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Derivative Instruments - Fair Value of Derivative Instruments (Details) - USD ($) $ in Thousands | Mar. 31, 2017 | Dec. 31, 2016
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Equities futures | Receivables from broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | $ 427 | $ 2,403
Derivatives Assets, Notional | 654,155 | 1,461,286
Equities futures | Payables to broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Liabilities, Fair Value | (1,632) | (43)
Derivatives Liabilities, Notional | 220,751 | 62,417
Commodity futures | Receivables from broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | (23,638) | 13,964
Derivatives Assets, Notional | 5,612,720 | 3,918,778
Commodity futures | Payables to broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Liabilities, Fair Value | (3,091) | 2,842
Derivatives Liabilities, Notional | 20,879,583 | 22,616,170
Currency futures | Receivables from broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | 12,902 | 1,591
Derivatives Assets, Notional | 3,219,766 | 3,264,093
Currency futures | Payables to broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Liabilities, Fair Value | (19) | (6,282)
Derivatives Liabilities, Notional | 1,713,567 | 1,137,908
Fixed Income futures | Receivables from broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | (71) | 31
Derivatives Assets, Notional | 3,609 | 5,730
Options |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | 266 | 141
Derivatives Liabilities, Fair Value | 228 | 80
Options | Receivables from broker dealers and clearing organizations |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | 266 | 141
Derivatives Assets, Notional | 9,876 | 6,844
Currency forwards |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | 1,756,179 | 1,147,261
Derivatives Liabilities, Fair Value | 1,792,466 | 1,009,038
Currency forwards | Financial instruments owned |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Assets, Fair Value | 1,756,179 | 1,147,261
Derivatives Assets, Notional | 165,982,871 | 94,192,414
Currency forwards | Financial instruments sold, not yet purchased |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Liabilities, Fair Value | 228 | 80
Derivatives Liabilities, Notional | 15,124 | 4,486
Interest rate swaps | Financial instruments sold, not yet purchased |  |
Fair value of derivative instruments on a gross basis |  |
Derivatives Liabilities, Fair Value | 1,792,466 | 1,009,038
Derivatives Liabilities, Notional | $ 169,531,047 | $ 85,874,684

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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 7 -URI http://asc.fasb.org/extlink&oid=51825145&loc=SL20226000-175313 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 20 -Section 50 -Paragraph 4D -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=64830801&loc=SL51823488-111719 + Details
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