1-FR-FCM Statement of Financial Condition

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Overview

Cover
BalanceSheetAssets
BalanceSheetLiabilities
CapitalComputation
IncomeLoss
ChgsinOwnersEquity
SegregationSchedule
SegregationDealerOptions
SecuredAmounts
SecuredAmountsDeposits
SequestrationSchedule
NFASect16
NFAMiscDtl
Dtl2210A
FOIA
NFAMinCapt
NFAEqtyCapt
NFARcvbls
NFAAdvances
NFAInventory
NFAUndrMrgnAccts
NFAPropAccts
Links

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Sheet 1: Cover

		CFTC FORM 1-FR-FCM		0005	OMB No. 3038-0024
	Name of Company:		Employer ID No:		NFA ID No:
		0010		0020		0030
	Address of Principal Place of Business:		Person to Contact Concerning this Report:
						0040
					Telephone No:
		0050				0060
					E-Mail Address:
						0065
	1. Report for the period beginning			0070
	and ending:			0080
		0090
			0095
	4. Name of FCM's Designated Self-Regulatoy Organization:
		0100
	5. Name(s) of consolidated subsidiaries and affiliated companies:
	Name		Percentage Ownership		Line of Business
		0110		0120		0130
		0140		0150		0160
		0170		0180		0190
		0200		0210		0220
		0230		0240		0250
	Signed this _____________________ day of _________________________, 19 ____
	Manual Signature _______________________________________________________
	Type or Print Name
Authority: Sections 4c, 4d, 4f, 4g, 5a, 8a, and 17 of the Commodity Exchange Act (7 U.S.C. §§ 6c, 6d, 6f, 6g, 7a, 12a and 21)
(2-88: previous editions are obsolete)
	Digitally Signed by:

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Sheet 2: BalanceSheetAssets

	Name of Company:				Employer ID No:		NFA ID No:
	0				0		0
	CFTC FORM 1-FR-FCM
	STATEMENT OF FINANCIAL CONDITION
	AS OF 12/30/1899
	Assets
			Current		NonCurrent		Total
	1. Funds segregated or in separate accounts pursuant to CEAct and the regulations
	A. U.S. exchanges (page 11, line 13)			1000			0	1005
	B. Dealer options (page 12, line 2.C.)			1010			0	1015
	C. Foreign exchanges (page 14, line 8)		0	1020		1025	0	1030
	D. Cleared Swaps (page 15 line 13)		0	1022		1027	0	1032
	(Do not duplicate line 1. Assets below)
	2. Cash			1040		1045	0	1050
	3. Securities, at market value
	A. Firm owned			1055		1060	0	1065
	B. Noncustomer-owned			1070			0	1075
	C. Individual partners' securities accounts			1090			0	1095
	D. Stock in clearing organization - cost			1100		1105	0	1110
	4. Securities purchased under resale agreements			1115		1120	0	1125
	5. Receivables from and deposits with U.S. commodity clearing organizations
	A. Margins			1130			0	1135
	B. Settlement receivable			1140			0	1145
	C. Guarantee deposits			1150			0	1155
	D. Net long (short) options value			1157			0	1158
	6. Receivables from and deposits with foreign commodity clearing organizations
	A. Margins			1160		1165	0	1170
	B. Settlement receivable			1175			0	1180
	C. Guarantee deposits			1182		1185	0	1190
	D. Net long (short) options value			1191		1192	0	1193
	7. Receivables from registered FCMs
	A. Net liquidating equity			1195		1200	0	1205
	B. Security Deposits					1210	0	1215
	C. Other			1220		1225	0	1230
	8. Receivables from foreign commodity brokers
	A. Net liquidating equity			1235		1240	0	1245
	B. Security deposits					1250	0	1255
	C. Other			1260		1265	0	1270
	9 Receivables from traders on U.S. commodity exchanges
	A. Customer debit and deficit accounts			1275		1280	0	1285
	B. Noncustomer and proprietary accounts			1290		1295	0	1300
	C. Other			1305		1310	0	1315
	D. Allowance for doubtful accounts					1320	0	1325
	10. Receivables from traders on foreign boards of trade
	A. Customer Debit and deficit accounts			1330		1335	0	1340
	B. Noncustomer and proprietary accounts			1345		1350	0	1355
	C. Other			1360		1365	0	1370
	D. Allowance for doubtful accounts					1375	0	1380
	11. Inventories of cash commodities, raw materials, work in progress and finished goods
	A. Covered			1385		1390	0	1395
	B. Not covered			1400		1405	0	1410
	12. Secured Demand Notes
	(value of collateral
		1415
		1420		1425		1430	0	1435
	13. Other receivables and advances
	A. Merchandise accounts receivable			1440		1445	0	1450
	B. Notes receivable			1455		1460	0	1465
	C. Commissions and brokerage receivable			1470		1475	0	1480
	D. Receivables from employees
	and associated persons			1485		1490	0	1495
	E. Advances on cash commodities			1500		1505	0	1510
	F. Dividends and interest			1515		1520	0	1525
	G. Taxes receivable			1530		1535	0	1540
	H. Receivable from subsidiaries and affiliates			1545		1550	0	1555
		0	1560	0	1565	0	1570
	J. Allowance for doubtful accounts					1575	0	1580
	14. Unreallized gains on forward contracts
	and commitments			1585		1590	0	1595
	15. Exchange memberships, at cost
	(market value)
		1600				1605	0	1610
	16. Investments in subsidiaries			1612		1615	0	1620
	17. Plant, property, equipment and capitalized leases
	(cost net of accumulated depreciation and amortization of)
		1625		1630		1635	0	1640
	18 Prepaid expenses and deferred charges					1645	0	1650
	19
	A. Other assets (itemize on a separate page)		0	1655	0	1660	0	1665
	B. Retail Forex Aggregate Assets			1657		1662	0	1667
	20 Total Assets		0	1670	0	1675	0	1680

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Sheet 3: BalanceSheetLiabilities

	Name of Company:		Employer ID No:		NFA ID No:
	0		0		0
	CFTC FORM 1-FR-FCM
	STATEMENT OF FINANCIAL CONDITION
	AS OF 12/30/1899
	Liabilities and Ownership Equity
	Liabilities
	21. Payables to banks
	A. Secured loans					2000
	B. Unsecured loans					2010
	C. Overdrafts					2020
	22. Equities in commodity accounts
	A. Customers trading on U.S. commodity exchanges					2030
	B. Customers trading on foreign exchanges					2040
	C. Customers' dealer options accounts					2050
	D. Noncustomers' accounts					2060
	E. General partners' trading accounts (not included in capital)					2070
	F. Customer Trading Cleared Swaps					2072
	23. Payable to U.S. commodity clearing organizations					2080
	Including short option value $		2075
	24. Payable to foreign commodity clearing organizations					2090
	Including short option value $		2085
	25. Payable to registered futures commission merchants					2100
	26. Payable to foreign commodity brokers					2110
	27. Accounts payable, accrued expenses and other payables
	A. Accounts payable and accrued expenses					2120
	B. Salaries, wages, commissions and bonuses payable					2130
	C. Taxes payable					2140
	D. Deferred income taxes					2150
	E. Security deposits held					2160
	F. Advances against commodities					2170
	G. Unrealized losses on forward contracts and commitments					2180
	H. Due to subsidiaries and affiliates					2190
	I. Notes,mortgages and other payables due within twelve months					2200
	J. Obligation to Retail FX Customers					2205
					0	2210
	28. Notes, mortgages and other payables not due within twelve months of the date of this statement
	A. Unsecured					2220
	B. Secured					2230
	29. Securities sold under agreements to repurchase					2240
	30. Securities sold not yet purchased at market value					2250
	31. Liabilities subordinated to the claims of general creditors
	A. Subject to a satisfactory subordination agreement					2260
	B. Not subject to a satisfactory subordination agreement					2270
	32. Total liabilities				0	2280
	Ownership Equity
	33. Sole proprietorship			2500
	34. Partnership or Limited Liability Company
	A. Partnership or LLC contributed and retained capital			2510
	B. Additional capital per partnership agreement
	(equities in partners' trading accounts, etc.)			2515
	C. Total		0	2520
	35. Corporation
	A. Preferred stock			2530
	B. Common stock			2535
	C. Additional paid in capital			2540
	D. Retained earnings			2545
	E. Subtotal		0	2550
	F. Less: capital stock in treasury			2555
	G. Total			0		2560
	36. Total ownership equity (line 33, 34.C, or 35.G)				0	2570
	37. Total liabilities and ownership equity (add lines 32 and 36)				0	2580

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Sheet 4: CapitalComputation

	Name of Company:		Employer ID No:		NFA ID No:
	0		0		0
	CFTC FORM 1-FR-FCM
	STATEMENT OF THE COMPUTATION OF THE MINIMUM CAPITAL REQUIREMENTS
	AS OF 12/30/1899
	Net Capital
	1. Current assets (page 3, line 20)					0	3000
	2. Increase/(decrease) to U.S. clearing organization stock to reflect margin value						3010
	3. Net current assets					0	3020
	4.Total liabilities (page 5, line 32)			0	3030
	5. Deductions from total liabilities
	A. Liabilities subject to satisfactory subordination
	agreements (page 5, line 31. A)	0	3040
	B. Certain deferred income tax liability
	(see regulation 1.17(c) (4) (iv))	0	3050
	C. Certain current income tax liability
	(see regulation 1.17(c) (4) (v))	0	3060
	D. Long term debt pursuant to regulation
	1.17(c)(4)(vi)	0	3070
	E. Total Deductions (add lines 5.A. - 5.D)			0	3080
	F. Adjusted liabilities (subtract line 5.E from line 4)					0	3090
	6. Net capital (subtract line 5.F from line 3)					0	3100
	Charges against Net Capital (see regulation 1.17(c) (5))
	7. Excess of advances paid on cash commodity
	contracts over 95% of the market value
	of commodities covered by such contracts					0	3110
	8. Five percent (5%) of the market value of inventories covered by open futures contracts or
	commodity options (no charges are applicable to inventories registered as deliverable on a
	contract market and which are covered by futures contracts)					0	3120
	9. Twenty percent (20%) of market value of uncovered inventories					0	3130
	10. Ten percent (10%) of the market value of commodities underlying fixed price commitments
	and forward contracts which are covered by open futures contracts or commodity options					0	3140
	11. Twenty percent (20%) of the market value of commodities underlying fixed price
	commitments and forward contracts which are not covered by open futures contracts
	or commodity options					0	3150
	12. Charges as specified in section 240.15c3-1(c) (2) (vi) and (vii) against securities owned by the firm, including
	securities representing investments of domestic and foreign customer funds:
		Market Value		Charge
	A. U.S. and Canadian Government obligations	0	3160	0	3170
	B. State and Muncipal government
	obligations	0	3180	0	3190
	C. Certificates of Deposit, commercial
	paper and bankers acceptances	0	3200	0	3210
	D. Corporate obligations	0	3220	0	3230
	E. Stocks and warrants	0	3240	0	3250
	F. Other securities	0	3260	0	3270
	G. Total charges (add lines 12.A - 12.F)					0	3280
	13. Charges as specified in section 240.15c3-1(c) (2) (iv) (F)
	A. Against securities purchased under agreements to resell					0	3290
	B. Against securities sold under agreements to repurchase					0	3300
	14. Charges on securities options as specified in section 240.15c3-1 Appendix A					0	3310
	15. Undermargined commodity futures and option accounts -- amount in each account required to
	meet maintenance margin requirements, less the amount of current margin calls in that account
	and the amount of any noncurrent deficit in the account
	A. Customer accounts					0	3320
	B. Noncustomer accounts					0	3330
	C. Omnibus accounts					0	3340
	16. Charges against open commodity positions in proprietary accounts
	A. Uncovered exchange-traded futures and granted option contracts
	i. percentage of margin requirements applicable to such
	contracts			0	3350
	ii. less: equity in proprietary accounts included in
	liabilities			0	3360	0	3370
	B. Ten percent (10%) of market value of commodities which underlie commodity
	options not traded on a contract market carried long by the applicant
	or registrant which has value and such value increased adjusted
	net capital (this charge is limited to the value attributed to such options)					0	3380
	C. Commodity options which are traded on contract markets and
	carried long in proprietary accounts . Charge is the same as would
	be applied if the applicant or registrant was the grantor of the
	options (this charge is limited to the value attributed to such options)					0	3390
	17. Five percent (5%) of all unsecured receivalbes from foreign brokers					0	3410
	18. Deficiency in collateral for secured demand notes					0	3420
	19. Adjustment to eliminate benefits of consolidation
	(explain on a separate page)	0	3430
	20. Total charges (add lines 7 through 20)					0	3440
	Net Capital Computation
	21. Adjusted net capital (subtract line 21 from line 6)					0	3500
	22. Net Capital required
	A. Risk Based Requirement
	i. Amount of Customer Risk
	Maintenance Margin		3515
	ii. Enter 8% of line 22.A.i			0	3525
	iii. Amount of Non-Customer Risk
	Maintenance Margin		3535
	iv. Enter 8% of line 22.A.iii			0	3545
	v. Enter the sum of 22.A.ii and 22.A.iv			0	3555
	B. Minimum DollarAmount Requirement				3565
	C. Other NFA Requirement				3575
	D. Enter the greater of lines 22.A.v, 22.B or 22.C.					#VALUE!	3600
	23. Excess Net Capital (line 21 less line 22.C.)					#VALUE!	3610
	Computation of Early Warning Level
	24. Enter the greater of 110% 22.A.v. or 150% of 22.B. or 150% of 22.C or $375,000.					#VALUE!	3620
	This is your early warning capital level. If the amount is greater than the amount on line 22, you must immediately notify your
	DSRO and the Commission and begin filing monthly financial reports pursuant to section 1.12 of the regulations.
	Guaranteed Introducing Brokers
	25 List all IBs with which guarantee agreements have been entered into by the FCM and which are currently in effect.						3650
	(List additional IBs on a separate page)

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Sheet 5: IncomeLoss

	Name of Company:			Employer ID No:		NFA ID No:
	0			0		0
	CFTC FORM 1-FR-FCM
	STATEMENT OF INCOME(LOSS)
	FOR THE PERIOD FROM 12/30/1899 THROUGH 12/30/1899
	Revenues
1. Commissions and brokerage
A. Commoditiy transactions on U.S. commodity exchanges									4000
B. Commodity transactions on foreign commodity exchanges												4010
C. Securities transactions								4020
D. Other brokerage activities (describe on a separate page)					0	4030
2. Firm trading accounts
A. Commoditiy transactions									4040
B. Securities transactions									4050
C. Other firm trading (describe on a separate page)					0	4060
3. Income from advisory services									4070
4. Interest and dividends
A. Interest earned on investments of customers' funds									4080
B. Interest earned on investments other than customers' funds									4090
C. Dividends									4100
5. Other income (itemize on a separate page)				0	4110
6. Total revenue								0	4120
Expenses
7. Sales personnel commissions									4200
8. Floor brokerage									4210
9. Clerical and administrative employees' expenses									4220
10. Commissions to other FCMs									4230
11. Exchange clearance fees									4240
12. Occupancy and equipment costs									4250
13. Promotional costs									4260
14. Communications									4270
15. Data processing									4280
16. Bad debt expense									4290
17. Trade errors
A. Customers' accounts									4300
B. Other									4310
18. Interest									4320
19. Other expenses (itemize on a separate page)				0	4330
20. Total expenses								0	4340
21. Income (loss) before income taxes and items below								0	4400
22. Provision for income taxes									4410
23. Equity in earnings (losses) of unconsolidated subsidiaries, less applicable tax									4420
24. Extraordinary gains (losses), less applicable tax									4430
25. Cumulative effect of changes in accounting principles, less applicable tax									4440
26. Net Income (loss)								0	4450
	(2-88)

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Sheet 6: ChgsinOwnersEquity

	Name of Company:	Employer ID No:		NFA ID No:
	0	0		0
	CFTC FORM 1-FR-FCM
	STATEMENT OF CHANGES IN OWNERSHIP EQUITY
	FOR THE PERIOD FROM 12/30/1899 THROUGH 12/30/1899
	1. Total ownership equity as previously reported					4500
	2. Net Income (loss) for the period				0	4510
	3. Other Additions to capital (explain
	below)		0	4520
	4. Dividends					4530
	5. Other deductions from capital (including partner and proprietary withdrawals)
	(explain below)		0	4540
	6. Balance (page 5 line 36)				0	4550
	CFTC FORM 1-FR-FCM
	STATEMENT OF CHANGES IN LIABILITIES SUBORDINATED TO THE CLAIMS OF GENERAL CREDITORS
	PURSUANT TO A SATISFACTORY SUBORDINATION AGREEMENT
	FOR THE PERIOD FROM 12/30/1899 THROUGH 12/30/1899
			All satisfactory Subordinated Debt		Debt that Qualifies as Equity Capital*
	1. Total subordinated borrowings as previously reported			4600		4605
	2. Increases (explain
	below)		0	4610	0	4615
	3. Decreases (explain
	below)		0	4620	0	4625
	4. Balance (page 5, line 31.A)		0	4630	0	4635
	* Equity Capital is defined in regulation 1.17(d).
	(2-88)

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Sheet 7: SegregationSchedule

Name of Company:	Employer ID No:		NFA ID No:
0	0		0
CFTC FORM 1-FR-FCM
STATEMENT OF SEGREGATION REQIREMENTS AND FUNDS IN SEGREGATION FOR CUSTOMERS TRADING ON U.S. COMMODITY EXCHANGES
AS OF 12/30/1899
SEGREGATION REQUIREMENTS (Section 4d(2) of the CEAct)
1. Net ledger balance
A. Cash				5000
B. Securities (at market)				5010
2. Net unrealized profit (loss) in open futures contracts traded on a contract market				5020
3. Exchange traded options
A. Market value of open option contracts purchased on a contract market				5030
B. Market value of open option contracts granted (sold) on a contract market				5040
4. Net equity (deficit) (Add lines 1, 2 and 3)			0	5050
5. Accounts liquidating to a deficit and accounts with debit balances-
gross amount		5060
Less: amount offset against U.S. Treasury obligations owned by
particular customers		5070	0	5080
6. Amount required to be segregated (add lines 4 and 5)			0	5090
FUNDS IN SEGREGATED ACCOUNTS
7. Deposited in segregated funds bank accounts
A. Cash				5100
B. Securities representing investments of customers' funds (at market)				5110
C. Securities held for particular customers or option customers in lieu of cash
margins (at market)				5120
8. Margins on deposit with clearing organizations of contract markets:
A. Cash				5130
B. Securities representing investments of customers' funds (at market)				5140
C. Securities held for particular customers or option customers in lieu of cash
margins (at market)				5150
9. Net settlement from (to) clearing organizations of contract markets				5160
10. Exchange traded options
A. Value of open long option contracts				5170
B. Value of open short option contracts				5180
11. Net equities with other FCMs
A. Net liquidating equity				5190
B. Securities representing investments of customers' funds (at market)				5200
C. Securities held for particular customers or option customers in lieu of cash (at market)				5210
12. Segregated funds on hand (describe on separate page):		0	5215
13. Total amount in segregation (add lines 7 through 12)				5220
14. Excess (deficiency) funds in segregation (subtract line 6 from line 13)			0	5230
15. Management Target Amount for Excess funds in segregation
				5240
16. Excess (deficiency) funds in segregation over (under) Management Target Amount Excess
			0	5250
(2-88)

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Sheet 8: SegregationDealerOptions

Name of Company:	Employer ID No:		NFA ID No:
0	0		0
CFTC FORM 1-FR-FCM
STATEMENT OF SEGREGATION REQIREMENTS AND FUNDS
IN SEGREGATION FOR CUSTOMERS DEALER OPTIONS ACCOUNTS
AS OF 12/30/1899
1. Amount required to be segregated in accordance with Commission regulation 32.6				5400
2. Funds in segregated accounts
a. Cash		5410
b. Securities (at market)		5420
c. Total			0	5430
3. Excess (deficiency) funds in segregation (subtract line2.C from line 1)			0	5440

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Sheet 9: SecuredAmounts

Name of Company:							Employer ID No:		NFA ID No:
0							0		0
CFTC FORM 1-FR-FCM
STATEMENT OF SECURED AMOUNTS AND FUNDS HELD IN SEPARATE ACCOUNTS PURSUANT TO COMMISSION REGULATION 30.7
AS OF 12/30/1899
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										5605
1. Net ledger balance - Foreign Futures and Foreign Options Trading - All Customers
	A. Cash									5615
	B. Securities (at market)									5617
2. Net unrealized profit (loss) in open futures contracts traded on a foreign board of trade
										5625
3. Exchange traded options
	A. Market value of open option contracts purchased on a foreign board of trade									5635
	B. Market value of open contracts granted (sold) on a foreign board of trade									5637
4. Net equity (deficit) (add lines 1., 2., and 3.)
									0	5645
5. Accounts liquidating to a deficit and accounts with
	debit balances - gross amount							5651
	Less: amount offset by customer owned securities							5652	0	5654
6. Amount required to be set aside as the secured amount - Net Liquidating Equity Method (add lines 4 and 5)
									0	5655
7. Greater of amount required to be set aside pursuant to foreign jurisdiction (above) or line 6.
									0	5660

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Sheet 10: SecuredAmountsDeposits

Name of Company:					Employer ID No:		NFA ID No:
0					0		0
CFTC FORM 1-FR-FCM
STATEMENT OF SECURED AMOUNTS AND FUNDS HELD IN SEPARATE ACCOUNTS
FOR FOREIGN FUTURES AND OPTIONS CUSTOMERS
PURSUANT TO COMMISSION REGULATION 30.7
AS OF 12/30/1899
FUNDS DEPOSITED IN SEPARATE REGULATION 30.7 ACCOUNTS
1. Cash in Banks
A. Banks located in the United States						5700
B. Other banks qualified under Regulation 30.7
Name(s):			0	5720	0	5730
2. Securities
A. In safekeeping with banks located in the United States						5740
B. In safekeeping with other banks
qualified under Regulation 30.7
Name(s):					0	5760		0	5770
3. Equities with registered futures commission merchants
A. Cash						5780
B. Securities						5790
C. Unrealized gain (loss) on open futures contracts						5800
D. Value of long option contracts						5810
E. Value of short option contracts						5815	0	5820
4. Amounts held by clearing organizations of foreign boards of trade
Name(s):
A. Cash		0	5840
B. Securities		0	5850
C. Amount due to (from) clearing organizations - daily variation					0	5860
D. Value of long option contracts					0	5870
E. Value of short option contracts					0	5875	0	5880
5. Amounts held by members of foreign boards of trade
Name(s):
A. Cash		0	5900
B. Securities					0	5910
C. Amount due to (from) clearing organizations - daily variation					0	5920
D. Value of long option contracts					0	5930
E. Value of short option contracts					0	5935	0	5940
6. Amounts with other depositories designated by foreign
boards of trade Name(s):					0	5960
7. Segregated funds on hand
(describe: )							0	5965
8. Total funds in separate section 30.7 accounts (to Page 13, line 2)							0	5970
9. Excess (deficiency) set Aside Funds for Secured Amount (subtract Line 7 Secured Statement page 16 from Line 8)
							0	5680
10. Management Target Amount for Excess funds in separate section 30.7 accounts
								5980
11. Excess (deficiency) funds in separate 30.7 accounts over (under) Management Target
							0	5985
A. If any securities shown above are other than the types of securities referred to in Commission regulation 1.25, attach a separate
schedule detailing the obligations shown on each such line.

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Sheet 11: SequestrationSchedule

Name of Company:	Employer ID No:		NFA ID No:
0	0		0
CFTC FORM 1-FR-FCM
STATEMENT OF CLEARED SWAPS CUSTOMER SEGREGATION REQUIREMENTS AND FUNDS IN CLEARED SWAPS CUSTOMER ACCOUNTS UNDER 4D(F) of CEA
AS OF 12/30/1899
Cleared Swaps Customer Requirements
1. Net ledger balance
A. Cash				8500
B. Securities (at market)				8510
2. Net unrealized profit (loss) in open cleared OTC derivatives				8520
3. Cleared OTC derivatives options
A. Market value of open cleared OTC derivatives option contracts purchased				8530
B. Market value of open cleared OTC derivatives option contracts granted (sold)				8540
4. Net equity (deficit) (Add lines 1, 2 and 3)			0	8550
5. Accounts liquidating to a deficit and accounts with debit balances-
gross amount		8560
Less: amount offset by customer owned securities		8570	0	8580
6. Amount required to be sequestered for cleared OTC derivatives customers (add lines 4 and 5)			0	8590
Funds in Cleared OTC Derivatives Customer Sequestered Accounts
7. Deposited in cleared OTC derivatives customer sequestered accounts at banks
A. Cash				8600
B. Securities representing investments of customers' funds (at market)				8610
C. Securities held for particular customers or option customers in lieu of cash
margins (at market)				8620
8. Margins on deposit with derivatives clearing organizations in cleared OTC derivatives customer sequestered accounts
A. Cash				8630
B. Securities representing investments of customers' funds (at market)				8640
C. Securities held for particular customers or option customers in lieu of cash
margins (at market)				8650
9. Net settlement from (to) derivatives clearing organizations				8660
10. Cleared OTC derivatives options
A. Value of open cleared OTC derivatives long option contracts				8670
B. Value of open cleared OTC derivatives short option contracts				8680
11. Net equities with other FCMs
A. Net liquidating equity				8690
B. Securities representing investments of customers' funds (at market)				8700
C. Securities held for particular customers or option customers in lieu of cash (at market)				8710
12. Cleared OTC derivatives customer funds on hand			0	8715
13. Total amount in sequestration (add lines 7 through 12)				8720
14. Excess (deficiency) funds in sequestration (subtract line 6 from line 13)			0	8730
15. Management Target Amount for Excess funds in cleared swaps segregated accounts			0	8760
16. Excess (deficiency) funds in cleared swaps customer accounts over (under)			0	8770
Management Target Excess
(2-88)

---

Sheet 12: NFASect16

Name of Company:	Employer ID No:		NFA ID No:
0	0		0
CFTC FORM 1-FR-FCM
Exchange Supplementary
NFA Financial Requirements Section 16 Information
AS OF 12/30/1899
Leverage Calculation
a. Total Assets				8800
b. Amount required to be segregated			0	8810
c. Amount required to be set aside in separate section 30.7 accts			0	8820
d. Amount required to be sequestered for cleared OTC			0	8830
derivatives customers
f. US Treasury securities - Long (firm owned)				8850
g. US Government agency and government sponsored entities -				8860
Long(firm owned)
h. Reverse Repos backed by US Treasury securities and				8870
US Government agency and govt sponsored entities(firm owned)
i. Ownership Equity			0	8880
j. Subordinated Loans			0	8890
Leverage						#DIV/0!	8900
Depositories
						Yes	8910
During the month did the firm maintain customer segregated funds at a depository which is an affiliate?						No	8911
During the month did the firm maintain separate 30.7 funds at a depository which is an affiliate?						Yes	8920
						No	8921
During the month did the firm maintain cleared swaps customer segregated funds at a depository which is an affiliate?
								8925
								8925
FCM’s Customer Segregated Funds Residual Interest Target (choose one):
a. Minimum dollar amount:				8930
b. Minimum percentage of customer segregated funds required:				8940
c. Dollar amount range between:				8950			8950
d. Percentage range of customer segregated funds required between:				8960			8960
FCM’s Customer Secured Amount Funds Residual Interest Target (choose one):
a. Minimum dollar amount:				8970
b. Minimum percentage of customer segregated funds required:				8980
c. Dollar amount range between:				8990			8990
d. Percentage range of customer segregated funds required between:				9000			9000
FCM's Cleared Swaps Customer Collateral Residual Interest Target (choose one):
a. Minimum dollar amount:				9010
b. Minimum percentage of cleared swaps customer collateral required:				9020
c. Dollar amount range between:				9030			9031
d. Percentage range of cleared swaps customer collateral required between:				9040			9041
Eligible Contract Participant Information
Did the firm act as counterparty to a forex transaction with any Eligible Contract Participants (ECPs)?				9042
				9042
If yes, indicate the number of ECPs that the firm acted as a counterparty to a forex transaction(s).				9043

---

Sheet 13: NFAMiscDtl

	Miscellaneous Adjustments to Calculations
Use this sheet to override calculations on the form
Enter the box number, reason and change amount below
Box Number	Reason	Amount

---

Sheet 14: Dtl2210A

Other Payables Itemization (Box 2210)
	0
Description	Payable Amount

---

Sheet 15: FOIA

---

Sheet 16: NFAMinCapt

National Futures Association Supplemental Schedule FCM
A) Capital Requirements and Restrictions
This schedule provides additional information and calculations which are required by National Futures Association but
are not provided for on the Form 1-FR. All FCMs (including securities brokers/dealers) must complete Sections A & B.
Minimum Capital Schedule must be completed before filing
			1	2	3	4
					Equity	Suspended
			Minimum Capital	Early Warning	Withdrawal	Repayment
			Requirement	Requirement	Restriction	Restriction
	A. Minimum dollar amount		1,000,000	1,500,000	#VALUE!	#VALUE!
	B. Calculation based on branch offices
	# branch offices
	# guaranteed IBs
	# branch offices of guaranteed IBs
	=	0	0	0	0	0
	C. Calculation based on associated
	persons
	# associated persons
	# associated persons of guaranteed IBs
	=	0	0	0	0	0
	D. Calculation based on customer funds
	Customer funds required to be
	segregated and foreign futures/
	options secured amount, less market
	value of options up to the amount
	of funds in the customer's account		0	0	0	0
	E. Forex Dealer Members ONLY
	8. Gross revenue from Forex transactions
	with retail customers
	9. Total net aggregate notional value of all
	open Forex transactions in retail customer
	and non-customer (not proprietary)
	accounts		0	0	0	0
	10. Total aggregate retail forex assets
	[Reference CFTC Regulation 5.1(b)]	0
	11. Total amount of retail forex obligation
	[Reference CFTC Regulation 5.1(l)]	0	0
	F. Calculation based on Risk Margin		0	0	0	0
	Greatest of A to F		1,000,000	1,500,000	#VALUE!	#VALUE!
				+ Subordinated debt maturing in next 6 mos.		0
				+ Expected capital withdrawals in next 6 mos.
				Total	#VALUE!	0

---

Sheet 17: NFAEqtyCapt

National Futures Association Supplemental Schedule FCM
B) Equity Capital Ratio
	Equity capital must be at least 30% of the required total shown here.
	Ownership Equity	0		Ownership Equity	0
	+ Qualifying subordinated debt	0		+ Total subordinated debt	0
	= Equity Capital	0
				= Required Total	0
			Equity Capital/Required Total:	0.0000%

---

Sheet 18: NFARcvbls

National Futures Association Supplemental Schedule FCM
C) Current Receivables (Balance Sheet Lines 9,10 & 13)
	* - 5% if collateral is hedged but not registered as deliverable; 20% if unhedged					$0
	Receivable Amount	Description	Market Value	Charge	Net	NonCurrent Receivable
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0
					0	0

---

Sheet 19: NFAAdvances

National Futures Association Supplemental Schedule FCM
D) Advances Paid on Cash Commodities (Net Capital Computation Line 7)					$0
		Collateral
Advance Amount	Description	Market Value	Charge	Net	Capital Charge
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0
			95%	0	0

---

Sheet 20: NFAInventory

National Futures Association Supplemental Schedule FCM
E) Inventory/Fixed Price Commitments/Forward Contracts (Net Capital Computation Lines 8-11)
		5% charge items	0
		10% charge items	0
		20% charge items	0
		Total Market value	0
Description	Market Value	Charge Pct	Charge Amount
			0
			0
			0
			0
			0
			0
			0

---

Sheet 21: NFAUndrMrgnAccts

National Futures Association Supplemental Schedule FCM
F) Undermargined Accounts (Net Capital Computation Line 15)
			Total Charge:	0
Account Number	Maint. Margin	Equity Securities	Current Margin Call	Charge Amount
				0
				0
				0
				0
				0
				0
				0
				0
				0
				0
				0

---

Sheet 22: NFAPropAccts

National Futures Association Supplemental Schedule FCM
G) Proprietary Accounts (Net Capital Computation Line 16)				0
	Account Number	Maint. Margin	Charge Pct	Charge Amount

---

Sheet 23: Links

Filing_Request_Date
Version_Date	7/31/2006
Othr_Rcvbl_Option_Choice	1			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILENAME	FILING_VERSION	SIGNATURE	FILING_TYPE
Prev_Othr_Rcvbl_Option_Choice	1			0	0000000	12/30/1899	00_0000000_12301899.NFA	FRF38929	Unsigned	C
Othr_Assets_Option_Choice	1
Prev_Othr_Assets_Option_Choice	1
Advances_Option_Choice	1
Prev_Advances_Option_Choice	1
Other_Income_Option_Choice	2
Prev_Other_Income_Option_Choice	2
Other_Expense_Option_Choice	2
Prev_Other_Expense_Option_Choice	2
Brokerage_Activity_Option_Choice	2
Prev_Brokerage_Activity_Option_Choice	2
Trading_Income_Option_Choice	2
Prev_Trading_Income_Option_Choice	2
Other_Deductions_Option_Choice	1
Prev_Other_Deductions_Option_Choice	1
Subo_Liab_Decreases_Option_Choice	2
Prev_Subo_Liab_Decreases_Option_Choice	2
Cash_Other_Banks_Option_Choice	1
Prev_Cash_Other_Banks_Option_Choice	1
Sec_Other_Banks_Option_Choice	1
Prev_Sec_Other_Banks_Option_Choice	1
Frgn_Clrng_Option_Choice	1
Prev_Frgn_Clrng_Option_Choice	1
Frgn_BOT_Members_Option_Choice	1
Prev_Frgn_Bot_Members_Option_Choice	1
Frgn_BOT_Option_Choice	1
Prev_Frgn_Bot_Option_Choice	1
Seg_Seg_on_Hand_Option_Choice	1
Prev_Seg_Seg_on_Hand_Option_Choice	1
Seg_on_Hand_Option_Choice	1
Prev_Seg_on_Hand_Option_Choice	1
Other_Payable_Option_Choice	2
Prev_Other_Payable_Option_Choice	2
Consolid_Adj_Option_Choice	1
Prev_Consolid_Adj_Option_Choice	1
Other_Additions_Option_Choice	1
Prev_Other_Additions_Option_Choice	1
Subo_Liab_Increases_Option_Choice	2
Prev_Subo_Liab_Increases_Option_Choice	2
PINEntered
FILING_SEQUENCE	0
File Name Computation	1225	35
	0	0	0
NewFileName16	00000000.000
NewFileName32	00_0000000_12301899.NFA
NewFileName	00000000.000
Base 35 List
0
1
2
3
4
5
6
7
8
9
A
B
C	1
D	1
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
Values to Match
1			0
2
3
4
5
6
7
8
9
10
Special Box Items
Box_0050
Box_0040
Box_0060
Box_0090	1
Box_0095	1
Box_5600	0
Box_5610	0
Box_5620	0
Box_5630	0
Box_5600_Series	0
Box_5640	0
BOX_8910_8911_OPTION	1	0
BOX_8920_8921_OPTION	1	0
Box_9240
BOX_9042	1	1
BOX_8925	2	1
CFTCDisplayedMinCapital	250,000
CFTCDisplayedExcessCapital	(250,000)
CFTCDisplayedEarlyWarning	#VALUE!
FirmisFDM
FirmhasFXAffiliates
FirmOptionsPositions
FDMStraightThru
Payable_to_Forex_Customers
Assets			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_1000	Box_1005	Box_1010	Box_1015	Box_1020	Box_1022	Box_1027	Box_1032	Box_1025	Box_1030	Box_1040	Box_1045	Box_1050	Box_1055	Box_1060	Box_1065	Box_1070	Box_1075	Box_1090	Box_1095	Box_1100	Box_1105	Box_1110	Box_1115	Box_1120	Box_1125	Box_1130	Box_1135	Box_1140	Box_1145	Box_1150	Box_1155	Box_1157	Box_1158	Box_1160	Box_1165	Box_1170	Box_1175	Box_1180	Box_1185	Box_1190	Box_1191	Box_1192	Box_1193	Box_1195	Box_1200	Box_1205	Box_1210	Box_1215	Box_1220	Box_1225	Box_1230	Box_1235	Box_1240	Box_1245	Box_1250	Box_1255	Box_1260	Box_1265	Box_1270	Box_1275	Box_1280	Box_1285	Box_1290	Box_1295	Box_1300	Box_1305	Box_1310	Box_1315	Box_1320	Box_1325	Box_1330	Box_1335	Box_1340	Box_1345	Box_1350	Box_1355	Box_1360	Box_1365	Box_1370	Box_1375	Box_1380	Box_1385	Box_1390	Box_1395	Box_1400	Box_1405	Box_1410	Box_1415	Box_1420	Box_1425	Box_1430	Box_1435	Box_1440	Box_1445	Box_1450	Box_1455	Box_1460	Box_1465	Box_1470	Box_1475	Box_1480	Box_1485	Box_1490	Box_1495	Box_1500	Box_1505	Box_1510	Box_1515	Box_1520	Box_1525	Box_1530	Box_1535	Box_1540	Box_1545	Box_1550	Box_1555	Box_1560	Box_1565	Box_1570	Box_1575	Box_1580	Box_1585	Box_1590	Box_1595	Box_1600	Box_1605	Box_1610	Box_1615	Box_1620	Box_1625	Box_1630	Box_1635	Box_1640	Box_1645	Box_1650	Box_1655	Box_1657	Box_1660	Box_1662	Box_1665	Box_1667	Box_1670	Box_1675	Box_1680	Box_1612	Box_1182
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Liabs			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_2000	Box_2010	Box_2020	Box_2030	Box_2040	Box_2050	Box_2060	Box_2070	Box_2072	Box_2080	Box_2090	Box_2100	Box_2110	Box_2120	Box_2130	Box_2140	Box_2150	Box_2160	Box_2170	Box_2180	Box_2190	Box_2200	Box_2205	Box_2210	Box_2220	Box_2230	Box_2240	Box_2250	Box_2260	Box_2270	Box_2280	Box_2500	Box_2510	Box_2515	Box_2520	Box_2530	Box_2535	Box_2540	Box_2545	Box_2550	Box_2555	Box_2560	Box_2570	Box_2580	Box_2075	Box_2085
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
CaptComp			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_3000	Box_3010	Box_3020	Box_3030	Box_3040	Box_3050	Box_3060	Box_3070	Box_3080	Box_3090	Box_3100	Box_3110	Box_3120	Box_3130	Box_3140	Box_3150	Box_3160	Box_3170	Box_3180	Box_3190	Box_3200	Box_3210	Box_3220	Box_3230	Box_3240	Box_3250	Box_3260	Box_3270	Box_3280	Box_3290	Box_3300	Box_3310	Box_3320	Box_3330	Box_3340	Box_3350	Box_3360	Box_3370	Box_3380	Box_3390	Box_3410	Box_3420	Box_3430	Box_3440	Box_3500	Box_3515	Box_3525	Box_3535	Box_3545	Box_3555	Box_3565	BOX_3575	Box_3600	BOX_3610	Box_3620
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	Box_3545	0	0	0	#VALUE!	#VALUE!	#VALUE!
ChgOE			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_4262	Box_4272	Box_4500	Box_4510	Box_4520	Box_4530	Box_4540	Box_4550
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0
chgSL			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_4600	Box_4610	Box_4620	Box_4630	Box_4605	Box_4615	Box_4625	Box_4635
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0
Cover			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Signature	Box_0010	Box_0020	Box_0030	Box_0040	Box_0050	Box_0060	Box_0070	Box_0080	Box_0090	Box_0090A	Box_0095	Box_0110	Box_0120	Box_0130	Box_0140	Box_0150	Box_0160	Box_0170	Box_0180	Box_0190	Box_0200	Box_0210	Box_0220	Box_0230	Box_0240	Box_0250	Box_0065
			0	0000000	12/30/1899	C	Unsigned	0	0	0				0	0	C	0	I	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
IncomeStmt			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_4000	Box_4010	Box_4020	Box_4030	Box_4040	Box_4050	Box_4060	Box_4070	Box_4080	Box_4090	Box_4100	Box_4110	Box_4120	Box_4200	Box_4210	Box_4220	Box_4230	Box_4240	Box_4250	Box_4260	Box_4270	Box_4280	Box_4290	Box_4300	Box_4310	Box_4320	Box_4330	Box_4340	Box_4400	Box_4410	Box_4420	Box_4430	Box_4440	Box_4450
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
SecuredAmts			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_5600	Box_5605	Box_5615	Box_5617	Box_5625	Box_5635	Box_5637	Box_5645	Box_5651	Box_5652	Box_5654	Box_5655	Box_5660	Box_5680
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0
SecuredAmtsDeps			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_5720	Box_5740	Box_5760	Box_5780	Box_5790	Box_5800	Box_5810	Box_5815	Box_5840	Box_5850	Box_5860	Box_5870	Box_5875	Box_5880	Box_5900	Box_5910	Box_5920	Box_5930	Box_5935	Box_5700	Box_5730	Box_5770	Box_5820	Box_5940	Box_5960	Box_5965	Box_5970	Box_5980	Box_5985
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
SegDealerOptions			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_5400	Box_5410	Box_5420	Box_5430	Box_5440
			0	0000000	12/30/1899	C	0	0	0	0	0
Segregation			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Box_5000	Box_5010	Box_5020	Box_5030	Box_5040	Box_5050	Box_5060	Box_5070	Box_5080	Box_5090	Box_5100	Box_5110	Box_5120	Box_5130	Box_5140	Box_5150	Box_5160	Box_5170	Box_5180	Box_5190	Box_5200	Box_5210	Box_5215	Box_5220	Box_5230	Box_5240	Box_5250	SPANC	SPANP	PROFIT_LOSS	CURR_CUST_DD	DOM_CURR_NCUST_DD		PROPCAPCHARGE
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
NFAMinCapt			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	BranchOffices	GuarIBs	BranchGuarIBs	Assoc	AssocIBs	CustFunds	Secur1	Secur2	Secur3	Secur4	SubEquity	SubSusp	WidEquity	wdSusp	TotEquity	TotSusp	Check	Box_8140	Box_8150	Box_8160	Box_8170
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	#VALUE!	0	0	0	0	#NAME?	#NAME?
NFAEqtyCapt			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	EXCESSNET	OWNERSHIP	OWNERSHIP2	QUALDEBT	RESULT	SUBDEBT
			0	0000000	12/30/1899	C	0	0	0	0	0	0
NFASystemInfo			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	Excel_Ver	OS_Version
			0	0000000	12/30/1899	C	8.0e	Windows (32-bit) 4.00
Sequestration			FILING_SEQUENCE	NFA_ID	ENDING_DATE	FILING_TYPE	BOX_8500	BOX_8510	BOX_8520	BOX_8530	BOX_8540	BOX_8550	BOX_8560	BOX_8570	BOX_8580	BOX_8590	BOX_8600	BOX_8610	BOX_8620	BOX_8630	BOX_8640	BOX_8650	BOX_8660	BOX_8670	BOX_8680	BOX_8690	BOX_8700	BOX_8710	BOX_8715	BOX_8720	BOX_8730	BOX_8760	BOX_8770	BOX_8800	BOX_8810	BOX_8820	BOX_8830	BOX_8850	BOX_8860	BOX_8870	BOX_8880	BOX_8890	BOX_8900	BOX_8910	BOX_8920	BOX_8925	BOX_8930	BOX_8940	BOX_8950	BOX_8951	BOX_8960	BOX_8961	BOX_8970	BOX_8980	BOX_8990	BOX_8991	BOX_9000	BOX_9001	BOX_9010	BOX_9020	BOX_9030	BOX_9031	BOX_9040	BOX_9041	BOX_9042	BOX_9043
			0	0000000	12/30/1899	C	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	#DIV/0!	1	1	2	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	1	0