INTEREST INCOME AND INTEREST EXPENSE (Details) (USD $) In Thousands	12 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2009
Interest income:
Margin balances	$ 52,361	$ 46,650	$ 37,617
Assets segregated pursuant to regulations and other segregated assets	8,424	7,685	14,786
Bank loans, net of unearned income	270,057	257,988	320,167
Available for sale securities	10,815	17,846	24,373
Trading instruments	20,549	18,146	13,112
Stock borrow	6,035	8,448	10,269
Interest income of consolidated VIEs	2	13	71
Other	24,075	14,116	23,189
Total interest income	392,318	370,892	443,584
Interest expense:
Brokerage client liabilities	3,422	3,688	10,958
Retail bank deposits	12,543	16,053	24,023
Stock loan	1,807	3,530	3,838
Borrowed funds	3,969	6,099	7,946
Senior notes	31,320	26,091	2,899
Interest expense of consolidated VIEs	6,049	4,457	4,817
Other	6,720	2,933	2,472
Total interest expense	65,830	62,851	56,953
Net interest income	326,488	308,041	386,631
Less: Provision for loan losses	(33,655)	(80,413)	(169,341)
Net interest income after provision for loan losses	$ 292,833	$ 227,628	$ 217,290