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Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk (Tables)
 12 Months Ended
Sep. 30, 2012
Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
 
September 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
$
3,325.6

 
$
3,565.3

 
$
7,074.2

 
$
6,062.4

OTC commodity derivatives
823.6

 
841.4

 
763.7

 
780.1

Exchange-traded foreign exchange derivatives
63.0

 
47.7

 
126.9

 
89.8

OTC foreign exchange derivatives (2)(3)
215.4

 
196.6

 
1,074.3

 
1,118.9

Exchange-traded interest rate derivatives
0.9

 
2.6

 
2.3

 
2.8

OTC interest rate derivatives
1.6

 
—

 
3.2

 
—

Equity index derivatives
20.8

 
22.0

 
71.7

 
79.7

Gross fair value of derivative contracts
4,450.9

 
4,675.6

 
9,116.3

 
8,133.7

Impact of netting and collateral
(4,548.1
)
 
(4,631.0
)
 
(9,262.6
)
 
(8,010.8
)
Total fair value included in ‘Deposits and receivables from exchange-clearing organizations’
$
(150.4
)
 
 
 
$
(264.3
)
 
 
Total fair value included in 'Deposits and receivables from broker-dealers, clearing organizations and counterparties'
$
(0.7
)
 
 
 
$
16.1

 
 
Total fair value included in ‘Financial instruments owned, at fair value’
$
53.9

 
 
 
$
101.9

 
 
Fair value included in ‘Financial instruments sold, not yet purchased, at fair value’
 
 
$
44.6

 
 
 
$
122.9
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
 
Year Ended September 30,
(in millions)
2012
 
2011
 
2010
Commodities
$
65.7

 
$
34.1

 
$
(19.1
)
Foreign exchange
10.4

 
15.0

 
13.3

Interest rate
1.4

 
3.5

 
2.5

Net gains (losses) from derivative contracts
$
77.5

 
$
52.6

 
$
(3.3
)