SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2016

FROM REPORTS FILED BY 

October 27, 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 09/30/16 574,533,708 158,259,625 416,274,083 2,902,378,639 2,575,699,243 326,679,396 151,724,867 130,193,220 104,951,439 25,241,781 10,495,144 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 09/30/16 331,203,012 187,628,503 143,574,509 4,697,534,963 4,438,554,441 258,980,522 120,000,000 371,511,049 313,734,131 57,776,918 20,000,000 10,947,880 800,651 10,147,229 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 09/30/16 24,219,894 8,638,209 15,581,685 566,278,258 547,893,806 18,384,452 9,000,000 34,026,720 32,172,638 1,854,082 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 09/30/16 2,575,618 1,500,000 1,075,618 54,392,724 52,486,445 1,906,279 900,000 2,091,169 1,816,221 274,948 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 09/30/16 15,178,380 1,000,000 14,178,380 2,886,119 2,170,244 715,875 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 09/30/16 7,466,810,872 1,155,088,088 6,311,722,784 5,608,377,522 5,004,903,684 603,473,838 275,269,703 3,095,281,560 2,716,189,900 379,091,660 136,352,733 6,072,636,918 5,403,258,376 669,378,542 304,743,772 0

7 BGC FINANCIAL LP FCM BD NFA 09/30/16 32,221,830 3,008,890 29,212,940 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 09/30/16 1,458,880,173 209,397,704 1,249,482,469 2,210,378,758 2,010,268,867 200,109,891 150,000,000 25,414,093 12,414,443 12,999,650 10,000,000 17,636,904 9,534,211 8,102,693 5,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 09/30/16 1,596,837,955 214,009,148 1,382,828,807 1,046,173,270 973,399,481 72,773,789 47,000,000 201,914,389 173,801,008 28,113,381 17,380,101 1,051,197,256 797,723,656 253,473,600 79,772,366 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 09/30/16 9,029,568 1,000,000 8,029,568 26,462,456 24,849,514 1,612,942 1,000,000 185 0 185 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 09/30/16 294,970,020 10,534,735 284,435,285 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 09/30/16 35,291,838 8,978,081 26,313,757 184,948,616 126,603,431 58,345,185 13,100,000 1,940,603 489,058 1,451,545 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 09/30/16 8,458,179,131 1,693,718,945 6,764,460,186 8,217,470,525 7,860,817,326 356,653,199 306,800,000 1,613,201,525 1,418,390,262 194,811,263 150,000,000 13,892,455,646 13,540,269,245 352,186,401 267,875,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 09/30/16 12,182,696,278 1,434,259,068 10,748,437,210 6,109,631,430 5,724,902,631 384,728,799 286,245,132 2,971,209,044 2,719,465,959 251,743,085 135,973,298 12,102,666,406 11,439,833,475 662,832,931 571,991,674 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 09/30/16 5,187,466 1,140,887 4,046,579 74,684,849 70,617,459 4,067,390 3,050,000 227,889 15,572 212,317 50,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 09/30/16 592,161,750 8,263,498 583,898,252 5,484,731 0 5,484,731 1 578,165 0 578,165 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 09/30/16 12,587,427,065 650,138,980 11,937,288,085 3,448,716,577 3,142,778,503 305,938,074 200,000,000 1,002,787,119 812,900,364 189,886,755 150,000,000 1,603,187,182 1,299,578,899 303,608,283 250,000,000 0

18 DORMAN TRADING LLC FCM CME 09/30/16 10,601,908 1,856,445 8,745,463 174,388,240 170,264,859 4,123,381 2,000,000 5,461,635 4,550,954 910,681 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 09/30/16 123,553,786 65,520,088 58,033,698 2,044,011,285 1,978,216,463 65,794,822 35,000,000 90,413,580 82,964,384 7,449,196 5,000,000 2,442,042 1,313,045 1,128,997 500,000 0

20 E TRADE CLEARING LLC FCM BD NFA 09/30/16 884,303,728 150,936,551 733,367,177 66,010,146 49,091,417 16,918,729 10,000,000 1,370,039 260,826 1,109,213 1,000,000 0 0 0 0 0

21 E TRADE SECURITIES LLC FCM BD NFA 09/30/16 75,152,750 1,000,000 74,152,750 0 0 0 0 0 0 0 0 0 0 0 0 0

22 EFL FUTURES LIMITED FCM CME 09/30/16 32,537,356 18,772,119 13,765,237 244,157,881 230,919,047 13,238,834 5,000,000 0 0 0 0 0 0 0 0 0

23 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 09/30/16 49,543,484 33,087,947 16,455,537 0 0 0 0 0 0 0 0 0 0 0 0 180,555,585

24 GAIN CAPITAL GROUP LLC FCMRFD NFA 09/30/16 40,724,745 27,714,060 13,010,685 431,593,376 415,577,454 16,015,922 10,000,000 5,456,028 3,726,368 1,729,660 1,000,000 0 0 0 0 130,430,508

25 GH FINANCIALS LLC FCM CME 09/30/16 21,204,988 6,835,390 14,369,598 120,538,880 109,143,732 11,395,148 5,000,000 3,314,950 2,255,327 1,059,623 550,000 0 0 0 0 0

26 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 09/30/16 17,647,618,800 2,409,290,452 15,238,328,348 23,650,546,047 22,572,699,945 1,077,846,102 875,000,000 10,634,713,388 10,034,547,129 600,166,259 475,000,000 4,282,260,976 3,826,147,909 456,113,067 350,000,000 0

27 HSBC SECURITIES USA INC FCM BD CME 09/30/16 1,056,525,206 205,578,003 850,947,203 1,370,230,119 1,285,287,504 84,942,615 60,000,000 213,729,500 176,055,234 37,674,266 25,000,000 963,252,085 863,164,122 100,087,963 80,000,000 0

28 INTERACTIVE BROKERS LLC FCM BD CME 09/30/16 3,217,189,280 325,048,928 2,892,140,352 3,155,292,790 2,920,461,931 234,830,859 155,000,000 520,830,753 390,664,045 130,166,708 80,000,000 0 0 0 0 27,683,730

29 INTL FCSTONE FINANCIAL INC FCM BD CME 09/30/16 140,182,915 81,748,968 58,433,947 2,177,897,333 2,126,394,133 51,503,200 35,000,000 107,689,697 91,283,246 16,406,451 8,000,000 0 0 0 0 0

30 IRONBEAM INC FCM NFA 09/30/16 3,487,331 1,528,124 1,959,207 67,100,464 65,743,431 1,357,033 800,000 346,971 221,679 125,292 50,000 0 0 0 0 0

31 JEFFERIES LLC FCM BD NFA 09/30/16 1,278,965,453 85,251,368 1,193,714,085 0 0 0 0 0 0 0 0 0 0 0 0 0

32 JP MORGAN CLEARING CORP FCM BD NFA 09/30/16 6,901,162,173 1,660,845,666 5,240,316,507 881,694,703 716,883,173 164,811,530 143,376,635 650,537,659 517,115,110 133,422,549 103,023,022 250,000 0 250,000 1 0

33 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 09/30/16 12,536,784,073 2,687,585,116 9,849,198,957 19,767,173,683 18,085,691,884 1,681,481,799 777,198,197 4,263,053,730 3,891,062,276 371,991,454 272,374,359 10,569,662,643 9,701,999,139 867,663,504 679,139,940 0

34 MACQUARIE FUTURES USA LLC FCM CBOT 09/30/16 257,718,233 155,558,300 102,159,933 2,227,856,622 2,040,912,634 186,943,988 100,000,000 66,754,158 35,486,894 31,267,264 7,000,000 25,549,110 7,005,009 18,544,101 1,000,000 0

35 MAREX NORTH AMERICA LLC FCM CME 09/30/16 26,155,026 20,573,019 5,582,007 270,860,052 264,676,537 6,183,515 5,200,000 58,831,325 57,518,216 1,313,109 1,000,000 0 0 0 0 0

36 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 09/30/16 13,699,825 2,706,652 10,993,173 746,573,165 725,407,877 21,165,288 18,000,000 2,417,861 0 2,417,861 1,000,000 0 0 0 0 0

37 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED FCM BD CBOT 09/30/16 12,153,090,671 1,611,125,131 10,541,965,540 13,360,690,195 13,064,382,890 296,307,305 200,000,000 3,765,974,353 3,497,159,463 268,814,890 150,000,000 6,779,985,736 6,061,073,256 718,912,480 150,000,000 0

38 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 09/30/16 3,118,621,040 450,813,835 2,667,807,205 1,373,529,691 636,362,590 737,167,101 300,000,000 0 0 0 0 0 0 0 0 0

39 MID CO COMMODITIES INC FCM NFA 09/30/16 8,033,902 3,515,601 4,518,301 34,029,213 25,709,872 8,319,341 5,138,000 0 0 0 0 0 0 0 0 0

40 MINT BROKERS FCM BD NFA 09/30/16 5,262,315 1,000,000 4,262,315 0 0 0 0 0 0 0 0 0 0 0 0 0

41 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 09/30/16 823,223,783 249,339,662 573,884,121 2,606,313,187 2,405,596,101 200,717,086 125,000,000 907,547,387 805,295,985 102,251,402 70,000,000 40,225,244 6,970,875 33,254,369 15,000,000 0

42 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 09/30/16 10,169,664,697 2,077,124,096 8,092,540,601 15,087,449,346 14,876,384,578 211,064,768 105,000,000 4,196,125,455 3,988,467,370 207,658,085 105,000,000 13,901,087,297 13,714,144,052 186,943,245 92,000,000 0

43 MUFG SECURITIES AMERICAS INC FCM BD NFA 09/30/16 199,578,847 1,019,870 198,558,977 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NANHUA USA LLC FCM CME 09/30/16 19,222,079 3,071,063 16,151,016 65,290,362 53,718,737 11,571,625 3,500,000 0 0 0 0 0 0 0 0 0

45 NEUBERGER BERMAN LLC FCM BD NFA 09/30/16 22,034,368 1,500,000 20,534,368 0 0 0 0 0 0 0 0 0 0 0 0 0

46 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 09/30/16 2,415,893,880 78,665,042 2,337,228,838 304,840,757 202,454,920 102,385,837 15,000,000 18,520,440 57,472 18,462,968 1,000,000 0 0 0 0 0

47 OANDA CORPORATION FCMRFD NFA 09/30/16 76,451,320 50,397,791 26,053,529 0 0 0 0 0 0 0 0 0 0 0 0 131,618,072

48 OPTIONSXPRESS INC FCM BD NFA 09/30/16 269,295,315 6,943,515 262,351,800 111,142,971 71,586,563 39,556,408 10,737,984 3,556,195 600,544 2,955,651 90,082 0 0 0 0 0

49 PHILLIP CAPITAL INC FCM BD CME 09/30/16 33,648,190 12,201,251 21,446,939 181,918,063 161,588,248 20,329,815 8,079,412 24,895,007 18,730,938 6,164,069 936,547 0 0 0 0 0

50 PICTET OVERSEAS INC FCM BD NFA 09/30/16 16,246,050 3,398,009 12,848,041 0 0 0 0 0 0 0 0 0 0 0 0 0

51 RAND FINANCIAL SERVICES INC FCM CME 09/30/16 83,972,737 15,702,550 68,270,187 252,217,200 209,097,100 43,120,100 6,272,900 41,354,100 18,524,500 22,829,600 555,700 0 0 0 0 0

52 RBC CAPITAL MARKETS LLC FCM BD CME 09/30/16 2,029,461,597 249,882,246 1,779,579,351 2,576,084,750 2,328,534,621 247,550,129 160,000,000 195,860,729 145,433,772 50,426,957 20,000,000 1,165,865,718 939,540,627 226,325,091 80,000,000 0

53 RBS SECURITIES INC FCM BD CBOT 09/30/16 3,441,973,660 96,140,390 3,345,833,270 1,734,336,601 1,539,054,162 195,282,439 125,000,000 164,736,376 38,049,646 126,686,730 100,000,000 0 0 0 0 0

54 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 09/30/16 211,487,860 147,929,907 63,557,953 4,312,078,108 4,213,773,535 98,304,573 50,000,000 259,778,025 234,170,545 25,607,480 20,000,000 0 0 0 0 0

55 ROSENTHAL COLLINS GROUP LLC FCM CME 09/30/16 78,383,589 55,549,141 22,834,448 1,399,433,387 1,374,688,304 24,745,083 18,000,000 33,058,939 21,001,920 12,057,019 8,000,000 0 0 0 0 0

56 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 09/30/16 162,226,387 13,250,056 148,976,331 566,796,493 561,342,396 5,454,097 4,000,000 0 0 0 0 0 0 0 0 0

57 SCOTIA CAPITAL USA INC FCM BD CME 09/30/16 641,920,057 43,853,393 598,066,664 1,858,539 822,341 1,036,198 123,351 750,000 0 750,000 1 0 0 0 0 0

58 SG AMERICAS SECURITIES LLC FCM BD CME 09/30/16 3,584,458,608 1,306,539,269 2,277,919,339 16,132,049,472 15,238,549,644 893,499,828 500,000,000 4,406,802,422 3,980,503,313 426,299,109 255,000,000 498,826,791 283,014,328 215,812,463 75,000,000 0

59 STATE STREET GLOBAL MARKETS LLC FCM BD CME 09/30/16 526,448,574 1,000,000 525,448,574 103,638,062 0 103,638,062 1 48,335,058 0 48,335,058 15,000,000 0 0 0 0 0

60 STRAITS FINANCIAL LLC FCM CME 09/30/16 23,105,884 10,509,437 12,596,447 313,072,823 295,747,577 17,325,246 2,000,000 53,121,322 46,082,074 7,039,248 300,000 0 0 0 0 0

61 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 09/30/16 117,206,443 21,915,078 95,291,365 288,980,575 204,424,669 84,555,906 25,000,000 0 0 0 0 0 0 0 0 48,301,551

62 TRADESTATION SECURITIES INC FCM BD CME 09/30/16 73,399,365 2,901,922 70,497,443 525,521,262 513,906,595 11,614,667 9,000,000 30,613,119 28,953,245 1,659,874 800,000 0 0 0 0 0

63 UBS FINANCIAL SERVICES INC FCM BD NFA 09/30/16 1,164,721,970 122,560,855 1,042,161,115 116,099,349 81,980,128 34,119,221 22,000,000 28,378,556 5,000,664 23,377,892 15,000,000 0 0 0 0 0

64 UBS SECURITIES LLC FCM BD CBOT 09/30/16 4,056,711,506 985,455,181 3,071,256,325 9,473,499,091 8,919,697,971 553,801,120 425,000,000 4,943,598,113 4,504,543,789 439,054,324 300,000,000 1,119,914,675 820,612,176 299,302,499 200,000,000 0

65 UOBBF CLEARING LIMITED FCM NFA 09/30/16 7,693,208 1,000,000 6,693,208 0 0 0 0 0 0 0 0 0 0 0 0 0

66 WEDBUSH SECURITIES INC FCM BD CBOT 09/30/16 150,084,046 20,450,053 129,633,993 1,001,808,624 984,519,223 17,289,401 13,000,000 26,928,513 24,601,032 2,327,481 1,000,000 0 0 0 0 0

67 WELLS FARGO SECURITIES LLC FCM BD CME 09/30/16 3,295,730,340 911,343,976 2,384,386,364 2,931,390,200 2,577,943,095 353,447,105 275,000,000 479,422,587 259,127,223 220,295,364 30,000,000 9,281,178,105 8,470,656,035 810,522,070 600,000,000 0

68 YORK BUSINESS ASSOCIATES LLC FCM NFA 09/30/16 5,232,579 1,000,000 4,232,579 42,805,673 37,693,233 5,112,440 2,000,000 2,014,876 1,671,292 343,584 200,000 0 0 0 0 0

Totals 167,453,568,138 156,892,876,189 10,560,691,949 6,212,816,183 45,706,669,576 41,212,027,470 4,494,642,106 2,705,025,989 83,381,732,532 77,186,639,086 6,195,093,446 3,810,332,754 518,589,446
SELECTED FCM FINANCIAL DATA AS OF 

September 30, 2016

FROM REPORTS FILED BY 

October 27, 2016

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ABCDEFGH I JKLMNOPQRSTU

August Web Page Update 68

Additions1

E TRADE SECURITIES LLC

Deletions

1

GOLDMAN SACHS EXECUTION & CLEARING LP

Name Changes

NONE

September Web Page Update 68

(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.