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Derivative Instruments (Tables) | 3 Months Ended
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Mar. 31, 2017
Derivative Instruments |
Schedule of fair value of derivative instruments on a gross basis |
(in thousands) |  |  |  | March 31, 2017 |  | December 31, 2016 |
Derivatives Assets |  | Balance Sheet Classification |  | Fair Value |  | Notional |  | Fair Value |  | Notional |
Equities futures |  | Receivables from broker dealers and clearing organizations |  | $ | 427 |  | $ | 654,155 |  | $ | 2,403 |  | $ | 1,461,286 |
Commodity futures |  | Receivables from broker dealers and clearing organizations |  |  | (23,638) |  |  | 5,612,720 |  |  | 13,964 |  |  | 3,918,778 |
Currency futures |  | Receivables from broker dealers and clearing organizations |  |  | 12,902 |  |  | 3,219,766 |  |  | 1,591 |  |  | 3,264,093 |
Fixed income futures |  | Receivables from broker dealers and clearing organizations |  |  | (71) |  |  | 3,609 |  |  | 31 |  |  | 5,730 |
Options |  | Financial instruments owned |  |  | 266 |  |  | 9,876 |  |  | 141 |  |  | 6,844 |
Currency forwards |  | Financial instruments owned |  |  | 1,756,179 |  |  | 165,982,871 |  |  | 1,147,261 |  |  | 94,192,414 |
Derivatives Liabilities |  | Balance Sheet Classification |  | Fair Value |  | Notional |  | Fair Value |  | Notional |
Equities futures |  | Payables to broker dealers and clearing organizations |  | $ | (1,632) |  | $ | 220,751 |  | $ | (43) |  | $ | 62,417 |
Commodity futures |  | Payables to broker dealers and clearing organizations |  |  | (3,091) |  |  | 20,879,583 |  |  | 2,842 |  |  | 22,616,170 |
Currency futures |  | Payables to broker dealers and clearing organizations |  |  | (19) |  |  | 1,713,567 |  |  | (6,282) |  |  | 1,137,908 |
Currency forwards |  | Financial instruments sold, not yet purchased |  |  | 228 |  |  | 15,124 |  |  | 80 |  |  | 4,486 |
Interest rate swaps |  | Financial instruments sold, not yet purchased |  |  | 1,792,466 |  |  | 169,531,047 |  |  | 1,009,038 |  |  | 85,874,684 |
Schedule of net gain from derivative instruments not designated as hedging instruments |
|  | March 31, |  |
(in thousands) |  | 2017 |  | 2016 |  |
Futures |  | $ | 165,590 |  | $ | 308,480 |  |
Currency forwards |  |  | (51,381) |  |  | (425) |  |
Options |  |  | 1 |  |  | (74) |  |
Interest rate swaps |  |  | — |  |  | 2 |  |
|  | $ | 114,210 |  | $ | 307,983 |  |

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- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5618551-113959 + Details
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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624163-113959 + Details
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