DISCLOSURE OF OFFSETTING ASSETS AND LIABILITIES, COLLATERAL AND ENCUMBERED ASSETS, Offsetting (Details) (USD $)	Mar. 31, 2015	Sep. 30, 2014
Securities purchased under agreements to resell and other collateralized financings [Abstract]
Gross amounts of recognized assets	$ 469,503,000	$ 446,016,000
Gross amounts offset in the Statements of Financial Condition	0	0
Net amounts presented in the Statements of Financial Condition	469,503,000	446,016,000
Gross amounts not offset in the Statements of Financial Condition, financial instruments	(469,503,000)	(446,016,000)
Gross amounts not offset in the Statements of Financial Condition, cash collateral received (paid)	0	0
Net amount	0	0
Derivative assets [Abstract]
Net amounts presented in the Statements of Financial Condition	41,717,000	28,205,000
Derivative instruments associated with offsetting matched book positions	421,850,000	323,337,000
Stock borrowed [Abstract]
Gross amounts of recognized assets	167,338,000	158,988,000
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	167,338,000	158,988,000
Gross amounts not offset in the Statement of Financial Condition, financial instruments	(159,418,000)	(153,261,000)
Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	7,920,000	5,727,000
Total assets [Abstract]
Gross amounts of recognized assets	1,188,105,000	1,020,726,000
Gross amounts offset in the Statement of Financial Condition	(79,697,000)	(61,718,000)
Net amounts presented in the Statement of Financial Condition	1,108,408,000	959,008,000
Gross amounts not offset in the Statement of Financial Condition, financial instruments	(1,060,044,000)	(926,491,000)
Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	48,364,000	32,517,000
Securities sold under agreements to repurchase [Abstract]
Gross amounts of recognized (liabilities)	(277,383,000)	(244,495,000)
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	(277,383,000)	(244,495,000)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	277,383,000	244,495,000
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	0	0
Net amount	0	0
Derivative liabilities [Abstract]
Net amounts presented in the Statement of Financial Condition	(26,022,000)	(12,372,000)
Derivative instruments associated with offsetting matched book positions	(421,850,000)	(323,337,000)
Stock loaned [Abstract]
Gross amounts of recognized (liabilities)	(395,609,000)	(417,383,000)
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	(395,609,000)	(417,383,000)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	381,327,000	402,180,000
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	0	0
Net amount	(14,282,000)	(15,203,000)
Total liabilities [Abstract]
Gross amounts of recognized (liabilities)	(1,202,373,000)	(1,060,883,000)
Gross amounts offset in the Statement of Financial Condition	79,028,000	63,296,000
Net amounts presented in the Statements of Financial Condition	(1,123,345,000)	(997,587,000)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	1,084,661,000	973,514,000
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	18,422,000	4,620,000
Net amount	(20,262,000)	(19,453,000)
Securities purchased under agreements to resell collateral obligation to return securities	483,800,000	463,700,000
Securities sold under agreements to repurchase fair value	289,400,000	253,700,000
Interest rate contract
Derivative assets [Abstract]
Derivative contracts	121,414,000
Gross amounts offset in the Statements of Financial Condition	(79,697,000)
Net amounts presented in the Statements of Financial Condition	41,717,000
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments	(9,273,000)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0
Net amount	32,444,000
Derivative instruments associated with offsetting matched book positions
Derivative assets [Abstract]
Derivative contracts	421,850,000
Gross amounts offset in the Statements of Financial Condition	0
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments	(421,850,000)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0
Net amount	0
Derivative liabilities [Abstract]
Net amount		0
Forward foreign exchange contracts
Derivative assets [Abstract]
Derivative contracts	8,000,000	2,462,000
Gross amounts offset in the Statements of Financial Condition	0	0
Net amounts presented in the Statements of Financial Condition	8,000,000	2,462,000
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments	0	0
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	8,000,000	2,462,000
Designated as hedging instrument | Interest rate contract
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(2,481,000)
Gross amounts offset in the Statement of Financial Condition	0
Net amounts presented in the Statement of Financial Condition	(2,481,000)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	0
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	2,481,000
Net amount	0
Total liabilities [Abstract]
Fair value of cash collateral deposited	8,900,000
Derivatives not designated as hedging instruments
Derivative assets [Abstract]
Derivative instruments associated with offsetting matched book positions		323,337,000
Derivative liabilities [Abstract]
Derivative instruments associated with offsetting matched book positions	(421,850,000)	(323,337,000)
Derivatives not designated as hedging instruments | Interest rate contract
Derivative assets [Abstract]
Derivative contracts		89,923,000
Gross amounts offset in the Statements of Financial Condition		(61,718,000)
Net amounts presented in the Statements of Financial Condition		28,205,000
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments		(3,877,000)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)		0
Net amount		24,328,000
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(105,050,000)	(75,668,000)
Gross amounts offset in the Statement of Financial Condition	79,028,000	63,296,000
Net amounts presented in the Statement of Financial Condition	(26,022,000)	(12,372,000)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	4,101,000	3,502,000
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	15,941,000	4,620,000
Net amount	(5,980,000)	(4,250,000)
Derivatives not designated as hedging instruments | Derivative instruments associated with offsetting matched book positions
Derivative assets [Abstract]
Derivative contracts		323,337,000
Gross amounts offset in the Statements of Financial Condition		0
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments		(323,337,000)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)		0
Net amount		0
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(421,850,000)	(323,337,000)
Gross amounts offset in the Statement of Financial Condition	0	0
Gross amounts not offset in the Statement of Financial Condition, financial instruments	421,850,000	323,337,000
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	0	0
Net amount	$ 0