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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
9 Months Ended
Jun. 30, 2018
Sep. 30, 2017
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 222,587  
Derivative, net liability position, aggregate fair value 687 $ 8,700
Additional collateral, aggregate fair value 171 $ 8,600
Investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 150,226  
Noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 31,860  
Internally rated investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 26,536  
Internally rated noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 13,965