Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk Level 3 (Tables)

9 Months Ended

Jun. 30, 2012

Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk [Abstract]

Schedule of Derivative Instruments [Table Text Block]

Listed below are the fair values of the Company's derivative assets and liabilities as of June 30, 2012 and September 30, 2011. Assets represent net unrealized gains and liabilities represent net unrealized losses.

	June 30, 2012						September 30, 2011
(in millions)	Assets (1)			Liabilities (1)			Assets (1)			Liabilities (1)
Derivative contracts not accounted for as hedges:
Exchange-traded commodity derivatives	$	3,164.4		$	3,594.6		$	7,074.2		$	6,062.4
OTC commodity derivatives	818.7			813.3			763.7			780.1
Exchange-traded foreign exchange derivatives	73.6			54.2			126.9			89.8
OTC foreign exchange derivatives (2)(3)	423.2			462.4			1,074.3			1,118.9
Interest rate derivatives	3.0			1.6			5.5			2.8
Equity index derivatives	13.0			17.4			71.7			79.7
Gross fair value of derivative contracts	4,495.9			4,943.5			9,116.3			8,133.7
Impact of netting and collateral	(4,685.6		)	(4,900.4		)	(9,262.6		)	(8,010.8		)
Total fair value included in ‘Deposits and receivables from exchange-clearing organizations’	$	(238.5	)				$	(264.3	)
Total fair value included in 'Deposits and receivables from broker-dealers, clearing organizations and counterparties'	$	1.0					$	16.1
Total fair value included in ‘Financial instruments owned, at fair value’	$	47.8					$	101.9
Fair value included in ‘Financial instruments sold, not yet purchased, at fair value’				$	43.1					$	122.9

(1) As of June 30, 2012 and September 30, 2011, the Company’s derivative contract volume for open positions was approximately 3.9 million and 3.9 million contracts, respectively.

(2) In accordance with agreements with counterparties, the Company is allowed to periodically take advances against its open trade fair value. There were no advances against open trade fair value outstanding as of June 30, 2012 and September 30, 2011.

(3) In accordance with agreements with counterparties, the Company has to maintain a sufficient margin collateral balance based on the value of the open positions. These amounts exclude deposits with the counterparties for margin collateral, which are included in the netting and collateral line, of $34.8 million and $53.5 million as of June 30, 2012 and September 30, 2011.

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth the Company's gains (losses) related to derivative financial instruments for the three and nine months ended June 30, 2012 and 2011, in accordance with the Derivatives and Hedging Topic of the ASC. The gains (losses) set forth below are included within ‘trading gains’ in the condensed consolidated income statements.

	Three Months Ended June 30,				Nine Months Ended June 30,
(in millions)	2012		2011		2012		2011
Gains from derivative contracts	$	76.1	$	33.2	$	102.7	$	6.8