Derivative Financial Instruments (Tables)

12 Months Ended

Oct. 31, 2020

Derivative Financial Instruments [Abstract]

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

	2020			2019
	Number of Contracts	Notional Value (in millions)		Number of Contracts	Notional Value (in millions)
Stock index futures contracts	997	$	85.5	1,370	$	108.3
Total return swap contracts	2		87.0	2		84.0
Interest rate swap contracts	-		-	6		24.4
Credit default swap contracts	1		18.8	1		8.0
Foreign exchange contracts	14		11.5	26		56.4
Commodity futures contracts	-		-	415		15.2
Currency futures contracts	-		-	231		24.0
Interest rate futures contracts	53		7.0	151		22.3

		2020				2019
(in thousands)		Other Assets		Other Liabilities		Other Assets		Other Liabilities
Stock index futures contracts	$	2,725	$	134	$	615	$	1,841
Total return swap contracts		732		989		396		114
Interest rate swap contracts		-		-		61		235
Credit default swap contracts		1,038		-		360		-
Foreign exchange contracts		62		156		51		615
Commodity futures contracts		-		-		319		334
Currency futures contracts		-		-		128		153
Interest rate futures contracts		23		-		144		22
Total	$	4,580	$	1,279	$	2,074	$	3,314

(in thousands)		2020		2019		2018
Stock index futures contracts	$	2,579	$	(6,701)	$	4,267
Total return swap contracts		230		(5,535)		(2,708)
Interest rate swap contracts		(167)		(248)		-
Credit default swap contracts		445		(251)		178
Foreign exchange contracts		407		(1,749)		(51)
Commodity futures contracts		1,027		531		(1,044)
Currency futures contracts		832		442		(24)
Interest rate futures contracts		(71)		(2,402)		366
Net gains (losses)	$	5,282	$	(15,913)	$	984