AVAILABLE FOR SALE SECURITIES, Gross Unrealized Losses and Fair Value and Significant Assumptions (Details) $ in Thousands	6 Months Ended
	Mar. 31, 2016 USD ($) position securities	Sep. 30, 2015 USD ($)
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	$ 147,179	$ 5,115
Estimated fair value 12 months or more	95,189	107,005
Total estimated fair value	242,368	112,120
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(2,561)	(213)
Unrealized losses 12 months or more	(6,208)	(6,158)
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (8,769)	(6,371)
ARS preferred securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Qualitative Disclosure [Abstract]
Number of available for sale securities with fair value less than cost basis | securities	37
Auction rate securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Qualitative Disclosure [Abstract]
Par value	$ 154,200
Number of available for sale securities with fair value less than cost basis | securities	9
RJ Bank | Agency MBS and CMOs
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	$ 27,073	3,488
Estimated fair value 12 months or more	24,687	29,524
Total estimated fair value	51,760	33,012
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(35)	(37)
Unrealized losses 12 months or more	(220)	(307)
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (255)	(344)
Available-for-sale Securities, Continuous Unrealized Loss Position, Qualitative Disclosure [Abstract]
Number of securities in unrealized loss position | position	10
Number of securities in unrealized loss position greater than 12 months | position	3
Number of securities in unrealized loss position, less than 12 months | position	7
RJ Bank | Non-agency CMOs
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	$ 4,347	0
Estimated fair value 12 months or more	58,720	65,854
Total estimated fair value	63,067	65,854
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(37)	0
Unrealized losses 12 months or more	(4,413)	(4,327)
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (4,450)	(4,327)
Available-for-sale Securities, Continuous Unrealized Loss Position, Qualitative Disclosure [Abstract]
Number of securities in unrealized loss position | position	15
Number of available-for-sale investment positions | position	16
Number of securities in unrealized loss position greater than 12 months | position	14
Number of securities in unrealized loss position, less than 12 months | position	1
RJ Bank | Non-agency CMOs | Low end
Significant Assumptions
Default rate (in hundredths)	0.00%
Loss severity (in hundredths)	0.00%
Prepayment rate (in hundredths)	5.57%
RJ Bank | Non-agency CMOs | High end
Significant Assumptions
Default rate (in hundredths)	6.60%
Loss severity (in hundredths)	69.20%
Prepayment rate (in hundredths)	32.00%
RJ Bank | Non-agency CMOs | Weighted average
Significant Assumptions
Default rate (in hundredths)	3.42%
Loss severity (in hundredths)	36.31%
Prepayment rate (in hundredths)	12.74%
RJ Bank | Other securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	$ 1,297	1,402
Estimated fair value 12 months or more	0	0
Total estimated fair value	1,297	1,402
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(278)	(173)
Unrealized losses 12 months or more	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	(278)	(173)
Non-broker-dealer subsidiaries | ARS municipal obligations
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	13,392	225
Estimated fair value 12 months or more	11,782	11,627
Total estimated fair value	25,174	11,852
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(508)	(3)
Unrealized losses 12 months or more	(1,575)	(1,524)
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	(2,083)	$ (1,527)
Non-broker-dealer subsidiaries | ARS preferred securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Estimated fair value less than 12 months	101,070
Estimated fair value 12 months or more	0
Total estimated fair value	101,070
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Loss [Abstract]
Unrealized losses less than 12 months	(1,703)
Unrealized losses 12 months or more	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ (1,703)