XML 67 R54.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Financial Instruments - Fair Value and Related Number of Derivative Contracts Categorized by Type of Derivative Contract (Detail)
$ in Thousands
Aug. 31, 2017
USD ($)
Contract
Nov. 30, 2016
USD ($)
Contract
Derivatives, Fair Value [Line Items]    
Net amounts per Consolidated Statements of Financial Condition, Assets $ 173,074 $ 360,534
Net amounts per Consolidated Statements of Financial Condition, Liabilities 543,632 637,535
Exchange-traded    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets 485,383 715,042
Fair Value, Liabilities 901,021 1,095,606
Amounts offset in the Consolidated Statements of Financial Condition, Assets (472,667) (691,009)
Amounts offset in the Consolidated Statements of Financial Condition, Liabilities (472,667) (691,009)
Cleared OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets 1,396,103 2,836,457
Fair Value, Liabilities 1,366,227 2,638,773
Amounts offset in the Consolidated Statements of Financial Condition, Assets (1,380,185) (2,751,650)
Amounts offset in the Consolidated Statements of Financial Condition, Liabilities (1,341,199) (2,638,774)
Bilateral OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets 835,871 1,065,034
Fair Value, Liabilities 939,427 1,132,370
Amounts offset in the Consolidated Statements of Financial Condition, Assets (691,431) (813,340)
Amounts offset in the Consolidated Statements of Financial Condition, Liabilities (849,177) (899,431)
Interest rate contracts | Rule Change by Chicago Mercantile Exchange    
Derivatives, Fair Value [Line Items]    
Amounts offset in the Consolidated Statements of Financial Condition, Assets   1,000,000
Amounts offset in the Consolidated Statements of Financial Condition, Liabilities   1,000,000
Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets 11,654  
Fair Value, Liabilities 0  
Designated as Hedging Instrument | Interest rate contracts | Cleared OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 11,654  
Number of Contracts, Assets | Contract 1  
Fair Value, Liabilities $ 0  
Number of Contracts, Liabilities | Contract 0  
Not Designated as Hedging Instrument    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 2,705,703  
Fair Value, Liabilities 3,206,675  
Not Designated as Hedging Instrument | Interest rate contracts | Exchange-traded    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 893 $ 2,275
Number of Contracts, Assets | Contract 12,681 24,300
Fair Value, Liabilities $ 0 $ 24
Number of Contracts, Liabilities | Contract 39,026 29,773
Not Designated as Hedging Instrument | Interest rate contracts | Cleared OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 1,334,453 $ 2,835,812
Number of Contracts, Assets | Contract 3,007 3,596
Fair Value, Liabilities $ 1,300,651 $ 2,636,469
Number of Contracts, Liabilities | Contract 3,276 3,445
Not Designated as Hedging Instrument | Interest rate contracts | Bilateral OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 441,908 $ 444,159
Number of Contracts, Assets | Contract 1,967 1,136
Fair Value, Liabilities $ 397,646 $ 522,965
Number of Contracts, Liabilities | Contract 623 1,627
Not Designated as Hedging Instrument | Foreign exchange contracts | Exchange-traded    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 25 $ 0
Number of Contracts, Assets | Contract 567 376
Fair Value, Liabilities $ 0 $ 0
Number of Contracts, Liabilities | Contract 1,591 686
Not Designated as Hedging Instrument | Foreign exchange contracts | Bilateral OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 319,278 $ 529,609
Number of Contracts, Assets | Contract 4,998 7,448
Fair Value, Liabilities $ 319,084 $ 516,869
Number of Contracts, Liabilities | Contract 4,947 7,633
Not Designated as Hedging Instrument | Equity contracts | Exchange-traded    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 484,465 $ 712,767
Number of Contracts, Assets | Contract 2,124,684 2,820,702
Fair Value, Liabilities $ 901,021 $ 1,095,582
Number of Contracts, Liabilities | Contract 1,812,241 2,410,956
Not Designated as Hedging Instrument | Equity contracts | Bilateral OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 56,235 $ 72,041
Number of Contracts, Assets | Contract 1,457 1,077
Fair Value, Liabilities $ 197,595 $ 67,033
Number of Contracts, Liabilities | Contract 1,498 1,191
Not Designated as Hedging Instrument | Commodity contracts | Exchange-traded    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 0 $ 0
Number of Contracts, Assets | Contract 3,279 1,356
Fair Value, Liabilities $ 0 $ 0
Number of Contracts, Liabilities | Contract 3,844 920
Not Designated as Hedging Instrument | Credit contracts | Cleared OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 49,996 $ 645
Number of Contracts, Assets | Contract 119 6
Fair Value, Liabilities $ 65,576 $ 2,304
Number of Contracts, Liabilities | Contract 143 8
Not Designated as Hedging Instrument | Credit contracts | Bilateral OTC    
Derivatives, Fair Value [Line Items]    
Fair Value, Assets $ 18,450 $ 19,225
Number of Contracts, Assets | Contract 182 213
Fair Value, Liabilities $ 25,102 $ 25,503
Number of Contracts, Liabilities | Contract 246 184