FAIR VALUE, Recurring Fair Value Measurements (Details) (USD $)	Sep. 30, 2011		Sep. 30, 2010
Trading instruments sold but not yet purchased:
Total trading instruments sold but not yet purchased	$ 76,150,000		$ 131,038,000
Measured at fair value on a recurring basis [Member]
Trading instruments:
Municipal and provincial obligations	164,402,000		168,353,000
Corporate obligations	27,607,000		38,471,000
Government and agency obligations	36,106,000		36,894,000
Agency MBS and CMOs	147,757,000		278,578,000
Non-agency CMOs and ABS	49,119,000		8,297,000
Total debt securities	424,991,000		530,593,000
Derivative contracts	38,304,000		26,367,000
Equity securities	21,197,000		31,644,000
Other securities	8,279,000		2,843,000
Total trading instruments	492,771,000		591,447,000
Available for sale securities:
Agency MBS and CMOs	178,732,000		217,879,000
Non-agency CMOs	145,875,000		201,570,000
Other securities	10,000		5,012,000
ARS:
Municipals	79,524,000
Preferred securities	116,524,000
Total available for sale securities	520,665,000		424,461,000
Private equity and other investments:
Private equity investments	168,785,000		161,230,000
Other investments	125,571,000		159,849,000
Total private equity and other investments	294,356,000		321,079,000
Other assets	2,696,000		25,000
Total	1,310,488,000		1,337,012,000
Trading instruments sold but not yet purchased:
Municipal and provincial obligations	607,000		296,000
Corporate obligations	5,625,000		693,000
Government obligations	56,472,000		99,631,000
Agency MBS and CMOs	159,000		105,000
Total debt securities	62,863,000		100,725,000
Derivative contracts	6,588,000		1,649,000
Equity securities	6,699,000		28,664,000
Other securities	0
Total trading instruments sold but not yet purchased	76,150,000		131,038,000
Other liabilities	60,000		151,000
Total	76,210,000		131,189,000
Measured at fair value on a recurring basis [Member] | Quoted prices in active markets for identical assets (Level 1) [Member]
Trading instruments:
Municipal and provincial obligations	8,000	[1]	7,000	[2]
Corporate obligations	4,137,000	[1]	21,485,000	[2]
Government and agency obligations	22,620,000	[1]	27,374,000	[2]
Agency MBS and CMOs	31,000	[1]	303,000	[2]
Non-agency CMOs and ABS	0	[1]	0	[2]
Total debt securities	26,796,000	[1]	49,169,000	[2]
Derivative contracts	0	[1]	0	[2]
Equity securities	17,908,000	[1]	28,506,000	[2]
Other securities	816,000	[1]	1,250,000	[2]
Total trading instruments	45,520,000	[1]	78,925,000	[2]
Available for sale securities:
Agency MBS and CMOs	0	[1]	0	[2]
Non-agency CMOs	0	[1]	0	[2]
Other securities	10,000	[1]	9,000	[2]
ARS:
Municipals	0	[1]
Preferred securities	0	[1]
Total available for sale securities	10,000	[1]	9,000	[2]
Private equity and other investments:
Private equity investments	0	[1]	0	[2]
Other investments	123,421,000	[1]	158,653,000	[2]
Total private equity and other investments	123,421,000	[1]	158,653,000	[2]
Other assets	0	[1]	0	[2]
Total	168,951,000	[1]	237,587,000	[2]
Trading instruments sold but not yet purchased:
Municipal and provincial obligations	0	[1]	0	[2]
Corporate obligations	0	[1]	17,000	[2]
Government obligations	56,472,000	[1]	99,631,000	[2]
Agency MBS and CMOs	159,000	[1]	105,000	[2]
Total debt securities	56,631,000	[1]	99,753,000	[2]
Derivative contracts	0	[1]	0	[2]
Equity securities	6,488,000	[1]	15,890,000	[2]
Other securities	0	[1]
Total trading instruments sold but not yet purchased	63,119,000	[1]	115,643,000	[2]
Other liabilities	0	[1]	0	[2]
Total	63,119,000	[1]	115,643,000	[2]
Measured at fair value on a recurring basis [Member] | Significant other observable inputs (Level 2) [Member]
Trading instruments:
Municipal and provincial obligations	164,019,000	[1]	162,071,000	[2]
Corporate obligations	23,470,000	[1]	16,986,000	[2]
Government and agency obligations	13,486,000	[1]	9,520,000	[2]
Agency MBS and CMOs	147,726,000	[1]	278,275,000	[2]
Non-agency CMOs and ABS	49,069,000	[1]	4,367,000	[2]
Total debt securities	397,770,000	[1]	471,219,000	[2]
Derivative contracts	126,867,000	[1]	102,490,000	[2]
Equity securities	3,274,000	[1]	113,000	[2]
Other securities	7,463,000	[1]	1,593,000	[2]
Total trading instruments	535,374,000	[1]	575,415,000	[2]
Available for sale securities:
Agency MBS and CMOs	178,732,000	[1]	217,879,000	[2]
Non-agency CMOs	145,024,000	[1]	200,559,000	[2]
Other securities	0	[1]	5,003,000	[2]
ARS:
Municipals	0	[1]
Preferred securities	0	[1]
Total available for sale securities	323,756,000	[1]	423,441,000	[2]
Private equity and other investments:
Private equity investments	0	[1]	0	[2]
Other investments	63,000	[1]	1,151,000	[2]
Total private equity and other investments	63,000	[1]	1,151,000	[2]
Other assets	2,696,000	[1]	25,000	[2]
Total	861,889,000	[1]	1,000,032,000	[2]
Trading instruments sold but not yet purchased:
Municipal and provincial obligations	607,000	[1]	296,000	[2]
Corporate obligations	5,625,000	[1]	676,000	[2]
Government obligations	0	[1]	0	[2]
Agency MBS and CMOs	0	[1]	0	[2]
Total debt securities	6,232,000	[1]	972,000	[2]
Derivative contracts	112,457,000	[1]	86,039,000	[2]
Equity securities	211,000	[1]	12,774,000	[2]
Other securities	0	[1]
Total trading instruments sold but not yet purchased	118,900,000	[1]	99,785,000	[2]
Other liabilities	20,000	[1]	105,000	[2]
Total	118,920,000	[1]	99,890,000	[2]
Measured at fair value on a recurring basis [Member] | Significant unobservable inputs (Level 3) [Member]
Trading instruments:
Municipal and provincial obligations	375,000		6,275,000
Corporate obligations	0		0
Government and agency obligations	0		0
Agency MBS and CMOs	0		0
Non-agency CMOs and ABS	50,000		3,930,000
Total debt securities	425,000		10,205,000
Derivative contracts	0		0
Equity securities	15,000		3,025,000
Other securities	0		0
Total trading instruments	440,000		13,230,000
Available for sale securities:
Agency MBS and CMOs	0		0
Non-agency CMOs	851,000		1,011,000
Other securities	0		0
ARS:
Municipals	79,524,000	[3]
Preferred securities	116,524,000
Total available for sale securities	196,899,000		1,011,000
Private equity and other investments:
Private equity investments	168,785,000	[4]	161,230,000	[5]
Other investments	2,087,000		45,000
Total private equity and other investments	170,872,000		161,275,000
Other assets	0		0
Total	368,211,000		175,516,000
Trading instruments sold but not yet purchased:
Municipal and provincial obligations	0		0
Corporate obligations	0		0
Government obligations	0		0
Agency MBS and CMOs	0		0
Total debt securities	0		0
Derivative contracts	0		0
Equity securities	0		0
Other securities	0
Total trading instruments sold but not yet purchased	0		0
Other liabilities	40,000		46,000
Total	40,000		46,000
Private equity investments	87,900,000		86,300,000
Weighted-average ownership percentage (in hundredths)	20.00%		20.00%
Portion of significant private equity investments included in Noncontrolling Interests	70,000,000		69,100,000
Jefferson County, Alabama Limited Obligation School Warrants ARS	53,200,000
Jefferson County, Alabama Sewer Revenue Refunding Warrants ARS	19,200,000
Measured at fair value on a recurring basis [Member] | Netting adjustments [Member]
Trading instruments:
Municipal and provincial obligations	0	[6]	0	[6]
Corporate obligations	0	[6]	0	[6]
Government and agency obligations	0	[6]	0	[6]
Agency MBS and CMOs	0	[6]	0	[6]
Non-agency CMOs and ABS	0	[6]	0	[6]
Total debt securities	0	[6]	0	[6]
Derivative contracts	(88,563,000)	[6]	(76,123,000)	[6]
Equity securities	0	[6]	0	[6]
Other securities	0	[6]	0	[6]
Total trading instruments	(88,563,000)	[6]	(76,123,000)	[6]
Available for sale securities:
Agency MBS and CMOs	0	[6]	0	[6]
Non-agency CMOs	0	[6]	0	[6]
Other securities	0	[6]	0	[6]
ARS:
Municipals	0	[6]
Preferred securities	0	[6]
Total available for sale securities	0	[6]	0	[6]
Private equity and other investments:
Private equity investments	0	[6]	0	[6]
Other investments	0	[6]	0	[6]
Total private equity and other investments	0	[6]	0	[6]
Other assets	0	[6]	0	[6]
Total	(88,563,000)	[6]	(76,123,000)	[6]
Trading instruments sold but not yet purchased:
Municipal and provincial obligations	0	[6]	0	[6]
Corporate obligations	0	[6]	0	[6]
Government obligations	0	[6]	0	[6]
Agency MBS and CMOs	0	[6]	0	[6]
Total debt securities	0	[6]	0	[6]
Derivative contracts	(105,869,000)	[6]	(84,390,000)	[6]
Equity securities	0	[6]	0	[6]
Other securities	0	[6]
Total trading instruments sold but not yet purchased	(105,869,000)	[6]	(84,390,000)	[6]
Other liabilities	0	[6]	0	[6]
Total	$ (105,869,000)	[6]	$ (84,390,000)	[6]

[1] We had no significant transfers of financial instruments between Level 1 and Level 2 during the fiscal year ended September 30, 2011. Our policy is that the end of each respective quarterly reporting period determines when transfers of financial instruments between levels are recognized.

[2] We had no significant transfers of financial instruments between Level 1 and Level 2 during the year ended September 30, 2010. Our policy is to use the end of each respective quarterly reporting period to determine when transfers of financial instruments between levels are recognized.

[3] Includes $53.2 million of Jefferson County, Alabama Limited Obligation School Warrants ARS and $19.2 million of Jefferson County, Alabama Sewer Revenue Refunding Warrants ARS. On November 9, 2011, Jefferson County, Alabama filed a voluntary petition for relief under Chapter 9 of the U.S. Bankruptcy Code in the U.S. District Court for the Northern District of Alabama. To date, the impact of this event on the fair value of these ARS has not been material, however the future impact is unknown.

[4] Includes $87.9 million in private equity investments of which the weighted-average portion we own is approximately 20%. Effectively the economics associated with the portion of this investment we do not own becomes a component of noncontrolling interests on our Consolidated Statements of Financial Condition, and amounted to approximately $70 million of that total as of September 30, 2011.

[5] Includes $86.3 million in private equity investments of which the weighted-average portion we own is approximately 20%. Effectively the economics associated with the portion of this investment we do not own becomes a component of noncontrolling interests on our Consolidated Statements of Financial Condition, and amounted to approximately $69.1 million of that total as of September 30, 2010.

[6] We have elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists.