Institution record
ADSS
ADS Securities LLC
- Source score
- —
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (futures, options and derivatives providers) are listed first. Check each one on the regulator's own register.
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing ADSS against peer institutions in our futures, options and derivatives providers dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| ADSS (this record) | FCASCA | 2 / 2 | Risk level not supplied | — | 0 |
| Saxo | FCAFINMAMAS+5 | 8 / 8 | Risk level not supplied | — | 0 |
| CMCMarkets | FCAFMAIIROC+3 | 5 / 6 | Risk level not supplied | — | 0 |
| OANDA | IIROCNFAASIC+3 | 6 / 6 | Risk level not supplied | — | 0 |
| Plus500 | CYSECFSAASIC+3 | 6 / 6 | Risk level not supplied | — | 0 |
| Coinbase | FCAMASSEC+6 | 9 / 9 | Risk level not supplied | — | 1 |
ADSS: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is ADSS's regulatory licence status and supervisory authorisation?
In our imported dataset, ADSS (legal entity reference: ADS Securities LLC) holds 2 recorded licence entries, of which 2 carry a "regulated" status and 2 are marked regulated or registered: FCA (Financial Conduct Authority) — licence 577453, status: regulated, Tier-1; SCA (Securities and Commodities Authority) — licence 1190047, status: regulated, Tier-2. Institutional due diligence requires verifying that the exact legal entity on your counterparty agreement matches the licensed entity name and registration number on the official FCA, SCA public register.
Which of ADSS's jurisdictions and licences fall within this site's regulatory coverage?
This directory focuses on futures, options and derivatives providers. 1 of ADSS's 2 licence records fall directly within this jurisdictional mandate: FCA (licence 577453, regulated, entity: ADS SECURITIES LONDON LIMITED). Always confirm whether client money segregation and statutory investor compensation schemes apply to the specific subsidiary onboarding your account.
What is ADSS's institutional risk classification, enforcement exposure, and score profile?
ADSS carries a "risk level not supplied" classification in the source dataset (composite numeric scores are not supplied for this record). The record flags 0 regulatory warning or complaint counts. Because these figures reflect imported source fields rather than primary audit findings, compliance teams should review primary enforcement bulletins directly.
What operational due diligence steps apply to ADSS's platforms, entity structure, and complaints?
Before allocating capital or executing trades with ADSS, institutional and retail allocators should: (1) confirm the domain (adss.com/en-gb) against regulator-approved domains to guard against clone firms; (2) verify whether any of the 0 recorded warning/complaint entries or 0 user comments involve withdrawal restrictions or scope violations; and (3) confirm the dispute-resolution ombudsman tied to FCA.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from VolSurface Desk relevant to ADSS's supervisory scope.
VIX Term Structure & Skew
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX): Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (59.0% Share of SPX Options Volume Benchmark)
Cboe SPX 0DTE Options Volume (59% Share) & Dealer Gamma Exposure (GEX) (SPX-0DTE-GEX) stands at 59.0% (Share of SPX Options Volume) (Source: Cboe Global Markets, 2026-10-20), governing exact Black-Scholes-Merton analytic
Second-Order Greeks & Hedging
Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (6.5 hrs Intraday Cash Decay Window Benchmark)
Vanna (dDelta/dVol) & Charm (dDelta/dTime) Second-Order Dealer Hedging (VANNA-CHARM-FLOWS) stands at 6.5 hrs (Intraday Cash Decay Window) (Source: Cboe Options Institute, 2026-10-20), governing exact Black-Scholes-Merton
OCC Margin & Dispersion Desk
OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On: Partial Derivative Formulas, Scaling Units & Tenor Surface Grid (20 min Intraday Monte Carlo Interval Benchmark)
OCC STANS 20-Minute Intraday Risk Snapshots & 0DTE Margin Add-On (OCC-STANS-MARGIN) stands at 20 min (Intraday Monte Carlo Interval) (Source: The Options Clearing Corporation, 2026-10-20), governing exact Black-Scholes-M
0DTE Gamma & Volatility Surface
Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation): Partial Derivative Formulas, Scaling Units & Tenor Surface Grid ($1,000 Standard VX Point Multiplier Benchmark)
Cboe VIX Futures Term Structure (VX1/VX2 Contango vs. Backwardation) (VIX-VX1-VX2-ROLL) stands at $1,000 (Standard VX Point Multiplier) (Source: Cboe Futures Exchange (CFE), 2026-10-20), governing exact Black-Scholes-Mer