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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
6 Months Ended
Mar. 31, 2016
Sep. 30, 2015
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 117,531  
Derivative, net liability position, aggregate fair value 13,000 $ 4,200
Additional collateral, aggregate fair value 13,000 $ 4,200
Investment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 84,613  
Noninvestment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 8,407  
Internally Rated Investment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 11,537  
Internally Rated Noninvestment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 12,974