 2011

1 of 4

Reg As DSRO A/O Adjusted Net Capital Excess Customers' Customer Total Amount

Date Net Capital Requirement Net Capital Seg Required Amount of Retail Forex

4d(a)(2) Pt. 30 Required Obligation

(a) (b) (c) (d) (e) (f) (g)

1 ABN AMRO CLEARING CHICAGO LLC FCM BD CBOT 09/30/2011 224,714,138 112,721,919 111,992,219 1,954,087,903 303,128,066 0

2 ADM INVESTOR SERVICES INC FCM CBOT 09/30/2011 262,098,375 126,883,818 135,214,557 2,560,554,701 153,008,982 819,108

3 ADVANCED MARKETS LLC FCMRFD NFA 09/30/2011 20,449,469 20,000,000 449,469 0 0 1,392,951

4 ADVANTAGE FUTURES LLC FCM CME 09/30/2011 19,038,131 10,327,624 8,710,507 392,826,818 35,059,704 0

5 ALLIANZ GLOBAL INVESTORS DISTRIBUTORS LLC * FCM BD NFA 09/30/2011 76,695,493 3,865,809 72,829,684 0 0 0

6 ALPARI (US) LLC FCMRFD NFA 09/30/2011 25,259,829 20,029,797 5,230,032 41,910 0 10,595,935

7 AMERIPRISE FINANCIAL SERVICES INC FCM BD NFA 09/30/2011 149,569,171 1,000,000 148,569,171 0 0 0

8 AMP GLOBAL CLEARING LLC FCM NFA 09/30/2011 1,781,888 1,000,000 781,888 33,497,135 138,572 0

9 BARCLAYS CAPITAL INC FCM BD NYME 09/30/2011 5,612,448,727 962,070,973 4,650,377,754 5,412,438,660 2,965,640,865 0

10 BGC FINANCIAL LP FCM BD NFA 09/30/2011 64,730,453 1,000,000 63,730,453 0 0 0

11 BNP PARIBAS COMMODITY FUTURES INC FCM NYME 09/30/2011 374,027,437 230,789,780 143,237,657 1,522,526,707 523,103,792 0

12 BNP PARIBAS PRIME BROKERAGE INC FCM BD NFA 09/30/2011 1,929,495,250 343,835,724 1,585,659,526 0 0 0

13 BNP PARIBAS SECURITIES CORP FCM BD CBOT 09/30/2011 2,112,626,139 94,788,519 2,017,837,620 455,374,132 0 0

14 BNY MELLON CLEARING LLC FCM CME 09/30/2011 304,836,891 46,185,858 258,651,033 561,845,235 344,040 0

15 CANTOR FITZGERALD & CO FCM BD CBOT 09/30/2011 326,906,230 6,822,172 320,084,058 2,284,263 0 0

16 CAPITAL MARKET SERVICES LLC FCM NFA 09/30/2011 2,821,003 1,000,000 1,821,003 0 0 0

17 CIBC WORLD MARKETS CORP FCM BD CME 09/30/2011 437,138,558 1,500,000 435,638,558 0 0 0

18 CITADEL SECURITIES LLC FCM BD CME 09/30/2011 450,909,242 1,000,000 449,909,242 0 0 0

19 CITIGROUP GLOBAL MARKETS INC FCM BD CBOT 09/30/2011 7,113,059,338 707,382,505 6,405,676,833 10,457,452,790 1,301,111,134 0

20 COMMONWEALTH FOREIGN EXCHANGE INC FCM NFA 09/30/2011 1,185,181 1,000,000 185,181 0 0 0

21 COUNTRY HEDGING INC FCM NFA 09/30/2011 19,531,328 14,243,619 5,287,709 286,206,923 1,697,558 0

22 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 09/30/2011 6,617,011,212 986,168,239 5,630,842,973 6,467,642,281 2,195,333,337 0

23 CROSSLAND LLC FCM CBOT 09/30/2011 11,342,360 2,843,551 8,498,809 72,810,745 18,439,010 0

24 CUNNINGHAM COMMODITIES LLC FCM CBOT 09/30/2011 3,361,441 1,000,000 2,361,441 56,244,823 66,609 0

25 CX CAPITAL MARKETS LLC FCM NFA 09/30/2011 3,557,806 1,000,000 2,557,806 20,227,525 0 0

26 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 09/30/2011 340,361,833 1,263,909 339,097,924 3,820,839 0 0

27 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 09/30/2011 7,145,186,507 655,654,325 6,489,532,182 15,085,171,313 1,156,421,745 0

28 DORMAN TRADING LLC FCM CME 09/30/2011 9,377,778 1,136,221 8,241,557 105,599,044 1,833,291 0

29 EAGLE MARKET MAKERS INC FCM CBOT 09/30/2011 5,566,618 1,000,000 4,566,618 573,312 0 0

30 EASY FOREX US LTD FCM NFA 09/30/2011 1,747,161 1,000,000 747,161 0 0 0

31 ENSKILDA FUTURES LTD FCM CME 09/30/2011 30,400,463 20,580,300 9,820,163 374,977,855 0 0

32 FCSTONE LLC FCM CME 09/30/2011 116,566,044 58,709,765 57,856,279 1,406,630,718 27,189,921 1,053,023

33 FOREX CAPITAL MARKETS LLC FCMRFD NFA 09/30/2011 43,599,263 26,762,710 16,836,553 0 0 145,254,197

34 FOREX CLUB LLC FCMRFD NFA 09/30/2011 22,274,451 20,000,000 2,274,451 0 0 4,488,081

35 FRIEDBERG MERCANTILE GROUP INC FCM NFA 09/30/2011 3,425,738 1,000,000 2,425,738 11,714,366 2,241,019 0

36 FRONTIER FUTURES INC FCM NFA 09/30/2011 1,873,284 1,000,000 873,284 38,290,475 0 0

37 FUTURES TECH LLC FCM NFA 09/30/2011 1,579,397 1,000,000 579,397 0 0 0

38 FX SOLUTIONS LLC FCMRFD NFA 09/30/2011 40,640,393 20,354,174 20,286,219 0 0 17,083,483

39 FXDIRECTDEALER LLC FCMRFD NFA 09/30/2011 36,057,884 21,087,921 14,969,963 0 0 31,758,420

40 GAIN CAPITAL GROUP LLC FCMRFD NFA 09/30/2011 43,887,599 24,424,328 19,463,271 0 0 98,486,559

41 GLOBAL FUTURES & FOREX LTD FCMRFD NFA 09/30/2011 84,516,802 23,690,665 60,826,137 121,856 227,199 83,813,305

42 GOLDMAN SACHS & CO FCM BD CBOT 09/30/2011 10,993,563,678 2,044,033,799 8,949,529,879 19,966,756,718 9,001,865,701 0

43 GOLDMAN SACHS EXECUTION & CLEARING LP FCM BD CME 09/30/2011 1,774,619,387 133,800,820 1,640,818,567 1,251,252,870 34,507,450 0

Futures Commission Merchant / Retail Foreign Exchange 

Dealer
SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2011

FROM REPORTS FILED BY 

October 31, 2011

2 of 4

Reg As DSRO A/O Adjusted Net Capital Excess Customers' Customer Total Amount

Date Net Capital Requirement Net Capital Seg Required Amount of Retail Forex

4d(a)(2) Pt. 30 Required Obligation

(a) (b) (c) (d) (e) (f) (g)

Futures Commission Merchant / Retail Foreign Exchange 

Dealer

44 GUGGENHEIM SECURITIES LLC FCM BD NFA 09/30/2011 38,920,308 2,970,807 35,949,501 0 0 0

45 HSBC SECURITIES USA INC FCM BD CME 09/30/2011 1,041,692,382 97,206,861 944,485,521 972,854,512 122,600,656 0

46 ICAP CORPORATES LLC FCM BD NFA 09/30/2011 45,536,197 1,000,000 44,536,197 0 0 0

47 ICAP FUTURES LLC FCM NFA 09/30/2011 7,023,800 1,000,000 6,023,800 0 0 0

48 IKON GLOBAL MARKETS INC FCM NFA 09/30/2011 16,150,180 1,000,000 15,150,180 26,148,521 108,434 0

49 INSTINET LLC FCM BD NFA 09/30/2011 119,981,683 3,361,388 116,620,295 0 0 0

50 INSTITUTIONAL LIQUIDITY LLC FCMRFD NFA 09/30/2011 20,571,411 20,000,000 571,411 0 0 7,819,830

51 INTEGRATED BROKERAGE SERVICES LLC FCM NFA 09/30/2011 1,620,466 1,000,000 620,466 0 0 0

52 INTERACTIVE BROKERS LLC FCM BD NFA 09/30/2011 1,212,347,172 161,537,725 1,050,809,447 668,461,905 184,764,141 0

53 INTERBANK FX LLC FCMRFD NFA 09/30/2011 25,499,115 21,011,608 4,487,507 0 0 30,232,166

54 IRONBEAM INC FCM NFA 09/30/2011 3,024,992 1,000,000 2,024,992 39,226,644 361,125 0

55 ITG DERIVATIVES LLC FCM BD NFA 09/30/2011 2,499,823 1,000,000 1,499,823 0 0 0

56 JEFFERIES & COMPANY INC FCM BD NFA 09/30/2011 770,894,002 55,427,211 715,466,791 0 0 0

57 JEFFERIES BACHE LLC FCM CBOT 09/30/2011 249,301,000 195,029,280 54,271,720 2,968,806,000 354,904,000 0

58 JP MORGAN CLEARING CORP FCM BD NFA 09/30/2011 6,553,865,759 1,828,578,216 4,725,287,543 738,396,076 469,071,367 0

59 JP MORGAN SECURITIES LLC FCM BD CEI 09/30/2011 10,868,772,498 1,530,803,343 9,337,969,155 18,805,233,918 2,412,998,578 0

60 LEK SECURITIES CORPORATION FCM BD NFA 09/30/2011 8,781,554 1,500,000 7,281,554 2,898,148 0 0

61 LIMESTONE TRADING LLC FCM NFA 09/30/2011 4,518,183 1,000,000 3,518,183 0 0 0

62 LINN GROUP THE FCM NFA 09/30/2011 2,112,577 1,000,000 1,112,577 37,022,093 204,523 0

63 LPL FINANCIAL LLC FCM BD NFA 09/30/2011 126,315,883 6,282,069 120,033,814 0 0 0

64 MACQUARIE FUTURES USA INC FCM CBOT 09/30/2011 136,634,136 60,113,290 76,520,846 871,659,404 72,083,465 0

65 MAREX NORTH AMERICA LLC FCM CME 09/30/2011 8,003,194 4,808,383 3,194,811 77,939,248 2,438,811 0

66 MAREX USA LIMITED FCM NFA 09/30/2011 2,558,149 1,000,000 1,558,149 0 0 0

67 MB TRADING FUTURES INC FCMRFD NFA 09/30/2011 26,277,453 21,129,691 5,147,762 0 0 32,593,827

68 MBF CLEARING CORP FCM NYME 09/30/2011 8,147,867 1,000,000 7,147,867 58,845,364 6,559,349 0

69 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 09/30/2011 14,272,921 2,636,861 11,636,060 858,752,201 0 0

70 MERRILL LYNCH PIERCE FENNER & SMITH FCM BD CBOT 09/30/2011 10,825,784,679 864,749,955 9,961,034,724 9,566,303,269 3,323,814,626 0

71 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 09/30/2011 2,813,202,484 170,381,347 2,642,821,137 1,033,485,955 61,725,009 0

72 MID CO COMMODITIES INC FCM NFA 09/30/2011 12,395,337 6,399,309 5,996,028 100,976,415 94,830 0

73 MITSUBISHI UFJ SECURITIES USA INC FCM BD NFA 09/30/2011 230,252,435 1,379,470 228,872,965 0 0 0

74 MITSUI BUSSAN COMMODITIES USA INC FCM NFA 09/30/2011 3,006,826 1,000,000 2,006,826 0 0 0

75 MIZUHO SECURITIES USA INC FCM BD CME 09/30/2011 388,824,161 91,113,936 297,710,225 753,039,176 497,298,270 0

76 MORGAN KEEGAN & COMPANY INC FCM BD NFA 09/30/2011 456,743,694 8,680,126 448,063,568 0 0 0

77 MORGAN STANLEY & CO LLC FCM BD CME 09/30/2011 7,447,589,736 1,120,277,823 6,327,311,913 6,026,946,102 2,074,131,583 0

78 MORGAN STANLEY SMITH BARNEY LLC FCM BD NFA 09/30/2011 1,466,256,531 36,858,904 1,429,397,627 560,410,630 1,840,707,918 0

79 NATIXIS BLEICHROEDER LLC FCM BD NFA 09/30/2011 134,330,792 1,500,000 132,830,792 0 0 0

80 NATIXIS SECURITIES NORTH AMERICA INC FCM BD NFA 09/30/2011 201,089,885 1,000,000 200,089,885 0 0 0

81 NEUBERGER BERMAN LLC FCM BD NFA 09/30/2011 69,857,717 1,500,000 68,357,717 0 0 0

82 NEWEDGE USA LLC FCM BD NYME 09/30/2011 2,267,907,568 1,375,710,843 892,196,725 20,455,381,452 6,433,999,143 0

83 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 09/30/2011 2,358,691,262 21,700,402 2,336,990,860 117,026,927 5,147,981 0

84 OANDA CORPORATION FCMRFD NFA 09/30/2011 151,913,723 26,904,455 125,009,268 0 0 148,089,093

85 OPEN E CRY LLC FCM NFA 09/30/2011 3,372,980 1,000,000 2,372,980 79,956,776 2,974,563 0

86 OPPENHEIMER & CO INC FCM BD NFA 09/30/2011 158,068,531 25,990,709 132,077,822 18,874,137 0 0
SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2011

FROM REPORTS FILED BY 

October 31, 2011

3 of 4

Reg As DSRO A/O Adjusted Net Capital Excess Customers' Customer Total Amount

Date Net Capital Requirement Net Capital Seg Required Amount of Retail Forex

4d(a)(2) Pt. 30 Required Obligation

(a) (b) (c) (d) (e) (f) (g)

Futures Commission Merchant / Retail Foreign Exchange 

Dealer

87 OPTIONSXPRESS INC FCM BD NFA 09/30/2011 74,125,394 7,171,173 66,954,221 85,357,451 2,379,370 0

88 PENSON FINANCIAL SERVICES INC FCM BD CBOT 09/30/2011 185,430,230 33,232,757 152,197,473 815,318,569 49,864,637 0

89 PENSON FUTURES FCM NFA 09/30/2011 1,723,959 1,000,000 723,959 0 0 0

90 PEREGRINE FINANCIAL GROUP INC FCM NFA 09/30/2011 35,936,902 21,160,662 14,776,240 365,591,093 26,017,198 33,213,234

91 PHILLIP FUTURES INC FCM CME 09/30/2011 9,721,239 1,181,824 8,539,415 62,957,390 0 0

92 PIONEER FUTURES INC FCM NFA 09/30/2011 3,081,742 1,000,000 2,081,742 0 0 0

93 RAND FINANCIAL SERVICES INC FCM CME 09/30/2011 74,346,720 11,304,082 63,042,638 107,206,400 22,217,600 0

94 RAYMOND JAMES & ASSOCIATES INC FCM BD NFA 09/30/2011 409,869,062 30,340,222 379,528,840 0 0 0

95 RBC CAPITAL MARKETS LLC FCM BD CME 09/30/2011 1,364,872,815 77,215,026 1,287,657,789 500,657,925 53,055,421 0

96 RBS SECURITIES INC FCM BD CBOT 09/30/2011 2,552,556,035 288,050,538 2,264,505,497 2,472,659,073 129,910,349 0

97 RJ OBRIEN ASSOCIATES LLC FCM CME 09/30/2011 155,323,414 104,529,701 50,793,713 2,507,112,559 88,767,792 3,507,677

98 ROSENTHAL COLLINS GROUP LLC FCM CME 09/30/2011 66,093,600 42,246,034 23,847,566 1,288,761,434 17,183,223 0

99 ROSENTHAL GLOBAL SECURITIES LLC FCM BD NFA 09/30/2011 49,108,778 1,000,000 48,108,778 0 0 0

100 SANFORD C BERNSTEIN & CO LLC FCM BD NFA 09/30/2011 196,990,578 14,133,201 182,857,377 0 0 0

101 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 09/30/2011 122,952,671 12,242,008 110,710,663 401,019,773 0 0

102 STATE STREET GLOBAL MARKETS LLC FCM BD CME 09/30/2011 427,568,275 12,088,534 415,479,741 31,528,199 9,083,302 0

103 STEPHENS FCM BD NFA 09/30/2011 87,807,970 9,990,609 77,817,361 0 0 0

104 STERLING COMMODITIES CORP FCM NFA 09/30/2011 4,117,047 1,000,000 3,117,047 0 0 0

105 STRAITS FINANCIAL LLC FCM CME 09/30/2011 7,194,571 1,000,000 6,194,571 12,413,148 371,979 0

106 TD AMERITRADE INC FCM BD NFA 09/30/2011 374,906,765 1,000,000 373,906,765 0 0 0

107 TENCO INC FCM CBOT 09/30/2011 61,540,615 5,817,623 55,722,992 225,443,255 0 0

108 TIMBER HILL LLC FCM BD CME 09/30/2011 665,758,001 46,433,599 619,324,402 752,707,242 0 0

109 TOWER RESEARCH CAPITAL EUROPE LLC FCM NFA 09/30/2011 1,777,488 1,000,000 777,488 0 0 0

110 TRADELINK LLC FCM BD CBOT 09/30/2011 37,556,069 1,000,000 36,556,069 0 0 0

111 TRADESTATION FOREX INC RFED NFA 09/30/2011 24,573,034 21,426,899 3,146,135 0 0 38,537,987

112 TRADESTATION SECURITIES INC FCM BD NFA 09/30/2011 59,608,870 2,577,681 57,031,189 428,045,189 9,678,016 0

113 TRADITION SECURITIES AND FUTURES INC FCM NFA 09/30/2011 1,536,824 1,000,000 536,824 0 0 0

114 UBS FINANCIAL SERVICES INC FCM BD NFA 09/30/2011 1,366,953,714 126,263,433 1,240,690,281 165,691,857 149,248 0

115 UBS SECURITIES LLC FCM BD CBOT 09/30/2011 11,688,865,918 1,022,080,131 10,666,785,787 10,990,729,016 4,796,130,823 0

116 VELOCITY FUTURES LLC FCM NFA 09/30/2011 1,846,826 1,000,000 846,826 85,368,441 15,347,248 0

117 VISION FINANCIAL MARKETS LLC FCM BD CME 09/30/2011 28,621,474 8,214,508 20,406,966 329,967,933 7,833,766 0

118 WELLS FARGO ADVISORS FINANCIAL NETWORK LLC FCM BD NFA 09/30/2011 56,112,413 2,950,410 53,162,003 0 0 0

119 WELLS FARGO ADVISORS LLC FCM BD NFA 09/30/2011 897,085,860 1,500,000 895,585,860 0 0 0

120 WELLS FARGO SECURITIES LLC FCM BD CME 09/30/2011 2,069,577,013 25,423,482 2,044,153,531 0 0 0

121 WHITE COMMERCIAL CORPORATION FCM NFA 09/30/2011 2,653,528 1,000,000 1,653,528 0 0 0

122 XPRESSTRADE LLC RFED NFA 09/30/2011 22,900,778 20,000,000 2,900,778 0 0 936,685

123 YORK BUSINESS ASSOCIATES LLC FCM NFA 09/30/2011 2,780,968 1,000,000 1,780,968 79,937,203 1,728,848 0

Totals 155,048,089,940 40,817,065,187 689,675,561
SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2011

FROM REPORTS FILED BY 

October 31, 2011

4 of 4

Reg As DSRO A/O Adjusted Net Capital Excess Customers' Customer Total Amount

Date Net Capital Requirement Net Capital Seg Required Amount of Retail Forex

4d(a)(2) Pt. 30 Required Obligation

(a) (b) (c) (d) (e) (f) (g)

Futures Commission Merchant / Retail Foreign Exchange 

Dealer

August Web Page Update 126

Additions 1

NATIXIS BLEICHROEDER LLC

Deletions 4

COMPASS PROFESSIONAL SERVICES LLC

TCA FUTURES LLC

MF GLOBAL INC

WALL STREET DERIVATIVES INC

Name Change

None

September Web Page Update 123

•  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

(c): A firm's net capital requirement is the greater of: 

 FCMRFD: The FCM is also registered with the Commodity Futures Trading Commission as a Retail Foreign Exchange Dealer.

(b): DSRO: Designated Self-Regulatory Organization. 

•  FCM minimum dollar amount ($1,000,000); or

*Allianz Global Investors Distributors LLC files financial statements quarterly.

(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;

 RFED: Retail Foreign Exchange Dealer that is registered with the Commodity Futures Trading Commission;

•  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 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.

(f): 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. 

(g): 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.