| Summary of the fair value of other derivative instruments not designated for hedge accounting |
| | | | April 30, 2017 | | October 31, 2016 | | | | Number of contracts | | Notional value
(in millions) | | Number of contracts | | Notional value
(in millions) | | | Stock index futures contracts | 1,799 | $ | 137.0 | | 1,721 | $ | 125.4 | | | Total return swap contracts | 5 | $ | 50.2 | | 1 | $ | 40.0 | | | Foreign exchange contracts | 28 | $ | 23.6 | | 32 | $ | 18.7 | | | Commodity futures contracts | 224 | $ | 19.4 | | - | $ | - | | | Currency futures contracts | 130 | $ | 13.1 | | - | $ | - |
| | | April 30, 2017 | | October 31, 2016 | | | (in thousands) | | Other assets | | Other liabilities | | | Other assets | | Other liabilities | | | Stock index futures contracts | $ | 137 | $ | 3,297 | | $ | 1,722 | $ | 130 | | | Total return swap contracts | | - | | 1,085 | | | - | | 418 | | | Foreign exchange contracts | | 124 | | 564 | | | 350 | | 267 | | | Commodity futures contracts | | 1 | | 3 | | | - | | - | | | Currency futures contracts | | 3 | | 12 | | | - | | - | | | Total | $ | 265 | $ | 4,961 | | $ | 2,072 | $ | 815 |
| | | Three Months Ended | | Six Months Ended | | | | April 30, | | April 30, | | | (in thousands) | | 2017 | | 2016 | | | 2017 | | 2016 | | | Stock index futures contracts | $ | (7,097) | $ | (8,062) | | $ | (13,030) | $ | 921 | | | Total return swap contracts | | (1,011) | | (3,209) | | | (1,975) | | (439) | | | Foreign exchange contracts | | (369) | | (1,774) | | | (397) | | (1,140) | | | Commodity futures contracts | | (2) | | - | | | (2) | | - | | | Currency futures contracts | | (10) | | - | | | (10) | | - | | | Total | $ | (8,489) | $ | (13,045) | | $ | (15,414) | $ | (658) |
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