AVAILABLE FOR SALE SECURITIES (Details) (USD $)	12 Months Ended
	Sep. 30, 2011		Sep. 30, 2010		Sep. 30, 2009
AVAILABLE FOR SALE SECURITIES [Abstract]
Proceeds from the sale of available-for-sale-securities	$ 13,761,000		$ 0		$ 0
Loss on sale of available for sale securities	209,000
Schedule of Available-for-sale Securities [Line Items]
Cost basis	567,127,000		475,041,000		606,821,000
Gross unrealized gains	646,000		584,000		228,000
Gross unrealized losses	(47,108,000)		(51,164,000)		(97,976,000)
Fair value	520,665,000		424,461,000		509,073,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,815,000
After ten years	515,312,000
Total	567,127,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,971,000
After ten years	468,694,000
Total	520,665,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.46%
After ten years (in hundredths)	1.78%
Total (in hundredths)	1.66%
Credit ratings [Abstract]
Available for sale securities	520,665,000		424,461,000		509,073,000
Credit losses on debt securities recognized in earnings [Roll Forward]
Amount related to credit losses on securities we held at the beginning of the period	18,816,000		17,762,000		4,869,000
Additions to the amount related to credit loss for which an OTTI was not previously recognized	240,000		5,166,000		11,393,000
Decreases to the amount related to credit loss for securities sold during the period	(6,744,000)		0		0
Additional increases to the amount related to credit loss for which an OTTI was previously recognized	9,994,000		6,864,000		1,500,000
Decreases to the amount related to credit losses for worthless securities	0		(10,976,000)		0
Amount related to credit losses on securities we held at the end of the period	22,306,000		18,816,000		17,762,000
RJ Bank [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	371,076,000		475,038,000		606,818,000
Gross unrealized gains	639,000		578,000		223,000
Gross unrealized losses	(47,108,000)		(51,164,000)		(97,976,000)
Fair value	324,607,000		424,452,000		509,065,000
Estimated fair value of securities in a continuous unrealized loss position [Abstract]
Less than 12 months	24,711,000		45,026,000
12 months or more	162,232,000		258,302,000
Total	186,943,000		303,328,000
Unrealized losses on securities in a continuous unrealized loss position [Abstract]
Less than 12 months	(99,000)		(117,000)
12 months or more	(47,009,000)		(51,047,000)
Total	(47,108,000)		(51,164,000)
Credit ratings [Abstract]
Available for sale securities	324,607,000		424,452,000		509,065,000
RJ Bank [Member] | Agency MBS & CMOs [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	178,120,000		217,516,000		275,995,000
Gross unrealized gains	639,000		559,000		213,000
Gross unrealized losses	(27,000)		(196,000)		(3,316,000)
Fair value	178,732,000		217,879,000		272,892,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,262,000
After ten years	126,858,000
Total	178,120,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,418,000
After ten years	127,314,000
Total	178,732,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.46%
After ten years (in hundredths)	0.57%
Total (in hundredths)	0.54%
Estimated fair value of securities in a continuous unrealized loss position [Abstract]
Less than 12 months	23,366,000		45,026,000
12 months or more	17,702,000		58,425,000
Total	41,068,000		103,451,000
Unrealized losses on securities in a continuous unrealized loss position [Abstract]
Less than 12 months	(6,000)		(117,000)
12 months or more	(21,000)		(79,000)
Total	(27,000)		(196,000)
Number of available-for-sale investment positions [Abstract]
Number of available-for-sale investment positions determined to be in an unrealized loss position	14
Number of available-for-sale investment positions determined to be in an unrealized loss position continuously for less than 12 months	3
Number of available-for-sale investment positions determined to be in an unrealized loss position continuously for 12 months or more	11
Number of nationally recognized rating organizations that did not downgrade their previously issued U.S. sovereign debt credit ratings	2
Credit ratings [Abstract]
Available for sale securities	178,732,000		217,879,000		272,892,000
RJ Bank [Member] | Non-agency CMOs [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	192,956,000	[1]	252,522,000	[2]	325,823,000	[3]
Gross unrealized gains	0	[1]	16,000	[2]	0	[3]
Gross unrealized losses	(47,081,000)	[1]	(50,968,000)	[2]	(94,660,000)	[3]
Fair value	145,875,000	[1]	201,570,000	[2]	231,163,000	[3]
Non-credit portion of OTTI recorded in AOCI, before tax	37,900,000		36,100,000		20,500,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	192,956,000
Total	192,956,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	145,875,000
Total	145,875,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.00%
After ten years (in hundredths)	4.33%
Total (in hundredths)	4.33%
Estimated fair value of securities in a continuous unrealized loss position [Abstract]
Less than 12 months	1,345,000		0
12 months or more	144,530,000		199,877,000
Total	145,875,000		199,877,000
Unrealized losses on securities in a continuous unrealized loss position [Abstract]
Less than 12 months	(93,000)		0
12 months or more	(46,988,000)		(50,968,000)
Total	(47,081,000)		(50,968,000)
Number of available-for-sale investment positions [Abstract]
Number of available-for-sale investment positions determined to be in an unrealized loss position	25
Number of available-for-sale investment positions determined to be in an unrealized loss position continuously for less than 12 months	1
Number of available-for-sale investment positions determined to be in an unrealized loss position continuously for 12 months or more	24
Credit ratings [Abstract]
Available for sale securities	145,875,000	[1]	201,570,000	[2]	231,163,000	[3]
RJ Bank [Member] | Non-agency CMOs [Member] | Investment grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value	40,700,000
Credit ratings [Abstract]
Available for sale securities	40,700,000
RJ Bank [Member] | Non-agency CMOs [Member] | Less than investment grade [Member]
Schedule of Available-for-sale Securities [Line Items]
Fair value	105,200,000
Credit ratings [Abstract]
Available for sale securities	105,200,000
RJ Bank [Member] | Non-agency CMOs [Member] | Range, Low end [Member]
Significant assumptions [Abstract]
Default rate (in hundredths)	0.30%
Loss severity (in hundredths)	15.00%
Prepayment rate (in hundredths)	0.00%
RJ Bank [Member] | Non-agency CMOs [Member] | Range, High end [Member]
Significant assumptions [Abstract]
Default rate (in hundredths)	36.30%
Loss severity (in hundredths)	70.80%
Prepayment rate (in hundredths)	30.20%
RJ Bank [Member] | Non-agency CMOs [Member] | Weighted average [Member]
Significant assumptions [Abstract]
Default rate (in hundredths)	14.40%	[4]
Loss severity (in hundredths)	45.20%	[4]
Prepayment rate (in hundredths)	10.40%	[4]
RJ Bank [Member] | Sub-total agency MBS & CMOs and non-agency CMOs [Member]
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,262,000
After ten years	319,814,000
Total	371,076,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	51,418,000
After ten years	273,189,000
Total	324,607,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.46%
After ten years (in hundredths)	2.58%
Total (in hundredths)	2.24%
RJ Bank [Member] | Other securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis			5,000,000		5,000,000
Gross unrealized gains			3,000		10,000
Gross unrealized losses			0		0
Fair value			5,003,000		5,010,000
Credit ratings [Abstract]
Available for sale securities			5,003,000		5,010,000
Non-broker-dealer subsidiaries [Member] | Auction rate securities: Municipal obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	79,524,000
Gross unrealized gains	0
Gross unrealized losses	0
Fair value	79,524,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	553,000
After ten years	78,971,000
Total	79,524,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	553,000
After ten years	78,971,000
Total	79,524,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.48%
After ten years (in hundredths)	0.75%
Total (in hundredths)	0.75%
Credit ratings [Abstract]
Available for sale securities	79,524,000
Non-broker-dealer subsidiaries [Member] | Auction rate securities: Preferred securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	116,524,000
Gross unrealized gains	0
Gross unrealized losses	0
Fair value	116,524,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	116,524,000
Total	116,524,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	116,524,000
Total	116,524,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.00%
After ten years (in hundredths)	0.26%
Total (in hundredths)	0.26%
Credit ratings [Abstract]
Available for sale securities	116,524,000
Non-broker-dealer subsidiaries [Member] | Auction rate securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	196,048,000	[5]
Gross unrealized gains	0	[5]
Gross unrealized losses	0	[5]
Fair value	196,048,000	[5]
Transferred from trading instruments into available for sale securities	7,500,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	553,000
After ten years	195,495,000
Total	196,048,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	553,000
After ten years	195,495,000
Total	196,048,000
Weighted-average yield [Abstract]
Within one year (in hundredths)	0.00%
After one but within five years (in hundredths)	0.00%
After five but within ten years (in hundredths)	0.48%
After ten years (in hundredths)	0.46%
Total (in hundredths)	0.46%
Credit ratings [Abstract]
Available for sale securities	196,048,000	[5]
ARS [Abstract]
Aggregate par value of securities redeemed at par	15,900,000
Non-broker-dealer subsidiaries [Member] | Other securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost basis	3,000		3,000		3,000
Gross unrealized gains	7,000		6,000		5,000
Gross unrealized losses	0		0		0
Fair value	10,000		9,000		8,000
Amortized cost [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	3,000
Total	3,000
Carrying value [Abstract]
Within one year	0
After one but within five years	0
After five but within ten years	0
After ten years	10,000
Total	10,000
Credit ratings [Abstract]
Available for sale securities	$ 10,000		$ 9,000		$ 8,000

[1] As of September 30, 2011, the non-credit portion of OTTI recorded in AOCI was $37.9 million (before taxes).

[2] As of September 30, 2010, the non-credit portion of OTTI recorded in AOCI was $36.1 million (before taxes).

[3] As of September 30, 2009, the non-credit portion of OTTI recorded in AOCI was $20.5 million (before taxes).

[4] Represents the expected activity for the next twelve months.

[5] During fiscal year 2011, ARS with a fair value of approximately $7.5 million which were previously held in trading instruments and arose prior to the ARS settlement (refer to Note 17 for discussion of the ARS settlement) were transferred into available for sale securities.