INTEREST INCOME AND INTEREST EXPENSE (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Mar. 31, 2016	Mar. 31, 2015	Mar. 31, 2016	Mar. 31, 2015
Interest income:
Margin balances	$ 17,068	$ 16,237	$ 34,502	$ 33,513
Assets segregated pursuant to regulations and other segregated assets	6,686	3,179	10,658	6,789
Bank loans, net of unearned income	123,370	100,054	230,971	196,812
Available for sale securities	1,921	1,284	3,572	2,596
Trading instruments	5,145	4,925	9,426	9,425
Stock loan	2,212	3,699	4,127	7,210
Loans to financial advisors	2,011	1,687	3,910	3,437
Corporate cash and all other	3,154	3,348	6,872	6,740
Total interest income	161,567	134,413	304,038	266,522
Interest expense:
Brokerage client liabilities	635	241	862	524
Retail bank deposits (1)	2,752	2,090	4,771	4,227
Trading instruments sold but not yet purchased	1,371	1,133	2,562	2,218
Stock borrow	773	1,795	1,396	3,413
Borrowed funds	3,328	1,129	6,093	2,188
Senior notes	19,091	19,009	38,182	38,019
Interest expense of consolidated VIEs	315	537	625	1,066
Other	1,159	912	1,942	2,575
Total interest expense	29,424	26,846	56,433	54,230
Net interest income	132,143	107,567	247,605	212,292
Subtract: provision for loan losses	(9,629)	(3,937)	(23,539)	(13,302)
Net interest income after provision for loan losses	$ 122,514	$ 103,630	$ 224,066	$ 198,990