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Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk (Tables)
 12 Months Ended
Sep. 30, 2015
Financial Instruments with Off-Balance Sheet Risk and Concentrations of Credit Risk [Abstract]  
Schedule of Derivative Instruments Included in Trading Activities [Table Text Block]
As of September 30, 2015, these transactions are summarized as follows (in millions):
 
 
Gain / (Loss)
Notional Amounts
Unrealized gain on TBA securities purchased within payables to broker-dealers, clearing organizations and counterparties and related notional amounts (1)
 
$
0.6

$
194.6

Unrealized loss on TBA securities purchased within payables to broker-dealers, clearing organizations and counterparties and related notional amounts (1)
 
$
(0.2
)
$
163.7

Unrealized gain on TBA securities sold within payables to broker-dealers, clearing organizations and counterparties and related notional amounts (1)
 
$
0.4

$
(314.1
)
Unrealized loss on TBA securities sold within payables to broker-dealers, clearing organizations and counterparties and related notional amounts (1)
 
$
(2.0
)
$
(563.8
)
Unrealized gain on forward settling securities purchased within receivables from broker-dealers, clearing organizations and counterparties and related notional amounts
 
$
0.1

$
163.4

Unrealized loss on forward settling securities sold within payables to broker-dealers, clearing organizations and counterparties and related notional amounts
 
$
(0.4
)
$
(286.3
)
(1) The notional amounts of these instruments reflect the extent of the Company's involvement in TBA securities and do not represent risk of loss due to counterparty non-performance.
 
 
 
Schedule of Derivative Instruments [Table Text Block]
Listed below are the fair values of the Company’s derivative assets and liabilities as of September 30, 2015 and 2014. Assets represent net unrealized gains and liabilities represent net unrealized losses.
 
September 30, 2015
 
September 30, 2014
(in millions)
Assets (1)
 
Liabilities (1)
 
Assets (1)
 
Liabilities (1)
Derivative contracts not accounted for as hedges:
 
 
 
 
 
 
 
Exchange-traded commodity derivatives
$
3,443.6

 
$
3,313.8

 
$
3,777.7

 
$
3,255.4

OTC commodity derivatives
1,621.2

 
1,650.7

 
1,852.3

 
1,842.9

Exchange-traded foreign exchange derivatives
27.8

 
20.6

 
93.5

 
90.2

OTC foreign exchange derivatives
892.2

 
865.4

 
808.0

 
741.8

Exchange-traded interest rate derivatives
126.8

 
136.0

 
13.4

 
10.2

Equity index derivatives
22.8

 
21.0

 
61.9

 
114.0

TBA and forward settling securities
1.2

 
2.6

 
—

 
—

Gross fair value of derivative contracts
6,135.6

 
6,010.1

 
6,606.8

 
6,054.5

Impact of netting and collateral
(6,081.7
)
 
(5,954.4
)
 
(6,837.5
)
 
(5,970.1
)
Total fair value included in ‘Deposits and receivables from exchange-clearing organizations’
$
76.2

 
 
 
$
(273.9
)
 
 
Total fair value included in ‘Deposits and receivables from broker-dealers, clearing organizations and counterparties’
$
(52.9
)
 
 
 
$
(1.1
)
 
 
Total fair value included in ‘Financial instruments owned, at fair value’
$
30.6

 
 
 
$
44.3

 
 
Total fair value included in ‘Payables to broker-dealers, clearing organizations and counterparties
 
 
$
1.6

 
 
 
$
—

Fair value included in ‘Financial instruments sold, not yet purchased, at fair value’
 
 
$
54.1

 
 
 
$
84.4

(1)
As of September 30, 2015 and 2014, the Company’s derivative contract volume for open positions was approximately 4.1 million and 4.5 million contracts, respectively.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
The following table sets forth the Company’s net gains (losses) related to derivative financial instruments for the fiscal years ended September 30, 2015, 2014, and 2013, in accordance with the Derivatives and Hedging Topic of the ASC. The net gains (losses) set forth below are included in ‘trading gains, net’ in the consolidated income statements.
 
Year Ended September 30,
(in millions)
2015
 
2014
 
2013
Commodities
$
78.6

 
$
65.7

 
$
84.6

Foreign exchange
7.5

 
7.5

 
11.6

Interest rate and equity
3.2

 
—

 
0.1

TBA and forward settling securities
(5.1
)
 
—

 
—

Net gains from derivative contracts
$
84.2

 
$
73.2

 
$
96.3