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Fair Value Measurements
 9 Months Ended
Jun. 30, 2025
Fair Value Disclosures [Abstract]  
Fair Value Measurements Fair Value Measurements
The following table presents the Company’s assets and liabilities measured at fair value on a recurring basis as of June 30, 2025 and September 30, 2024 under Topic 820 (in thousands):

June 30, 2025September 30, 2024
(unaudited)
Level 2Level 2
Assets:
Interest rate swaps$9,379 $11,646 
U.S. government securities14,182 8,338 
Corporate debt securities5,355 6,872 
Municipal government securities1,303 1,598 
Other debt securities1,114 1,212 
Total assets$31,333 $29,666 
The fair value of the interest rate swap contract is based on a model-driven valuation using the observable components (e.g., interest rates), which are observable at commonly quoted intervals for the full term of the contracts. The fair value of the Company’s commodity swap contracts is based on an analysis of the expected cash flow of the contract in combination with observable forward price inputs obtained from a third-party pricing source. The calculations are adjusted for credit risk. Therefore, the Company’s derivative assets are classified within Level 2 of the fair value hierarchy. Derivative assets are included within “Other assets” on the Company’s Consolidated Balance Sheets.