SEGMENT ANALYSIS, Information Concerning Operations (Details) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Sep. 30, 2011		Sep. 30, 2010		Sep. 30, 2009
SEGMENT ANALYSIS [Abstract]
Number of business segments	8
Revenues:
Total revenues	$ 3,399,886		$ 2,979,516		$ 2,602,519
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	461,247		361,908		248,774
Add: net loss attributable to noncontrolling interests	(10,502)		(5,764)		(12,373)
Income including noncontrolling interests and before provision for income taxes	450,745		356,144		236,401
Pre-tax loss on auction rate securities repurchased	41,391		0		0
Net interest income (expense):
Net interest income	326,488		308,041		386,631
Total assets:
Total assets	18,006,995		17,883,081
Goodwill	71,924		62,575
Private Client Group [Member]
Revenues:
Total revenues	2,185,990		1,903,101		1,557,462
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	218,811		160,470		84,873
Net interest income (expense):
Net interest income	67,496		55,934		50,698
Total assets:
Total assets	5,581,214	[1]	4,053,054	[1]
Goodwill	48,000		46,000
Capital Markets [Member]
Revenues:
Total revenues	664,276		591,949		533,254
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	77,990		84,236		73,481
Net interest income (expense):
Net interest income	4,967		5,377		2,800
Total assets:
Total assets	1,478,974	[2]	1,791,618	[2]
Goodwill	24,000		17,000
Asset Management [Member]
Revenues:
Total revenues	226,511		196,817		177,359
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	66,176		46,981		30,411
Net interest income (expense):
Net interest income	107		45		151
Total assets:
Total assets	61,793		62,850
RJ Bank [Member]
Revenues:
Total revenues	281,992		276,770		343,366
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	172,993		112,009		80,011
Net interest income (expense):
Net interest income	271,306		259,565		322,393
Total assets:
Total assets	8,741,975		10,818,240
Emerging Markets [Member]
Revenues:
Total revenues	43,184		16,639		14,891
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	4,531		(5,446)		(4,886)
Net interest income (expense):
Net interest income	1,199		93		1,035
Total assets:
Total assets	74,362		27,538
Securities Lending [Member]
Revenues:
Total revenues	6,432		8,837		10,269
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	1,488		2,721		3,651
Net interest income (expense):
Net interest income	4,228		4,918		6,431
Total assets:
Total assets	817,770		680,326
Proprietary Capital [Member]
Revenues:
Total revenues	16,805		17,029		12,742
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	4,391		1,728		1,035
Net interest income (expense):
Net interest income	473		1,953		173
Total assets:
Total assets	176,919		167,010
Other [Member]
Revenues:
Total revenues	10,524		8,056		7,153
Income (loss) excluding noncontrolling interests and before provision for income taxes:
Pre-tax income excluding noncontrolling interests	(85,133)	[3]	(40,791)		(19,802)
Pre-tax loss on auction rate securities repurchased	41,400
Net interest income (expense):
Net interest income	(23,288)		(19,844)		2,950
Total assets:
Total assets	1,073,988		282,445
Intersegment Eliminations [Member]
Revenues:
Total revenues	$ (35,828)		$ (39,682)		$ (53,977)

[1] Includes $48 million of goodwill at September 30, 2011 and $46 million of goodwill at September 30, 2010.

[2] Includes $24 million of goodwill at September 30, 2011 and $17 million of goodwill at September 30, 2010.

[3] The other segment for the year ended September 30, 2011 includes a $41.4 million pre-tax loss on auction rate securities repurchased (see further discussion of this matter in Note 17).