Your futures broker is an FCM or routes to one. It holds your funds, posts margin to the clearing house on your behalf, sets house-requirements and runs the risk engine that can auto-liquidate you.
FCMs are regulated by the cftc and the nfa, must keep customer money in segregated-funds, and file monthly financial data publicly. Checking an FCM's capital and segregation figures is a reasonable thing to do before wiring money.
Example: MF Global (2011) and Peregrine (2012) both failed with shortfalls in supposedly segregated customer funds — a reminder that broker selection is a risk decision, not an admin one.
Related: segregated-funds, introducing-broker, clearing-member, cftc, nfa