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 12/31/16 681,362,090 172,540,936 508,821,154 3,301,416,861 2,934,778,252 366,638,609 175,383,691 158,504,855 124,139,487 34,365,368 12,413,949 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 12/31/16 314,731,058 188,755,714 125,975,344 4,751,454,420 4,523,167,862 228,286,558 120,000,000 370,199,053 316,360,375 53,838,678 20,000,000 10,323,341 1,282,861 9,040,480 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 12/31/16 23,846,422 14,041,447 9,804,975 549,961,867 537,992,925 11,968,942 9,000,000 43,490,681 41,693,370 1,797,311 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 12/31/16 2,731,775 1,500,000 1,231,775 50,716,510 48,942,025 1,774,485 900,000 1,892,680 1,507,140 385,540 150,000 0 0 0 0 0

5 APERTURE LLC FCM NFA 12/31/16 21,950,627 1,000,000 20,950,627 3,975,338 3,131,633 843,705 300,000 0 0 0 0 0 0 0 0 0

6 BARCLAYS CAPITAL INC FCM BD NYME 12/31/16 7,425,614,052 1,183,266,074 6,242,347,978 5,853,031,106 5,272,929,781 580,101,325 290,011,138 3,343,849,544 2,924,089,352 419,760,192 146,789,285 6,211,063,683 5,409,658,542 801,405,141 214,763,444 0

7 BGC FINANCIAL LP FCM BD NFA 12/31/16 42,054,727 1,361,526 40,693,201 0 0 0 0 0 0 0 0 0 0 0 0 0

8 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 12/31/16 1,569,131,300 231,049,748 1,338,081,552 2,807,115,094 2,619,454,683 187,660,411 150,000,000 27,756,583 16,092,679 11,663,904 7,500,000 31,724,210 12,612,316 19,111,894 15,000,000 0

9 BNP PARIBAS SECURITIES CORP FCM BD CBOT 12/31/16 1,644,360,508 212,571,199 1,431,789,309 1,181,918,041 1,077,830,365 104,087,676 82,500,000 136,505,355 107,083,134 29,422,221 22,500,000 751,511,747 628,330,090 123,181,657 97,500,000 0

10 BOCI COMMODITIES & FUTURES USA LLC FCM CME 12/31/16 8,624,857 1,000,000 7,624,857 21,399,394 19,771,024 1,628,370 1,000,000 6 0 6 1 6 0 6 1 0

11 CANTOR FITZGERALD & CO FCM BD CBOT 12/31/16 315,557,709 4,836,109 310,721,600 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 12/31/16 36,217,741 9,165,049 27,052,692 186,204,600 133,238,417 52,966,183 13,100,000 2,016,443 491,713 1,524,730 545,000 503,912 0 503,912 310,000 0

13 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 12/31/16 9,289,958,982 1,853,937,090 7,436,021,892 8,965,591,640 8,452,973,583 512,618,057 332,200,000 1,559,265,604 1,369,249,518 190,016,086 150,000,000 15,902,355,645 15,475,319,390 427,036,255 303,175,000 0

14 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 12/31/16 10,155,552,417 1,533,446,599 8,622,105,818 6,439,885,699 6,093,558,929 346,326,770 304,677,946 3,555,830,818 3,383,238,992 172,591,826 169,161,950 12,811,020,121 12,077,815,320 733,204,801 603,890,766 0

15 CUNNINGHAM COMMODITIES LLC FCM CBOT 12/31/16 5,198,086 1,264,051 3,934,035 75,105,502 71,033,870 4,071,632 3,250,000 223,754 14,782 208,972 50,000 0 0 0 0 0

16 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 12/31/16 619,881,737 7,101,497 612,780,240 5,460,715 0 5,460,715 1 539,251 0 539,251 1 0 0 0 0 0

17 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 12/31/16 12,626,149,898 534,975,941 12,091,173,957 3,208,673,076 2,763,935,717 444,737,359 200,000,000 878,525,181 672,861,737 205,663,444 150,000,000 842,199,463 461,391,039 380,808,424 250,000,000 0

18 DORMAN TRADING LLC FCM CME 12/31/16 10,799,340 2,006,582 8,792,758 187,517,933 183,873,167 3,644,766 2,000,000 4,504,434 3,717,738 786,696 200,000 0 0 0 0 0

19 E D & F MAN CAPITAL MARKETS INC FCM BD CME 12/31/16 122,655,105 51,600,563 71,054,542 1,331,066,895 1,276,222,318 54,844,577 35,000,000 88,330,766 81,045,311 7,285,455 5,000,000 2,803,359 1,669,179 1,134,180 500,000 0

20 E TRADE SECURITIES LLC FCM BD NFA 12/31/16 968,610,998 158,306,551 810,304,447 70,545,598 52,964,610 17,580,988 10,000,000 1,351,629 242,415 1,109,214 1,000,000 0 0 0 0 0

21 EFL FUTURES LIMITED FCM CME 12/31/16 38,290,038 21,063,682 17,226,356 300,894,080 287,558,361 13,335,719 5,000,000 0 0 0 0 0 0 0 0 0

22 FOREX CAPITAL MARKETS LLC FCMRFD SD NFA 12/31/16 51,159,939 33,322,946 17,836,993 0 0 0 0 0 0 0 0 0 0 0 0 178,977,382

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 12/31/16 46,538,223 27,004,866 19,533,357 358,345,013 342,116,169 16,228,844 10,000,000 5,428,226 3,916,394 1,511,832 1,000,000 0 0 0 0 128,503,549

24 GH FINANCIALS LLC FCM CME 12/31/16 21,575,232 6,316,474 15,258,758 124,066,436 113,042,071 11,024,365 6,000,000 3,088,226 2,020,187 1,068,039 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO FCM BD SD CBOT/NFA 12/31/16 17,168,928,869 2,509,971,435 14,658,957,434 24,010,005,647 22,940,846,021 1,069,159,626 875,000,000 11,639,358,317 11,022,013,769 617,344,548 475,000,000 4,777,911,861 4,303,811,527 474,100,334 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 12/31/16 1,063,677,629 241,502,944 822,174,685 1,384,522,582 1,298,969,148 85,553,434 70,000,000 198,520,243 164,192,596 34,327,647 25,000,000 1,322,744,159 1,206,923,330 115,820,829 100,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 12/31/16 3,254,525,496 294,299,644 2,960,225,852 3,356,432,329 3,118,932,435 237,499,894 155,000,000 466,403,457 349,365,064 117,038,393 80,000,000 0 0 0 0 33,452,977

28 INTL FCSTONE FINANCIAL INC FCM BD CME 12/31/16 129,338,580 80,219,115 49,119,465 2,130,423,837 2,079,012,452 51,411,385 35,000,000 126,467,417 109,773,634 16,693,783 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 12/31/16 3,419,494 1,506,678 1,912,816 67,471,346 66,097,270 1,374,076 800,000 660,191 477,995 182,196 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 12/31/16 1,417,558,177 73,416,220 1,344,141,957 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 12/31/16 14,654,191,266 2,782,928,589 11,871,262,677 19,858,961,822 18,216,653,090 1,642,308,732 1,001,915,922 4,599,464,469 4,131,170,690 468,293,779 351,149,509 10,805,161,341 9,893,100,737 912,060,604 618,318,795 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 12/30/16 266,506,962 138,153,117 128,353,845 1,924,603,545 1,727,566,782 197,036,763 100,000,000 33,878,148 15,013,658 18,864,490 7,000,000 24,596,818 5,971,729 18,625,089 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 12/31/16 31,162,362 19,125,864 12,036,498 240,067,706 234,320,649 5,747,057 5,200,000 53,558,665 52,145,705 1,412,960 1,000,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 12/31/16 13,743,682 1,000,000 12,743,682 772,710,701 751,427,050 21,283,651 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 12/31/16 11,891,628,754 1,797,538,618 10,094,090,136 14,513,714,679 14,221,011,529 292,703,150 200,000,000 3,794,112,513 3,403,112,518 390,999,995 150,000,000 6,207,972,273 5,798,657,319 409,314,954 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 12/31/16 2,817,347,704 480,922,673 2,336,425,031 2,159,481,736 1,377,141,111 782,340,625 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 12/31/16 8,292,910 3,650,200 4,642,710 40,323,015 31,544,847 8,778,168 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 12/31/16 5,147,893 1,000,000 4,147,893 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA INC FCM BD SD CME/NFA 12/31/16 734,759,319 269,911,332 464,847,987 2,910,441,841 2,709,168,072 201,273,769 125,000,000 1,003,205,973 877,884,048 125,321,925 70,000,000 34,397,101 3,694,967 30,702,134 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 12/31/16 10,311,103,109 2,276,825,489 8,034,277,620 15,423,576,289 15,151,352,644 272,223,645 210,000,000 4,651,053,457 4,443,130,123 207,923,334 160,000,000 14,438,809,804 14,320,510,625 118,299,179 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 12/31/16 450,406,047 1,015,543 449,390,504 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 12/31/16 19,151,306 5,400,996 13,750,310 100,984,010 88,250,592 12,733,418 3,500,000 0 0 0 0 0 0 0 0 0

43 NEUBERGER BERMAN LLC FCM BD NFA 12/31/16 21,443,830 1,500,000 19,943,830 0 0 0 0 0 0 0 0 0 0 0 0 0

44 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 12/31/16 1,862,060,692 77,417,412 1,784,643,280 269,097,495 167,904,901 101,192,594 15,000,000 68,280,191 53,650 68,226,541 1,000,000 0 0 0 0 0

45 OANDA CORPORATION FCMRFD NFA 12/31/16 68,155,265 48,392,790 19,762,475 0 0 0 0 0 0 0 0 0 0 0 0 134,545,221

46 OPTIONSXPRESS INC FCM BD NFA 12/31/16 268,601,270 8,243,004 260,358,266 120,697,820 77,783,536 42,914,284 11,667,530 2,441,474 964,685 1,476,789 144,703 0 0 0 0 0

47 PHILLIP CAPITAL INC FCM BD CME 12/31/16 32,127,168 12,122,164 20,005,004 220,165,203 205,145,049 15,020,154 10,257,252 26,537,943 19,043,728 7,494,215 952,186 0 0 0 0 0

48 PICTET OVERSEAS INC FCM BD NFA 12/31/16 17,199,855 1,000,000 16,199,855 0 0 0 0 0 0 0 0 0 0 0 0 0

49 RAND FINANCIAL SERVICES INC FCM CME 12/31/16 84,537,733 13,936,509 70,601,224 226,901,400 184,446,400 42,455,000 5,533,400 36,951,400 13,756,100 23,195,300 412,700 0 0 0 0 0

50 RBC CAPITAL MARKETS LLC FCM BD CME 12/31/16 2,116,697,168 251,948,549 1,864,748,619 2,547,349,450 2,306,935,337 240,414,113 160,000,000 214,564,461 172,902,126 41,662,335 20,000,000 1,046,584,207 790,212,097 256,372,110 80,000,000 0

51 RBS SECURITIES INC FCM BD CBOT 12/31/16 1,023,208,815 67,937,476 955,271,339 1,246,536,556 1,048,388,434 198,148,122 125,000,000 132,874,130 6,229,894 126,644,236 100,000,000 0 0 0 0 0

52 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 12/31/16 198,782,244 153,500,187 45,282,057 4,137,950,802 4,039,230,861 98,719,941 50,000,000 232,129,514 207,273,470 24,856,044 20,000,000 0 0 0 0 0

53 ROSENTHAL COLLINS GROUP LLC FCM CME 12/31/16 79,418,562 51,816,580 27,601,982 1,290,509,925 1,265,015,661 25,494,264 18,000,000 30,017,349 17,994,360 12,022,989 8,000,000 0 0 0 0 0

54 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 12/31/16 164,641,925 13,105,391 151,536,534 510,296,184 504,607,629 5,688,555 4,000,000 0 0 0 0 0 0 0 0 0

55 SCOTIA CAPITAL USA INC FCM BD CME 12/31/16 620,156,097 53,326,774 566,829,323 1,665,413 564,380 1,101,033 84,657 750,000 0 750,000 1 0 0 0 0 0

56 SG AMERICAS SECURITIES LLC FCM BD CME 12/31/16 3,827,058,162 1,263,861,341 2,563,196,821 14,839,282,087 13,923,582,836 915,699,251 500,000,000 4,301,600,789 3,838,947,414 462,653,375 255,000,000 535,324,527 324,203,184 211,121,343 75,000,000 0

57 STRAITS FINANCIAL LLC FCM CME 12/31/16 23,288,789 9,101,981 14,186,808 300,217,609 285,381,225 14,836,384 2,000,000 66,583,703 58,973,835 7,609,868 300,000 0 0 0 0 0

58 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 12/31/16 122,325,029 22,013,083 100,311,946 317,260,256 250,007,602 67,252,654 25,000,000 0 0 0 0 0 0 0 0 50,261,654

59 TRADESTATION SECURITIES INC FCM BD CME 12/31/16 72,965,713 3,196,476 69,769,237 525,804,837 514,007,774 11,797,063 9,000,000 26,802,150 25,125,569 1,676,581 800,000 0 0 0 0 0

60 UBS FINANCIAL SERVICES INC FCM BD NFA 12/31/16 1,387,707,234 120,280,947 1,267,426,287 125,999,799 88,192,684 37,807,115 22,000,000 31,713,502 5,274,561 26,438,941 15,000,000 0 0 0 0 0

61 UBS SECURITIES LLC FCM BD CBOT 12/31/16 4,830,934,658 1,055,076,382 3,775,858,276 10,218,318,056 9,715,462,963 502,855,093 425,000,000 5,194,079,281 4,816,927,696 377,151,585 300,000,000 1,054,020,683 811,002,072 243,018,611 200,000,000 0

62 UOBBF CLEARING LIMITED FCM CME 12/31/16 25,968,108 1,000,000 24,968,108 20,187,785 17,625,455 2,562,330 2,000,000 0 0 0 0 0 0 0 0 0

63 WEDBUSH SECURITIES INC FCM BD CBOT 12/31/16 163,588,803 26,027,481 137,561,322 1,425,573,009 1,409,020,341 16,552,668 13,000,000 21,311,387 18,287,696 3,023,691 1,000,000 0 0 0 0 0

64 WELLS FARGO SECURITIES LLC FCM BD CME 12/31/16 3,887,525,002 1,018,150,349 2,869,374,653 3,822,374,902 3,436,078,372 386,296,530 275,000,000 367,103,325 227,890,964 139,212,361 30,000,000 9,374,999,744 8,637,433,739 737,566,005 625,000,000 0

65 YORK BUSINESS ASSOCIATES LLC FCM NFA 12/31/16 4,656,783 1,000,000 3,656,783 39,897,194 35,805,911 4,091,283 2,000,000 2,059,942 1,676,237 383,705 200,000 0 0 0 0 0

Totals 170,879,122,606 160,295,996,805 10,583,125,801 6,532,419,537 47,506,204,341 43,047,366,109 4,458,838,232 2,768,869,285 86,186,028,005 80,163,600,063 6,022,427,942 3,799,458,006 525,740,783
November Web Page Update 66

Additions 0

Deletions 1

STATE STREET GLOBAL MARKETS LLC

Name Changes

NONE

December Web Page Update 65

(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.