US Brokerage Account for Foreigners (ITIN)

Hi everyone

I'd like to invest and trade in the US market but I'm not a resident nor citizen of the US. To open a brokerage account most firms ask for a SNN or LOTS of cash, I have neither of those. A person with the same condition as me told me that he has an account with "Ameritrade" so I checked the website and they ask for an ITIN Code. Now, when I checked IRS' website, it said that I'd have to attach a "Tax Return" with my ITIN request form.

My question is:
Should I attach a blank tax return? I have no taxes to pay yet...
Should I forget about the tax return and just send the form with the other required documents?
Should I call the IRS and ask them about my situation? ...That I want to open a brokerage account...?

Any suggestions?

Many Thanks.

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