XML 49 R32.htm IDEA: XBRL DOCUMENT v2.4.0.6
Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk (Tables)
 3 Months Ended
Dec. 31, 2012
Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk [Abstract]  
Schedule of Derivative Instruments [Table Text Block]
 
December 31, 2012
 
September 30, 2012
(in millions)
Assets (1)
 
Liabilities (1)
 
Assets (1)
 
Liabilities (1)
Derivative contracts not accounted for as hedges:
 
 
 
 
 
 
 
Exchange-traded commodity derivatives
$
1,919.2

 
$
1,665.3

 
$
3,325.6

 
$
3,565.3

OTC commodity derivatives
454.7

 
472.1

 
823.6

 
841.4

Exchange-traded foreign exchange derivatives
46.5

 
40.6

 
63.0

 
47.7

OTC foreign exchange derivatives (2)
309.2

 
289.9

 
215.4

 
196.6

Exchange-traded interest rate derivatives
1.2

 
4.4

 
0.9

 
2.6

OTC interest rate derivatives
1.1

 
—

 
1.6

 
—

Equity index derivatives
16.9

 
21.2

 
20.8

 
22.0

Gross fair value of derivative contracts
2,748.8

 
2,493.5

 
4,450.9

 
4,675.6

Impact of netting and collateral
(2,703.0
)
 
(2,456.7
)
 
(4,548.1
)
 
(4,631.0
)
Total fair value included in ‘Deposits and receivables from exchange-clearing organizations’
$
(9.3
)
 
 
 
$
(150.4
)
 
 
Total fair value included in 'Deposits and receivables from broker-dealers, clearing organizations and counterparties'
$
4.8

 
 
 
$
(0.7
)
 
 
Total fair value included in ‘Financial instruments owned, at fair value’
$
50.3

 
 
 
$
53.9

 
 
Fair value included in ‘Financial instruments sold, not yet purchased, at fair value’
 
 
$
36.8

 
 
 
$
44.6

 
(1)
As of December 31, 2012 and September 30, 2012, the Company’s derivative contract volume for open positions was approximately 3.1 million and 4.1 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 December 31, 2012 and September 30, 2012.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
 
Three Months Ended December 31,
(in millions)
2012
 
2011
Commodities
$
30.6

 
$
34.1

Foreign exchange
2.6

 
4.7

Interest rate
0.1

 
(1.0
)
Net gains (losses) from derivative contracts
$
33.3

 
$
37.8