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RISK MANAGEMENT ACTIVITIES AND FAIR VALUE MEASUREMENTS (Tables)
 12 Months Ended
Jun. 30, 2017
Disclosure Text Block [Abstract]  
Fair Value, Assets Measured on Recurring Basis [Table Text Block]
The following table sets forth the Company's financial assets as of June 30, 2017 and 2016 that were measured at fair value on a recurring basis during the period:
 
Fair Value Asset
As of June 30
2017
 
2016
Investments:
 
 
 
U.S. government securities
$
6,297

 
$
4,839

Corporate bond securities
3,271

 
1,407

Other investments
132

 
28

TOTAL
$
9,700

 
$
6,274
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The notional amounts and fair values of qualifying and non-qualifying derivative instruments used in hedging transactions as of June 30, 2017 and 2016 are as follows:
As of June 30
Notional Amount
 
Fair Value Asset
 
Fair Value (Liability)
2017
 
2016
 
2017
 
2016
 
2017
 
2016
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
 
 
 
 
 
 
 
 
Foreign currency contracts
$
—

 
$
798

 
$
—

 
$
94

 
$
—

 
$
(63
)
DERIVATIVES IN FAIR VALUE HEDGING RELATIONSHIPS
 
 
 
 
 
 
 
 
Interest rate contracts
$
4,552

 
$
4,993

 
$
180

 
$
371

 
$
(2
)
 
$
—

DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
 
 
 
 
Net investment hedges
$
6,102

 
$
3,013

 
$
14

 
$
28

 
$
(177
)
 
$
(115
)
DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS
 
 
 
 
 
 
 
 
Foreign currency contracts
$
4,969

 
$
6,482

 
$
25

 
$
28

 
$
(7
)
 
$
(38
)
Schedule of Derivative Instruments [Table Text Block]
 
Amount of Gain/(Loss)
Recognized in AOCI
on Derivatives (Effective Portion)
Years ended June 30
2017
 
2016
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
Interest rate contracts
$
(2
)
 
$
(2
)
Foreign currency contracts
—

 
—

TOTAL
$
(2
)
 
$
(2
)
DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
Net investment hedges
$
(104
)
 
$
(53
)
The amounts of gains and losses included in earnings from qualifying and non-qualifying financial instruments used in hedging transactions for the years ended June 30, 2017 and 2016 were as follows:
 
Amount of Gain/(Loss)
Reclassified from
AOCI into Earnings
Years ended June 30
2017
 
2016
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
Interest rate contracts
$
—

 
$
3

Foreign currency contracts
69

 
(106
)
TOTAL
$
69

 
$
(103
)
 
Amount of Gain/(Loss)
Recognized in Earnings
Years ended June 30
2017
 
2016
DERIVATIVES IN FAIR VALUE HEDGING RELATIONSHIPS
Interest rate contracts
$
(193
)
 
$
212

Debt
193

 
(212
)
TOTAL
$
—

 
$
—

DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
Net investment hedges
$
6

 
$
(2
)
DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS
Foreign currency contracts (1)
$
59

 
$
(120
)
(1) 
The gain or loss on non-qualifying foreign currency contracts substantially offsets the foreign currency mark-to-market impact of the related exposure.