Derivative Financial Instruments (Tables)

6 Months Ended

Apr. 30, 2020

Derivative Financial Instruments [Abstract]

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

	April 30, 2020			October 31, 2019
	Number of Contracts		Notional Value (in millions)	Number of Contracts		Notional Value (in millions)
Stock index futures	1,166	$	88.2	1,370	$	108.3
Total return swaps	2	$	84.0	2	$	84.0
Interest rate swaps	6	$	8.9	6	$	24.4
Credit default swaps	1	$	8.0	1	$	8.0
Foreign exchange contracts	61	$	40.8	26	$	56.4
Commodity futures	486	$	17.2	415	$	15.2
Currency futures	73	$	8.0	231	$	24.0
Interest rate futures	140	$	17.7	151	$	22.3

	April 30, 2020				October 31, 2019
(in thousands)		Other Assets		Other Liabilities		Other Assets		Other Liabilities
Stock index futures	$	1,372	$	3,754	$	615	$	1,841
Total return swaps		6,299		-		396		114
Interest rate swaps		35		116		61		235
Credit default swaps		848		-		360		-
Foreign exchange contracts		1,494		231		51		615
Commodity futures		376		233		319		334
Currency futures		238		91		128		153
Interest rate futures		125		368		144		22
Total	$	10,787	$	4,793	$	2,074	$	3,314

	Three Months Ended				Six Months Ended
	April 30,				April 30,
(in thousands)		2020		2019		2020		2019
Stock index futures	$	14,903	$	(5,681)	$	12,285	$	(5,897)
Total return swaps		7,778		(4,197)		6,511		(6,382)
Interest rate swaps		(197)		-		(465)		-
Credit default swaps		514		(64)		467		(147)
Foreign exchange contracts		1,633		345		1,767		62
Commodity futures		703		(410)		1,128		337
Currency futures		904		(106)		958		(71)
Interest rate futures		(77)		(514)		(127)		(902)
Net gains (losses)	$	26,161	$	(10,627)	$	22,524	$	(13,000)