XML 83 R68.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments - Fair Value of Derivative Instruments (Details)
$ in Thousands
Dec. 31, 2016
USD ($)
contract
Dec. 31, 2015
USD ($)
contract
Assets    
Fair Value $ 111,977 $ 220,647
Net amounts per Consolidated Statement of Financial Condition 19,405 179,501
Liabilities    
Fair Value 109,662 194,723
Net amounts per Consolidated Statement of Financial Condition 14,560 151,893
Foreign currency, Futures contracts | Receivable from brokers, dealers and clearing organizations    
Assets    
Fair Value $ 360 $ 578
Contracts | contract 1,285 3,675
Liabilities    
Fair Value $ 1,663 $ 955
Contracts | contract 6,495 6,586
Foreign currency, Forward contracts | Financial instruments owned, at fair value    
Assets    
Fair Value $ 30 $ 445
Contracts | contract 1 1
Liabilities    
Fair Value $ 0 $ 0
Contracts | contract 0 0
Equity, Futures contracts | Receivable from brokers, dealers and clearing organizations    
Assets    
Fair Value $ 1,451 $ 1,558
Contracts | contract 2,056 4,038
Liabilities    
Fair Value $ 1,644 $ 1,743
Contracts | contract 2,944 3,432
Equity, Swap contracts | Receivable from brokers, dealers and clearing organizations    
Assets    
Fair Value $ 16 $ 0
Contracts | contract 1 0
Liabilities    
Fair Value $ 154 $ 281
Contracts | contract 1 2
Equity, Listed options | Financial instruments owned/sold, not yet purchased, at fair value    
Assets    
Fair Value $ 19,100 $ 178,360
Contracts | contract 85,797 360,469
Liabilities    
Fair Value $ 12,961 $ 151,893
Contracts | contract 90,063 390,949
Equity, Forward contracts | Financial instruments owned/sold, not yet purchased, at fair value    
Assets    
Fair Value $ 0  
Contracts | contract 0  
Liabilities    
Fair Value $ 1,599  
Contracts | contract 1  
Fixed income, Futures contracts | Receivable from brokers, dealers and clearing organizations    
Assets    
Fair Value $ 4,627 $ 4,265
Contracts | contract 8,590 6,195
Liabilities    
Fair Value $ 5,541 $ 4,037
Contracts | contract 5,165 4,891
Commodity, Futures contracts | Receivable from brokers, dealers and clearing organizations    
Assets    
Fair Value $ 86,393 $ 35,441
Contracts | contract 31,800 22,424
Liabilities    
Fair Value $ 86,100 $ 35,814
Contracts | contract 31,906 24,261
Futures contracts and listed options | Exchange traded    
Assets    
Less: Legally enforceable master netting agreements $ (92,572) $ (41,146)
Liabilities    
Less: Legally enforceable master netting agreements (94,948) (42,549)
Swaps | Bi-lateral over-the-counter    
Assets    
Less: Legally enforceable master netting agreements 0 0
Liabilities    
Less: Legally enforceable master netting agreements $ (154) $ (281)