INTEREST RATE SWAPS (Tables) (Cash Flow Hedging [Member], Designated as Hedging Instrument [Member])

12 Months Ended

Sep. 30, 2013

Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member]

Derivative [Line Items]

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 September 30, 2013 and 2012:

(In thousands)		September 30,
Type of Contract	Balance Sheet Classification	2013		2012
Short term interest rate swaps	Accrued liabilities	$	1,586	$	1,705
Long term interest rate swaps	Other long-term liabilities	—		1,414
Total derivative contracts, net		$	1,586	$	3,119