XML 37 R77.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Financial Instruments (Remaining Contract Maturity Of Fair Value Of OTC Derivative Assets And Liabilities) (Details) (USD $)
Jun. 30, 2014
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months $ 226,599,000 [1],[2],[3]
OTC derivative assets having maturity period of 1 to 5 years 130,800,000 [1],[2],[3]
OTC derivative assets having maturity period of greater than 5 years 129,269,000 [1],[2],[3]
OTC derivative assets cross-maturity netting (84,660,000) [1],[2],[3],[4]
Total OTC derivative assets, net of cross-maturity netting 402,008,000 [1],[2],[3]
Cross product counterparty netting (17,810,000) [1],[2],[3]
Total OTC derivative assets included in Trading assets 384,198,000 [1],[2],[3],[5]
OTC derivative liabilities having maturity period of 0 to 12 months 225,317,000 [3],[6],[7]
OTC derivative liabilities having maturity period of 1 to 5 years 145,975,000 [3],[6],[7]
OTC derivative liabilities having maturity period of greater than 5 years 176,850,000 [3],[6],[7]
OTC derivative liabilities cross-maturity netting (84,660,000) [3],[4],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 463,482,000 [3],[6],[7]
Cross product counterparty netting (17,810,000) [3],[6],[7]
Total OTC derivative liabilities included in Trading liabilities 445,672,000 [3],[6],[7]
Exchange traded derivative assets and other credit agreements 11,600,000
Cash collateral received 143,000,000
Exchange traded derivative liabilities and other credit agreements 22,200,000
Cash collateral pledged 241,600,000
Commodity Swaps, Options And Forwards [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months 52,226,000 [1],[2],[3]
OTC derivative assets having maturity period of 1 to 5 years 1,435,000 [1],[2],[3]
Total OTC derivative assets, net of cross-maturity netting 53,661,000 [1],[2],[3]
OTC derivative liabilities having maturity period of 0 to 12 months 78,158,000 [3],[6],[7]
OTC derivative liabilities having maturity period of 1 to 5 years 9,117,000 [3],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 87,275,000 [3],[6],[7]
Credit Default Swaps [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative liabilities having maturity period of 0 to 12 months 51,000 [3],[6],[7]
OTC derivative liabilities having maturity period of 1 to 5 years 8,744,000 [3],[6],[7]
OTC derivative liabilities having maturity period of greater than 5 years 898,000 [3],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 9,693,000 [3],[6],[7]
Equity Swaps And Options [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months 1,297,000 [1],[2],[3]
Total OTC derivative assets, net of cross-maturity netting 1,297,000 [1],[2],[3]
OTC derivative liabilities having maturity period of greater than 5 years 9,300,000 [3],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 9,300,000 [3],[6],[7]
Total Return Swaps [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months 6,559,000 [1],[2],[3]
Total OTC derivative assets, net of cross-maturity netting 6,559,000 [1],[2],[3]
OTC derivative liabilities having maturity period of 0 to 12 months 2,200,000 [3],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 2,200,000 [3],[6],[7]
Foreign Currency Forwards, Swaps And Options [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months 85,715,000 [1],[2],[3]
OTC derivative assets having maturity period of 1 to 5 years 15,283,000 [1],[2],[3]
OTC derivative assets having maturity period of greater than 5 years 51,000 [1],[2],[3]
OTC derivative assets cross-maturity netting (14,167,000) [1],[2],[3],[4]
Total OTC derivative assets, net of cross-maturity netting 86,882,000 [1],[2],[3]
OTC derivative liabilities having maturity period of 0 to 12 months 88,516,000 [3],[6],[7]
OTC derivative liabilities having maturity period of 1 to 5 years 16,380,000 [3],[6],[7]
OTC derivative liabilities cross-maturity netting (14,167,000) [3],[4],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting 90,729,000 [3],[6],[7]
Interest Rate Swaps, Options And Forwards [Member]
 
Remaining Contract Maturity Of Fair Value Of Over Counter Derivative Assets And Liabilities [Line Items]  
OTC derivative assets having maturity period of 0 to 12 months 80,802,000 [1],[2],[3]
OTC derivative assets having maturity period of 1 to 5 years 114,082,000 [1],[2],[3]
OTC derivative assets having maturity period of greater than 5 years 129,218,000 [1],[2],[3]
OTC derivative assets cross-maturity netting (70,493,000) [1],[2],[3],[4]
Total OTC derivative assets, net of cross-maturity netting 253,609,000 [1],[2],[3]
OTC derivative liabilities having maturity period of 0 to 12 months 56,392,000 [3],[6],[7]
OTC derivative liabilities having maturity period of 1 to 5 years 111,734,000 [3],[6],[7]
OTC derivative liabilities having maturity period of greater than 5 years 166,652,000 [3],[6],[7]
OTC derivative liabilities cross-maturity netting (70,493,000) [3],[4],[6],[7]
Total OTC derivative liabilities, net of cross-maturity netting $ 264,285,000 [3],[6],[7]
[1] At June 30, 2014, we held exchange traded derivative assets and other credit agreements with a fair value of $11.6 million, which are not included in this table.
[2] OTC derivative assets in the table above are gross of collateral received. OTC derivative assets are recorded net of collateral received in the Consolidated Statements of Financial Condition. At June 30, 2014, cash collateral received was $143.0 million.
[3] Derivative fair values include counterparty netting within product category.
[4] Amounts represent the netting of receivable balances with payable balances for the same counterparty within product category across maturity categories.
[5] We utilize internal credit ratings determined by Jefferies Risk Management. Credit ratings determined by Risk Management use methodologies that produce ratings generally consistent with those produced by external rating agencies.
[6] At June 30, 2014, we held exchange traded derivative liabilities and other credit agreements with a fair value of $22.2 million, which are not included in this table.
[7] OTC derivative liabilities in the table above are gross of collateral pledged. OTC derivative liabilities are recorded net of collateral pledged in the Consolidated Statements of Financial Condition. At June 30, 2014, cash collateral pledged was $241.6 million.