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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2020
Derivative Instrument Detail [Abstract]  
Derivative Contracts [Table Text Block]
The following table summarizes the fair values of derivative contracts recorded as “derivative contracts” assets and liabilities in the balance sheet at September 30, 2020 (in thousands):
Assets
 
Notional1
Gross Fair ValueNetting AdjustmentsNet Fair Value Before Cash CollateralCash CollateralFair Value Net of Cash Collateral
Customer risk management programs:   
Interest rate contracts3,179,414 132,320 (107)132,213 — 132,213 
Energy contracts3,482,226 400,646 (229,433)171,213 (92,170)79,043 
Agricultural contracts13,611 1,870 — 1,870 — 1,870 
Foreign exchange contracts311,626 309,130 — 309,130 (400)308,730 
Equity option contracts73,447 937 — 937 (219)718 
Total customer risk management programs7,060,324 844,903 (229,540)615,363 (92,789)522,574 
Trading65,290,962 235,176 (173,680)61,496 (3,824)57,672 
Internal risk management programs734,142 19,357 (6,035)13,322 — 13,322 
Total derivative contracts$73,085,428 $1,099,436 $(409,255)$690,181 $(96,613)$593,568 
Liabilities
 
Notional1
Gross Fair ValueNetting AdjustmentsNet Fair Value Before Cash CollateralCash CollateralFair Value Net of Cash Collateral
Customer risk management programs:   
Interest rate contracts3,179,414 132,689 (107)132,582 (121,212)11,370 
Energy contracts3,277,670 374,542 (229,433)145,109 (37,276)107,833 
Agricultural contracts13,627 1,856 — 1,856 (1,856)— 
Foreign exchange contracts311,098 308,493 — 308,493 — 308,493 
Equity option contracts73,447 937 — 937 — 937 
Total customer risk management programs6,855,256 818,517 (229,540)588,977 (160,344)428,633 
Trading64,972,263 229,013 (173,680)55,333 (38,999)16,334 
Internal risk management programs559,452 7,655 (6,035)1,620 (259)1,361 
Total derivative contracts$72,386,971 $1,055,185 $(409,255)$645,930 $(199,602)$446,328 
1    Notional amounts for commodity contracts are converted into dollar-equivalent amounts based on dollar prices at the inception of the contract.
The following table summarizes the fair values of derivative contracts recorded as “derivative contracts” assets and liabilities in the balance sheet at December 31, 2019 (in thousands):
Assets
 
Notional 1
Gross Fair ValueNetting AdjustmentsNet Fair Value Before Cash CollateralCash CollateralFair Value Net of Cash Collateral
Customer risk management programs:   
Interest rate contracts2,464,478 49,100 (1,839)47,261 — 47,261 
Energy contracts2,151,096 144,906 (107,591)37,315 (38)37,277 
Agricultural contracts16,118 1,522 (22)1,500 — 1,500 
Foreign exchange contracts214,119 213,007 — 213,007 — 213,007 
Equity option contracts81,455 3,233 — 3,233 (660)2,573 
Total customer risk management programs4,927,266 411,768 (109,452)302,316 (698)301,618 
Trading69,721,932 131,561 (115,949)15,612 — 15,612 
Internal risk management programs1,268,180 6,226 (81)6,145 — 6,145 
Total derivative contracts$75,917,378 $549,555 $(225,482)$324,073 $(698)$323,375 
Liabilities
 
Notional 1
Gross Fair ValueNetting AdjustmentsNet Fair Value Before Cash CollateralCash CollateralFair Value Net of Cash Collateral
Customer risk management programs:   
Interest rate contracts2,464,478 49,194 (1,839)47,355 (43,932)3,423 
Energy contracts2,105,391 139,311 (107,591)31,720 (6,031)25,689 
Agricultural contracts16,139 1,507 (22)1,485 (1,485)— 
Foreign exchange contracts207,919 207,020 — 207,020 — 207,020 
Equity option contracts81,455 3,233 — 3,233 — 3,233 
Total customer risk management programs4,875,382 400,265 (109,452)290,813 (51,448)239,365 
Trading65,144,388 125,535 (115,949)9,586 — 9,586 
Internal risk management programs380,401 3,121 (81)3,040 (863)2,177 
Total derivative contracts$70,400,171 $528,921 $(225,482)$303,439 $(52,311)$251,128 
1    Notional amounts for commodity contracts are converted into dollar-equivalent amounts based on dollar prices at the inception of the contract.
Derivative Instruments, Gain (Loss) in Statement of Earnings [Table Text Block]
The following summarizes the pre-tax net gains (losses) on derivative instruments and where they are recorded in the income statement (in thousands):
 Three Months Ended
September 30, 2020September 30, 2019
 Brokerage
and Trading Revenue		Gain (Loss) on Derivatives, NetBrokerage
and Trading
Revenue		Gain (Loss)on Derivatives, Net
Customer risk management programs:    
Interest rate contracts
To-be-announced residential mortgage-backed securities$— $— $1,667 $— 
Interest rate swaps1,014 — 1,252 — 
Energy contracts7,460 — 1,611 — 
Agricultural contracts6 — 16 — 
Foreign exchange contracts162 — 138 — 
Equity option contracts— — — — 
Total customer risk management programs8,642 — 4,684 — 
Trading1
(468)— 3,630 — 
Internal risk management programs— 2,354 — 3,778 
Total derivative contracts$8,174 $2,354 $8,314 $3,778 
1    Represents changes in fair value of to-be-announced securities and other derivative instruments held to mitigate market risk of trading securities portfolio, which is offset by changes in fair value of trading securities also include in Brokerage and Trading Revenue in the Consolidated Statements of Earnings.
 Nine Months Ended
September 30, 2020September 30, 2019
 Brokerage
and Trading Revenue		Gain (Loss) on Derivatives, NetBrokerage
and Trading
Revenue		Gain (Loss) on Derivatives, Net
Customer risk management programs:    
Interest rate contracts
To-be-announced residential mortgage-backed securities$— $— $9,579 $— 
Interest rate swaps2,702 — 2,787 — 
Energy contracts14,850 — 3,923 — 
Agricultural contracts27 — 24 — 
Foreign exchange contracts527 — 392 — 
Equity option contracts— — — — 
Total customer risk management programs18,106 — 16,705 — 
Trading1
(8,546)— 4,365 — 
Internal risk management programs— 42,659 — 19,595 
Total derivative contracts$9,560 $42,659 $21,070 $19,595