Derivative Financial Instruments (Tables)

3 Months Ended

Jan. 31, 2020

Derivative Financial Instruments [Abstract]

Summary of notional, fair value and net gains (losses) of other derivative instruments not designated for hedge accounting

	January 31, 2020			October 31, 2019
	Number of Contracts		Notional Value (in millions)	Number of Contracts		Notional Value (in millions)
Stock index futures	1,239	$	112.0	1,370	$	108.3
Total return swaps	2	$	84.0	2	$	84.0
Interest rate swaps	6	$	21.6	6	$	24.4
Credit default swaps	1	$	8.0	1	$	8.0
Foreign exchange contracts	36	$	51.4	26	$	56.4
Commodity futures	416	$	15.7	415	$	15.2
Currency futures	206	$	24.9	231	$	24.0
Interest rate futures	171	$	28.8	151	$	22.3

	January 31, 2020				October 31, 2019
(in thousands)		Other Assets		Other Liabilities		Other Assets		Other Liabilities
Stock index futures	$	497	$	1,199	$	615	$	1,841
Total return swaps		-		1,064		396		114
Interest rate swaps		6		337		61		235
Credit default swaps		341		-		360		-
Foreign exchange contracts		589		611		51		615
Commodity futures		1,085		472		319		334
Currency futures		350		33		128		153
Interest rate futures		98		449		144		22
Total	$	2,966	$	4,165	$	2,074	$	3,314

	Three Months Ended
	January 31,
(in thousands)		2020		2019
Stock index futures	$	(2,619)	$	(216)
Total return swaps		(1,381)		(2,185)
Interest rate swaps		(161)		-
Credit default swaps		(40)		(83)
Foreign exchange contracts		134		(284)
Commodity futures		425		870
Currency futures		55		36
Interest rate futures		(51)		(511)
Net losses	$	(3,638)	$	(2,373)