SELECTED FCM FINANCIAL DATA AS OF 

May 31, 2017

FROM REPORTS FILED BY 

June 26, 2017

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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 5/31/2017 610,352,306 165,032,270 445,320,036 2,952,944,065 2,631,941,887 321,002,178 160,985,903 143,156,442 118,398,325 24,758,117 11,839,832 0 0 0 0 0

2 ADM INVESTOR SERVICES INC FCM CBOT 5/31/2017 314,158,801 191,935,641 122,223,160 4,681,099,372 4,448,059,686 233,039,686 120,000,000 419,885,714 362,110,961 57,774,753 20,000,000 12,136,945 3,009,585 9,127,360 8,000,000 0

3 ADVANTAGE FUTURES LLC FCM CME 5/31/2017 26,815,349 10,297,986 16,517,363 478,665,754 463,935,149 14,730,605 9,500,000 31,658,351 29,948,546 1,709,805 1,000,000 0 0 0 0 0

4 AMP GLOBAL CLEARING LLC FCM NFA 5/31/2017 2,765,993 1,500,000 1,265,993 54,366,342 51,327,129 3,039,213 900,000 2,073,735 1,734,667 339,068 150,000 0 0 0 0 0

5 APERTURE LLC FCM BD NFA 5/31/2017 33,205,906 2,258,748 30,947,158 39,965,693 36,612,537 3,353,156 1,600,000 0 0 0 0 0 0 0 0 0

6 APEX CLEARING CORPORATION FCM BD NFA 5/31/2017 129,417,821 22,949,604 106,468,217 0 0 0 0 0 0 0 0 0 0 0 0 0

7 BARCLAYS CAPITAL INC FCM BD NYME 5/31/2017 6,667,481,661 1,231,395,607 5,436,086,054 6,015,396,699 5,409,244,707 606,151,992 297,508,459 4,252,562,417 3,862,184,792 390,377,625 193,881,677 6,129,728,865 5,372,755,267 756,973,598 213,298,384 0

8 BGC FINANCIAL LP FCM BD NFA 5/31/2017 38,744,956 2,459,540 36,285,416 0 0 0 0 0 0 0 0 0 0 0 0 0

9 BNP PARIBAS PRIME BROKERAGE INC FCM BD NYME 5/31/2017 1,478,075,982 178,753,339 1,299,322,643 2,262,254,358 2,073,521,807 188,732,551 150,000,000 40,297,646 30,694,279 9,603,367 7,500,000 19,497,975 9,842,447 9,655,528 7,500,000 0

10 BNP PARIBAS SECURITIES CORP FCM BD CBOT 5/31/2017 1,575,986,285 238,206,298 1,337,779,987 1,148,643,078 1,044,906,640 103,736,438 82,500,000 82,229,184 53,573,500 28,655,684 22,500,000 961,370,796 810,979,012 150,391,784 120,000,000 0

11 BOCI COMMODITIES & FUTURES USA LLC FCM CME 5/31/2017 8,721,215 3,777,875 4,943,340 70,882,767 67,162,819 3,719,948 1,000,000 6 0 6 1 6 0 6 1 0

12 CANTOR FITZGERALD & CO FCM BD CBOT 5/31/2017 239,354,116 7,546,578 231,807,538 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 5/31/2017 39,822,555 7,597,249 32,225,306 170,192,932 111,520,921 58,672,011 13,100,000 1,673,937 146,552 1,527,385 545,000 503,912 0 503,912 310,000 0

14 CITIGROUP GLOBAL MARKETS INC FCM BD SD CBOT/NFA 5/31/2017 10,095,314,560 2,008,064,037 8,087,250,523 8,282,621,651 7,850,536,339 432,085,312 311,100,000 1,813,142,384 1,598,384,376 214,758,008 150,000,000 17,873,921,433 17,478,795,243 395,126,190 319,075,000 0

15 CREDIT SUISSE SECURITIES (USA) LLC FCM BD CBOT 5/31/2017 9,377,164,991 1,592,267,286 7,784,897,705 6,413,909,337 6,014,715,354 399,193,983 300,735,768 3,598,846,066 3,393,427,813 205,418,253 169,671,391 13,475,926,341 12,766,753,929 709,172,412 638,337,697 0

16 CUNNINGHAM COMMODITIES LLC FCM CBOT 5/31/2017 5,148,724 1,147,982 4,000,742 67,129,252 63,133,773 3,995,479 3,050,000 166,907 6,389 160,518 50,000 0 0 0 0 0

17 DAIWA CAPITAL MARKETS AMERICA INC FCM BD CME 5/31/2017 631,926,489 9,096,366 622,830,123 2,169,461 0 2,169,461 1 562,533 0 562,533 1 0 0 0 0 0

18 DEUTSCHE BANK SECURITIES INC FCM BD CBOT 5/31/2017 12,942,656,177 642,997,737 12,299,658,440 3,138,234,949 2,933,075,277 205,159,672 125,000,000 758,284,361 635,313,594 122,970,767 75,000,000 364,064,606 217,770,221 146,294,385 100,000,000 0

19 DORMAN TRADING LLC FCM CME 5/31/2017 11,146,814 2,422,359 8,724,455 178,840,669 174,663,935 4,176,734 2,000,000 3,976,934 3,269,369 707,565 200,000 0 0 0 0 0

20 E D & F MAN CAPITAL MARKETS INC FCM BD CME 5/31/2017 131,951,232 56,339,054 75,612,178 1,489,482,516 1,415,177,697 74,304,819 35,000,000 46,455,597 38,480,861 7,974,736 5,000,000 2,923,276 1,779,396 1,143,880 500,000 0

21 E TRADE SECURITIES LLC FCM BD NFA 5/31/2017 1,027,615,604 176,732,769 850,882,835 72,742,994 54,255,933 18,487,061 10,000,000 1,000,000 0 1,000,000 1,000,000 0 0 0 0 0

22 EFL FUTURES LIMITED FCM CME 5/31/2017 40,504,291 14,281,955 26,222,336 194,535,085 180,728,958 13,806,127 5,000,000 0 0 0 0 0 0 0 0 0

23 GAIN CAPITAL GROUP LLC FCMRFD NFA 5/31/2017 43,786,404 33,991,926 9,794,478 218,488,964 206,242,593 12,246,371 10,000,000 4,768,757 2,867,079 1,901,678 1,000,000 0 0 0 0 261,685,887

24 GH FINANCIALS LLC FCM CME 5/31/2017 21,908,011 5,632,495 16,275,516 90,810,293 78,537,858 12,272,435 6,000,000 2,938,486 1,852,357 1,086,129 550,000 0 0 0 0 0

25 GOLDMAN SACHS & CO LLC FCM BD SD CBOT/NFA 5/31/2017 17,290,141,311 2,507,949,403 14,782,191,908 22,384,007,619 21,526,381,715 857,625,904 675,000,000 12,673,475,940 12,097,809,615 575,666,325 475,000,000 4,629,953,912 4,101,205,432 528,748,480 350,000,000 0

26 HSBC SECURITIES USA INC FCM BD CME 5/31/2017 1,034,724,927 245,542,757 789,182,170 1,333,704,469 1,248,080,543 85,623,926 70,000,000 197,161,760 155,270,085 41,891,675 25,000,000 1,316,209,694 1,181,077,131 135,132,563 120,000,000 0

27 INTERACTIVE BROKERS LLC FCM BD CME 5/31/2017 3,663,072,245 349,039,445 3,314,032,800 4,030,787,203 3,828,649,444 202,137,759 155,000,000 465,425,108 340,383,185 125,041,923 80,000,000 0 0 0 0 38,794,780

28 INTL FCSTONE FINANCIAL INC FCM BD CME 5/31/2017 142,467,143 80,376,426 62,090,717 2,052,880,017 2,002,232,901 50,647,116 35,000,000 149,684,043 133,230,770 16,453,273 8,000,000 0 0 0 0 0

29 IRONBEAM INC FCM NFA 5/31/2017 3,693,296 1,310,801 2,382,495 76,820,952 75,407,367 1,413,585 800,000 661,323 401,553 259,770 50,000 0 0 0 0 0

30 JEFFERIES LLC FCM BD NFA 5/31/2017 1,388,387,531 86,353,606 1,302,033,925 0 0 0 0 0 0 0 0 0 0 0 0 0

31 JP MORGAN SECURITIES LLC FCM BD SD CEI/NFA 5/31/2017 13,418,533,925 2,912,492,016 10,506,041,909 18,834,698,569 17,337,073,737 1,497,624,832 953,539,056 5,078,662,154 4,581,961,966 496,700,188 389,466,767 12,708,880,797 11,732,772,158 976,108,639 733,298,260 0

32 MACQUARIE FUTURES USA LLC FCM CBOT 5/31/2017 280,179,946 148,846,574 131,333,372 2,088,891,530 1,875,984,209 212,907,321 100,000,000 53,356,546 34,020,047 19,336,499 7,000,000 27,629,796 8,859,405 18,770,391 1,000,000 0

33 MAREX NORTH AMERICA LLC FCM CME 5/31/2017 26,662,995 15,644,188 11,018,807 203,088,804 199,620,186 3,468,618 2,800,000 54,735,192 53,582,030 1,153,162 500,000 0 0 0 0 0

34 MCVEAN TRADING & INVESTMENTS LLC FCM NFA 5/31/2017 13,455,499 2,212,691 11,242,808 737,534,063 715,956,981 21,577,082 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 5/31/2017 12,507,943,115 1,748,909,519 10,759,033,596 14,256,144,706 13,938,372,101 317,772,605 200,000,000 4,268,377,542 3,948,621,191 319,756,351 150,000,000 5,908,269,375 5,568,338,317 339,931,058 150,000,000 0

36 MERRILL LYNCH PROFESSIONAL CLEARING CORP FCM BD NFA 5/31/2017 3,292,413,229 577,337,615 2,715,075,614 1,962,290,479 1,274,833,648 687,456,831 300,000,000 0 0 0 0 0 0 0 0 0

37 MID CO COMMODITIES INC FCM NFA 5/31/2017 8,446,026 2,348,290 6,097,736 30,050,668 21,198,250 8,852,418 5,138,000 0 0 0 0 0 0 0 0 0

38 MINT BROKERS FCM BD NFA 5/31/2017 5,001,302 1,000,000 4,001,302 0 0 0 0 0 0 0 0 0 0 0 0 0

39 MIZUHO SECURITIES USA LLC FCM BD SD CME/NFA 5/31/2017 639,045,336 225,854,483 413,190,853 2,790,570,534 2,588,598,272 201,972,262 125,000,000 702,134,305 576,376,963 125,757,342 70,000,000 38,747,558 6,903,720 31,843,838 15,000,000 0

40 MORGAN STANLEY & CO LLC FCM BD SD CME/NFA 5/31/2017 10,140,011,544 2,153,772,188 7,986,239,356 15,251,548,657 14,980,607,411 270,941,246 210,000,000 4,574,939,150 4,365,073,250 209,865,900 160,000,000 13,185,675,765 13,067,357,531 118,318,234 92,000,000 0

41 MUFG SECURITIES AMERICAS INC FCM BD NFA 5/31/2017 346,348,188 1,420,183 344,928,005 0 0 0 0 0 0 0 0 0 0 0 0 0

42 NANHUA USA LLC FCM CME 5/31/2017 18,186,631 4,088,132 14,098,499 74,484,500 61,621,429 12,863,071 3,500,000 0 0 0 0 0 0 0 0 0

43 NOMURA SECURITIES INTERNATIONAL INC FCM BD CBOT 5/31/2017 2,279,730,904 82,146,405 2,197,584,499 284,858,660 182,025,712 102,832,948 15,000,000 17,589,902 24,479 17,565,423 1,000,000 0 0 0 0 0

44 OANDA CORPORATION FCMRFD NFA 5/31/2017 79,283,187 53,092,070 26,191,117 0 0 0 0 0 0 0 0 0 0 0 0 172,616,658

45 OPTIONSXPRESS INC FCM BD NFA 5/31/2017 288,428,664 7,099,074 281,329,590 121,610,182 79,291,793 42,318,389 11,893,769 2,370,405 878,617 1,491,788 131,793 0 0 0 0 0

46 PHILLIP CAPITAL INC FCM BD CME 5/31/2017 32,344,301 13,433,082 18,911,219 190,449,185 176,146,273 14,302,912 8,807,314 40,594,105 36,604,655 3,989,450 1,830,233 0 0 0 0 0

47 PICTET OVERSEAS INC FCM BD NFA 5/31/2017 18,403,523 1,000,000 17,403,523 0 0 0 0 0 0 0 0 0 0 0 0 0

48 RAND FINANCIAL SERVICES INC FCM CME 5/31/2017 84,688,006 20,359,210 64,328,796 224,044,000 181,365,900 42,678,100 5,441,000 51,229,600 27,640,700 23,588,900 829,200 0 0 0 0 0

49 RBC CAPITAL MARKETS LLC FCM BD CME 5/31/2017 1,936,353,354 247,176,384 1,689,176,970 2,842,279,828 2,580,127,319 262,152,509 200,000,000 291,101,838 249,374,874 41,726,964 20,000,000 861,041,935 602,924,726 258,117,209 80,000,000 0

50 RBS SECURITIES INC FCM BD CBOT 5/31/2017 635,849,988 50,002,009 585,847,979 880,446,642 679,505,751 200,940,891 125,000,000 177,601,952 50,909,656 126,692,296 100,000,000 0 0 0 0 0

51 RJ OBRIEN ASSOCIATES LLC FCM SD CME/NFA 5/31/2017 219,264,400 155,706,364 63,558,036 3,928,620,155 3,835,210,155 93,410,000 50,000,000 269,236,646 243,594,038 25,642,608 20,000,000 0 0 0 0 0

52 ROSENTHAL COLLINS GROUP LLC FCM CME 5/31/2017 75,799,563 48,077,507 27,722,056 1,183,390,086 1,157,075,044 26,315,042 18,000,000 44,172,463 32,610,715 11,561,748 8,000,000 0 0 0 0 0

53 SANTANDER INVESTMENT SECURITIES INC FCM BD NYME 5/31/2017 160,669,061 20,562,458 140,106,603 718,905,265 708,399,844 10,505,421 8,000,000 0 0 0 0 0 0 0 0 0

54 SCOTIA CAPITAL USA INC FCM BD CME 5/31/2017 700,337,980 48,655,259 651,682,721 0 0 0 0 0 0 0 0 0 0 0 0 0

55 SG AMERICAS SECURITIES LLC FCM BD CME 5/31/2017 4,053,488,529 1,232,083,367 2,821,405,162 14,110,040,227 13,217,352,824 892,687,403 500,000,000 4,872,109,915 4,292,379,561 579,730,354 255,000,000 620,055,509 366,315,011 253,740,498 75,000,000 0

56 STRAITS FINANCIAL LLC FCM CME 5/31/2017 21,235,933 7,771,573 13,464,360 223,935,734 210,364,458 13,571,276 2,000,000 31,165,531 25,156,475 6,009,056 300,000 0 0 0 0 0

57 TD AMERITRADE FUTURES & FOREX LLC FCM NFA 5/31/2017 70,055,914 22,539,435 47,516,479 290,742,023 237,561,510 53,180,513 25,000,000 0 0 0 0 0 0 0 0 60,788,701

58 TRADESTATION SECURITIES INC FCM BD CME 5/31/2017 79,339,731 3,730,199 75,609,532 546,057,329 534,447,061 11,610,268 9,000,000 25,252,526 23,488,592 1,763,934 800,000 0 0 0 0 0

59 UBS FINANCIAL SERVICES INC FCM BD NFA 5/31/2017 1,338,226,072 128,346,729 1,209,879,343 128,791,331 95,231,336 33,559,995 22,000,000 37,648,733 10,313,281 27,335,452 15,000,000 0 0 0 0 0

60 UBS SECURITIES LLC FCM BD CBOT 5/31/2017 5,447,775,776 869,701,090 4,578,074,686 7,369,430,964 6,865,764,087 503,666,877 425,000,000 4,378,424,052 4,002,530,855 375,893,197 300,000,000 964,593,401 690,237,567 274,355,834 200,000,000 0

61 UOBBF CLEARING LIMITED FCM CME 5/31/2017 26,048,105 4,795,313 21,252,792 100,252,215 76,450,055 23,802,160 2,000,000 0 0 0 0 0 0 0 0 0

62 WEDBUSH SECURITIES INC FCM BD CBOT 5/31/2017 169,345,259 30,793,367 138,551,892 1,440,530,784 1,422,400,743 18,130,041 13,000,000 23,661,114 21,009,532 2,651,582 1,000,000 0 0 0 0 0

63 WELLS FARGO SECURITIES LLC FCM BD CME 5/31/2017 8,381,288,704 866,611,216 7,514,677,488 4,057,480,482 3,704,055,786 353,424,696 225,000,000 362,858,413 298,650,347 64,208,066 20,000,000 7,406,143,969 6,694,208,688 711,935,281 575,000,000 0

64 YORK BUSINESS ASSOCIATES LLC FCM NFA 5/31/2017 4,756,068 1,000,000 3,756,068 43,193,906 38,904,833 4,289,073 2,000,000 2,182,753 1,713,198 469,555 200,000 0 0 0 0 0

Totals 162,820,907,920 152,965,599,677 9,855,308,243 6,168,899,270 50,051,910,329 45,736,003,690 4,315,906,639 2,769,995,895 86,507,275,866 80,681,884,786 5,825,391,080 3,798,319,342 533,886,026

April Web Page Update 64

Additions 0

None

Deletions 0

None

Name Changes

Goldman Sachs & Co to Goldman Sachs & Co LLC 

May Web Page Update 64
SELECTED FCM FINANCIAL DATA AS OF 

May 31, 2017

FROM REPORTS FILED BY 

June 26, 2017

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ABCDEFGH I JKLMNOPQRSTU

 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.

(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 

•  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.

(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.

(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. 

(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.

(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.