Derivative Financial Instruments (Tables)

12 Months Ended

Oct. 31, 2019

Derivative Financial Instruments [Abstract]

Summary of notional, fair value and net gains (losses) of other derivative instruments not designated for hedge accounting

	2019			2018
	Number of Contracts	Notional Value (in millions)		Number of Contracts	Notional Value (in millions)
Stock index futures contracts	1,370	$	108.3	1,007	$	91.5
Total return swap contracts	2		84.0	3		106.5
Interest rate swap contracts	6		24.4	-		-
Credit default swap contracts	1		8.0	1		5.0
Foreign exchange contracts	26		56.4	28		23.0
Commodity futures contracts	415		15.2	253		11.6
Currency futures contracts	231		24.0	165		16.9
Interest rate futures contracts	151		22.3	282		48.0

		2019				2018
(in thousands)		Other Assets		Other Liabilities		Other Assets		Other Liabilities
Stock index futures contracts	$	615	$	1,841	$	5,055	$	372
Total return swap contracts		396		114		-		3,297
Interest rate swap contracts		61		235		-		-
Credit default swap contracts		360		-		-		10
Foreign exchange contracts		51		615		329		202
Commodity futures contracts		319		334		770		216
Currency futures contracts		128		153		14		332
Interest rate futures contracts		144		22		179		17
Total	$	2,074	$	3,314	$	6,347	$	4,446

(in thousands)		2019		2018		2017
Stock index futures contracts	$	(6,701)	$	4,267	$	(23,905)
Total return swap contracts		(5,535)		(2,708)		(3,569)
Interest rate swap contracts		(248)		-		91
Credit default swap contracts		(251)		178		-
Foreign exchange contracts		(1,749)		(51)		(595)
Commodity futures contracts		531		(1,044)		(574)
Currency futures contracts		442		(24)		-
Interest rate futures contracts		(2,402)		366		(421)
Net gains (losses)	$	(15,913)	$	984	$	(28,973)