COMMITMENTS, CONTINGENCIES AND GUARANTEES (Details) (USD $)	3 Months Ended	9 Months Ended
	Jun. 30, 2011	Jun. 30, 2011
Approximate market values of collateral received that can be repledged
Securities purchased under agreements to resell and other collateralized financings	$ 468,859,000	$ 468,859,000
Securities received in securities borrowed vs. cash transactions	304,020,000	304,020,000
Collateral received for margin loans	1,363,463,000	1,363,463,000
Total	2,136,342,000	2,136,342,000
Approximate market values of collateral repledged and financial instruments that we own pledged
Securities sold under agreements to repurchase	69,355,000	69,355,000
Securities delivered in securities loaned vs. cash transactions	696,311,000	696,311,000
Collateral used for cash loans	29,000	29,000
Collateral used for deposits at clearing organizations	94,755,000	94,755,000
Total	860,450,000	860,450,000
Amount of purchased syndicated loans not yet settled	18,900,000	18,900,000
Small Business Investment Company Commitment [Member]
Commitments [Line Items]
Amount of commitment	2,000,000	2,000,000
Amount of commitment fulfilled	800,000	800,000
Commitment to Lend to RJTCF [Member]
Commitments [Line Items]
Cash funded to invest in loans or investments in project partnerships	51,800,000	51,800,000
Amount of commitment	150,000,000	150,000,000
Number of days that investments in project partnerships are typically sold (in days)		90
Underwriting Commitment [Member]
Commitments [Line Items]
Amount of commitment	7,200,000	7,200,000
EIF Funds Commitment [Member]
Commitments [Line Items]
Amount of commitment	639,000	639,000
Loans to Financial Advisors and Certain Key Revenue Producers Commitment [Member]
Commitments [Line Items]
Amount of commitment	26,600,000	26,600,000
Internally Sponsored Private Equity Limited Partnership Commitment [Member]
Commitments [Line Items]
Amount of commitment	6,500,000	6,500,000
Amount of commitment fulfilled	6,500,000	6,500,000
Amount of invested distributions received	5,200,000	5,200,000
Number of internally sponsored private equity limited partnership	1	1
Independent Venture Capital or Private Equity Partnerships Commitment [Member]
Commitments [Line Items]
Amount of commitment	62,300,000	62,300,000
Amount of commitment, minimum increment	200,000	200,000
Amount of commitment, maximum increment	5,000,000	5,000,000
Number of different independent venture capital or private equity partnerships	45	45
Additional Private Equity Limited Partnerships Commitment [Member]
Commitments [Line Items]
Amount of commitment	38,200,000	38,200,000
Number of additional private equity limited partnerships	2	2
Total Independent Venture Capital Private Equity Partnerships and Private Equity Limited Partnerships [Member]
Commitments [Line Items]
Amount of commitment fulfilled	68,900,000	68,900,000
Amount of invested distributions received	46,400,000	46,400,000
Loan Commitments purchased from Allied Irish Bank [Member]
Commitments [Line Items]
Amount of commitment	615,000,000	615,000,000
Amount of commitments outstanding	500,000,000	500,000,000
Deposits with Clearing Organizations [Member]
Commitments [Line Items]
Value of margin securities pledged	83,300,000	83,300,000
Amount of deposit required with clearing organization	66,300,000	66,300,000
Interest Rate Swap Guarantee [Member]
Guarantor Obligations [Line Items]
Current exposure of guarantee	8,200,000	8,200,000
Estimated total potential exposure of guarantee	16,100,000	16,100,000
Financial Standby Letter of Credit [Member]
Guarantor Obligations [Line Items]
Current exposure of guarantee	8,000,000	8,000,000
Indirect Guarantee of Indebtedness [Member]
Guarantor Obligations [Line Items]
Current exposure of guarantee	53,600,000	53,600,000
Project Partnerships Sold Guarantee [Member]
Guarantor Obligations [Line Items]
Current exposure of guarantee	1,700,000	1,700,000
Estimated total potential exposure of guarantee	1,700,000	1,700,000
Performance Guarantee [Member]
Guarantor Obligations [Line Items]
Current exposure of guarantee	39,700,000	39,700,000
Number of funds offering guaranteed performance to various third-parties on certain obligations	1	1
Delivery of Certain Tax Credits and Other Tax Benefits Guarantee [Member]
Guarantor Obligations [Line Items]
Estimated total potential exposure of guarantee	57,200,000	57,200,000
Amount of financing asset is included in Prepaid Expenses and Other Assets	41,600,000	41,600,000
Amount of offsetting liability is included in Trade and Other Payables	41,300,000	41,300,000
Auction Rate Securities Legal Matter [Member]
Loss Contingencies [Line Items]
Auction Rate Securities settlement fines	1,750,000	1,750,000
Auction Rate Securities eligible for the settlement	300,000,000	300,000,000
Loss arising from the difference between the purchase price and fair value of securities tendered as a result of the settlement	$ 45,000,000	$ 45,000,000