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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
6 Months Ended
Mar. 31, 2018
Sep. 30, 2017
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 264,201  
Derivative, net liability position, aggregate fair value 1,000 $ 8,700
Additional collateral, aggregate fair value 1,000 $ 8,600
Investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 175,076  
Noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 21,228  
Internally rated investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 20,818  
Internally rated noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 47,079