DISCLOSURE OF OFFSETTING ASSETS AND LIABILITIES, COLLATERAL, ENCUMBERED ASSETS, AND REPURCHASE AGREEMENTS, Offsetting (Details) - USD ($) $ in Thousands	Mar. 31, 2016	Sep. 30, 2015
Securities purchased under agreements to resell and other collateralized financings [Abstract]
Gross amounts of recognized assets	$ 428,864	$ 474,144
Gross amounts offset in the Statements of Financial Condition	0	0
Net amounts presented in the Statements of Financial Condition	428,864	474,144
Gross amounts not offset in the Statements of Financial Condition, financial instruments	(428,864)	(474,144)
Gross amounts not offset in the Statements of Financial Condition, cash collateral received (paid)	0	0
Net amount	0	0
Derivative assets [Abstract]
Derivative instruments associated with offsetting matched book positions	396,163	389,457
Net amounts presented in the Statements of Financial Condition	51,275	42,086
Stock borrowed [Abstract]
Gross amounts of recognized assets	123,156	124,373
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	123,156	124,373
Gross amounts not offset in the Statement of Financial Condition, financial instruments	(119,957)	(120,957)
Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	3,199	3,416
Total assets [Abstract]
Gross amounts of recognized assets	1,099,026	1,121,598
Gross amounts offset in the Statement of Financial Condition	(96,630)	(90,621)
Net amounts presented in the Statement of Financial Condition	1,002,396	1,030,977
Gross amounts not offset in the Statement of Financial Condition, financial instruments	(962,362)	(997,167)
Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	40,034	33,810
Securities sold under agreements to repurchase [Abstract]
Gross amounts of recognized (liabilities)	(190,679)	(332,536)
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	(190,679)	(332,536)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	190,679	332,536
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	0	0
Net amount	0	0
Derivative liabilities [Abstract]
Derivative instruments associated with offsetting matched book positions	(396,163)	(389,457)
Net amounts presented in the Statement of Financial Condition	(7,639)	(20,239)
Stock loaned [Abstract]
Gross amounts of recognized (liabilities)	(610,476)	(478,573)
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	(610,476)	(478,573)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	599,876	472,379
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	0	0
Net amount	(10,600)	(6,194)
Total liabilities [Abstract]
Gross amounts of recognized (liabilities)	(1,353,963)	(1,317,231)
Gross amounts offset in the Statement of Financial Condition	128,002	88,881
Net amounts presented in the Statements of Financial Condition	(1,225,961)	(1,228,350)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	1,186,718	1,197,900
Gross amounts not offset in the Statement of Financial Condition, cash collateral received (paid)	23,503	14,944
Net amount	(15,740)	(15,506)
Securities purchased under agreements to resell collateral obligation to return securities	446,700	499,300
Securities sold under agreements to repurchase, fair value of collateral	200,000	346,100
Derivative instruments associated with offsetting matched book positions
Derivative liabilities [Abstract]
Net amount		0
Derivatives not designated as hedging instruments
Derivative assets [Abstract]
Derivative instruments associated with offsetting matched book positions	396,163	389,457
Derivative liabilities [Abstract]
Derivative instruments associated with offsetting matched book positions	(396,163)	(389,457)
Derivatives not designated as hedging instruments | Interest rate contract
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)		(7,545)
Gross amounts offset in the Statement of Financial Condition		0
Net amounts presented in the Statement of Financial Condition		(7,545)
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		7,545
Net amount		0
Derivatives not designated as hedging instruments | Derivative instruments associated with offsetting matched book positions
Derivative assets [Abstract]
Derivative contracts	396,163	389,457
Gross amounts offset in the Statements of Financial Condition	0	0
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments	(396,163)	(389,457)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	0	0
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(396,163)	(389,457)
Gross amounts offset in the Statement of Financial Condition	0	0
Gross amounts not offset in the Statement of Financial Condition, financial instruments	396,163	389,457
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	0	0
Net amount	0
Designated as hedging instrument | Interest rate contract
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(20,803)
Gross amounts offset in the Statement of Financial Condition	0
Net amounts presented in the Statement of Financial Condition	(20,803)
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	20,803
Net amount	0
Total liabilities [Abstract]
Fair value of cash collateral deposited	10,900
Over the counter | Derivatives not designated as hedging instruments | Interest rate contract
Derivative assets [Abstract]
Derivative contracts	138,228	130,095
Gross amounts offset in the Statements of Financial Condition	(96,630)	(90,621)
Net amounts presented in the Statements of Financial Condition	41,598	39,474
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, financial instruments	(17,378)	(12,609)
Derivative assets, Gross amounts not offset in the Statement of Financial Condition, cash collateral (paid)	0	0
Net amount	24,220	26,865
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(130,702)	(104,255)
Gross amounts offset in the Statement of Financial Condition	128,002	88,881
Net amounts presented in the Statement of Financial Condition	(2,700)	(15,374)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	0	3,528
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	2,700	7,399
Net amount	0	(4,447)
Over the counter | Derivatives not designated as hedging instruments | Forward foreign exchange contracts
Derivative assets [Abstract]
Derivative contracts	9,677	2,612
Gross amounts offset in the Statements of Financial Condition	0	0
Net amounts presented in the Statements of Financial Condition	9,677	2,612
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	9,677	2,612
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(4,939)	(4,865)
Gross amounts offset in the Statement of Financial Condition	0	0
Net amounts presented in the Statement of Financial Condition	(4,939)	(4,865)
Gross amounts not offset in the Statement of Financial Condition, financial instruments	0	0
Gross amounts not offset in the Statement of Financial Condition, cash collateral received	0	0
Net amount	(4,939)	(4,865)
RJ Bank | Over the counter | Designated and not designated as hedging instrument | Forward foreign exchange contracts
Derivative assets [Abstract]
Derivative contracts	2,938	917
Gross amounts offset in the Statements of Financial Condition	0	0
Net amounts presented in the Statements of Financial Condition	2,938	917
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	2,938	$ 917
Derivative liabilities [Abstract]
Gross amount of recognized (liabilities)	(201)
Gross amounts offset in the Statement of Financial Condition	0
Net amounts presented in the Statement of Financial Condition	(201)
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	0
Net amount	$ (201)