Interest Rate Swaps (Tables)

6 Months Ended

Mar. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value of Cash Flow Hedge Derivative Contracts Included in the Consolidated Balance Sheets

The following table presents the carrying amount of our cash flow hedge derivative contracts included in the Consolidated Balance Sheets as of March 31, 2013 and September 30, 2012:

(In thousands)		March 31,		September 30,
Type of Contract	Balance Sheet Classification	2013		2012
Short term interest rate swaps	Accrued liabilities	$	1,665	$	1,705
Long term interest rate swaps	Other long-term liabilities	635		1,414
Total derivative contracts, net		$	2,300	$	3,119