Statement of Segregation Requirements and Funds in Segregation for Customers Trading on US Commodity Exchanges Schedule IIIa Segregation Requirements (Section 4d(2) of the CEAct) 1. Net ledger balance A. Cash $ 1,796,515,813 B. Securities (at market) 29,445,596 2. Net unrealized profit (loss) in open futures contracts traded on a contract market 326,554,070 3. Exchange traded options A. Market value of open option contracts purchased on a contract market 380,149,846 B. Market value of open option contracts granted (sold) on a contract market (370,749,340) 4. Net equity (deficit) (add lines 1, 2 and 3) 2,161,915,985 5. Accounts liquidating to a deficit and accounts with debit balancesgross amount $ 1,776,632 Less: amount offset by customer owned securities (1,776,620) 12 6. Amount required to be segregated (add lines 4 and 5) $ 2,161,915,997 13
Statement of Segregation Requirements and Funds in Segregation for Customers Trading on US Commodity Exchanges Schedule IIIb Segregation Requirements (Section 4d(2) of the CEAct) Funds in segregated accounts 7. Deposited in segregated funds bank accounts A. Cash $ 595,999,189 B. Securities representing investments of customers funds (at market) 40,003,500 margins (at market) 29,445,596 8. Margins on deposit with clearing organizations of contract markets A. Cash 600,332,440 B. Securities representing investments of customers funds (at market) 1,048,127,989 margins (at market) - 9. Net settlement from (to) clearing organizations of contract markets 11,019,098 10. Exchange traded options A. Value of open long option contracts 380,149,846 B. Value of open short option contracts (370,749,340) 11. Net equities with other FCMs A. Net liquidating equity 1,556,097 C. Securities held for particular customers or option customers in lieu of cash (at market) - 12. Segregated funds on hand (describe on separate page) - 13. Total amount in segregation (add lines 7 through 12) 2,335,884,415 14. Excess (deficiency) funds in segregation (subtract line 6 from line 13) $ 173,968,418 14
Statement of Secured Amounts and Funds Held in Separate Accounts for Foreign Futures and Foreign Options Customers Pursuant to Commission Regulation 30.7 Schedule IVa Foreign Futures and Foreign Options Secured Amounts Amount required to be set aside pursuant to law, rule or regulation of a foreign government or a rule of a self-regulatory organization authorized thereunder - 1. Net ledger balance - Foreign Futures and Foreign Options Trading - All Customers A. Cash $ (3,020,967) B. Securities (at market) 40,000 2. Net unrealized profit (loss) in open futures contracts traded on a foreign board of trade (4,850,532) 3. Exchange traded options A. Market value of open option contracts purchased on a foreign board of trade 10,350 B. Market value of open contracts granted (sold) on a foreign board of trade (11,350) 4. Net equity (deficit) (add lines 1, 2 and 3) (7,832,499) 5. Accounts liquidating to a deficit and accounts with debit balances - gross amount 25,000,031 Less: Amount offset by customer owned securities - 6. Amount required to be set aside as the secured amount - Net Liquidating Equity Method (add lines 4 and 5) $ 17,167,532 15
Statement of Secured Amounts and Funds Held in Separate Accounts for Foreign Futures and Foreign Options Customers Pursuant to Commission Regulation 30.7 Schedule IVb Funds Deposited in Separate Regulation 30.7 Accounts 1. Cash in Banks A. Banks located in the United States $ 29,957,394 B. Other banks designated by the Commission Name(s) - $ 29,957,394 2. Securities A. In safekeeping with banks located in the United States 40,000 B. In safekeeping with other banks designated by the Commission Name(s) - 40,000 3. Equities with registered futures commission merchants A. Cash - B. Securities - C. Unrealized gain (loss) on open futures contracts - D. Value of long option contracts - E. Value of short option contracts - - 4. Amounts held by clearing organizations of foreign boards of trade Name(s) A. Cash - B. Securities - C. Amount due to (from) clearing organization - daily variation - D. Value of long option contracts - E. Value of short option contracts - - 5. Amounts held by members of foreign boards of trade Name(s) A. Cash 8,475,897 B. Securities - C. Unrealized gain (loss) on open futures contracts (4,850,533) D. Value of long option contracts 10,350 E. Value of short option contracts (11,350) 3,624,364 6. Amounts with other depositories designated by a foreign board of trade Name(s) - 7. Segregated funds on hand (describe) - 8. Total funds in separate section 30.7 accounts (to page 13, line 2) 33,621,758 9. Excess (deficiency) set Aside Funds for Secured Amount (subtract Line 7 Secured Statement page 16 from Line 8) $ 16,454,226 16
Statement of Cleared Swaps Customer Segregation Requirements and Funds in Cleared Swaps Customer Accounts under 4D(F) Of CEA Schedule Va Cleared Swaps Customer Requirements 1. Net ledger balance A. Cash $ 7,944,797 B. Securities (at market) - 2. Net unrealized profit (loss) in open cleared OTC derivatives (2,041,500) 3. Cleared OTC derivatives options A. Market value of open cleared OTC derivatives option contracts purchased - B. Market value of open cleared OTC derivatives option contracts granted (sold) - 4. Net equity (deficit) (Add lines 1, 2 and 3) 5,903,297 5. Accounts liquidating to a deficit and accounts with debit balances-gross amount Less: amount offset by customer owned securities - 6. Amount required to be sequestered for cleared OTC derivatives customers (add lines 4 and 5) $ 5,903,297 17
Statement of Cleared Swaps Customer Segregation Requirements and Funds in Cleared Swaps Customer Accounts under 4D(F) Of CEA Schedule Vb Funds in Cleared OTC Derivatives Customer Sequestered Accounts 7. Deposited in cleared OTC derivatives customer sequestered accounts at banks A. Cash $ 21,300,656 margins (at market) - 8. Margins on deposit with derivatives clearing organizations in cleared OTC derivatives customer sequestered accounts A. Cash 3,073,530 margins (at market) - 9. Net settlement from (to) derivatives clearing organizations (13,000) 10. Cleared OTC derivatives options A. Value of open cleared OTC derivatives long option contracts - B. Value of open cleared OTC derivatives short option contracts - 11. Net equities with other FCMs A. Net liquidating equity - C. Securities held for particular customers or option customers in lieu of cash (at market) - 12. Cleared OTC derivatives customer funds on hand - 13. Total amount in sequestration (add lines 7 through 12) 24,361,186 18