Let's suppose there is a trader from Europe who has Series 7 and opens prop accout(with deposit) at Assent/Bright/Echo/Genesis and etc. What tax from will he receive at the end of the year?
Those types of places will send you a K-1 form. Those firms are structured as partnerships, with you as a certain class partner. Filing a return means filing a federal tax return with the IRS. Done on a 1040NR form.
US companies do not report to foreign governments. Why would you possibly rock the boat on that? Your gov't will not know about any gains you make. If you filed for a US tax ID because you want to pay taxes, you would have to be pretty dumb.