Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($)
$ in Thousands |
Mar. 31, 2016 |
Dec. 31, 2015 |
| Equities futures | Receivables from broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
$ (569)
|
$ (1,017)
|
| Derivatives Assets, Notional |
294,910
|
617,398
|
| Equities futures | Payables to broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
(3,151)
|
202
|
| Derivatives Liabilities, Notional |
369,368
|
75,428
|
| Commodity futures | Receivables from broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
(17)
|
(8,431)
|
| Derivatives Assets, Notional |
146,063
|
18,635,531
|
| Commodity futures | Payables to broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
110,272
|
585
|
| Derivatives Liabilities, Notional |
19,325,868
|
25,932
|
| Currency futures | Receivables from broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
39,140
|
1,358
|
| Derivatives Assets, Notional |
3,362,827
|
3,059,575
|
| Currency futures | Payables to broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
(5,606)
|
(12,475)
|
| Derivatives Liabilities, Notional |
1,806,592
|
2,570,005
|
| Fixed Income futures | Receivables from broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
22
|
30
|
| Derivatives Assets, Notional |
91,167
|
232,473
|
| Fixed Income futures | Payables to broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
(6)
|
|
| Derivatives Liabilities, Notional |
104,997
|
|
| Options |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
220
|
168
|
| Derivatives Liabilities, Fair Value |
211
|
163
|
| Options | Receivables from broker dealers and clearing organizations |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
220
|
168
|
| Derivatives Assets, Notional |
8,112
|
24,453
|
| Options | Financial instruments sold, not yet purchased |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
211
|
163
|
| Derivatives Liabilities, Notional |
8,140
|
1
|
| Currency forwards |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
1,398,720
|
795,435
|
| Derivatives Liabilities, Fair Value |
1,457,967
|
746,014
|
| Currency forwards | Financial instruments owned |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
1,398,720
|
795,435
|
| Derivatives Assets, Notional |
77,896,379
|
69,614,513
|
| Currency forwards | Financial instruments sold, not yet purchased |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
1,457,967
|
746,014
|
| Derivatives Liabilities, Notional |
80,537,570
|
71,019,047
|
| Interest rate swaps |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
351
|
|
| Derivatives Liabilities, Fair Value |
357
|
319
|
| Interest rate swaps | Financial instruments owned |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Assets, Fair Value |
351
|
311
|
| Derivatives Assets, Notional |
82,010
|
82,010
|
| Interest rate swaps | Financial instruments sold, not yet purchased |
|
|
| Fair value of derivative instruments on a gross basis |
|
|
| Derivatives Liabilities, Fair Value |
357
|
319
|
| Derivatives Liabilities, Notional |
$ 82,010
|
$ 82,010
|